# EDGAR Filing Document

**Accession Number:** 0001227155
**File Stem:** 0001145549-25-058126
**Filing Date:** 2025-9
**Character Count:** 2070571
**Document Hash:** 9dc52ccdd3d149ee7d13c0c7e615a803
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-058126.hdr.sgml**: 20250908

**ACCESSION NUMBER**: 0001145549-25-058126

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20250908

**DATE AS OF CHANGE**: 20250908

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MORGAN STANLEY INSTITUTIONAL LIQUIDITY FUNDS
- **CENTRAL INDEX KEY:** 0001227155

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21339
- **FILM NUMBER:** 251300436

**BUSINESS ADDRESS:**
- **STREET 1:** 1585 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036
- **BUSINESS PHONE:** 800-548-7786

**MAIL ADDRESS:**
- **STREET 1:** 1585 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036

## Series and Classes Contracts Data

### Government Portfolio (Series ID: S000004148)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000011654 | Administrative Class       | MGOXX           |
| C000011655 | Advisory Class             | MAYXX           |
| C000011656 | Institutional Class        | MVRXX           |
| C000011657 | Investor Class             | MVVXX           |
| C000011658 | Participant Class          | MPCXX           |
| C000011659 | Institutional Select Class | MGSXX           |
| C000017907 | Cash Management Class      | MSGXX           |
| C000167931 | Select Class               | MSDXX           |
| C000227505 | CastleOak Share Class      | COSXX           |
| C000234745 | Impact Class               | IMPXX           |
| C000248673 | Impact Partner Class       | IPGXX           |
| C000248991 | Advisor Class              | MALXX           |
| C000263898 | Institutional Plus Class   | MPXXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001227155

### General Information

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

**Registrant Full Name:** Morgan Stanley Institutional Liquidity Funds

**CIK Number of Registrant:** 0001227155

**LEI of Registrant:** 5493000A332Y142SOW84

**Name of Series:** Government Portfolio

**LEI of Series:** 549300BI6Y5SI6BYPB26

**EDGAR Series Identifier:** S000004148

**Total number of share classes in the series:** 13

**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            | Morgan Stanley Investment Management, Inc.                       | 801-15757         |
| Independent Public Accountant | Ernst & Young  LLP<br>City: Boston<br>State: MA                  |  |
| Administrator                 | Morgan Stanley Investment Management, Inc.                       |  |
| Transfer Agent                | SS&C Global Investor & Distribution Solutions<br>CIK: 0000027048 | 084-00448         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 333-104972

- **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:** 47 days

- **WAL:** 114 days

- **Total Value of Portfolio Securities:** $168659089454.59

- **Amortized Cost of Portfolio Securities:** $168631353523.96

- **Cash:** $3703579066.83

- **Total Other Assets:** $1885869557.51

- **Total Liabilities:** $4565942675.20

- **Net Assets of Series:** $169654859473.10

- **Number of Shares Outstanding (Series):** 169688478065.6700

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-08-01 | $99731802724.58           | $141941027130.19           | 58.4200%                  | 83.1500%                   |
| 2025-08-04 | $104921246954.60          | $146204210082.96           | 60.1500%                  | 83.8200%                   |
| 2025-08-05 | $103388984063.29          | $147422506925.83           | 58.9200%                  | 84.0200%                   |
| 2025-08-06 | $102931053287.07          | $145021373477.90           | 59.4700%                  | 83.7900%                   |
| 2025-08-07 | $101917096143.66          | $146474824354.69           | 58.6300%                  | 84.2700%                   |
| 2025-08-08 | $101118280172.66          | $145676254223.64           | 58.4300%                  | 84.1700%                   |
| 2025-08-11 | $105673153605.64          | $148256140992.93           | 60.1800%                  | 84.4300%                   |
| 2025-08-12 | $103783277230.51          | $148341513305.22           | 59.0700%                  | 84.4300%                   |
| 2025-08-13 | $105058059004.88          | $147867487188.88           | 59.8900%                  | 84.2900%                   |
| 2025-08-14 | $104045846230.49          | $148201292635.32           | 59.2000%                  | 84.3200%                   |
| 2025-08-15 | $101589699633.30          | $145982759476.44           | 58.6100%                  | 84.2200%                   |
| 2025-08-18 | $105362027915.04          | $148193723949.75           | 59.9200%                  | 84.2800%                   |
| 2025-08-19 | $101410113751.47          | $146155240010.61           | 58.3000%                  | 84.0200%                   |
| 2025-08-20 | $101142586573.82          | $144884462881.50           | 58.5500%                  | 83.8700%                   |
| 2025-08-21 | $97820662308.89           | $144895725944.43           | 56.4800%                  | 83.6600%                   |
| 2025-08-22 | $98092740380.42           | $143604235038.48           | 57.0200%                  | 83.4700%                   |
| 2025-08-25 | $100152752644.08          | $144115300015.23           | 57.8400%                  | 83.2300%                   |
| 2025-08-26 | $97420799897.52           | $143369854060.67           | 56.4500%                  | 83.0800%                   |
| 2025-08-27 | $101635995758.08          | $145835046384.68           | 57.9400%                  | 83.1400%                   |
| 2025-08-28 | $101557313664.94          | $147407000667.08           | 57.6500%                  | 83.6800%                   |
| 2025-08-29 | $104367049210.51          | $145230937188.65           | 59.9000%                  | 83.3500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-08-01 | 4.3700%             |
| 2025-08-04 | 4.3700%             |
| 2025-08-05 | 4.3700%             |
| 2025-08-06 | 4.3700%             |
| 2025-08-07 | 4.3600%             |
| 2025-08-08 | 4.3600%             |
| 2025-08-11 | 4.3600%             |
| 2025-08-12 | 4.3600%             |
| 2025-08-13 | 4.3600%             |
| 2025-08-14 | 4.3600%             |
| 2025-08-15 | 4.3600%             |
| 2025-08-18 | 4.3600%             |
| 2025-08-19 | 4.3500%             |
| 2025-08-20 | 4.3500%             |
| 2025-08-21 | 4.3500%             |
| 2025-08-22 | 4.3400%             |
| 2025-08-25 | 4.3400%             |
| 2025-08-26 | 4.3400%             |
| 2025-08-27 | 4.3400%             |
| 2025-08-28 | 4.3500%             |
| 2025-08-29 | 4.3400%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-08-01 | 0.9999                      |
|  |  |
| 2025-08-04 | 1.0000                      |
|  |  |
| 2025-08-05 | 0.9999                      |
|  |  |
| 2025-08-06 | 1.0000                      |
|  |  |
| 2025-08-07 | 1.0000                      |
|  |  |
| 2025-08-08 | 0.9999                      |
|  |  |
| 2025-08-11 | 0.9999                      |
|  |  |
| 2025-08-12 | 1.0000                      |
|  |  |
| 2025-08-13 | 1.0000                      |
|  |  |
| 2025-08-14 | 1.0000                      |
|  |  |
| 2025-08-15 | 0.9999                      |
|  |  |
| 2025-08-18 | 0.9999                      |
|  |  |
| 2025-08-19 | 1.0000                      |
|  |  |
| 2025-08-20 | 0.9999                      |
|  |  |
| 2025-08-21 | 0.9999                      |
|  |  |
| 2025-08-22 | 0.9999                      |
|  |  |
| 2025-08-25 | 0.9999                      |
|  |  |
| 2025-08-26 | 0.9999                      |
|  |  |
| 2025-08-27 | 1.0000                      |
|  |  |
| 2025-08-28 | 1.0000                      |
|  |  |
| 2025-08-29 | 1.0000                      |
|  |  |

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

### Class: Administrative Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $783366829.63

- **Number of Shares Outstanding:** 783451609.2500

- **Expense Reimbursement/Waiver:** 38011.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0000          |
|  |  |
| 2025-08-04 | 1.0000          |
|  |  |
| 2025-08-05 | 1.0000          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0000          |
|  |  |
| 2025-08-08 | 1.0000          |
|  |  |
| 2025-08-11 | 1.0000          |
|  |  |
| 2025-08-12 | 1.0000          |
|  |  |
| 2025-08-13 | 1.0001          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 1.0000          |
|  |  |
| 2025-08-19 | 1.0000          |
|  |  |
| 2025-08-20 | 1.0000          |
|  |  |
| 2025-08-21 | 1.0000          |
|  |  |
| 2025-08-22 | 1.0000          |
|  |  |
| 2025-08-25 | 1.0000          |
|  |  |
| 2025-08-26 | 1.0000          |
|  |  |
| 2025-08-27 | 1.0001          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $5647220.65               | $0.00                   |
| 2025-08-04 | $11980.46                 | $5796568.57             |
| 2025-08-05 | $3396.00                  | $1120909.62             |
| 2025-08-06 | $6521617.66               | $1053041.90             |
| 2025-08-07 | $269757.60                | $2316704.44             |
| 2025-08-08 | $20122.50                 | $684659.52              |
| 2025-08-11 | $15669.67                 | $0.00                   |
| 2025-08-12 | $0.00                     | $883120.00              |
| 2025-08-13 | $799993.20                | $1343.61                |
| 2025-08-14 | $1053722.02               | $8737285.58             |
| 2025-08-15 | $3267.75                  | $2205905.38             |
| 2025-08-18 | $11600183.96              | $0.00                   |
| 2025-08-19 | $1434145.93               | $250000.00              |
| 2025-08-20 | $0.00                     | $3074698.55             |
| 2025-08-21 | $16506682.42              | $379786.18              |
| 2025-08-22 | $163642.67                | $827938.44              |
| 2025-08-25 | $8701.18                  | $1229752.59             |
| 2025-08-26 | $31534.63                 | $153700.79              |
| 2025-08-27 | $921394.30                | $849176.08              |
| 2025-08-28 | $531255.38                | $80.00                  |
| 2025-08-29 | $2668.79                  | $12107352.87            |

**Total Gross Subscriptions (Month):** $45546956.77

**Total Gross Redemptions (Month):** $41672024.12

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.0700%           |
| 2025-08-04 | 4.0700%           |
| 2025-08-05 | 4.0700%           |
| 2025-08-06 | 4.0700%           |
| 2025-08-07 | 4.0600%           |
| 2025-08-08 | 4.0600%           |
| 2025-08-11 | 4.0600%           |
| 2025-08-12 | 4.0600%           |
| 2025-08-13 | 4.0600%           |
| 2025-08-14 | 4.0600%           |
| 2025-08-15 | 4.0600%           |
| 2025-08-18 | 4.0600%           |
| 2025-08-19 | 4.0500%           |
| 2025-08-20 | 4.0500%           |
| 2025-08-21 | 4.0500%           |
| 2025-08-22 | 4.0400%           |
| 2025-08-25 | 4.0400%           |
| 2025-08-26 | 4.0400%           |
| 2025-08-27 | 4.0400%           |
| 2025-08-28 | 4.0500%           |
| 2025-08-29 | 4.0500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 92.9300%         | 0.0000%              |

### Class: Advisory Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $3572558677.35

- **Number of Shares Outstanding:** 3572937884.0700

- **Expense Reimbursement/Waiver:** 174325.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0000          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0000          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0000          |
|  |  |
| 2025-08-08 | 1.0000          |
|  |  |
| 2025-08-11 | 1.0000          |
|  |  |
| 2025-08-12 | 1.0000          |
|  |  |
| 2025-08-13 | 1.0001          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 1.0000          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0000          |
|  |  |
| 2025-08-21 | 1.0000          |
|  |  |
| 2025-08-22 | 1.0000          |
|  |  |
| 2025-08-25 | 1.0000          |
|  |  |
| 2025-08-26 | 1.0000          |
|  |  |
| 2025-08-27 | 1.0001          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $40882754.25              | $91444584.85            |
| 2025-08-04 | $21660179.97              | $7301025.32             |
| 2025-08-05 | $23020797.48              | $347613824.90           |
| 2025-08-06 | $22556290.76              | $16940193.92            |
| 2025-08-07 | $27852617.93              | $607.33                 |
| 2025-08-08 | $25089109.69              | $11560960.80            |
| 2025-08-11 | $10208051.37              | $10492944.37            |
| 2025-08-12 | $6792242.03               | $14756840.80            |
| 2025-08-13 | $9985209.79               | $786987.38              |
| 2025-08-14 | $11481086.51              | $22377721.73            |
| 2025-08-15 | $21152869.61              | $38972671.35            |
| 2025-08-18 | $37161437.42              | $17382571.12            |
| 2025-08-19 | $62570114.97              | $782109.77              |
| 2025-08-20 | $26716690.61              | $132005390.27           |
| 2025-08-21 | $19188512.90              | $26077444.71            |
| 2025-08-22 | $19183566.37              | $89959109.26            |
| 2025-08-25 | $29697177.39              | $7721112.24             |
| 2025-08-26 | $17198820.14              | $12240047.62            |
| 2025-08-27 | $94027718.00              | $39441531.71            |
| 2025-08-28 | $11767345.06              | $27014657.95            |
| 2025-08-29 | $46563724.27              | $8147498.90             |

**Total Gross Subscriptions (Month):** $584756316.52

**Total Gross Redemptions (Month):** $923019836.30

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.9700%           |
| 2025-08-04 | 3.9700%           |
| 2025-08-05 | 3.9700%           |
| 2025-08-06 | 3.9700%           |
| 2025-08-07 | 3.9600%           |
| 2025-08-08 | 3.9600%           |
| 2025-08-11 | 3.9600%           |
| 2025-08-12 | 3.9600%           |
| 2025-08-13 | 3.9600%           |
| 2025-08-14 | 3.9600%           |
| 2025-08-15 | 3.9600%           |
| 2025-08-18 | 3.9600%           |
| 2025-08-19 | 3.9500%           |
| 2025-08-20 | 3.9500%           |
| 2025-08-21 | 3.9500%           |
| 2025-08-22 | 3.9400%           |
| 2025-08-25 | 3.9400%           |
| 2025-08-26 | 3.9400%           |
| 2025-08-27 | 3.9400%           |
| 2025-08-28 | 3.9500%           |
| 2025-08-29 | 3.9500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 9.6200%          | 0.0000%              |
| Depository institution or other banking institution |  | 27.6200%         | 0.0000%              |
| Depository institution or other banking institution |  | 7.7900%          | 0.0000%              |
| Non-financial corporation                           |  | 33.9500%         | 0.0000%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $142617032039.84

- **Number of Shares Outstanding:** 142644461492.1450

- **Expense Reimbursement/Waiver:** 6946392.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0000          |
|  |  |
| 2025-08-04 | 1.0000          |
|  |  |
| 2025-08-05 | 0.9999          |
|  |  |
| 2025-08-06 | 1.0000          |
|  |  |
| 2025-08-07 | 1.0000          |
|  |  |
| 2025-08-08 | 0.9999          |
|  |  |
| 2025-08-11 | 0.9999          |
|  |  |
| 2025-08-12 | 1.0000          |
|  |  |
| 2025-08-13 | 1.0000          |
|  |  |
| 2025-08-14 | 1.0000          |
|  |  |
| 2025-08-15 | 0.9999          |
|  |  |
| 2025-08-18 | 0.9999          |
|  |  |
| 2025-08-19 | 1.0000          |
|  |  |
| 2025-08-20 | 1.0000          |
|  |  |
| 2025-08-21 | 0.9999          |
|  |  |
| 2025-08-22 | 1.0000          |
|  |  |
| 2025-08-25 | 0.9999          |
|  |  |
| 2025-08-26 | 1.0000          |
|  |  |
| 2025-08-27 | 1.0000          |
|  |  |
| 2025-08-28 | 1.0000          |
|  |  |
| 2025-08-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $5852039712.74            | $6555437467.96          |
| 2025-08-04 | $5451191937.68            | $2219978255.67          |
| 2025-08-05 | $2749208808.46            | $3211249495.80          |
| 2025-08-06 | $2507610517.48            | $4362643148.90          |
| 2025-08-07 | $3485127400.33            | $2877136943.57          |
| 2025-08-08 | $2431774828.67            | $4302440759.16          |
| 2025-08-11 | $4191186452.43            | $3729451503.93          |
| 2025-08-12 | $3794206363.32            | $2506412439.44          |
| 2025-08-13 | $3165678222.21            | $4177725570.07          |
| 2025-08-14 | $6412007016.22            | $4807699082.51          |
| 2025-08-15 | $4676604047.68            | $7110117753.87          |
| 2025-08-18 | $3551512619.23            | $5040388212.55          |
| 2025-08-19 | $2781882080.42            | $3580096284.41          |
| 2025-08-20 | $2713471678.37            | $3640085296.23          |
| 2025-08-21 | $3187240377.17            | $2961464180.81          |
| 2025-08-22 | $3113284805.09            | $3730279451.61          |
| 2025-08-25 | $4540362309.49            | $3263106101.50          |
| 2025-08-26 | $4220072077.24            | $3256111837.14          |
| 2025-08-27 | $4304827844.60            | $3632104084.95          |
| 2025-08-28 | $6113187040.04            | $5766469302.73          |
| 2025-08-29 | $5078993913.82            | $5832585705.67          |

**Total Gross Subscriptions (Month):** $84321470052.69

**Total Gross Redemptions (Month):** $86562982878.48

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2200%           |
| 2025-08-04 | 4.2200%           |
| 2025-08-05 | 4.2200%           |
| 2025-08-06 | 4.2200%           |
| 2025-08-07 | 4.2100%           |
| 2025-08-08 | 4.2100%           |
| 2025-08-11 | 4.2100%           |
| 2025-08-12 | 4.2100%           |
| 2025-08-13 | 4.2100%           |
| 2025-08-14 | 4.2100%           |
| 2025-08-15 | 4.2100%           |
| 2025-08-18 | 4.2100%           |
| 2025-08-19 | 4.2000%           |
| 2025-08-20 | 4.2000%           |
| 2025-08-21 | 4.2000%           |
| 2025-08-22 | 4.1900%           |
| 2025-08-25 | 4.1900%           |
| 2025-08-26 | 4.1900%           |
| 2025-08-27 | 4.1900%           |
| 2025-08-28 | 4.2000%           |
| 2025-08-29 | 4.1900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 25.9000%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.4300%          | 0.0000%              |
| Depository institution or other banking institution |  | 12.2200%         | 0.0000%              |

### Class: Investor Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $7163729336.43

- **Number of Shares Outstanding:** 7164446692.5600

- **Expense Reimbursement/Waiver:** 335164.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0000          |
|  |  |
| 2025-08-04 | 1.0000          |
|  |  |
| 2025-08-05 | 1.0000          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0000          |
|  |  |
| 2025-08-08 | 1.0000          |
|  |  |
| 2025-08-11 | 1.0000          |
|  |  |
| 2025-08-12 | 1.0000          |
|  |  |
| 2025-08-13 | 1.0001          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 1.0000          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0000          |
|  |  |
| 2025-08-21 | 1.0000          |
|  |  |
| 2025-08-22 | 1.0000          |
|  |  |
| 2025-08-25 | 1.0000          |
|  |  |
| 2025-08-26 | 1.0000          |
|  |  |
| 2025-08-27 | 1.0001          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $6597.68                  | $98452307.41            |
| 2025-08-04 | $3583435.17               | $26000000.00            |
| 2025-08-05 | $4607867.97               | $87000000.00            |
| 2025-08-06 | $282982948.87             | $0.00                   |
| 2025-08-07 | $49884594.04              | $0.00                   |
| 2025-08-08 | $6861869.38               | $0.00                   |
| 2025-08-11 | $5007438.71               | $21000000.00            |
| 2025-08-12 | $15512826.98              | $0.00                   |
| 2025-08-13 | $47570964.13              | $0.00                   |
| 2025-08-14 | $924573.24                | $30000000.00            |
| 2025-08-15 | $0.00                     | $40000000.00            |
| 2025-08-18 | $22000000.00              | $20583074.00            |
| 2025-08-19 | $16891981.92              | $88000000.00            |
| 2025-08-20 | $109000000.00             | $5341311.73             |
| 2025-08-21 | $9028167.61               | $0.00                   |
| 2025-08-22 | $3064854.13               | $26000000.00            |
| 2025-08-25 | $0.00                     | $82113425.84            |
| 2025-08-26 | $175603780.70             | $0.00                   |
| 2025-08-27 | $149000000.00             | $8517081.88             |
| 2025-08-28 | $11862408.06              | $42000000.00            |
| 2025-08-29 | $45498798.72              | $0.00                   |

**Total Gross Subscriptions (Month):** $958893107.31

**Total Gross Redemptions (Month):** $575007200.86

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.1200%           |
| 2025-08-04 | 4.1200%           |
| 2025-08-05 | 4.1200%           |
| 2025-08-06 | 4.1200%           |
| 2025-08-07 | 4.1100%           |
| 2025-08-08 | 4.1100%           |
| 2025-08-11 | 4.1100%           |
| 2025-08-12 | 4.1100%           |
| 2025-08-13 | 4.1100%           |
| 2025-08-14 | 4.1100%           |
| 2025-08-15 | 4.1100%           |
| 2025-08-18 | 4.1100%           |
| 2025-08-19 | 4.1000%           |
| 2025-08-20 | 4.1000%           |
| 2025-08-21 | 4.1000%           |
| 2025-08-22 | 4.0900%           |
| 2025-08-25 | 4.0900%           |
| 2025-08-26 | 4.0900%           |
| 2025-08-27 | 4.0900%           |
| 2025-08-28 | 4.1000%           |
| 2025-08-29 | 4.1000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 6.7100%          | 0.0000%              |
| Depository institution or other banking institution |  | 91.3600%         | 0.0000%              |

### Class: Participant Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $3145224804.24

- **Number of Shares Outstanding:** 3145713956.3100

- **Expense Reimbursement/Waiver:** 152662.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0000          |
|  |  |
| 2025-08-04 | 1.0000          |
|  |  |
| 2025-08-05 | 1.0000          |
|  |  |
| 2025-08-06 | 1.0000          |
|  |  |
| 2025-08-07 | 1.0000          |
|  |  |
| 2025-08-08 | 1.0000          |
|  |  |
| 2025-08-11 | 1.0000          |
|  |  |
| 2025-08-12 | 1.0000          |
|  |  |
| 2025-08-13 | 1.0000          |
|  |  |
| 2025-08-14 | 1.0000          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 1.0000          |
|  |  |
| 2025-08-19 | 1.0000          |
|  |  |
| 2025-08-20 | 1.0000          |
|  |  |
| 2025-08-21 | 0.9999          |
|  |  |
| 2025-08-22 | 1.0000          |
|  |  |
| 2025-08-25 | 1.0000          |
|  |  |
| 2025-08-26 | 1.0000          |
|  |  |
| 2025-08-27 | 1.0000          |
|  |  |
| 2025-08-28 | 1.0000          |
|  |  |
| 2025-08-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $11233633.53              | $0.00                   |
| 2025-08-04 | $37879263.15              | $0.00                   |
| 2025-08-05 | $6563679.62               | $0.00                   |
| 2025-08-06 | $85928052.40              | $0.00                   |
| 2025-08-07 | $0.00                     | $17214837.29            |
| 2025-08-08 | $0.00                     | $31916087.44            |
| 2025-08-11 | $12217410.47              | $0.00                   |
| 2025-08-12 | $8513754.89               | $0.00                   |
| 2025-08-13 | $25323456.97              | $0.00                   |
| 2025-08-14 | $530190.24                | $0.00                   |
| 2025-08-15 | $3723.46                  | $121322702.57           |
| 2025-08-18 | $0.00                     | $65626919.76            |
| 2025-08-19 | $3350935.79               | $0.00                   |
| 2025-08-20 | $0.00                     | $54204707.38            |
| 2025-08-21 | $6303517.12               | $0.00                   |
| 2025-08-22 | $10612688.80              | $0.00                   |
| 2025-08-25 | $0.00                     | $2055641.09             |
| 2025-08-26 | $0.00                     | $26012608.13            |
| 2025-08-27 | $0.00                     | $68718.59               |
| 2025-08-28 | $32113998.48              | $0.00                   |
| 2025-08-29 | $83866512.37              | $0.00                   |

**Total Gross Subscriptions (Month):** $324440817.29

**Total Gross Redemptions (Month):** $318422222.25

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.7200%           |
| 2025-08-04 | 3.7200%           |
| 2025-08-05 | 3.7200%           |
| 2025-08-06 | 3.7200%           |
| 2025-08-07 | 3.7100%           |
| 2025-08-08 | 3.7100%           |
| 2025-08-11 | 3.7100%           |
| 2025-08-12 | 3.7100%           |
| 2025-08-13 | 3.7100%           |
| 2025-08-14 | 3.7100%           |
| 2025-08-15 | 3.7100%           |
| 2025-08-18 | 3.7100%           |
| 2025-08-19 | 3.7000%           |
| 2025-08-20 | 3.7000%           |
| 2025-08-21 | 3.7000%           |
| 2025-08-22 | 3.6900%           |
| 2025-08-25 | 3.6900%           |
| 2025-08-26 | 3.6900%           |
| 2025-08-27 | 3.6900%           |
| 2025-08-28 | 3.7000%           |
| 2025-08-29 | 3.6900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 99.9800%         | 0.0000%              |

### Class: Institutional Select Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $6728608162.16

- **Number of Shares Outstanding:** 6732821796.4300

- **Expense Reimbursement/Waiver:** 325990.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9995          |
|  |  |
| 2025-08-04 | 0.9995          |
|  |  |
| 2025-08-05 | 0.9995          |
|  |  |
| 2025-08-06 | 0.9996          |
|  |  |
| 2025-08-07 | 0.9995          |
|  |  |
| 2025-08-08 | 0.9995          |
|  |  |
| 2025-08-11 | 0.9995          |
|  |  |
| 2025-08-12 | 0.9995          |
|  |  |
| 2025-08-13 | 0.9996          |
|  |  |
| 2025-08-14 | 0.9995          |
|  |  |
| 2025-08-15 | 0.9995          |
|  |  |
| 2025-08-18 | 0.9995          |
|  |  |
| 2025-08-19 | 0.9995          |
|  |  |
| 2025-08-20 | 0.9995          |
|  |  |
| 2025-08-21 | 0.9995          |
|  |  |
| 2025-08-22 | 0.9995          |
|  |  |
| 2025-08-25 | 0.9995          |
|  |  |
| 2025-08-26 | 0.9995          |
|  |  |
| 2025-08-27 | 0.9996          |
|  |  |
| 2025-08-28 | 0.9995          |
|  |  |
| 2025-08-29 | 0.9995          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $36450646.06              | $80696959.33            |
| 2025-08-04 | $10069488.52              | $54620534.06            |
| 2025-08-05 | $701198362.80             | $0.00                   |
| 2025-08-06 | $113669627.87             | $59487.70               |
| 2025-08-07 | $10172.25                 | $521852173.33           |
| 2025-08-08 | $86364413.33              | $16929565.13            |
| 2025-08-11 | $6592878.06               | $5708974.25             |
| 2025-08-12 | $145899872.91             | $1576.25                |
| 2025-08-13 | $102709782.29             | $2464405.28             |
| 2025-08-14 | $106893520.58             | $249000000.00           |
| 2025-08-15 | $48657286.73              | $154048359.05           |
| 2025-08-18 | $114267291.49             | $0.00                   |
| 2025-08-19 | $156277917.90             | $0.00                   |
| 2025-08-20 | $15461.78                 | $202676247.18           |
| 2025-08-21 | $5718946.68               | $2401677.29             |
| 2025-08-22 | $279202556.34             | $72654191.55            |
| 2025-08-25 | $198247282.72             | $11000000.00            |
| 2025-08-26 | $60948.91                 | $39379801.90            |
| 2025-08-27 | $124648359.53             | $5000000.00             |
| 2025-08-28 | $8499.21                  | $315708628.42           |
| 2025-08-29 | $10004807.53              | $131685076.91           |

**Total Gross Subscriptions (Month):** $2246968123.49

**Total Gross Redemptions (Month):** $1865887657.63

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.1700%           |
| 2025-08-04 | 4.1700%           |
| 2025-08-05 | 4.1700%           |
| 2025-08-06 | 4.1600%           |
| 2025-08-07 | 4.1600%           |
| 2025-08-08 | 4.1600%           |
| 2025-08-11 | 4.1600%           |
| 2025-08-12 | 4.1600%           |
| 2025-08-13 | 4.1600%           |
| 2025-08-14 | 4.1600%           |
| 2025-08-15 | 4.1500%           |
| 2025-08-18 | 4.1500%           |
| 2025-08-19 | 4.1500%           |
| 2025-08-20 | 4.1500%           |
| 2025-08-21 | 4.1500%           |
| 2025-08-22 | 4.1400%           |
| 2025-08-25 | 4.1400%           |
| 2025-08-26 | 4.1400%           |
| 2025-08-27 | 4.1400%           |
| 2025-08-28 | 4.1400%           |
| 2025-08-29 | 4.1400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 96.8400%         | 0.0000%              |

### Class: Cash Management Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $201724.37

- **Number of Shares Outstanding:** 201719.9500

- **Expense Reimbursement/Waiver:** 10.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0002          |
|  |  |
| 2025-08-04 | 1.0002          |
|  |  |
| 2025-08-05 | 1.0002          |
|  |  |
| 2025-08-06 | 1.0002          |
|  |  |
| 2025-08-07 | 1.0002          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0002          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0002          |
|  |  |
| 2025-08-15 | 1.0002          |
|  |  |
| 2025-08-18 | 1.0002          |
|  |  |
| 2025-08-19 | 1.0002          |
|  |  |
| 2025-08-20 | 1.0002          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0002          |
|  |  |
| 2025-08-25 | 1.0002          |
|  |  |
| 2025-08-26 | 1.0002          |
|  |  |
| 2025-08-27 | 1.0002          |
|  |  |
| 2025-08-28 | 1.0002          |
|  |  |
| 2025-08-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $694.02                   | $0.00                   |

**Total Gross Subscriptions (Month):** $694.02

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.0700%           |
| 2025-08-04 | 4.0700%           |
| 2025-08-05 | 4.0700%           |
| 2025-08-06 | 4.0700%           |
| 2025-08-07 | 4.0600%           |
| 2025-08-08 | 4.0600%           |
| 2025-08-11 | 4.0600%           |
| 2025-08-12 | 4.0600%           |
| 2025-08-13 | 4.0600%           |
| 2025-08-14 | 4.0600%           |
| 2025-08-15 | 4.0600%           |
| 2025-08-18 | 4.0600%           |
| 2025-08-19 | 4.0500%           |
| 2025-08-20 | 4.0500%           |
| 2025-08-21 | 4.0500%           |
| 2025-08-22 | 4.0400%           |
| 2025-08-25 | 4.0400%           |
| 2025-08-26 | 4.0400%           |
| 2025-08-27 | 4.0400%           |
| 2025-08-28 | 4.0500%           |
| 2025-08-29 | 4.0500%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 71.0900%         | 0.0000%              |
| Non-financial corporation |  | 28.9000%         | 0.0000%              |

### Class: Select Class

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $56692.47

- **Number of Shares Outstanding:** 56705.2400

- **Expense Reimbursement/Waiver:** 2.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9999          |
|  |  |
| 2025-08-04 | 0.9999          |
|  |  |
| 2025-08-05 | 0.9999          |
|  |  |
| 2025-08-06 | 0.9999          |
|  |  |
| 2025-08-07 | 0.9999          |
|  |  |
| 2025-08-08 | 0.9999          |
|  |  |
| 2025-08-11 | 0.9999          |
|  |  |
| 2025-08-12 | 0.9999          |
|  |  |
| 2025-08-13 | 1.0000          |
|  |  |
| 2025-08-14 | 0.9999          |
|  |  |
| 2025-08-15 | 0.9999          |
|  |  |
| 2025-08-18 | 0.9999          |
|  |  |
| 2025-08-19 | 0.9999          |
|  |  |
| 2025-08-20 | 0.9999          |
|  |  |
| 2025-08-21 | 0.9999          |
|  |  |
| 2025-08-22 | 0.9999          |
|  |  |
| 2025-08-25 | 0.9999          |
|  |  |
| 2025-08-26 | 0.9999          |
|  |  |
| 2025-08-27 | 0.9999          |
|  |  |
| 2025-08-28 | 0.9999          |
|  |  |
| 2025-08-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $163.87                   | $0.00                   |

**Total Gross Subscriptions (Month):** $163.87

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.4200%           |
| 2025-08-04 | 3.4200%           |
| 2025-08-05 | 3.4200%           |
| 2025-08-06 | 3.4100%           |
| 2025-08-07 | 3.4100%           |
| 2025-08-08 | 3.4000%           |
| 2025-08-11 | 3.4000%           |
| 2025-08-12 | 3.4100%           |
| 2025-08-13 | 3.4100%           |
| 2025-08-14 | 3.4000%           |
| 2025-08-15 | 3.4000%           |
| 2025-08-18 | 3.4000%           |
| 2025-08-19 | 3.4000%           |
| 2025-08-20 | 3.4000%           |
| 2025-08-21 | 3.3900%           |
| 2025-08-22 | 3.3900%           |
| 2025-08-25 | 3.3900%           |
| 2025-08-26 | 3.3900%           |
| 2025-08-27 | 3.3900%           |
| 2025-08-28 | 3.3900%           |
| 2025-08-29 | 3.3900%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 100.0000%        | 0.0000%              |

### Class: CastleOak Share Class

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $3170940308.38

- **Number of Shares Outstanding:** 3171100245.6400

- **Expense Reimbursement/Waiver:** 145929.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0001          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0000          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0001          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $99004880.07              | $327000000.00           |
| 2025-08-04 | $251083616.01             | $0.00                   |
| 2025-08-05 | $92943994.00              | $0.00                   |
| 2025-08-06 | $1746098.00               | $28000000.00            |
| 2025-08-07 | $7366333.00               | $57000000.00            |
| 2025-08-08 | $388402434.00             | $75000000.00            |
| 2025-08-11 | $106454402.00             | $0.00                   |
| 2025-08-12 | $188236555.00             | $85356000.00            |
| 2025-08-13 | $100000000.00             | $9454338.00             |
| 2025-08-14 | $17315000.00              | $158628891.00           |
| 2025-08-15 | $80000000.00              | $455648535.00           |
| 2025-08-18 | $709725144.00             | $1000000.00             |
| 2025-08-19 | $0.00                     | $8117650.00             |
| 2025-08-20 | $773352.00                | $0.00                   |
| 2025-08-21 | $80000000.00              | $282418371.00           |
| 2025-08-22 | $151294112.00             | $130000000.00           |
| 2025-08-25 | $0.00                     | $9971655.00             |
| 2025-08-26 | $151018655.00             | $50300000.00            |
| 2025-08-27 | $215000104.00             | $369992835.00           |
| 2025-08-28 | $45000000.00              | $1170139.00             |
| 2025-08-29 | $104663325.00             | $165000000.00           |

**Total Gross Subscriptions (Month):** $2790028004.08

**Total Gross Redemptions (Month):** $2214058414.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2200%           |
| 2025-08-04 | 4.2200%           |
| 2025-08-05 | 4.2200%           |
| 2025-08-06 | 4.2200%           |
| 2025-08-07 | 4.2100%           |
| 2025-08-08 | 4.2100%           |
| 2025-08-11 | 4.2100%           |
| 2025-08-12 | 4.2100%           |
| 2025-08-13 | 4.2100%           |
| 2025-08-14 | 4.2100%           |
| 2025-08-15 | 4.2100%           |
| 2025-08-18 | 4.2100%           |
| 2025-08-19 | 4.2000%           |
| 2025-08-20 | 4.2000%           |
| 2025-08-21 | 4.2000%           |
| 2025-08-22 | 4.1900%           |
| 2025-08-25 | 4.1900%           |
| 2025-08-26 | 4.1900%           |
| 2025-08-27 | 4.1900%           |
| 2025-08-28 | 4.2000%           |
| 2025-08-29 | 4.2000%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                                               |  | 12.6100%         | 0.0000%              |
| Broker-dealer                                                               |  | 9.7100%          | 0.0000%              |
| Broker-dealer                                                               |  | 13.0500%         | 0.0000%              |
| Broker-dealer                                                               |  | 6.2500%          | 0.0000%              |
| Depository institution or other banking institution                         |  | 10.9700%         | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 7.7500%          | 0.0000%              |
| Non-financial corporation                                                   |  | 21.9100%         | 0.0000%              |
| Non-financial corporation                                                   |  | 5.8400%          | 0.0000%              |

### Class: Impact Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $1272841625.79

- **Number of Shares Outstanding:** 1273011974.6800

- **Expense Reimbursement/Waiver:** 55371.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0000          |
|  |  |
| 2025-08-04 | 1.0000          |
|  |  |
| 2025-08-05 | 1.0000          |
|  |  |
| 2025-08-06 | 1.0000          |
|  |  |
| 2025-08-07 | 1.0000          |
|  |  |
| 2025-08-08 | 1.0000          |
|  |  |
| 2025-08-11 | 1.0000          |
|  |  |
| 2025-08-12 | 1.0000          |
|  |  |
| 2025-08-13 | 1.0000          |
|  |  |
| 2025-08-14 | 1.0000          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 1.0000          |
|  |  |
| 2025-08-19 | 1.0000          |
|  |  |
| 2025-08-20 | 1.0000          |
|  |  |
| 2025-08-21 | 0.9999          |
|  |  |
| 2025-08-22 | 1.0000          |
|  |  |
| 2025-08-25 | 1.0000          |
|  |  |
| 2025-08-26 | 1.0000          |
|  |  |
| 2025-08-27 | 1.0000          |
|  |  |
| 2025-08-28 | 1.0000          |
|  |  |
| 2025-08-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $439474685.55             | $501500000.00           |
| 2025-08-04 | $435400000.00             | $430940000.00           |
| 2025-08-05 | $597000001.00             | $401160000.00           |
| 2025-08-06 | $542260000.00             | $570000000.00           |
| 2025-08-07 | $500000000.00             | $602940000.00           |
| 2025-08-08 | $468000000.00             | $511000000.00           |
| 2025-08-11 | $321200000.00             | $400000000.00           |
| 2025-08-12 | $420000000.00             | $308760000.00           |
| 2025-08-13 | $236000000.00             | $463460000.00           |
| 2025-08-14 | $373000000.00             | $215560000.00           |
| 2025-08-15 | $370000000.00             | $486080000.00           |
| 2025-08-18 | $432800000.00             | $446000000.00           |
| 2025-08-19 | $397960000.00             | $400000000.00           |
| 2025-08-20 | $436120000.00             | $429000000.00           |
| 2025-08-21 | $435000000.00             | $441220000.00           |
| 2025-08-22 | $431000000.00             | $437560000.00           |
| 2025-08-25 | $481040000.00             | $390000000.00           |
| 2025-08-26 | $336780000.00             | $450000000.00           |
| 2025-08-27 | $350000000.00             | $318340000.00           |
| 2025-08-28 | $541000000.00             | $364480000.00           |
| 2025-08-29 | $575380000.00             | $513000000.00           |

**Total Gross Subscriptions (Month):** $9119414686.55

**Total Gross Redemptions (Month):** $9081000000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2200%           |
| 2025-08-04 | 4.2200%           |
| 2025-08-05 | 4.2200%           |
| 2025-08-06 | 4.2200%           |
| 2025-08-07 | 4.2100%           |
| 2025-08-08 | 4.2100%           |
| 2025-08-11 | 4.2100%           |
| 2025-08-12 | 4.2100%           |
| 2025-08-13 | 4.2100%           |
| 2025-08-14 | 4.2100%           |
| 2025-08-15 | 4.2100%           |
| 2025-08-18 | 4.2100%           |
| 2025-08-19 | 4.2000%           |
| 2025-08-20 | 4.2000%           |
| 2025-08-21 | 4.2000%           |
| 2025-08-22 | 4.1900%           |
| 2025-08-25 | 4.1900%           |
| 2025-08-26 | 4.1900%           |
| 2025-08-27 | 4.1900%           |
| 2025-08-28 | 4.2000%           |
| 2025-08-29 | 4.1900%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 39.2700%         | 0.0000%              |
| Non-financial corporation |  | 5.1800%          | 0.0000%              |
| Non-financial corporation |  | 27.1000%         | 0.0000%              |
| Non-financial corporation |  | 15.1700%         | 0.0000%              |

### Class: Impact Partner Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $1135033024.60

- **Number of Shares Outstanding:** 1135008569.4100

- **Expense Reimbursement/Waiver:** 54494.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0002          |
|  |  |
| 2025-08-04 | 1.0002          |
|  |  |
| 2025-08-05 | 1.0002          |
|  |  |
| 2025-08-06 | 1.0002          |
|  |  |
| 2025-08-07 | 1.0002          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0002          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0002          |
|  |  |
| 2025-08-15 | 1.0002          |
|  |  |
| 2025-08-18 | 1.0002          |
|  |  |
| 2025-08-19 | 1.0002          |
|  |  |
| 2025-08-20 | 1.0002          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0002          |
|  |  |
| 2025-08-25 | 1.0002          |
|  |  |
| 2025-08-26 | 1.0002          |
|  |  |
| 2025-08-27 | 1.0002          |
|  |  |
| 2025-08-28 | 1.0002          |
|  |  |
| 2025-08-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $3829221.23               | $250018039.07           |
| 2025-08-04 | $249000000.00             | $7611111.00             |
| 2025-08-05 | $3488889.00               | $300000.00              |
| 2025-08-07 | $25000000.00              | $10444444.00            |
| 2025-08-11 | $3275000.00               | $0.00                   |
| 2025-08-12 | $0.00                     | $6500000.00             |
| 2025-08-13 | $7480000.00               | $10000000.00            |
| 2025-08-14 | $0.00                     | $18100000.00            |
| 2025-08-18 | $800000.00                | $1900000.00             |
| 2025-08-20 | $700000.00                | $0.00                   |
| 2025-08-21 | $1000000.00               | $24300000.00            |
| 2025-08-22 | $4000000.00               | $149000000.00           |
| 2025-08-25 | $140300000.00             | $3677778.00             |
| 2025-08-26 | $6000000.00               | $1000000.00             |
| 2025-08-27 | $6233333.00               | $1300000.00             |
| 2025-08-28 | $0.00                     | $7666667.00             |
| 2025-08-29 | $400000.00                | $0.00                   |

**Total Gross Subscriptions (Month):** $451506443.23

**Total Gross Redemptions (Month):** $491818039.07

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2300%           |
| 2025-08-04 | 4.2200%           |
| 2025-08-05 | 4.2200%           |
| 2025-08-06 | 4.2200%           |
| 2025-08-07 | 4.2100%           |
| 2025-08-08 | 4.2100%           |
| 2025-08-11 | 4.2100%           |
| 2025-08-12 | 4.2100%           |
| 2025-08-13 | 4.2100%           |
| 2025-08-14 | 4.2100%           |
| 2025-08-15 | 4.2100%           |
| 2025-08-18 | 4.2100%           |
| 2025-08-19 | 4.2000%           |
| 2025-08-20 | 4.2000%           |
| 2025-08-21 | 4.2000%           |
| 2025-08-22 | 4.1900%           |
| 2025-08-25 | 4.1900%           |
| 2025-08-26 | 4.1900%           |
| 2025-08-27 | 4.2000%           |
| 2025-08-28 | 4.2000%           |
| 2025-08-29 | 4.2000%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 59.3500%         | 0.0000%              |
| Broker-dealer             |  | 11.5800%         | 0.0000%              |
| Non-financial corporation |  | 21.9800%         | 0.0000%              |

### Class: Advisor Class

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $65216247.83

- **Number of Shares Outstanding:** 65215419.9850

- **Expense Reimbursement/Waiver:** 3205.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0002          |
|  |  |
| 2025-08-04 | 1.0002          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0002          |
|  |  |
| 2025-08-07 | 1.0002          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0002          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0002          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0002          |
|  |  |
| 2025-08-19 | 1.0002          |
|  |  |
| 2025-08-20 | 1.0002          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0002          |
|  |  |
| 2025-08-25 | 1.0002          |
|  |  |
| 2025-08-26 | 1.0002          |
|  |  |
| 2025-08-27 | 1.0002          |
|  |  |
| 2025-08-28 | 1.0002          |
|  |  |
| 2025-08-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $753698.28                | $150724.72              |
| 2025-08-04 | $497351.86                | $929095.39              |
| 2025-08-05 | $1524828.76               | $271158.00              |
| 2025-08-06 | $580468.00                | $36630.21               |
| 2025-08-07 | $128993.00                | $170835.14              |
| 2025-08-08 | $132030.00                | $103385.88              |
| 2025-08-11 | $1577893.00               | $247557.00              |
| 2025-08-12 | $957491.13                | $234013.00              |
| 2025-08-13 | $105750.55                | $974232.49              |
| 2025-08-14 | $8000478.00               | $607060.70              |
| 2025-08-15 | $1127621.83               | $18993.00               |
| 2025-08-18 | $896288.12                | $7670591.86             |
| 2025-08-19 | $53327.00                 | $876256.19              |
| 2025-08-20 | $5465.00                  | $27797.00               |
| 2025-08-21 | $439537.53                | $195487.56              |
| 2025-08-22 | $21734.00                 | $219268.00              |
| 2025-08-25 | $1015517.90               | $2025311.89             |
| 2025-08-26 | $1667766.80               | $396478.13              |
| 2025-08-27 | $561122.00                | $987871.84              |
| 2025-08-28 | $52914.00                 | $418933.00              |
| 2025-08-29 | $199005.00                | $729820.73              |

**Total Gross Subscriptions (Month):** $20299281.76

**Total Gross Redemptions (Month):** $17291501.73

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2300%           |
| 2025-08-04 | 4.2200%           |
| 2025-08-05 | 4.2200%           |
| 2025-08-06 | 4.2200%           |
| 2025-08-07 | 4.2100%           |
| 2025-08-08 | 4.2100%           |
| 2025-08-11 | 4.2100%           |
| 2025-08-12 | 4.2100%           |
| 2025-08-13 | 4.2100%           |
| 2025-08-14 | 4.2100%           |
| 2025-08-15 | 4.2100%           |
| 2025-08-18 | 4.2100%           |
| 2025-08-19 | 4.2000%           |
| 2025-08-20 | 4.2000%           |
| 2025-08-21 | 4.2000%           |
| 2025-08-22 | 4.1900%           |
| 2025-08-25 | 4.1900%           |
| 2025-08-26 | 4.1900%           |
| 2025-08-27 | 4.2000%           |
| 2025-08-28 | 4.2000%           |
| 2025-08-29 | 4.2000%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9200%         | 0.0000%              |

### Class: Institutional Plus Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $50000.01

- **Number of Shares Outstanding:** 50000.0000

- **Expense Reimbursement/Waiver:** 1.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0002          |
|  |  |
| 2025-08-28 | 1.0002          |
|  |  |
| 2025-08-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-26 | $50000.00                 | $0.00                   |

**Total Gross Subscriptions (Month):** $50000.00

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-29 | 4.1800%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 100.0000%        | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.520000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2RU1, C.4 - ISIN: US3130B2RU16, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $240012400.80
- **C.18.a - Value (excl. sponsor support):** $240012400.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2VU6, C.4 - ISIN: US3130B2VU69, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $480037752.00
- **C.18.a - Value (excl. sponsor support):** $480037752.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.515000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3TX1, C.4 - ISIN: US3130B3TX10, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $200054780.00
- **C.18.a - Value (excl. sponsor support):** $200054780.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.515000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3Y72, C.4 - ISIN: US3130B3Y728, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $732247020.72
- **C.18.a - Value (excl. sponsor support):** $732247020.72
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-12-16
- **C.13 - Final Legal Maturity Date:** 2026-12-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.515000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3YQ0, C.4 - ISIN: US3130B3YQ04, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $341109102.95
- **C.18.a - Value (excl. sponsor support):** $341109102.95
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4AV3, C.4 - ISIN: US3130B4AV38, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $488190759.20
- **C.18.a - Value (excl. sponsor support):** $488190759.20
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B56W3, C.4 - ISIN: US3130B56W35, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $144999166.25
- **C.18.a - Value (excl. sponsor support):** $144999166.25
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-22
- **C.13 - Final Legal Maturity Date:** 2025-09-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5MG0, C.4 - ISIN: US3130B5MG08, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $308005916.68
- **C.18.a - Value (excl. sponsor support):** $308005916.68
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5UX4, C.4 - ISIN: US3130B5UX49, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $385008119.65
- **C.18.a - Value (excl. sponsor support):** $385008119.65
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6NM4, C.4 - ISIN: US3130B6NM40, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $962022106.76
- **C.18.a - Value (excl. sponsor support):** $962022106.76
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6R73, C.4 - ISIN: US3130B6R733, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $482008998.94
- **C.18.a - Value (excl. sponsor support):** $482008998.94
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6TL0, C.4 - ISIN: US3130B6TL03, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $482023121.54
- **C.18.a - Value (excl. sponsor support):** $482023121.54
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6TW6, C.4 - ISIN: US3130B6TW67, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $481008133.71
- **C.18.a - Value (excl. sponsor support):** $481008133.71
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B72L7, C.4 - ISIN: US3130B72L79, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $197993466.00
- **C.18.a - Value (excl. sponsor support):** $197993466.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-07-15
- **C.13 - Final Legal Maturity Date:** 2027-07-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.345000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7BY9, C.4 - ISIN: US3130B7BY98, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $482007524.02
- **C.18.a - Value (excl. sponsor support):** $482007524.02
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.435000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7KF0, C.4 - ISIN: US3130B7KF09, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $243122919.12
- **C.18.a - Value (excl. sponsor support):** $243122919.12
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-02-25
- **C.13 - Final Legal Maturity Date:** 2027-02-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313MM7, C.4 - ISIN: US313313MM74, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $192232556.73
- **C.18.a - Value (excl. sponsor support):** $192232556.73
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 18: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313NQ7, C.3 - LEI: 254900C5LP6D, C.5 - Other ID: 313313NQ7
- **C.18 - Value (incl. sponsor support):** $21845034.42
- **C.18.a - Value (excl. sponsor support):** $21845034.42
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C53, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385C53
- **C.18 - Value (incl. sponsor support):** $45354673.82
- **C.18.a - Value (excl. sponsor support):** $45354673.82
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ML7, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385ML7
- **C.18 - Value (incl. sponsor support):** $625574174.16
- **C.18.a - Value (excl. sponsor support):** $625574174.16
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 21: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MQ6, C.4 - ISIN: US313385MQ65, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $718882967.16
- **C.18.a - Value (excl. sponsor support):** $718882967.16
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 22: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MT0, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385MT0
- **C.18 - Value (incl. sponsor support):** $239877407.54
- **C.18.a - Value (excl. sponsor support):** $239877407.54
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 23: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MY9, C.4 - ISIN: US313385MY99, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $237750959.71
- **C.18.a - Value (excl. sponsor support):** $237750959.71
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 24: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NE2, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $285304467.14
- **C.18.a - Value (excl. sponsor support):** $285304467.14
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-20
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Agency; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 25: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NF9, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385NF9
- **C.18 - Value (incl. sponsor support):** $188855935.90
- **C.18.a - Value (excl. sponsor support):** $188855935.90
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Agency; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NQ5, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385NQ5
- **C.18 - Value (incl. sponsor support):** $478604845.02
- **C.18.a - Value (excl. sponsor support):** $478604845.02
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NX0, C.4 - ISIN: US313385NX08, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $990300849.16
- **C.18.a - Value (excl. sponsor support):** $990300849.16
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PB6, C.4 - ISIN: US313385PB69, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $95216466.24
- **C.18.a - Value (excl. sponsor support):** $95216466.24
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PD2, C.4 - ISIN: US313385PD26, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $40656197.78
- **C.18.a - Value (excl. sponsor support):** $40656197.78
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PF7, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $27758947.16
- **C.18.a - Value (excl. sponsor support):** $27758947.16
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PN0, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $362562648.78
- **C.18.a - Value (excl. sponsor support):** $362562648.78
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QZ2, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385QZ2
- **C.18 - Value (incl. sponsor support):** $883240075.90
- **C.18.a - Value (excl. sponsor support):** $883240075.90
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385RG3
- **C.18 - Value (incl. sponsor support):** $485241150.00
- **C.18.a - Value (excl. sponsor support):** $485241150.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SC1, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385SC1
- **C.18 - Value (incl. sponsor support):** $237163747.54
- **C.18.a - Value (excl. sponsor support):** $237163747.54
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SD9, C.4 - ISIN: US313385SD98, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $235169527.88
- **C.18.a - Value (excl. sponsor support):** $235169527.88
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SQ0, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $236901327.46
- **C.18.a - Value (excl. sponsor support):** $236901327.46
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SW7, C.4 - ISIN: US313385SW79, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $471526665.60
- **C.18.a - Value (excl. sponsor support):** $471526665.60
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TF3, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385TF3
- **C.18 - Value (incl. sponsor support):** $400402415.76
- **C.18.a - Value (excl. sponsor support):** $400402415.76
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TH9, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $712324475.94
- **C.18.a - Value (excl. sponsor support):** $712324475.94
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TN6, C.4 - ISIN: US313385TN61, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $236330625.00
- **C.18.a - Value (excl. sponsor support):** $236330625.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-25
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TU0, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385TU0
- **C.18 - Value (incl. sponsor support):** $236249689.97
- **C.18.a - Value (excl. sponsor support):** $236249689.97
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TV8, C.4 - ISIN: US313385TV87, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $236224148.79
- **C.18.a - Value (excl. sponsor support):** $236224148.79
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TX4, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $236173071.25
- **C.18.a - Value (excl. sponsor support):** $236173071.25
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VQ6, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385VQ6
- **C.18 - Value (incl. sponsor support):** $372811307.06
- **C.18.a - Value (excl. sponsor support):** $372811307.06
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.495000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPD44, C.4 - ISIN: US3133EPD443, C.3 - LEI: 254900C5LP6D, C.5 - Other ID: 3133EPD44
- **C.18 - Value (incl. sponsor support):** $192063841.92
- **C.18.a - Value (excl. sponsor support):** $192063841.92
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD73, C.4 - ISIN: US3133ERD738, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $249170818.98
- **C.18.a - Value (excl. sponsor support):** $249170818.98
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFH9, C.4 - ISIN: US3133ERFH94, C.3 - LEI: 254900C5LP6D, C.5 - Other ID: 3133ERFH9
- **C.18 - Value (incl. sponsor support):** $166002737.34
- **C.18.a - Value (excl. sponsor support):** $166002737.34
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFN6, C.4 - ISIN: US3133ERFN62, C.3 - LEI: 254900C5LP6D, C.5 - Other ID: 3133ERFN6
- **C.18 - Value (incl. sponsor support):** $74986371.75
- **C.18.a - Value (excl. sponsor support):** $74986371.75
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH20, C.4 - ISIN: US3133ERH200, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $248175774.96
- **C.18.a - Value (excl. sponsor support):** $248175774.96
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.480000%
- **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: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $237225176.07
- **C.18.a - Value (excl. sponsor support):** $237225176.07
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.480000%
- **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: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $233229048.32
- **C.18.a - Value (excl. sponsor support):** $233229048.32
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVV0, C.4 - ISIN: US3133ERVV05, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $48004843.68
- **C.18.a - Value (excl. sponsor support):** $48004843.68
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYC9, C.4 - ISIN: US3133ERYC96, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $99068185.26
- **C.18.a - Value (excl. sponsor support):** $99068185.26
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $240232524.00
- **C.18.a - Value (excl. sponsor support):** $240232524.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.490000%
- **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: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $482310191.10
- **C.18.a - Value (excl. sponsor support):** $482310191.10
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAN7, C.4 - ISIN: US3133ETAN73, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $96010512.96
- **C.18.a - Value (excl. sponsor support):** $96010512.96
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLU9, C.4 - ISIN: US3133ETLU97, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $147015967.14
- **C.18.a - Value (excl. sponsor support):** $147015967.14
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMF1, C.4 - ISIN: US3133ETMF12, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $193024945.25
- **C.18.a - Value (excl. sponsor support):** $193024945.25
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-03-23
- **C.13 - Final Legal Maturity Date:** 2027-03-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMH7, C.4 - ISIN: US3133ETMH77, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $97014794.44
- **C.18.a - Value (excl. sponsor support):** $97014794.44
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPL5, C.4 - ISIN: US3133ETPL52, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $92015122.96
- **C.18.a - Value (excl. sponsor support):** $92015122.96
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRQ2, C.4 - ISIN: US3133ETRQ22, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $203071671.18
- **C.18.a - Value (excl. sponsor support):** $203071671.18
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 1.000000%
- **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: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $357242581.50
- **C.18.a - Value (excl. sponsor support):** $357242581.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 1.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVX2, C.4 - ISIN: US3133ETVX27, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $367052840.66
- **C.18.a - Value (excl. sponsor support):** $367052840.66
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2027-09-03
- **C.13 - Final Legal Maturity Date:** 2027-09-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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. 4.465000%
- **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: N/A
- **C.18 - Value (incl. sponsor support):** $745413087.60
- **C.18.a - Value (excl. sponsor support):** $745413087.60
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-08-25
- **C.13 - Final Legal Maturity Date:** 2027-08-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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. 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBXW6, C.4 - ISIN: US3134HBXW63, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $247996299.84
- **C.18.a - Value (excl. sponsor support):** $247996299.84
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $318292509.12
- **C.18.a - Value (excl. sponsor support):** $318292509.12
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.480000%
- **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: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $694720267.90
- **C.18.a - Value (excl. sponsor support):** $694720267.90
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $730838864.90
- **C.18.a - Value (excl. sponsor support):** $730838864.90
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1721933717.76
- **C.18.a - Value (excl. sponsor support):** $1721933717.76
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1925059179.42
- **C.18.a - Value (excl. sponsor support):** $1925059179.42
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $3321229474.68
- **C.18.a - Value (excl. sponsor support):** $3321229474.68
- **C.19 - Percentage of Net Assets:** 1.9600%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1792781059.84
- **C.18.a - Value (excl. sponsor support):** $1792781059.84
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $479516383.01
- **C.18.a - Value (excl. sponsor support):** $479516383.01
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $668608108.59
- **C.18.a - Value (excl. sponsor support):** $668608108.59
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $378373119.60
- **C.18.a - Value (excl. sponsor support):** $378373119.60
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PY7, C.4 - ISIN: US912797PY71, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1039382620.74
- **C.18.a - Value (excl. sponsor support):** $1039382620.74
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-09-25
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $457019713.80
- **C.18.a - Value (excl. sponsor support):** $457019713.80
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $773653934.97
- **C.18.a - Value (excl. sponsor support):** $773653934.97
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $503433456.68
- **C.18.a - Value (excl. sponsor support):** $503433456.68
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 80: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QG5, C.4 - ISIN: US912797QG56, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1282479841.80
- **C.18.a - Value (excl. sponsor support):** $1282479841.80
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 81: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $578409478.02
- **C.18.a - Value (excl. sponsor support):** $578409478.02
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 82: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QQ3, C.4 - ISIN: US912797QQ39, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $365005536.16
- **C.18.a - Value (excl. sponsor support):** $365005536.16
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QR1, C.4 - ISIN: US912797QR12, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1096178012.16
- **C.18.a - Value (excl. sponsor support):** $1096178012.16
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1427038802.98
- **C.18.a - Value (excl. sponsor support):** $1427038802.98
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $467955484.16
- **C.18.a - Value (excl. sponsor support):** $467955484.16
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1122420420.45
- **C.18.a - Value (excl. sponsor support):** $1122420420.45
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2007662705.40
- **C.18.a - Value (excl. sponsor support):** $2007662705.40
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RB5, C.4 - ISIN: US912797RB50, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $677226640.40
- **C.18.a - Value (excl. sponsor support):** $677226640.40
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RC3, C.4 - ISIN: US912797RC34, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2915779743.10
- **C.18.a - Value (excl. sponsor support):** $2915779743.10
- **C.19 - Percentage of Net Assets:** 1.7200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $736819418.79
- **C.18.a - Value (excl. sponsor support):** $736819418.79
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RE9, C.4 - ISIN: US912797RE99, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1475448153.30
- **C.18.a - Value (excl. sponsor support):** $1475448153.30
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RE9, C.4 - ISIN: US912797RE99, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $722323776.06
- **C.18.a - Value (excl. sponsor support):** $722323776.06
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $401737139.50
- **C.18.a - Value (excl. sponsor support):** $401737139.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $573454330.02
- **C.18.a - Value (excl. sponsor support):** $573454330.02
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $915123480.32
- **C.18.a - Value (excl. sponsor support):** $915123480.32
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2374081109.08
- **C.18.a - Value (excl. sponsor support):** $2374081109.08
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RN9, C.4 - ISIN: US912797RN98, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1068458000.67
- **C.18.a - Value (excl. sponsor support):** $1068458000.67
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1026321605.12
- **C.18.a - Value (excl. sponsor support):** $1026321605.12
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $667131120.74
- **C.18.a - Value (excl. sponsor support):** $667131120.74
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RU3, C.4 - ISIN: US912797RU32, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $607292357.80
- **C.18.a - Value (excl. sponsor support):** $607292357.80
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RW9, C.4 - ISIN: US912797RW97, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1096875924.04
- **C.18.a - Value (excl. sponsor support):** $1096875924.04
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1329234784.25
- **C.18.a - Value (excl. sponsor support):** $1329234784.25
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RY5, C.4 - ISIN: US912797RY53, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1107996845.34
- **C.18.a - Value (excl. sponsor support):** $1107996845.34
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-23
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $763734020.04
- **C.18.a - Value (excl. sponsor support):** $763734020.04
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128282A7, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $290470769.82
- **C.18.a - Value (excl. sponsor support):** $290470769.82
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-08-15
- **C.12 - Maturity Date (WAL):** 2026-08-15
- **C.13 - Final Legal Maturity Date:** 2026-08-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128285T3, C.4 - ISIN: US9128285T35, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $314454665.20
- **C.18.a - Value (excl. sponsor support):** $314454665.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 107: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 2.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828M56, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $157366021.84
- **C.18.a - Value (excl. sponsor support):** $157366021.84
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-15
- **C.12 - Maturity Date (WAL):** 2025-11-15
- **C.13 - Final Legal Maturity Date:** 2025-11-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828P46, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $432288703.00
- **C.18.a - Value (excl. sponsor support):** $432288703.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-02-15
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 109: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $281471264.36
- **C.18.a - Value (excl. sponsor support):** $281471264.36
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 110: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $344781127.46
- **C.18.a - Value (excl. sponsor support):** $344781127.46
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 111: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $782942823.30
- **C.18.a - Value (excl. sponsor support):** $782942823.30
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 112: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $304354859.70
- **C.18.a - Value (excl. sponsor support):** $304354859.70
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 113: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $287425445.36
- **C.18.a - Value (excl. sponsor support):** $287425445.36
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 114: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CFW6, C.4 - ISIN: US91282CFW64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $177087767.22
- **C.18.a - Value (excl. sponsor support):** $177087767.22
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-15
- **C.12 - Maturity Date (WAL):** 2025-11-15
- **C.13 - Final Legal Maturity Date:** 2025-11-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 115: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGA3, C.4 - ISIN: US91282CGA36, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $76978382.25
- **C.18.a - Value (excl. sponsor support):** $76978382.25
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-15
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 116: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGE5, C.4 - ISIN: US91282CGE57, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $558520109.68
- **C.18.a - Value (excl. sponsor support):** $558520109.68
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 117: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGR6, C.4 - ISIN: US91282CGR60, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $315130261.84
- **C.18.a - Value (excl. sponsor support):** $315130261.84
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-03-15
- **C.12 - Maturity Date (WAL):** 2026-03-15
- **C.13 - Final Legal Maturity Date:** 2026-03-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 118: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGV7, C.4 - ISIN: US91282CGV72, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $283604470.36
- **C.18.a - Value (excl. sponsor support):** $283604470.36
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 119: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHH7, C.4 - ISIN: US91282CHH79, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $300447816.00
- **C.18.a - Value (excl. sponsor support):** $300447816.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 120: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHM6, C.4 - ISIN: US91282CHM64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $362793328.87
- **C.18.a - Value (excl. sponsor support):** $362793328.87
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 121: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHY0, C.4 - ISIN: US91282CHY03, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $204618492.61
- **C.18.a - Value (excl. sponsor support):** $204618492.61
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 122: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJB8, C.4 - ISIN: US91282CJB81, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $217090091.89
- **C.18.a - Value (excl. sponsor support):** $217090091.89
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 123: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJE2, C.4 - ISIN: US91282CJE21, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $300326613.00
- **C.18.a - Value (excl. sponsor support):** $300326613.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 124: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJL6, C.4 - ISIN: US91282CJL63, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $429664653.99
- **C.18.a - Value (excl. sponsor support):** $429664653.99
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 125: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFW, C.5 - Other ID: 91282CJS1_4.25_1231
- **C.18 - Value (incl. sponsor support):** $760284262.80
- **C.18.a - Value (excl. sponsor support):** $760284262.80
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 126: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $475293214.20
- **C.18.a - Value (excl. sponsor support):** $475293214.20
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 127: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $336890441.85
- **C.18.a - Value (excl. sponsor support):** $336890441.85
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 128: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKS9, C.4 - ISIN: US91282CKS97, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $302978497.08
- **C.18.a - Value (excl. sponsor support):** $302978497.08
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 129: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $305710875.52
- **C.18.a - Value (excl. sponsor support):** $305710875.52
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 130: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.325400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1903500691.69
- **C.18.a - Value (excl. sponsor support):** $1903500691.69
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 131: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $295672458.24
- **C.18.a - Value (excl. sponsor support):** $295672458.24
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 132: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.348400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2520761738.22
- **C.18.a - Value (excl. sponsor support):** $2520761738.22
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 133: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.241400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2171469184.92
- **C.18.a - Value (excl. sponsor support):** $2171469184.92
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 134: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.303400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2391899272.88
- **C.18.a - Value (excl. sponsor support):** $2391899272.88
- **C.19 - Percentage of Net Assets:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 135: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.302400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2592526127.55
- **C.18.a - Value (excl. sponsor support):** $2592526127.55
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 136: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.530000%
- **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: ARP0MUE81, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP0MUE81_4.53_1003
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **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? 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $2458869.00        | $2155904.52        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $6276176.00        | $6555827.06        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 5.0000%  | 0.0000% | $3351795.00        | $637424.02         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-08-01      | 3.5000%  | 0.0000% | $59000.00          | $17319.25          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 3.5000%  | 0.0000% | $695490.00         | $166257.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 4.5000%  | 0.0000% | $593860.00         | $281380.34         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $181933.00         | $14486.54          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $97920.00          | $83526.93          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $473084.00         | $477976.73         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $2744832.00        | $2548442.81        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $286245.00         | $299319.12         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 7.0000%  | 0.0000% | $964352.00         | $1021065.00        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $807590.00         | $694765.39         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 4.5000%  | 0.0000% | $268578.00         | $257243.68         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1172513.00        | $1182516.31        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-02      | 6.0000%  | 0.0000% | $4246204.00        | $4013298.37        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 4.5000%  | 0.0000% | $49508.00          | $41875.12          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $158413.00         | $118142.84         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $4872704.00        | $3197024.97        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $1432.00           | $1260.64           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 4.5000%  | 0.0000% | $8139.00           | $7580.19           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $827961.00         | $807671.47         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-10-15      | 5.0000%  | 0.0000% | $2182693.00        | $36264.62          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-11-15      | 6.5000%  | 0.0000% | $14852766.00       | $49883.21          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-08-20      | 5.0000%  | 0.0000% | $55887630.00       | $9301.73           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-06-20      | 5.0000%  | 0.0000% | $12817033.00       | $135512.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 5.5000%  | 0.0000% | $45617045.00       | $846788.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 7.0000%  | 0.0000% | $100100.00         | $982.41            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-20      | 6.0000%  | 0.0000% | $5017156.00        | $69441.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 4.0000%  | 0.0000% | $100117.00         | $884.90            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-16      | 5.0000%  | 0.0000% | $7885348.00        | $182277.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 6.0000%  | 0.0000% | $704272.00         | $68065.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 4.5000%  | 0.0000% | $78058.00          | $17535.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.3450%  | 0.0000% | $8343347.00        | $5607474.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 4.5000%  | 0.0000% | $3447216.00        | $673447.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 1.6451%  | 0.0000% | $56643908.00       | $2052502.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 4.0000%  | 0.0000% | $4178375.00        | $170635.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 0.2750%  | 0.0000% | $21754923.00       | $141780.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | N/A      | 0.0000% | $200000000.00      | $572594.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 1.6451%  | 0.0000% | $15622528.00       | $671769.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $22500000.00       | $1870215.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $81594425.00       | $23717.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $5694954.00        | $440899.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $100000.00         | $9080.77           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.0000%  | 0.0000% | $1152272.00        | $725815.98         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-03-01      | 2.7700%  | 0.0000% | $634121.00         | $493425.05         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-11-01      | 1.2200%  | 0.0000% | $1080.00           | $859.39            | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                 | 2040-08-13      | 1.9500%  | 0.0000% | $16000.00          | $10743.31          | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                 | 2036-08-12      | 2.2200%  | 0.0000% | $2000.00           | $1572.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2028-08-15      | 4.2928%  | 0.0000% | $112647.00         | $8.73              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-07-13      | 2.1500%  | 0.0000% | $221000.00         | $153166.31         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-25      | 2.1871%  | 0.0000% | $49999885.00       | $21716.99          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 2.0371%  | 0.0000% | $3635433.00        | $32629.17          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-05-25      | 1.4571%  | 0.0000% | $83979859.00       | $1276600.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-07-25      | 1.5871%  | 0.0000% | $313178044.00      | $5044662.87        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-05-25      | 1.6371%  | 0.0000% | $414842126.00      | $24082.89          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-06-25      | 1.4371%  | 0.0000% | $100000000.00      | $889891.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-09-25      | 1.5871%  | 0.0000% | $32564675.00       | $319195.25         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | N/A      | 0.0000% | $139512.00         | $8.54              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-02-25      | 1.6871%  | 0.0000% | $69174285.00       | $1012482.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-08-25      | 4.9084%  | 0.0000% | $2200625.00        | $113170.86         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-05-25      | 5.5000%  | 0.0000% | $7124683.00        | $118112.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-03-25      | 1.9026%  | 0.0000% | $82543545.00       | $1000477.62        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 1.6371%  | 0.0000% | $23002239.00       | $649717.24         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-06-25      | 1.9749%  | 0.0000% | $50000000.00       | $615410.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2059-07-25      | 1.8635%  | 0.0000% | $100033.00         | $799.91            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 1.6371%  | 0.0000% | $146920181.00      | $5794499.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2059-11-25      | 1.6446%  | 0.0000% | $100157.00         | $1231.46           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 4.0000%  | 0.0000% | $321227.00         | $24664.33          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 2.5000%  | 0.0000% | $100020.00         | $11428.78          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 2.5000%  | 0.0000% | $800448.00         | $96339.18          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.5000%  | 0.0000% | $200007.00         | $23496.03          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 2.5000%  | 0.0000% | $72242959.00       | $6838591.27        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-25      | 2.0000%  | 0.0000% | $199998.00         | $22525.13          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $100000.00         | $12888.27          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-25      | 2.5000%  | 0.0000% | $299999.00         | $36760.17          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-25      | 2.5000%  | 0.0000% | $6071983.00        | $486147.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-12-25      | 2.5000%  | 0.0000% | $655480.00         | $73575.95          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-06-25      | 3.0000%  | 0.0000% | $224235.00         | $11145.63          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 2.1357%  | 0.0000% | $18409200.00       | $503451.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 2.5000%  | 0.0000% | $1468111.00        | $217537.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-04-25      | 0.2664%  | 0.0000% | $12686333.00       | $38225.88          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-04-25      | 6.0000%  | 0.0000% | $10620166.00       | $1543617.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 2.5000%  | 0.0000% | $791790.00         | $93859.78          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.0000%  | 0.0000% | $1000001.00        | $108839.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | N/A      | 0.0000% | $3033154.00        | $1725731.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 17.5709% | 0.0000% | $1221110.00        | $1594448.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.5516%  | 0.0000% | $9270437.00        | $594508.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 21.4709% | 0.0000% | $1320265.00        | $1213502.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 1.4560%  | 0.0000% | $166409000.00      | $6074757.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | N/A      | 0.0000% | $1440377.00        | $923130.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-02-20      | 1.0471%  | 0.0000% | $16752845.00       | $1278792.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-09-20      | 0.7249%  | 0.0000% | $17331217.00       | $981762.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-11-20      | 0.6636%  | 0.0000% | $65178829.00       | $4590201.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 0.8949%  | 0.0000% | $19289517.00       | $1408614.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-12-20      | 0.6492%  | 0.0000% | $914581.00         | $58709.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.3750%  | 0.0000% | $1024.00           | $728.23            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-10-20      | 0.9239%  | 0.0000% | $8488800.00        | $623620.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | N/A      | 0.0000% | $286730.00         | $161056.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 5.2450%  | 0.0000% | $1040.00           | $710.21            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 1.9250%  | 0.0000% | $100007.00         | $6145.33           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $1000.00           | $775.55            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $279985.00         | $170881.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.4450%  | 0.0000% | $1024.00           | $781.27            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.6450%  | 0.0000% | $12351299.00       | $9469610.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | N/A      | 0.0000% | $100001.00         | $58455.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 5.2550%  | 0.0000% | $1275809.00        | $918606.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.3550%  | 0.0000% | $2213420.00        | $51297.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.2250%  | 0.0000% | $27329823.00       | $19681717.05       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.2450%  | 0.0000% | $1001.00           | $762.51            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 5.3450%  | 0.0000% | $16118855.00       | $7397995.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3450%  | 0.0000% | $1024.00           | $627.48            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $14070469.00       | $10663516.08       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.7550%  | 0.0000% | $605376.00         | $52149.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.3450%  | 0.0000% | $43089086.00       | $20775557.41       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.3550%  | 0.0000% | $11292541.00       | $471065.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.3450%  | 0.0000% | $1000.00           | $654.15            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 6.2450%  | 0.0000% | $23820228.00       | $9790722.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.8450%  | 0.0000% | $1839954.00        | $754373.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 5.7450%  | 0.0000% | $1001.00           | $387.97            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.4450%  | 0.0000% | $1024.00           | $509.70            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.5950%  | 0.0000% | $239680.00         | $127226.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.5450%  | 0.0000% | $129480.00         | $64718.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $35081296.00       | $39567.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.4550%  | 0.0000% | $34070534.00       | $950377.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.8550%  | 0.0000% | $261650.00         | $12830.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4450%  | 0.0000% | $1000.00           | $845.55            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.9250%  | 0.0000% | $54279073.00       | $4234194.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4550%  | 0.0000% | $21102651.00       | $16560355.41       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4050%  | 0.0000% | $19406152.00       | $16542229.91       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | N/A      | 0.0000% | $11964345.00       | $8094966.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $8960087.00        | $4346096.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.4050%  | 0.0000% | $4488970.00        | $214056.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.1550%  | 0.0000% | $937768.00         | $48127.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 0.0500%  | 0.0000% | $13875792.00       | $25356.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.2050%  | 0.0000% | $20436086.00       | $1196283.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.7150%  | 0.0000% | $227968.00         | $15200.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.9550%  | 0.0000% | $7218700.00        | $364811.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.3000%  | 0.0000% | $40000000.00       | $344569.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.0750%  | 0.0000% | $67929951.00       | $4132794.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.4550%  | 0.0000% | $10938098.00       | $987446.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.7850%  | 0.0000% | $4795457.00        | $257377.72         | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Bond                       | 2029-04-15      | 3.8750%  | 0.0000% | $2939000.00        | $6429905.10        | U.S. Treasuries (including strips)        |
| U.S. Treasury Floating Rate Note         | 2027-07-31      | 4.3024%  | 0.0000% | $3606200.00        | $3616028.96        | U.S. Treasuries (including strips)        |
| Federal National Mortgage Association    | 2036-05-25      | 5.0000%  | 0.0000% | $6648208.00        | $6601040.43        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 5.1484%  | 0.0000% | $18805000.00       | $18035091.85       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-05-01      | 5.5000%  | 0.0000% | $322103.00         | $653.16            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-01-01      | 5.5000%  | 0.0000% | $230526.00         | $652.07            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-08-15      | 2.1428%  | 0.0000% | $100000000.00      | $274168.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-04-15      | 4.0000%  | 0.0000% | $665982.00         | $285948.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-02-15      | 2.1928%  | 0.0000% | $174598969.00      | $1668004.51        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-07-25      | 2.3400%  | 0.0000% | $2988.00           | $599.26            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.5000%  | 0.0000% | $100000.00         | $8368.10           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 2.5000%  | 0.0000% | $5329748.00        | $683997.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.5000%  | 0.0000% | $100000.00         | $10099.77          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 1.4009%  | 0.0000% | $1783152.00        | $16076.75          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-01-25      | 1.2290%  | 0.0000% | $5000000.00        | $195592.28         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 2.5000%  | 0.0000% | $399995.00         | $47821.43          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 2.5000%  | 0.0000% | $2099996.00        | $257943.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | 1.5176%  | 0.0000% | $4096300.00        | $225844.17         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $100000.00         | $8825.54           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-25      | 2.0000%  | 0.0000% | $903370.00         | $94381.98          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-05-25      | 2.5000%  | 0.0000% | $100112.00         | $12806.71          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-10-25      | 2.5000%  | 0.0000% | $16380003.00       | $1703350.91        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.5000%  | 0.0000% | $100000.00         | $9043.36           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | N/A      | 0.0000% | $771850.00         | $52.28             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-10-25      | 0.8516%  | 0.0000% | $62712570.00       | $2881277.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 2.5000%  | 0.0000% | $100000.00         | $13310.68          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | N/A      | 0.0000% | $3000000.00        | $1602977.78        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-09-25      | 1.8516%  | 0.0000% | $44058832.00       | $2267718.24        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 1.2016%  | 0.0000% | $146179.00         | $4714.94           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-15      | 2.0029%  | 0.0000% | $100000000.00      | $4401368.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 2.0116%  | 0.0000% | $681317.00         | $41702.37          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 18.8709% | 0.0000% | $1107625.00        | $1033404.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 2.7516%  | 0.0000% | $494552.00         | $29594.64          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 11.9236% | 0.0000% | $1102799.00        | $1203782.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-11-25      | 0.1848%  | 0.0000% | $142943092.00      | $542395.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 2.8016%  | 0.0000% | $26477230.00       | $2105691.55        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-01-25      | 4.9729%  | 0.0000% | $52528143.00       | $3276230.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-02-15      | 2.6427%  | 0.0000% | $2800000.00        | $530228.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $3300676.00        | $3273248.48        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-07-01      | 5.5000%  | 0.0000% | $1077484.00        | $1101743.23        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $3128830.00        | $3244629.51        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 7.5000%  | 0.0000% | $1696035.00        | $1860734.75        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $6893936.00        | $7211240.13        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 4.0200%  | 0.0000% | $194499.00         | $189386.91         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 3.8300%  | 0.0000% | $228178.00         | $191467.20         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $384011.00         | $71124.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 6.7780%  | 0.0000% | $1028858.00        | $1007096.74        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 6.7170%  | 0.0000% | $573346.00         | $575046.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 6.4370%  | 0.0000% | $1024.00           | $991.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 5.0000%  | 0.0000% | $1358856.00        | $165737.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $301473.00         | $213670.41         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $223898.00         | $180220.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-05-01      | 3.0000%  | 0.0000% | $1000.00           | $636.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $4703698.00        | $4347783.11        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $3136109.00        | $2596149.51        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 4.6810%  | 0.0000% | $54426.00          | $44433.71          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 4.0000%  | 0.0000% | $1173617.00        | $197709.24         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $400000.00         | $347789.38         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $5544.00           | $3579.08           | Agency Mortgage-Backed Securities         |

### Security 137: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.530000%
- **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: ARP0O4QY7, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP0O4QY7_4.53_1003
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **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? 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1010.00           | $1015.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $58237.00          | $58113.46          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $437581.00         | $443866.60         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $703936.00         | $713113.99         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 4.5000%  | 0.0000% | $2185749.00        | $132053.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-12-01      | 3.5000%  | 0.0000% | $1865000.00        | $229179.80         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 3.8300%  | 0.0000% | $1146822.00        | $962313.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-12-01      | 4.5000%  | 0.0000% | $1080000.00        | $232940.16         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 4.6810%  | 0.0000% | $543520.00         | $443732.97         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.5000%  | 0.0000% | $14438.00          | $2828.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-03-01      | 4.5000%  | 0.0000% | $1002.00           | $273.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.0000%  | 0.0000% | $27761.00          | $15135.37          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $66609.00          | $55207.11          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 2.5000%  | 0.0000% | $61996.00          | $47420.00          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.5000%  | 0.0000% | $10000.00          | $7895.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 3.5000%  | 0.0000% | $24000.00          | $20449.51          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $43001.00          | $24286.77          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $100000.00         | $83542.17          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2030-08-01      | 3.0000%  | 0.0000% | $138096.00         | $14815.54          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-02-01      | 3.2600%  | 0.0000% | $1000.00           | $870.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $11769.00          | $7434.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $320826.00         | $211928.16         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 5.0000%  | 0.0000% | $2656595.00        | $1861612.87        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 6.5000%  | 0.0000% | $4674956.00        | $3509768.70        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 7.0000%  | 0.0000% | $5523.00           | $5899.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.5000%  | 0.0000% | $1337609.00        | $1031880.50        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $687912.00         | $704096.24         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.0000%  | 0.0000% | $946492.00         | $901531.29         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $43769.00          | $32535.53          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $25700.00          | $18915.04          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.5000%  | 0.0000% | $734478.00         | $650008.20         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-03-25      | 4.7284%  | 0.0000% | $8629753.00        | $270788.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 2.5000%  | 0.0000% | $100000.00         | $11426.49          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.5000%  | 0.0000% | $100000.00         | $11747.61          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 2.5000%  | 0.0000% | $599998.00         | $62806.66          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $200000.00         | $25776.55          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-02-25      | 2.0483%  | 0.0000% | $8238666.00        | $204061.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 2.5000%  | 0.0000% | $5000000.00        | $530508.75         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-10-25      | 2.5000%  | 0.0000% | $899986.00         | $107654.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-06-25      | 3.0000%  | 0.0000% | $100000.00         | $4970.51           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.5000%  | 0.0000% | $2428130.00        | $200744.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 2.1357%  | 0.0000% | $75388158.00       | $2061701.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2061-03-25      | 1.8461%  | 0.0000% | $385837405.00      | $13259554.05       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | N/A      | 0.0000% | $1164160.00        | $662356.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.7016%  | 0.0000% | $18685552.00       | $1381265.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.0500%  | 0.0000% | $39912582.00       | $61159.09          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 2.7516%  | 0.0000% | $5637789.00        | $476436.80         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-05-25      | 5.0000%  | 0.0000% | $1859792.00        | $1846597.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 1.4916%  | 0.0000% | $15060756.00       | $938221.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-08-01      | 6.5000%  | 0.0000% | $15037546.00       | $620074.07         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-11-15      | 2.1428%  | 0.0000% | $68564196.00       | $428197.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-01-15      | 2.1928%  | 0.0000% | $19112704.00       | $3546.26           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-05-15      | 5.0000%  | 0.0000% | $7101848.00        | $110418.23         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-07-25      | 2.3400%  | 0.0000% | $1348.00           | $270.35            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-03-15      | 2.0633%  | 0.0000% | $100001.00         | $855.47            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.5000%  | 0.0000% | $1035990.00        | $83850.42          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.0000%  | 0.0000% | $6574700.00        | $787095.61         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-05-25      | 4.0000%  | 0.0000% | $4504800.00        | $194261.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 2.5000%  | 0.0000% | $3700021.00        | $442356.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.0000%  | 0.0000% | $200000.00         | $20307.04          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-08-25      | 2.5000%  | 0.0000% | $26853568.00       | $2585489.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $13825857.00       | $1220207.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $2619574.00        | $224054.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 2.5000%  | 0.0000% | $3946000.00        | $525239.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 2.0000%  | 0.0000% | $799997.00         | $86199.81          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-09-25      | N/A      | 0.0000% | $259128.00         | $149128.88         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | N/A      | 0.0000% | $809314.00         | $463267.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | N/A      | 0.0000% | $117243.00         | $63513.32          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 2.5000%  | 0.0000% | $751584.00         | $83851.83          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-15      | 2.0029%  | 0.0000% | $26964917.00       | $1186825.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | N/A      | 0.0000% | $204441.00         | $119927.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 2.7516%  | 0.0000% | $22798176.00       | $1364272.70        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-11-25      | 0.1848%  | 0.0000% | $48727612.00       | $184896.10         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 2.8016%  | 0.0000% | $9332398.00        | $742190.62         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-09-01      | 3.4600%  | 0.0000% | $3800000.00        | $3422664.22        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-09-01      | 3.8100%  | 0.0000% | $173306.00         | $141946.33         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $1637436.00        | $102001.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-06-25      | 2.1171%  | 0.0000% | $285232406.00      | $586721.95         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-05-01      | 3.5000%  | 0.0000% | $350000.00         | $48247.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-01-01      | 5.0000%  | 0.0000% | $841246.00         | $179064.47         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-05-01      | 4.5000%  | 0.0000% | $290059.00         | $58076.65          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 6.7170%  | 0.0000% | $503769.00         | $505262.85         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $472130.00         | $294964.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-11-01      | 1.7500%  | 0.0000% | $3346445.00        | $2913318.34        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-11-01      | 5.2500%  | 0.0000% | $228000.00         | $229262.14         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-03-01      | 4.4700%  | 0.0000% | $52762.00          | $53238.06          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $2711.00           | $1252.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $8000.00           | $6089.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $230000.00         | $164258.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $1368118.00        | $1166141.35        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $800000.00         | $580428.14         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 5.1300%  | 0.0000% | $392584.00         | $386093.16         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $800000.00         | $454470.82         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $1575719.00        | $1092561.36        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 4.0000%  | 0.0000% | $11823.00          | $10435.33          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 5.5000%  | 0.0000% | $7706.00           | $2011.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 3.5000%  | 0.0000% | $67300.00          | $34551.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $20000.00          | $14638.59          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1346718.00        | $916592.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $12000.00          | $8761.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 1.5000%  | 0.0000% | $374761.00         | $216892.14         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $6509.00           | $4508.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $587827.00         | $447850.02         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $224165.00         | $160505.01         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.0000%  | 0.0000% | $131805.00         | $101856.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-04-01      | 2.5000%  | 0.0000% | $172882.00         | $138787.42         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 3.5000%  | 0.0000% | $17000.00          | $14898.90          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $2115383.00        | $2138849.24        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $19069.00          | $19184.65          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $188696.00         | $190666.39         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $1416228.00        | $915026.64         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-12-16      | 1.6256%  | 0.0000% | $5700586.00        | $41255.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-09-20      | 1.7451%  | 0.0000% | $57330766.00       | $1004828.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | N/A      | 0.0000% | $164540993.00      | $1473684.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 4.5000%  | 0.0000% | $3437736.00        | $772279.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.3450%  | 0.0000% | $551134.00         | $370411.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 0.0451%  | 0.0000% | $20000000.00       | $226724.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 4.5000%  | 0.0000% | $24545218.00       | $937313.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $8132308.00        | $494015.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 2.5000%  | 0.0000% | $23356444.00       | $2096234.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $617072.00         | $35326.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 1.8451%  | 0.0000% | $6327192.00        | $630854.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $7179775.00        | $546553.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-11-20      | 0.6636%  | 0.0000% | $60155325.00       | $4236422.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 0.8949%  | 0.0000% | $35991745.00       | $2628293.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-01-20      | 0.7264%  | 0.0000% | $114548400.00      | $7307028.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-10-20      | 0.9239%  | 0.0000% | $34511200.00       | $2535326.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | N/A      | 0.0000% | $661040.00         | $371307.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 1.9250%  | 0.0000% | $100000.00         | $6144.89           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $526752.00         | $321489.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3450%  | 0.0000% | $12235.00          | $9506.73           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.3450%  | 0.0000% | $29587.00          | $14265.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.4550%  | 0.0000% | $1000.00           | $513.26            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.4550%  | 0.0000% | $17389408.00       | $746984.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.7550%  | 0.0000% | $24667980.00       | $2043181.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 6.2450%  | 0.0000% | $1023.00           | $420.48            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.7050%  | 0.0000% | $17363600.00       | $723022.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.5950%  | 0.0000% | $256575.00         | $136194.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.1050%  | 0.0000% | $7106557.00        | $304892.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | N/A      | 0.0000% | $4301536.00        | $2910379.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $5730575.00        | $2779619.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | N/A      | 0.0000% | $2783755.00        | $1650317.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.2050%  | 0.0000% | $102389.00         | $5993.62           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.7050%  | 0.0000% | $30599181.00       | $2287712.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.0750%  | 0.0000% | $12271150.00       | $810664.31         | Agency Collateralized Mortgage Obligation |

### Security 138: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.530000%
- **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: ARP0PQQK7, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP0PQQK7_4.53_1028
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **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? 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 4.6810%  | 0.0000% | $6649.00           | $5428.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-01-01      | 3.5000%  | 0.0000% | $6002308.00        | $1060964.64        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $1690883.00        | $1401443.65        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $4069955.00        | $1951018.31        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $828.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $343694.00         | $261864.85         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-25      | 2.0371%  | 0.0000% | $109592.00         | $983.62            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-02-25      | 1.8780%  | 0.0000% | $471645.00         | $4599.59           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | N/A      | 0.0000% | $133156033.00      | $8155.31           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2059-08-25      | 1.8074%  | 0.0000% | $52871645.00       | $624752.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 2.5000%  | 0.0000% | $1699996.00        | $194249.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 4.0000%  | 0.0000% | $28180898.00       | $2864422.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 2.5000%  | 0.0000% | $4499544.00        | $541549.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.5000%  | 0.0000% | $199999.00         | $23495.09          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 2.5000%  | 0.0000% | $2622809.00        | $274550.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 2.5000%  | 0.0000% | $617918.00         | $58492.74          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-25      | 2.0000%  | 0.0000% | $999999.00         | $112626.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-25      | 2.5000%  | 0.0000% | $701104.00         | $72611.92          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-25      | 2.5000%  | 0.0000% | $862872.00         | $69085.06          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 2.1405%  | 0.0000% | $19033831.00       | $455107.65         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-05-25      | 3.5000%  | 0.0000% | $42700000.00       | $2276019.31        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.5000%  | 0.0000% | $2211870.00        | $182864.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 4.0000%  | 0.0000% | $100006.00         | $13104.99          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-05-25      | 5.0000%  | 0.0000% | $100096.00         | $11576.89          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2061-09-25      | 5.5000%  | 0.0000% | $3308994.00        | $499397.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | N/A      | 0.0000% | $3503392.00        | $1993276.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 2.5516%  | 0.0000% | $84906499.00       | $6074011.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 2.6516%  | 0.0000% | $6951856.00        | $468587.71         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 17.5709% | 0.0000% | $622233.00         | $812472.40         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 3.7516%  | 0.0000% | $4945765.00        | $395376.51         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.7016%  | 0.0000% | $7352861.00        | $543534.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 2.6516%  | 0.0000% | $65891400.00       | $2943940.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-05-25      | 5.0000%  | 0.0000% | $1000.00           | $992.91            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 1.6016%  | 0.0000% | $27129725.00       | $2066465.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-05-15      | 5.0000%  | 0.0000% | $26421375.00       | $410794.67         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2025-09-25      | 0.6581%  | 0.0000% | $473373.00         | $60.72             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.5000%  | 0.0000% | $1037010.00        | $83932.98          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.0000%  | 0.0000% | $616964.00         | $59258.64          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.0000%  | 0.0000% | $3525300.00        | $422034.18         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.5000%  | 0.0000% | $3484810.00        | $332616.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 1.4009%  | 0.0000% | $49730962.00       | $448370.10         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 2.5000%  | 0.0000% | $999810.00         | $94165.16          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 2.5000%  | 0.0000% | $100000.00         | $11955.51          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.0000%  | 0.0000% | $100000.00         | $10153.51          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-05-25      | 2.5000%  | 0.0000% | $100000.00         | $11453.02          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-01-25      | 2.5000%  | 0.0000% | $300000.00         | $35706.60          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-25      | 2.0000%  | 0.0000% | $599010.00         | $62583.17          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | N/A      | 0.0000% | $193178960.00      | $13085.71          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-11-25      | 0.3014%  | 0.0000% | $153439.00         | $1971.31           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 2.5000%  | 0.0000% | $646000.00         | $85987.01          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 1.3516%  | 0.0000% | $7541172.00        | $274594.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 2.5000%  | 0.0000% | $751000.00         | $83786.68          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | N/A      | 0.0000% | $6309550.00        | $3701258.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 1.6016%  | 0.0000% | $2061334.00        | $126551.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 2.7516%  | 0.0000% | $100038.00         | $5986.40           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-11-25      | 0.1848%  | 0.0000% | $245489.00         | $931.50            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.7516%  | 0.0000% | $21276669.00       | $627705.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 2.8016%  | 0.0000% | $15314606.00       | $1217946.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 1.0016%  | 0.0000% | $100000.00         | $5847.89           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-10-25      | 2.1371%  | 0.0000% | $78142947.00       | $153122.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-06-01      | 3.3700%  | 0.0000% | $8688.00           | $8053.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $6471821.00        | $6418599.05        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $1483087.00        | $1509082.09        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $464999.00         | $443669.33         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-06-20      | 5.0000%  | 0.0000% | $4064417.00        | $42972.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 4.0000%  | 0.0000% | $2585511.00        | $22852.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 1.6451%  | 0.0000% | $20000000.00       | $505720.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | N/A      | 0.0000% | $35459007.00       | $317582.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 4.5000%  | 0.0000% | $28773.00          | $5621.09           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | N/A      | 0.0000% | $105356031.00      | $1235405.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $100148.00         | $6083.71           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 1.8451%  | 0.0000% | $100006.00         | $9971.13           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-01-20      | 0.9922%  | 0.0000% | $12259486.00       | $974870.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-09-20      | 0.7249%  | 0.0000% | $6033256.00        | $341766.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-12-20      | 0.6492%  | 0.0000% | $980703.00         | $62953.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-05-20      | 0.8273%  | 0.0000% | $3717738.00        | $249167.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $150966.00         | $92138.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.6450%  | 0.0000% | $796847.00         | $610934.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | N/A      | 0.0000% | $32972200.00       | $19273916.42       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 1.9050%  | 0.0000% | $31098064.00       | $1871950.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3450%  | 0.0000% | $2440114.00        | $1096240.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.6550%  | 0.0000% | $42264000.00       | $2765926.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.4450%  | 0.0000% | $9861370.00        | $4908531.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.7050%  | 0.0000% | $1865260.00        | $77669.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.5950%  | 0.0000% | $5818210.00        | $3088404.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.5450%  | 0.0000% | $489059.00         | $244448.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.5000%  | 0.0000% | $1033984.00        | $186292.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.4550%  | 0.0000% | $4986390.00        | $139092.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.0550%  | 0.0000% | $87144393.00       | $5279949.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.7550%  | 0.0000% | $23356308.00       | $2135314.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.8550%  | 0.0000% | $77837599.00       | $3816937.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.3250%  | 0.0000% | $100000.00         | $6437.76           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4450%  | 0.0000% | $16137.00          | $13644.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $1067840.00        | $1129025.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.9050%  | 0.0000% | $100000.00         | $4420.55           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4550%  | 0.0000% | $3421183.00        | $2684781.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | N/A      | 0.0000% | $179226.00         | $0.45              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.4050%  | 0.0000% | $628621.00         | $29975.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.5550%  | 0.0000% | $49899982.00       | $1123800.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | N/A      | 0.0000% | $8015.00           | $4751.60           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.2050%  | 0.0000% | $435742.00         | $25507.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 1.5850%  | 0.0000% | $37185299.00       | $3070777.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.5450%  | 0.0000% | $2571264.00        | $153659.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.7250%  | 0.0000% | $295178.00         | $23382.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.6450%  | 0.0000% | $629502.00         | $622446.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.0750%  | 0.0000% | $4807702.00        | $292496.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.4550%  | 0.0000% | $14061902.00       | $1269451.03        | Agency Collateralized Mortgage Obligation |

### Security 139: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.500000%
- **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: ARP0QZ5G8, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP0QZ5G8_4.50_1128
- **C.18 - Value (incl. sponsor support):** $1125000000.00
- **C.18.a - Value (excl. sponsor support):** $1125000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **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? 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2043-11-16      | N/A      | 0.0000% | $212992000.00      | $21903.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-16      | 0.7338%  | 0.0000% | $143884288.00      | $19942.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-01-16      | 1.6556%  | 0.0000% | $99975168.00       | $9163.04           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-06-20      | 2.3451%  | 0.0000% | $43569152.00       | $30319.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-06-20      | 1.6951%  | 0.0000% | $33568000.00       | $35307.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-02-20      | 5.5000%  | 0.0000% | $40000000.00       | $2756341.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-01-16      | 2.3256%  | 0.0000% | $496144640.00      | $1982444.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-09-16      | 3.0000%  | 0.0000% | $27352832.00       | $28830859.20       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-10-16      | 2.5000%  | 0.0000% | $21603200.00       | $18316637.74       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-10-16      | 1.8256%  | 0.0000% | $42024960.00       | $19765.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-10-16      | 5.5000%  | 0.0000% | $46553040.00       | $7406925.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-08-16      | 5.5000%  | 0.0000% | $60320064.00       | $5522843.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-16      | 0.5301%  | 0.0000% | $177586125.00      | $25923.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-16      | 0.4050%  | 0.0000% | $151298048.00      | $94936.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-20      | 5.0000%  | 0.0000% | $30000000.00       | $522091.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-11-16      | 1.7756%  | 0.0000% | $63076736.00       | $145987.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-16      | 2.1256%  | 0.0000% | $54710960.00       | $449181.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-16      | 4.5000%  | 0.0000% | $33566720.00       | $3881595.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-16      | 4.5000%  | 0.0000% | $25617792.00       | $10082922.87       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-11-16      | 4.5000%  | 0.0000% | $50000000.00       | $17456364.29       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-11-16      | 4.2500%  | 0.0000% | $12828500.00       | $1171009.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-12-20      | 1.5951%  | 0.0000% | $62417088.00       | $466050.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-10-16      | 1.6256%  | 0.0000% | $9535168.00        | $132449.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-16      | 2.7202%  | 0.0000% | $375000.00         | $415706.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.2268%  | 0.0000% | $114393088.00      | $104705.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-16      | 0.3499%  | 0.0000% | $5760896.00        | $9111.10           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.2242%  | 0.0000% | $94732288.00       | $30061.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-02-20      | 1.6451%  | 0.0000% | $24395776.00       | $8614.04           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-20      | 5.0000%  | 0.0000% | $21703072.00       | $152842.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-02-16      | 1.6256%  | 0.0000% | $32671744.00       | $177030.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-05-16      | 2.1256%  | 0.0000% | $20000000.00       | $757614.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-09-20      | 4.0000%  | 0.0000% | $93001472.00       | $1437045.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-06-16      | 2.5000%  | 0.0000% | $29338944.00       | $5052788.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.2581%  | 0.0000% | $107782560.00      | $381015.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.0510%  | 0.0000% | $158089216.00      | $38980.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-04-20      | 3.5000%  | 0.0000% | $26153344.00       | $669031.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-04-16      | 3.0000%  | 0.0000% | $9564000.00        | $7753153.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-16      | 0.2598%  | 0.0000% | $109756416.00      | $53405.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-16      | 0.3877%  | 0.0000% | $116967680.00      | $338292.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-16      | 0.2209%  | 0.0000% | $87560192.00       | $64714.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-16      | 1.0219%  | 0.0000% | $21000000.00       | $74030.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-16      | 0.4111%  | 0.0000% | $135524352.00      | $134898.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-16      | 0.2238%  | 0.0000% | $125943808.00      | $63615.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-06-16      | 2.5000%  | 0.0000% | $1983898.00        | $1711493.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-12-16      | 4.5000%  | 0.0000% | $30020832.00       | $332200.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 3.0000%  | 0.0000% | $15463000.00       | $13299319.26       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-06-16      | 0.4137%  | 0.0000% | $112581376.00      | $197286.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-16      | 0.5329%  | 0.0000% | $106105472.00      | $168798.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-16      | 0.4092%  | 0.0000% | $157089792.00      | $131372.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-16      | 0.5089%  | 0.0000% | $134575360.00      | $281575.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-10-16      | 0.4026%  | 0.0000% | $112730752.00      | $243598.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 3.0000%  | 0.0000% | $555000.00         | $616951.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | 5.0000%  | 0.0000% | $15067800.00       | $324458.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 0.1951%  | 0.0000% | $60000000.00       | $439776.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 1.7951%  | 0.0000% | $77205000.00       | $864411.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-05-20      | 4.0000%  | 0.0000% | $35105000.00       | $1375659.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-07-16      | 0.0500%  | 0.0000% | $7999488.00        | $5879.23           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-06-20      | 1.7951%  | 0.0000% | $14500000.00       | $320767.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 1.7451%  | 0.0000% | $10613104.00       | $171665.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 0.6951%  | 0.0000% | $50000000.00       | $934419.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-20      | 0.1586%  | 0.0000% | $17314528.00       | $21194.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 1.7319%  | 0.0000% | $41600000.00       | $1265018.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 1.7451%  | 0.0000% | $38751424.00       | $788858.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.5951%  | 0.0000% | $56361920.00       | $1397767.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 1.6451%  | 0.0000% | $45476720.00       | $704215.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 1.5951%  | 0.0000% | $61600000.00       | $699855.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 0.8636%  | 0.0000% | $303501000.00      | $15987450.99       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 1.0434%  | 0.0000% | $15000000.00       | $1042988.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-16      | 0.7900%  | 0.0000% | $12200000.00       | $631800.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-05-16      | 0.8402%  | 0.0000% | $15400000.00       | $723306.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.9656%  | 0.0000% | $300000000.00      | $17668790.80       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 0.8751%  | 0.0000% | $16300000.00       | $1010583.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.8461%  | 0.0000% | $20750000.00       | $1088361.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.9932%  | 0.0000% | $15050000.00       | $991190.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | 0.8752%  | 0.0000% | $93704800.00       | $7014769.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-16      | 0.7479%  | 0.0000% | $237500000.00      | $11602124.14       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-16      | 0.9045%  | 0.0000% | $150000000.00      | $10545368.56       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.7355%  | 0.0000% | $150000000.00      | $8456051.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-16      | 0.8082%  | 0.0000% | $15100000.00       | $819364.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.4495%  | 0.0000% | $150000000.00      | $7125227.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 0.3798%  | 0.0000% | $211332000.00      | $7456926.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.3171%  | 0.0000% | $225298000.00      | $6806198.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 1.0020%  | 0.0000% | $200000000.00      | $13803198.68       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 1.0553%  | 0.0000% | $50000000.00       | $3661401.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $25666656.00       | $35649.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | N/A      | 0.0000% | $105000000.00      | $1831494.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.5550%  | 0.0000% | $30000000.00       | $1685607.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.8950%  | 0.0000% | $50000000.00       | $3340543.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.8550%  | 0.0000% | $100000000.00      | $4813391.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $8379750.00        | $7838176.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.4550%  | 0.0000% | $41441984.00       | $2817927.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.1000%  | 0.0000% | $50000000.00       | $123298.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | N/A      | 0.0000% | $650000000.00      | $9670952.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.1350%  | 0.0000% | $100000000.00      | $1616033.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.8350%  | 0.0000% | $152733440.00      | $8302592.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.8350%  | 0.0000% | $122266496.00      | $6159163.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $2885644.00        | $2854571.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.8050%  | 0.0000% | $254452224.00      | $12771110.79       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.0600%  | 0.0000% | $72629183.00       | $1680275.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 1.5951%  | 0.0000% | $79855360.00       | $931700.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 0.0300%  | 0.0000% | $22691840.00       | $7370.01           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 1.6451%  | 0.0000% | $25000000.00       | $483970.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 3.2500%  | 0.0000% | $2412232.00        | $2655873.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 1.6451%  | 0.0000% | $19007904.00       | $455448.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | N/A      | 0.0000% | $25000000.00       | $34443.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 0.0200%  | 0.0000% | $99991552.00       | $22220.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 0.0400%  | 0.0000% | $49995776.00       | $25139.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | N/A      | 0.0000% | $30000000.00       | $74435.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 0.5897%  | 0.0000% | $60738304.00       | $118492.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-16      | 1.5256%  | 0.0000% | $39134080.00       | $1332707.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 3.0000%  | 0.0000% | $914710.00         | $13035.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 1.5451%  | 0.0000% | $17410848.00       | $424598.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 3.5000%  | 0.0000% | $1516974.00        | $513485.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 0.1000%  | 0.0000% | $14208624.00       | $21548.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 1.6451%  | 0.0000% | $7225312.00        | $163820.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 1.6451%  | 0.0000% | $44539776.00       | $1205268.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 0.2639%  | 0.0000% | $20955104.00       | $71865.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $16729600.00       | $1516495.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 1.6252%  | 0.0000% | $31750528.00       | $954653.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $110000000.00      | $1163353.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $41239936.00       | $4450009.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $45857360.00       | $4126302.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $33333312.00       | $446737.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $16267456.00       | $136085.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $7000000.00        | $91650.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $78537856.00       | $451123.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $16368380.00       | $40589.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | N/A      | 0.0000% | $24127296.00       | $124592.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 0.2951%  | 0.0000% | $19338304.00       | $107072.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | N/A      | 0.0000% | $26956864.00       | $307465.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | N/A      | 0.0000% | $52620032.00       | $996537.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | N/A      | 0.0000% | $22500000.00       | $411759.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | N/A      | 0.0000% | $27994304.00       | $74590.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | N/A      | 0.0000% | $34196864.00       | $295797.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | N/A      | 0.0000% | $25000000.00       | $398992.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $5947500.00        | $184163.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | N/A      | 0.0000% | $11000000.00       | $43609.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 1.8951%  | 0.0000% | $3524000.00        | $339999.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $18870600.00       | $172809.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $51312256.00       | $90636.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $7000000.00        | $185854.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $30000000.00       | $3525852.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $4519840.00        | $2808210.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $22158080.00       | $2512438.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $67833216.00       | $6000344.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | N/A      | 0.0000% | $9000000.00        | $114329.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | N/A      | 0.0000% | $102236160.00      | $56717.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $73814272.00       | $908143.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 1.8451%  | 0.0000% | $50000000.00       | $5004112.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 1.8451%  | 0.0000% | $25000000.00       | $2517987.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $28000000.00       | $526848.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $250000000.00      | $279200.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $104000000.00      | $120804.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 4.5000%  | 0.0000% | $12596688.00       | $97775.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $26024864.00       | $3536902.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $334389248.00      | $145655.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $143237120.00      | $92119.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 0.0500%  | 0.0000% | $50000000.00       | $58431.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 1.9550%  | 0.0000% | $6617256.00        | $687708.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | N/A      | 0.0000% | $30000000.00       | $44809.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $50000000.00       | $719584.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | N/A      | 0.0000% | $61177216.00       | $626970.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $30000000.00       | $50551.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | N/A      | 0.0000% | $123290368.00      | $154248.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 2.2550%  | 0.0000% | $32691776.00       | $1523246.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.7450%  | 0.0000% | $150000000.00      | $4088211.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 1.3550%  | 0.0000% | $71201536.00       | $3011561.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.3550%  | 0.0000% | $89176832.00       | $5150124.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.3550%  | 0.0000% | $10000000.00       | $288251.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 0.0500%  | 0.0000% | $65921024.00       | $42706.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.0050%  | 0.0000% | $100000000.00      | $4718067.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.3550%  | 0.0000% | $25514784.00       | $1297196.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.5000%  | 0.0000% | $8815504.00        | $9826783.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.3050%  | 0.0000% | $25000000.00       | $1192839.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.3550%  | 0.0000% | $27777760.00       | $929177.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.0550%  | 0.0000% | $27777760.00       | $1218187.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.3550%  | 0.0000% | $30000000.00       | $1443386.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.3550%  | 0.0000% | $74014208.00       | $1654107.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.9550%  | 0.0000% | $100000000.00      | $2670322.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.5050%  | 0.0000% | $25000000.00       | $1021232.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | N/A      | 0.0000% | $49999872.00       | $47785.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 1.7050%  | 0.0000% | $50000000.00       | $3426381.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $50000000.00       | $583413.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | N/A      | 0.0000% | $30000000.00       | $314079.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $729614.00         | $68518.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 0.0500%  | 0.0000% | $139997184.00      | $126444.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 0.0500%  | 0.0000% | $112956160.00      | $169077.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 6.0000%  | 0.0000% | $5751856.00        | $689807.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.5000%  | 0.0000% | $624491.00         | $599035.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 0.0600%  | 0.0000% | $135438336.00      | $133411.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 6.0000%  | 0.0000% | $8125000.00        | $917920.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.1550%  | 0.0000% | $100000000.00      | $1945108.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 0.0500%  | 0.0000% | $96972800.00       | $75318.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.1550%  | 0.0000% | $60452480.00       | $2634271.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.1550%  | 0.0000% | $400000000.00      | $7666936.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 1.6050%  | 0.0000% | $100000000.00      | $2729174.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | N/A      | 0.0000% | $1170000.00        | $663061.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.0300%  | 0.0000% | $29999104.00       | $15634.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-03-16      | 5.5000%  | 0.0000% | $34904000.00       | $291029.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-03-20      | 1.7451%  | 0.0000% | $215529728.00      | $1094894.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-03-16      | 1.7256%  | 0.0000% | $315000000.00      | $2511400.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-16      | 5.5000%  | 0.0000% | $109284992.00      | $917973.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-20      | 1.7451%  | 0.0000% | $41322624.00       | $238284.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 1.2451%  | 0.0000% | $54851264.00       | $562969.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-12-20      | 1.7451%  | 0.0000% | $29461760.00       | $239183.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.7299%  | 0.0000% | $200046000.00      | $1986096.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.3212%  | 0.0000% | $104944000.00      | $244247.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.7250%  | 0.0000% | $185404480.00      | $1816401.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $54000000.00       | $441834.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-02-16      | 0.5442%  | 0.0000% | $72000000.00       | $803162.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.6388%  | 0.0000% | $88723072.00       | $1187839.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6925%  | 0.0000% | $117551616.00      | $1264950.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-08-16      | 0.6690%  | 0.0000% | $114995000.00      | $554857.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-08-16      | 0.7732%  | 0.0000% | $150000000.00      | $2207637.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.5985%  | 0.0000% | $114434080.00      | $1177454.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-16      | 0.5382%  | 0.0000% | $210316288.00      | $637004.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6373%  | 0.0000% | $119626240.00      | $1075793.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-02-16      | 0.5325%  | 0.0000% | $161415168.00      | $890889.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-03-16      | 0.9914%  | 0.0000% | $104827008.00      | $1320494.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-20      | 1.4319%  | 0.0000% | $17548832.00       | $166045.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-16      | 3.0000%  | 0.0000% | $11224848.00       | $9732200.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $2825000.00        | $1676057.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 1.6451%  | 0.0000% | $23156720.00       | $860212.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-20      | 1.7451%  | 0.0000% | $1000000.00        | $30159.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-07-16      | 0.5623%  | 0.0000% | $105112704.00      | $1694778.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.5680%  | 0.0000% | $134004992.00      | $1895769.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.2480%  | 0.0000% | $195172352.00      | $1527704.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-04-20      | 3.3942%  | 0.0000% | $17346912.00       | $141729.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-12-16      | 0.7351%  | 0.0000% | $127549440.00      | $1576552.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-03-16      | 0.7265%  | 0.0000% | $100809728.00      | $1425104.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-16      | 0.7284%  | 0.0000% | $110000000.00      | $1785293.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-16      | 0.6814%  | 0.0000% | $25344320.00       | $218176.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-11-16      | 0.6458%  | 0.0000% | $137614336.00      | $1148352.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.7692%  | 0.0000% | $100514048.00      | $1788189.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.7325%  | 0.0000% | $133131008.00      | $3948545.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-11-16      | 0.6709%  | 0.0000% | $91023616.00       | $1727892.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 0.8478%  | 0.0000% | $12200000.00       | $604552.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-07-16      | 1.2012%  | 0.0000% | $63829952.00       | $2714408.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 0.8036%  | 0.0000% | $312500000.00      | $13157137.86       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-08-16      | 0.8782%  | 0.0000% | $11700000.00       | $541034.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-16      | 0.8357%  | 0.0000% | $11800000.00       | $569377.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-16      | 0.8155%  | 0.0000% | $26286112.00       | $1375381.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 0.8738%  | 0.0000% | $662500000.00      | $36352743.55       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.8262%  | 0.0000% | $25000000.00       | $1342549.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-06-16      | 0.8201%  | 0.0000% | $37000000.00       | $1759915.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.9865%  | 0.0000% | $13500000.00       | $823733.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.9729%  | 0.0000% | $14450000.00       | $875265.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 0.9404%  | 0.0000% | $24278016.00       | $1543981.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-03-16      | 1.2878%  | 0.0000% | $17950000.00       | $1215277.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $17994000.00       | $5133575.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 1.4319%  | 0.0000% | $15679616.00       | $278949.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 1.7451%  | 0.0000% | $23428544.00       | $778450.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 1.2451%  | 0.0000% | $15961824.00       | $433174.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 1.7451%  | 0.0000% | $24520704.00       | $737024.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.4550%  | 0.0000% | $50466480.00       | $3876457.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $11347152.00       | $1286686.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.8550%  | 0.0000% | $56000000.00       | $2610844.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $714286.00         | $73887.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.3850%  | 0.0000% | $70000000.00       | $3032178.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.6050%  | 0.0000% | $55696240.00       | $3091668.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.6550%  | 0.0000% | $25000000.00       | $2101583.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.8050%  | 0.0000% | $30870944.00       | $1932050.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.2050%  | 0.0000% | $20000000.00       | $854438.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.2550%  | 0.0000% | $91762048.00       | $1409739.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-20      | 1.5550%  | 0.0000% | $75000000.00       | $1240847.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-20      | 2.7050%  | 0.0000% | $53190912.00       | $1910023.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $5555552.00        | $619517.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 2.8550%  | 0.0000% | $70000000.00       | $7599107.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $20000000.00       | $25681.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.8550%  | 0.0000% | $20000000.00       | $337286.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.2050%  | 0.0000% | $30000000.00       | $1237589.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.9050%  | 0.0000% | $71627520.00       | $3653090.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 1.0550%  | 0.0000% | $50000000.00       | $709993.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 1.0550%  | 0.0000% | $15259632.00       | $761448.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.1000%  | 0.0000% | $26400640.00       | $93160.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 1.0550%  | 0.0000% | $65351680.00       | $1584630.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.9550%  | 0.0000% | $39628160.00       | $2636610.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.6550%  | 0.0000% | $75000000.00       | $5176608.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.5050%  | 0.0000% | $50000000.00       | $2493631.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.3050%  | 0.0000% | $282167296.00      | $7116674.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.1000%  | 0.0000% | $50000000.00       | $164305.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.3050%  | 0.0000% | $45220096.00       | $2288944.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.3050%  | 0.0000% | $30100000.00       | $3176928.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.3050%  | 0.0000% | $57307584.00       | $3735944.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.9550%  | 0.0000% | $50000000.00       | $2355618.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $17100192.00       | $3689711.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 3.5000%  | 0.0000% | $924169.00         | $574298.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.9850%  | 0.0000% | $30000000.00       | $1418200.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.5550%  | 0.0000% | $100000000.00      | $7808826.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.4550%  | 0.0000% | $200000000.00      | $7146601.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.9550%  | 0.0000% | $82806528.00       | $2611082.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0050%  | 0.0000% | $220000000.00      | $2976222.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 0.6550%  | 0.0000% | $53622208.00       | $970133.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.6050%  | 0.0000% | $469099520.00      | $29185374.86       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.0550%  | 0.0000% | $50000000.00       | $1504603.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.0050%  | 0.0000% | $133425000.00      | $6855401.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 0.9750%  | 0.0000% | $42559296.00       | $564585.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.1050%  | 0.0000% | $100000000.00      | $4675122.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.4050%  | 0.0000% | $149632000.00      | $1771380.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 1.2050%  | 0.0000% | $50441600.00       | $1143198.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.1350%  | 0.0000% | $98816640.00       | $5299416.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.4550%  | 0.0000% | $100000000.00      | $4145952.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.7050%  | 0.0000% | $22760960.00       | $2055601.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.3550%  | 0.0000% | $150000000.00      | $5461482.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.1050%  | 0.0000% | $88419328.00       | $3477823.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.5000%  | 0.0000% | $389001.00         | $342825.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.8050%  | 0.0000% | $44680080.00       | $2363231.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.7550%  | 0.0000% | $50670000.00       | $2490033.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.7050%  | 0.0000% | $20000000.00       | $736860.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.9050%  | 0.0000% | $100000000.00      | $4695705.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.9550%  | 0.0000% | $50000000.00       | $1223566.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.2550%  | 0.0000% | $50000000.00       | $1431912.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.6050%  | 0.0000% | $50000000.00       | $2635811.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.2750%  | 0.0000% | $75000000.00       | $3280261.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.5000%  | 0.0000% | $12542384.00       | $6745387.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 2.3050%  | 0.0000% | $45988544.00       | $2011681.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 1.1050%  | 0.0000% | $65611008.00       | $1705199.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 2.2050%  | 0.0000% | $35000000.00       | $1844319.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.6550%  | 0.0000% | $30000000.00       | $1151213.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0050%  | 0.0000% | $100000000.00      | $245975.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 0.7550%  | 0.0000% | $51000000.00       | $2576557.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.0050%  | 0.0000% | $100000000.00      | $245975.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $56995712.00       | $95030.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.1550%  | 0.0000% | $200000000.00      | $3901240.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 3.0000%  | 0.0000% | $18879360.00       | $14557744.64       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.1000%  | 0.0000% | $5000000.00        | $14624.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 0.1152%  | 0.0000% | $36494912.00       | $178873.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.0550%  | 0.0000% | $100970112.00      | $7109931.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.1550%  | 0.0000% | $116666624.00      | $2275722.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 2.8550%  | 0.0000% | $50000000.00       | $3141580.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $2587448.00        | $2458198.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.6050%  | 0.0000% | $109452960.00      | $5213739.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.1050%  | 0.0000% | $50000000.00       | $4074956.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 5.0000%  | 0.0000% | $5373384.00        | $5293980.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-01-25      | 1.5371%  | 0.0000% | $39259968.00       | $989765.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-02-25      | 0.1426%  | 0.0000% | $274997248.00      | $137164.46         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-05-25      | 0.2002%  | 0.0000% | $484999168.00      | $418681.92         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-05-25      | 1.6371%  | 0.0000% | $244333312.00      | $4213533.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | 1.6871%  | 0.0000% | $7500000.00        | $215971.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-11-25      | 1.7271%  | 0.0000% | $46035904.00       | $970846.14         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 0.4910%  | 0.0000% | $16684896.00       | $54965.42          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-02-25      | 1.7371%  | 0.0000% | $47510144.00       | $1223379.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 1.7371%  | 0.0000% | $185428480.00      | $3158727.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-06-25      | 3.5000%  | 0.0000% | $24798000.00       | $8949893.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-03-25      | 1.5871%  | 0.0000% | $17306336.00       | $193298.42         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-03-25      | 3.5000%  | 0.0000% | $2314000.00        | $2711560.11        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-25      | 1.5871%  | 0.0000% | $17752256.00       | $540091.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-10-25      | 1.5871%  | 0.0000% | $78461952.00       | $2705306.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-05-25      | 1.6371%  | 0.0000% | $54965920.00       | $1777016.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-08-25      | 0.3228%  | 0.0000% | $132816128.00      | $239591.92         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-04-25      | 1.5871%  | 0.0000% | $116892288.00      | $3507602.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-01-25      | 1.5371%  | 0.0000% | $100824704.00      | $5544220.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 4.0000%  | 0.0000% | $72732416.00       | $4988091.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $9271000.00        | $1192941.65        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | N/A      | 0.0000% | $5378000.00        | $58614.40          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 2.5000%  | 0.0000% | $17688896.00       | $1579040.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-03-25      | 3.0000%  | 0.0000% | $2000000.00        | $1485885.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-04-25      | 3.5000%  | 0.0000% | $2000000.00        | $1732104.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | N/A      | 0.0000% | $30000000.00       | $307805.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | 4.5000%  | 0.0000% | $7061984.00        | $6968652.27        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-05-25      | N/A      | 0.0000% | $30613408.00       | $437155.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-25      | 4.5000%  | 0.0000% | $4637584.00        | $4473010.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 1.5371%  | 0.0000% | $42871488.00       | $1969154.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 0.3792%  | 0.0000% | $26071488.00       | $127959.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-11-25      | 5.5000%  | 0.0000% | $3912236.00        | $4398817.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | N/A      | 0.0000% | $1903582.00        | $1112126.74        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-07-25      | 0.1308%  | 0.0000% | $725000000.00      | $856342.47         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-25      | 6.5000%  | 0.0000% | $14601376.00       | $2841100.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 0.2516%  | 0.0000% | $20000000.00       | $656276.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-25      | 0.1000%  | 0.0000% | $56775200.00       | $102363.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-25      | 0.0500%  | 0.0000% | $64999424.00       | $58578.64          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 5.5000%  | 0.0000% | $1823078.00        | $1967238.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 0.8516%  | 0.0000% | $50000000.00       | $2257450.65        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.1000%  | 0.0000% | $12000000.00       | $37738.77          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.5016%  | 0.0000% | $94911488.00       | $6341633.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-02-25      | 5.0000%  | 0.0000% | $11181360.00       | $10743938.62       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 5.5000%  | 0.0000% | $4656000.00        | $4782120.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 1.2500%  | 0.0000% | $16055392.00       | $7906430.68        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 0.1000%  | 0.0000% | $75000000.00       | $230107.10         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 1.5016%  | 0.0000% | $68632064.00       | $7014464.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 4.0000%  | 0.0000% | $15096000.00       | $12763043.70       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 4.5000%  | 0.0000% | $7270416.00        | $6154688.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-02-15      | 2.1928%  | 0.0000% | $36225024.00       | $186300.48         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-08-15      | 1.5428%  | 0.0000% | $37174976.00       | $573944.82         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-02-15      | 2.0428%  | 0.0000% | $105159424.00      | $1046426.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-03-15      | 4.0000%  | 0.0000% | $17844740.00       | $77747.64          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-04-15      | 3.5000%  | 0.0000% | $11058576.00       | $53532.89          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-05-15      | 3.5000%  | 0.0000% | $1600000.00        | $2275269.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-09-15      | 1.5428%  | 0.0000% | $49000000.00       | $398031.53         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-08-15      | 4.5000%  | 0.0000% | $19743072.00       | $135330.49         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-02-15      | 3.5000%  | 0.0000% | $15199904.00       | $129042.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-12-15      | 2.6928%  | 0.0000% | $47236960.00       | $428120.06         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-02-15      | 3.5000%  | 0.0000% | $2500000.00        | $3150265.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-03-15      | 3.5000%  | 0.0000% | $2088452.00        | $2125295.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-07-15      | 3.5000%  | 0.0000% | $15598576.00       | $12368823.68       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-15      | 3.0000%  | 0.0000% | $31890000.00       | $14384925.02       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-03-25      | 4.2701%  | 0.0000% | $28935328.00       | $474949.28         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-05-15      | 1.6428%  | 0.0000% | $614344704.00      | $9391111.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-01-15      | 1.5928%  | 0.0000% | $46378048.00       | $1110934.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-01-25      | 2.1484%  | 0.0000% | $11388000.00       | $300867.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-02-25      | 2.1491%  | 0.0000% | $24839000.00       | $738898.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-03-15      | 3.5000%  | 0.0000% | $2700000.00        | $1927507.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-03-15      | 3.0000%  | 0.0000% | $6105000.00        | $2787945.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.5000%  | 0.0000% | $75000000.00       | $9010986.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-02-25      | 2.7173%  | 0.0000% | $32364000.00       | $3795696.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-02-25      | 2.7100%  | 0.0000% | $29818000.00       | $3529191.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-11-15      | 3.0000%  | 0.0000% | $3156312.00        | $3436885.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-09-15      | 5.0000%  | 0.0000% | $12014272.00       | $338580.70         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-10-25      | 2.2876%  | 0.0000% | $14982528.00       | $988820.93         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-04-15      | 6.0000%  | 0.0000% | $10570000.00       | $678860.84         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-10-15      | 1.5428%  | 0.0000% | $74866304.00       | $1962632.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-04-15      | N/A      | 0.0000% | $4340000.00        | $1457087.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-05-25      | 3.4992%  | 0.0000% | $43001344.00       | $5890864.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-12-15      | 0.1500%  | 0.0000% | $7464136.00        | $12788.62          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-03-15      | 0.3731%  | 0.0000% | $39666304.00       | $218283.19         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-02-15      | 0.6500%  | 0.0000% | $10428416.00       | $8026.64           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-10-15      | 0.1500%  | 0.0000% | $9122704.00        | $13062.13          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-01-15      | 0.5412%  | 0.0000% | $24906720.00       | $164764.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-02-25      | 2.2371%  | 0.0000% | $19216992.00       | $1053664.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | 0.0800%  | 0.0000% | $459177984.00      | $307612.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-09-25      | 3.0335%  | 0.0000% | $3532000.00        | $421061.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-09-25      | 2.8216%  | 0.0000% | $28000000.00       | $3386617.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-04-25      | 2.8766%  | 0.0000% | $14600000.00       | $1884719.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-11-15      | N/A      | 0.0000% | $57123264.00       | $121090.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-11-25      | 2.5000%  | 0.0000% | $20400000.00       | $1292114.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-06-25      | 3.5000%  | 0.0000% | $73432704.00       | $6621914.45        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 1.0000%  | 0.0000% | $6132304.00        | $581841.72         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2061-10-15      | N/A      | 0.0000% | $58040320.00       | $23711.58          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-01-25      | 2.9766%  | 0.0000% | $2623000.00        | $389707.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.4516%  | 0.0000% | $104634880.00      | $6327844.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.0500%  | 0.0000% | $158960128.00      | $169925.52         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.0100%  | 0.0000% | $599998464.00      | $171964.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | N/A      | 0.0000% | $100000000.00      | $1821789.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 7.8948%  | 0.0000% | $9941200.00        | $9791360.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 0.7516%  | 0.0000% | $65000000.00       | $2640268.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-08-15      | 5.5000%  | 0.0000% | $22500000.00       | $1871171.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-06-25      | 2.1371%  | 0.0000% | $49987584.00       | $14043.46          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-10-25      | 4.8429%  | 0.0000% | $247476224.00      | $212349.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-09-25      | 6.0000%  | 0.0000% | $124093000.00      | $229890.99         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-09-25      | 0.5371%  | 0.0000% | $67766016.00       | $126773.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-06-25      | 2.1671%  | 0.0000% | $102262912.00      | $332402.63         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-03-25      | 0.0371%  | 0.0000% | $53751808.00       | $45034.22          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-03-25      | 1.5371%  | 0.0000% | $13910016.00       | $9664.71           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-01-15      | 5.0000%  | 0.0000% | $7000000.00        | $1121944.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-16      | 0.7849%  | 0.0000% | $195346432.00      | $104457.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-16      | 1.6652%  | 0.0000% | $89997312.00       | $88602.09          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-25      | 0.1000%  | 0.0000% | $262379520.00      | $827749.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-06-25      | N/A      | 0.0000% | $30000000.00       | $462359.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-08-25      | N/A      | 0.0000% | $40810000.00       | $32185377.84       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-10-25      | 0.1000%  | 0.0000% | $226049024.00      | $417236.31         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-10-25      | 3.7147%  | 0.0000% | $24188000.00       | $22280563.83       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-04-25      | 0.1000%  | 0.0000% | $256553472.00      | $951499.88         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-05-25      | 0.1000%  | 0.0000% | $121286400.00      | $502220.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-04-25      | N/A      | 0.0000% | $39156000.00       | $29634709.57       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-04-25      | 0.1000%  | 0.0000% | $97238000.00       | $441536.17         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-05-01      | 3.2928%  | 0.0000% | $163946496.00      | $93756.91          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-11-25      | 3.5000%  | 0.0000% | $881710.00         | $1318968.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-02-25      | 1.4871%  | 0.0000% | $54729152.00       | $425898.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 2.0371%  | 0.0000% | $74642304.00       | $1287566.81        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-09-25      | 1.6871%  | 0.0000% | $3511552.00        | $47514.89          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 1.6871%  | 0.0000% | $37500000.00       | $1037657.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 3.0000%  | 0.0000% | $1600000.00        | $2189661.41        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-01-25      | 4.0000%  | 0.0000% | $15762496.00       | $424895.97         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 1.6871%  | 0.0000% | $26615872.00       | $290825.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-05-25      | 4.0000%  | 0.0000% | $62496768.00       | $20003.16          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-09-25      | 2.2871%  | 0.0000% | $37575296.00       | $169666.10         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-09-25      | 3.0000%  | 0.0000% | $922277.00         | $932131.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-10-25      | N/A      | 0.0000% | $4640000.00        | $114653.61         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-12-25      | N/A      | 0.0000% | $2675000.00        | $286758.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 6.0000%  | 0.0000% | $51114496.00       | $1990999.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-11-25      | 4.5000%  | 0.0000% | $16495552.00       | $437728.73         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-01-25      | 1.7871%  | 0.0000% | $134349000.00      | $1469915.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-02-25      | 1.6371%  | 0.0000% | $64500000.00       | $1789439.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 6.5000%  | 0.0000% | $19649728.00       | $190589.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-04-25      | 0.1714%  | 0.0000% | $52994048.00       | $16302.77          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-05-25      | 4.5000%  | 0.0000% | $12166656.00       | $326541.14         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-06-25      | 3.5000%  | 0.0000% | $14000000.00       | $147983.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-07-25      | 3.0000%  | 0.0000% | $4100000.00        | $4785306.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-10-25      | 1.5371%  | 0.0000% | $23365728.00       | $531551.42         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-02-25      | 3.0000%  | 0.0000% | $1944000.00        | $1074714.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 1.6371%  | 0.0000% | $147449856.00      | $2931162.97        | Agency Collateralized Mortgage Obligation |

### Security 140: Natixis SA

- **C.1 - Title:** Natixis SA 4.390000%
- **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: ARP0RWG15, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP0RWG15_4.39_0905
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **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 Home Loan Mortgage Corp.         | 2053-09-01      | 4.8050%  | 0.0000% | $1000.00           | $867.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.5000%  | 0.0000% | $1046.00           | $801.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $780.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-25      | 1.9871%  | 0.0000% | $21315952.00       | $203457.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1420.00           | $1470.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $858.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1011.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $1006.00           | $1032.89           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-06-20      | 1.7451%  | 0.0000% | $57377220.00       | $1682734.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 1.7451%  | 0.0000% | $57142857.00       | $1522942.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 1.5951%  | 0.0000% | $33762395.00       | $847976.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 1.5951%  | 0.0000% | $15711883.00       | $420374.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 1.6451%  | 0.0000% | $36321538.00       | $1241632.54        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Bond                       | 2044-02-15      | 1.3750%  | 0.0000% | $202900.00         | $235926.91         | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2048-02-15      | 3.0000%  | 0.0000% | $1299000.00        | $960579.72         | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $60.38             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $90.31             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2054-11-15      | 4.5000%  | 0.0000% | $700.00            | $667.46            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-06-30      | 1.8750%  | 0.0000% | $600.00            | $591.56            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-07-31      | 1.8750%  | 0.0000% | $400.00            | $393.23            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $95.02             | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-03-31      | 0.7500%  | 0.0000% | $100.00            | $98.43             | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-07-31      | 2.7500%  | 0.0000% | $700.00            | $689.59            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-10-31      | 4.8750%  | 0.0000% | $100.00            | $105.34            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-10-31      | 4.8750%  | 0.0000% | $3664000.00        | $3917948.95        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2031-04-30      | 4.6250%  | 0.0000% | $100.00            | $105.79            | U.S. Treasuries (including strips)        |
| U.S. Treasury Floating Rate Note         | 2027-01-31      | 4.2414%  | 0.0000% | $100.00            | $100.30            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-04-15      | 1.6250%  | 0.0000% | $63072500.00       | $65625789.29       | U.S. Treasuries (including strips)        |

### Security 141: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.500000%
- **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: ARP0T1OC8, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP0T1OC8_4.50_1128
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **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? 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-06-20      | 2.3050%  | 0.0000% | $50000000.00       | $1289194.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 0.8050%  | 0.0000% | $75000000.00       | $954369.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $33333312.00       | $4157369.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.7050%  | 0.0000% | $102250624.00      | $3627473.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.9050%  | 0.0000% | $50000000.00       | $1163218.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.9050%  | 0.0000% | $50000000.00       | $1333526.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.0050%  | 0.0000% | $139664128.00      | $4377844.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.8050%  | 0.0000% | $30000000.00       | $1554909.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 0.8550%  | 0.0000% | $50000000.00       | $2111553.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 1.7500%  | 0.0000% | $1045000.00        | $617990.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $50000000.00       | $588608.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | N/A      | 0.0000% | $70867584.00       | $593851.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | N/A      | 0.0000% | $37291200.00       | $562369.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $32216832.00       | $300818.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $51250000.00       | $4630308.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | N/A      | 0.0000% | $84996096.00       | $75674.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $1038796.00        | $1086691.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $122572800.00      | $169082.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 0.8050%  | 0.0000% | $100000000.00      | $1253021.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 0.1500%  | 0.0000% | $129000000.00      | $156419.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.8550%  | 0.0000% | $170000000.00      | $8918886.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 2.3050%  | 0.0000% | $50000000.00       | $5045697.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $44600000.00       | $103803.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 0.7516%  | 0.0000% | $150202112.00      | $10215226.69       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 7.8948%  | 0.0000% | $1058700.00        | $1042742.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 0.8016%  | 0.0000% | $81250000.00       | $3239199.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-07-25      | 2.0871%  | 0.0000% | $330000000.00      | $968214.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-09-25      | 2.1171%  | 0.0000% | $122239232.00      | $593107.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-10-25      | 5.0000%  | 0.0000% | $71002624.00       | $349670.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-08-16      | 3.5000%  | 0.0000% | $5042000.00        | $196900.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-02-16      | N/A      | 0.0000% | $4166664.00        | $204056.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-16      | 0.1380%  | 0.0000% | $155451392.00      | $22614.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-20      | 1.2451%  | 0.0000% | $25515744.00       | $537042.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-07-16      | 0.6713%  | 0.0000% | $110895104.00      | $397062.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-11-16      | 0.6736%  | 0.0000% | $38350000.00       | $231570.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 1.4319%  | 0.0000% | $17141696.00       | $101623.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-03-16      | 0.7379%  | 0.0000% | $104532320.00      | $703502.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-07-16      | 0.1152%  | 0.0000% | $22085632.00       | $6159.23           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 3.5000%  | 0.0000% | $25413887.00       | $153975.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 1.6451%  | 0.0000% | $20257568.00       | $623437.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $5560000.00        | $1444062.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-06-20      | 1.4319%  | 0.0000% | $14301500.00       | $192450.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-07-16      | 0.6971%  | 0.0000% | $38018720.00       | $790332.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-06-16      | 0.8840%  | 0.0000% | $8500000.00        | $254726.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | 0.5829%  | 0.0000% | $113438000.00      | $3818041.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 1.0511%  | 0.0000% | $17500000.00       | $1192661.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 0.7984%  | 0.0000% | $30000000.00       | $1603507.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-08-16      | 5.5000%  | 0.0000% | $8003232.00        | $24974.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-16      | 0.1656%  | 0.0000% | $58188096.00       | $701170.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 1.7451%  | 0.0000% | $39736704.00       | $839109.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-16      | 0.1000%  | 0.0000% | $120230528.00      | $551730.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.7497%  | 0.0000% | $3066000.00        | $178883.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-16      | 0.7785%  | 0.0000% | $116691712.00      | $7191761.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-16      | 0.6246%  | 0.0000% | $144291584.00      | $8819957.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $23100000.00       | $33712.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $7287488.00        | $6820691.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.6951%  | 0.0000% | $30452240.00       | $511543.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-16      | 1.5756%  | 0.0000% | $6702112.00        | $492587.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-16      | 0.2520%  | 0.0000% | $35232384.00       | $64520.37          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-06-25      | 0.1000%  | 0.0000% | $549980000.00      | $1995975.57        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-01-25      | 4.4710%  | 0.0000% | $725000.00         | $719541.09         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-12-25      | N/A      | 0.0000% | $60000000.00       | $207013.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-05-25      | 2.0871%  | 0.0000% | $32571392.00       | $366385.79         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-06-25      | 3.0000%  | 0.0000% | $35666624.00       | $344652.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-09-25      | 5.0000%  | 0.0000% | $6256210.00        | $23642.48          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-07-25      | 6.0000%  | 0.0000% | $38904896.00       | $895235.86         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-10-25      | 3.5000%  | 0.0000% | $2581000.00        | $848416.17         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-02-25      | 0.6107%  | 0.0000% | $543958016.00      | $5341313.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-05-25      | 3.5000%  | 0.0000% | $7393224.00        | $106427.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | N/A      | 0.0000% | $99790000.00       | $681192.15         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-09-25      | 0.0500%  | 0.0000% | $46776320.00       | $40565.63          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.0516%  | 0.0000% | $80910336.00       | $5445797.86        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 0.9140%  | 0.0000% | $33761536.00       | $2482504.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 3.0000%  | 0.0000% | $3322148.00        | $2811372.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 2.6516%  | 0.0000% | $150000000.00      | $18579709.74       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 4.5000%  | 0.0000% | $7898480.00        | $7061518.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-01-15      | 3.0000%  | 0.0000% | $26735552.00       | $200470.29         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-01-15      | 3.0000%  | 0.0000% | $6236488.00        | $6634393.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-02-15      | 3.5000%  | 0.0000% | $1300000.00        | $980487.07         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2034-04-25      | 4.4102%  | 0.0000% | $7312000.00        | $1476944.45        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-05-25      | 2.2163%  | 0.0000% | $11760000.00       | $408069.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-05-15      | 0.2614%  | 0.0000% | $12073280.00       | $16342.59          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-05-15      | 4.0000%  | 0.0000% | $8464000.00        | $5505812.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-09-25      | 2.3112%  | 0.0000% | $14690000.00       | $930341.75         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-01-15      | 4.0000%  | 0.0000% | $21661216.00       | $2687786.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-09-25      | 3.5000%  | 0.0000% | $12464448.00       | $445505.93         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-04-25      | 3.0000%  | 0.0000% | $17325500.00       | $240607.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-01-25      | 1.6371%  | 0.0000% | $98595840.00       | $3307157.91        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-04-25      | 0.0800%  | 0.0000% | $295837692.00      | $128117.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 0.1500%  | 0.0000% | $163796992.00      | $439311.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-09-25      | 2.0000%  | 0.0000% | $642919.00         | $313267.97         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-04-25      | 2.8325%  | 0.0000% | $10891000.00       | $1020040.45        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-05-25      | 4.0000%  | 0.0000% | $5000000.00        | $4799791.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-06-25      | 4.0000%  | 0.0000% | $3924464.00        | $3641055.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-06-25      | 4.5000%  | 0.0000% | $5000000.00        | $5148903.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | 0.8516%  | 0.0000% | $73500000.00       | $3156766.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-10-25      | 5.0000%  | 0.0000% | $7000000.00        | $7535314.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 4.8408%  | 0.0000% | $7217320.00        | $1942007.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-03-25      | 6.0000%  | 0.0000% | $6500000.00        | $4646037.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | N/A      | 0.0000% | $28851776.00       | $16200284.16       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | N/A      | 0.0000% | $34498688.00       | $19640335.97       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-09-15      | N/A      | 0.0000% | $2740488.00        | $1599389.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 2.1016%  | 0.0000% | $15000000.00       | $479035.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 1.6016%  | 0.0000% | $70000000.00       | $2754073.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0500%  | 0.0000% | $24997888.00       | $23184.78          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0500%  | 0.0000% | $24997888.00       | $23541.67          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.7016%  | 0.0000% | $50000000.00       | $1059138.70        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 6.5000%  | 0.0000% | $60444992.00       | $7926905.97        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.8016%  | 0.0000% | $168074752.00      | $9043228.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.8016%  | 0.0000% | $40000000.00       | $1800992.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-04-25      | 6.5000%  | 0.0000% | $19558912.00       | $2070241.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.8516%  | 0.0000% | $82000000.00       | $3133537.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.0516%  | 0.0000% | $110047488.00      | $5084260.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 1.6516%  | 0.0000% | $40000000.00       | $2982494.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.8016%  | 0.0000% | $86153728.00       | $2545590.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.8016%  | 0.0000% | $94243840.00       | $2969195.68        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.6516%  | 0.0000% | $45821120.00       | $2812993.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.8016%  | 0.0000% | $154768640.00      | $5694900.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0100%  | 0.0000% | $1094238208.00     | $304540.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 6.5000%  | 0.0000% | $9821760.00        | $1939599.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.8516%  | 0.0000% | $50000000.00       | $3210483.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-06-25      | 5.0000%  | 0.0000% | $10154896.00       | $9578975.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.7016%  | 0.0000% | $160028928.00      | $10043990.92       | Agency Collateralized Mortgage Obligation |

### Security 142: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.530000%
- **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: ARP0T4BW2, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP0T4BW2_4.53_1028
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **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? 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2043-12-16      | 1.0756%  | 0.0000% | $32895914.00       | $335665.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 3.0000%  | 0.0000% | $1000.00           | $1106.38           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-20      | 1.6451%  | 0.0000% | $4617797.00        | $73905.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 1.6451%  | 0.0000% | $3160500.00        | $114521.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 0.2750%  | 0.0000% | $200001.00         | $1303.44           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 0.0451%  | 0.0000% | $187684679.00      | $1833849.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 5.5000%  | 0.0000% | $17088939.00       | $754500.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | N/A      | 0.0000% | $100251.00         | $1175.54           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $12844115.00       | $56067.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $99900000.00       | $8667175.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $41730520.00       | $2535013.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $1358398.00        | $394.86            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.5000%  | 0.0000% | $31116000.00       | $2085868.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $126161.00         | $9767.29           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $68732386.00       | $3934873.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | N/A      | 0.0000% | $10871049.00       | $137853.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 1.8451%  | 0.0000% | $29567911.00       | $2948077.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $2184237.00        | $266279.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-04-20      | 0.9199%  | 0.0000% | $40176915.00       | $2710297.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-01-20      | 0.9922%  | 0.0000% | $22208484.00       | $1766011.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-11-20      | 0.6636%  | 0.0000% | $11513757.00       | $810853.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 0.8949%  | 0.0000% | $2866458.00        | $209322.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-12-20      | 0.6492%  | 0.0000% | $42106880.00       | $2702952.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-09-20      | 0.8958%  | 0.0000% | $800000.00         | $58303.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | N/A      | 0.0000% | $5302230.00        | $2978272.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $1563966.00        | $954527.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $8017968.00        | $122128.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $14829551.00       | $10483193.49       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.4450%  | 0.0000% | $4523159.00        | $3450994.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.2250%  | 0.0000% | $17872691.00       | $12871113.26       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.4050%  | 0.0000% | $50000000.00       | $2250179.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 5.3450%  | 0.0000% | $43246365.00       | $19848582.25       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3450%  | 0.0000% | $9219234.00        | $5649317.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3450%  | 0.0000% | $93303.00          | $72497.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.7550%  | 0.0000% | $3317878.00        | $285812.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.3450%  | 0.0000% | $5260947.00        | $2536584.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.3550%  | 0.0000% | $13850939.00       | $577788.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.3650%  | 0.0000% | $738051.00         | $623902.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.4550%  | 0.0000% | $82510592.00       | $3544347.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.3550%  | 0.0000% | $29900000.00       | $992419.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.7550%  | 0.0000% | $4632564.00        | $383702.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.0550%  | 0.0000% | $128832.00         | $5620.33           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.6550%  | 0.0000% | $30417194.00       | $2233130.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.8450%  | 0.0000% | $41175469.00       | $16881771.37       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 0.0100%  | 0.0000% | $99893344.00       | $11432.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.7050%  | 0.0000% | $5404417.00        | $225040.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.5950%  | 0.0000% | $879524.00         | $466866.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.1550%  | 0.0000% | $49500000.00       | $2866738.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $89151.00          | $89919.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.5450%  | 0.0000% | $11882221.00       | $5939133.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.1000%  | 0.0000% | $17121374.00       | $29375.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.4550%  | 0.0000% | $534262.00         | $14902.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.6550%  | 0.0000% | $50000000.00       | $1409118.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 2.0550%  | 0.0000% | $903507.00         | $42846.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.1050%  | 0.0000% | $89844999.00       | $3854619.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.6520%  | 0.0000% | $69848516.00       | $3525529.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.9050%  | 0.0000% | $50000000.00       | $2468848.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4450%  | 0.0000% | $10143699.00       | $8576953.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4550%  | 0.0000% | $12352.00          | $9693.27           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | N/A      | 0.0000% | $1865456.00        | $1157069.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $1217271.00        | $590438.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.3550%  | 0.0000% | $368213.00         | $28353.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 0.0171%  | 0.0000% | $145040096.00      | $90008.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | N/A      | 0.0000% | $1901186.00        | $1127096.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 22.1646% | 0.0000% | $2070867.00        | $3029988.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.2050%  | 0.0000% | $31506002.00       | $1844291.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 2.2250%  | 0.0000% | $16274976.00       | $1225262.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.7250%  | 0.0000% | $66274492.00       | $5249970.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.7150%  | 0.0000% | $199330220.00      | $13291304.80       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.9550%  | 0.0000% | $100000.00         | $5053.70           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.0750%  | 0.0000% | $80729759.00       | $5333219.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0050%  | 0.0000% | $173333333.00      | $2940992.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-05-20      | 0.6050%  | 0.0000% | $870002.00         | $18954.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 0.9550%  | 0.0000% | $56099316.00       | $1413945.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-05-20      | 1.5050%  | 0.0000% | $51807801.00       | $1817924.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.7850%  | 0.0000% | $44392407.00       | $2382591.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 4.6810%  | 0.0000% | $81670.00          | $66675.88          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-03-01      | 6.3650%  | 0.0000% | $2094178.00        | $28922.48          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-09-01      | 7.0960%  | 0.0000% | $2000000.00        | $40793.35          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-02-01      | 4.0000%  | 0.0000% | $555000.00         | $57216.04          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-05-01      | 3.5000%  | 0.0000% | $2130000.00        | $233822.06         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 5.0000%  | 0.0000% | $164446.00         | $11922.17          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 4.0000%  | 0.0000% | $1475000.00        | $242860.17         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-05-01      | 4.5000%  | 0.0000% | $600000.00         | $67384.44          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2031-08-01      | 7.5000%  | 0.0000% | $1095808.00        | $4877.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 3.5000%  | 0.0000% | $95000.00          | $11294.94          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 4.5000%  | 0.0000% | $106000.00         | $24276.08          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.0000%  | 0.0000% | $23019114.00       | $3366584.30        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 3.0000%  | 0.0000% | $790000.00         | $389936.23         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $7000.00           | $5159.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $1327482.00        | $1100248.33        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $52000.00          | $34271.28          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $7000.00           | $5181.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $22000.00          | $17775.66          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 4.5000%  | 0.0000% | $139983.00         | $120516.03         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.0000%  | 0.0000% | $101000.00         | $93372.17          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $45000.00          | $41411.47          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-11-01      | 1.2200%  | 0.0000% | $988484.00         | $786575.16         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-11-01      | 4.9000%  | 0.0000% | $149855.00         | $153815.38         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $99000.00          | $65035.44          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $296000.00         | $222241.95         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $2769752.00        | $2820572.31        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.0000%  | 0.0000% | $411150.00         | $391619.35         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-12-01      | 2.0000%  | 0.0000% | $100000.00         | $49181.28          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $280465.00         | $178328.04         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $8142199.00        | $6117297.87        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.5000%  | 0.0000% | $29000.00          | $23740.09          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 6.5000%  | 0.0000% | $400000.00         | $274162.32         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $796894.00         | $725381.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-25      | 2.0371%  | 0.0000% | $2489039.00        | $22339.92          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-10-25      | 1.7500%  | 0.0000% | $2906.00           | $185.06            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-02-25      | 1.8780%  | 0.0000% | $329138.00         | $3209.83           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-03-25      | 1.9483%  | 0.0000% | $129096691.00      | $639964.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2059-02-25      | 1.6241%  | 0.0000% | $21158243.00       | $196758.92         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 2.5000%  | 0.0000% | $5647585.00        | $717461.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 4.0000%  | 0.0000% | $1976644.00        | $151769.96         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 2.5000%  | 0.0000% | $378169.00         | $43211.44          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 4.0000%  | 0.0000% | $3814102.00        | $387681.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 2.5000%  | 0.0000% | $100000.00         | $12035.66          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.5000%  | 0.0000% | $1484840.00        | $174433.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 2.5000%  | 0.0000% | $1277109.00        | $133685.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 2.5000%  | 0.0000% | $4282400.00        | $405376.30         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-25      | 2.0114%  | 0.0000% | $475897.00         | $24228.86          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $1958924.00        | $252063.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-02-25      | 2.0483%  | 0.0000% | $100070.00         | $2478.61           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 2.5000%  | 0.0000% | $14720915.00       | $1466029.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-06-25      | 3.0000%  | 0.0000% | $10507392.00       | $522271.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 2.1357%  | 0.0000% | $178492945.00      | $4881391.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 2.1120%  | 0.0000% | $137608095.00      | $4092114.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 2.5000%  | 0.0000% | $1980769.00        | $293500.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2061-03-25      | 1.8461%  | 0.0000% | $75671138.00       | $2600488.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 2.5000%  | 0.0000% | $991192.00         | $117497.13         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 2.5000%  | 0.0000% | $59216655.00       | $5541207.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 6.0000%  | 0.0000% | $4934166.00        | $1037876.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | N/A      | 0.0000% | $3231808.00        | $1838757.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 2.6516%  | 0.0000% | $3740633.00        | $252136.22         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.5516%  | 0.0000% | $29995103.00       | $1923571.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-01      | 4.5000%  | 0.0000% | $7000.00           | $6466.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1101620.00        | $1078838.89        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-11-01      | 4.5000%  | 0.0000% | $135000.00         | $14229.22          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $2083690.00        | $2105893.00        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $451139.00         | $418860.58         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1212923.00        | $1222572.83        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 7.0000%  | 0.0000% | $1149847.00        | $1224174.77        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $462328.00         | $482314.24         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $136436.00         | $142490.83         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $699780.00         | $705444.68         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $338437.00         | $343683.86         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-03-20      | 6.3750%  | 0.0000% | $2974801.00        | $23924.67          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 4.5000%  | 0.0000% | $2253270.00        | $1905872.55        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 4.5000%  | 0.0000% | $1269904.00        | $1031112.87        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1332514.00        | $1379553.97        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-08-15      | 6.0000%  | 0.0000% | $1992981.00        | $375949.53         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-06-25      | 5.0329%  | 0.0000% | $1331.00           | $34.40             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-08-01      | 5.9710%  | 0.0000% | $10000000.00       | $109074.53         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.5000%  | 0.0000% | $5792667.00        | $66819.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-01      | 5.9150%  | 0.0000% | $2249983.00        | $80919.46          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.5750%  | 0.0000% | $5590605.00        | $76080.85          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-07-01      | 6.6520%  | 0.0000% | $5093886.00        | $82557.32          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-10-01      | 5.7400%  | 0.0000% | $1322239.00        | $6519.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 6.1190%  | 0.0000% | $68017058.00       | $309555.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-03-01      | 6.1750%  | 0.0000% | $25065000.00       | $257741.02         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 7.5000%  | 0.0000% | $143932.00         | $153564.67         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 7.5000%  | 0.0000% | $1106382.00        | $848697.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 7.5000%  | 0.0000% | $170452.00         | $182689.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $1516824.00        | $1376340.83        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1078004.00        | $1075717.15        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $1812085.00        | $1612164.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $2418121.00        | $2114006.75        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $340584.00         | $347931.27         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1397.00           | $1430.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $86206.00          | $87444.30          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 6.4340%  | 0.0000% | $398000.00         | $37370.51          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 5.0000%  | 0.0000% | $2200000.00        | $255048.20         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 3.6900%  | 0.0000% | $1219393.00        | $1164602.02        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 2.8900%  | 0.0000% | $345075.00         | $306850.27         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-11-01      | 2.4750%  | 0.0000% | $360283.00         | $328870.19         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-05-01      | 5.5000%  | 0.0000% | $30000.00          | $6809.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-04-01      | 6.8580%  | 0.0000% | $115000.00         | $22756.00          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 4.5590%  | 0.0000% | $2446980.00        | $267836.57         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 4.8430%  | 0.0000% | $2263720.00        | $1926737.80        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 4.1840%  | 0.0000% | $123308.00         | $114806.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 6.7170%  | 0.0000% | $206790.00         | $207403.20         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-12-01      | 5.3100%  | 0.0000% | $137420.00         | $144192.05         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $63131.00          | $29155.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $899999.00         | $570509.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1577492.00        | $1001276.73        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1578153.00        | $1329945.42        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-01-01      | 5.2800%  | 0.0000% | $150000.00         | $155545.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 4.3900%  | 0.0000% | $3410949.00        | $3453164.41        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 5.0000%  | 0.0000% | $21912626.00       | $4018902.88        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 5.5000%  | 0.0000% | $6715149.00        | $1308659.67        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.0000%  | 0.0000% | $50000.00          | $11748.59          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $3538832.00        | $1508836.71        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $42345.00          | $23670.34          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.5000%  | 0.0000% | $1511.00           | $816.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $27999.00          | $15287.18          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $9735280.00        | $7156470.01        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $1953366.00        | $1810697.79        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $6555374.00        | $6012210.88        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $47048.00          | $47872.64          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 5.5000%  | 0.0000% | $78506244.00       | $20495458.87       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 5.0000%  | 0.0000% | $948966.00         | $228431.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 4.5000%  | 0.0000% | $3726390.00        | $1765623.00        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-06-01      | 3.0000%  | 0.0000% | $71915.00          | $32840.32          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $95000.00          | $62566.55          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1819920.00        | $1470524.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $151392.00         | $103039.24         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 2.5000%  | 0.0000% | $134877.00         | $93857.59          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $7001.00           | $5111.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $163000.00         | $117778.09         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 3.0000%  | 0.0000% | $20000.00          | $15487.26          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 2.0000%  | 0.0000% | $38860.00          | $28963.68          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1199300.00        | $1036529.72        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $94000.00          | $82678.71          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $175000.00         | $168856.66         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $232895.00         | $203518.26         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1399139.00        | $1484331.30        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-03-01      | 7.1980%  | 0.0000% | $1500000.00        | $24871.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-02-01      | 6.1520%  | 0.0000% | $1500000.00        | $14888.37          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 6.0000%  | 0.0000% | $4237208.00        | $41106.10          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 6.0000%  | 0.0000% | $1063294.00        | $44365.09          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-01-01      | 4.0000%  | 0.0000% | $2441000.00        | $250470.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 5.0000%  | 0.0000% | $176201.00         | $12332.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $1377669.00        | $146697.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $259323362.00      | $19492270.10       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 1.5000%  | 0.0000% | $2438200.00        | $1484103.44        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $9243.00           | $5397.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $1871000.00        | $1147444.80        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $33000.00          | $20298.53          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-25      | 3.7516%  | 0.0000% | $12909029.00       | $1031979.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.7016%  | 0.0000% | $41562471.00       | $3072362.37        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.1000%  | 0.0000% | $100066.00         | $274.35            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 2.7516%  | 0.0000% | $6766906.00        | $571855.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.7316%  | 0.0000% | $132602843.00      | $4874880.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.7016%  | 0.0000% | $200000000.00      | $5584492.91        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 1.5516%  | 0.0000% | $100000.00         | $6276.76           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 1.5516%  | 0.0000% | $50515583.00       | $3009833.55        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 2.6516%  | 0.0000% | $10455000.00       | $1184208.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-12-01      | 5.5000%  | 0.0000% | $63822706.00       | $180836.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-05-15      | 3.0000%  | 0.0000% | $30835000.00       | $13005.59          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-02-15      | 2.1928%  | 0.0000% | $200831.00         | $1918.61           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-09-15      | 3.5000%  | 0.0000% | $2842944.00        | $1828923.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-05-15      | 2.0732%  | 0.0000% | $119267492.00      | $517337.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-05-15      | 1.6428%  | 0.0000% | $92000000.00       | $1371679.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-03-15      | 2.0633%  | 0.0000% | $1945615.00        | $16643.99          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.0000%  | 0.0000% | $50000045.00       | $4802442.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 1.4009%  | 0.0000% | $51069996.00       | $460442.72         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-05-25      | 4.0000%  | 0.0000% | $14678200.00       | $632971.97         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-06-25      | 2.5000%  | 0.0000% | $75454016.00       | $3712097.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $11342126.00       | $1001004.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-25      | 2.0000%  | 0.0000% | $499995.00         | $52238.31          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $21574916.00       | $1845317.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 3.0000%  | 0.0000% | $817836.00         | $177976.48         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-10-25      | 2.5000%  | 0.0000% | $799997.00         | $83191.42          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.5000%  | 0.0000% | $3038880.00        | $274816.77         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-08-25      | N/A      | 0.0000% | $8257096.00        | $4542741.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | N/A      | 0.0000% | $4760704.00        | $2725120.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 1.3516%  | 0.0000% | $42358498.00       | $1542388.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | N/A      | 0.0000% | $110000.00         | $54131.69          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | N/A      | 0.0000% | $4187534.00        | $2268486.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 28.7225% | 0.0000% | $1231288.00        | $1494805.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 2.5000%  | 0.0000% | $2700000.00        | $301230.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-15      | 2.0029%  | 0.0000% | $58019200.00       | $2553638.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 2.0116%  | 0.0000% | $100000.00         | $6120.85           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 2.5000%  | 0.0000% | $670662.00         | $79400.49          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 1.6516%  | 0.0000% | $15000000.00       | $872794.45         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 2.1516%  | 0.0000% | $59243969.00       | $1805679.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 1.5516%  | 0.0000% | $41591340.00       | $2784041.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | N/A      | 0.0000% | $14659898.00       | $8599673.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 1.6016%  | 0.0000% | $39259107.00       | $2410238.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 2.7516%  | 0.0000% | $28974766.00       | $2151417.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.0016%  | 0.0000% | $26597226.00       | $1360177.91        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 2.8016%  | 0.0000% | $18177024.00       | $1445589.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 1.0016%  | 0.0000% | $200001.00         | $11695.86          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-01-25      | 1.3935%  | 0.0000% | $134084.00         | $7483.61           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-12-01      | 4.0000%  | 0.0000% | $1967.00           | $61.69             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-08-01      | 4.0000%  | 0.0000% | $1730592.00        | $182349.42         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-11-01      | 3.5000%  | 0.0000% | $600000.00         | $43809.98          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-11-01      | 3.5000%  | 0.0000% | $2870000.00        | $420945.48         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-09-01      | 4.5000%  | 0.0000% | $1216128.00        | $154068.57         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 6.4560%  | 0.0000% | $7001011.00        | $679408.89         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-01-01      | 4.5000%  | 0.0000% | $1104037.00        | $60457.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 4.5000%  | 0.0000% | $200000.00         | $32091.49          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-12-01      | 3.0000%  | 0.0000% | $32000.00          | $6079.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 4.0000%  | 0.0000% | $919123.00         | $149189.49         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-09-01      | 4.0000%  | 0.0000% | $100000.00         | $12513.26          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-10-01      | 5.0000%  | 0.0000% | $2375710.00        | $584731.47         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-12-01      | 3.5000%  | 0.0000% | $1000000.00        | $117664.77         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $8135295.00        | $606301.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 3.0000%  | 0.0000% | $666969.00         | $128246.69         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $494011.00         | $67906.28          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $33000.00          | $5796.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 1.5000%  | 0.0000% | $410043.00         | $226438.09         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $16015.00          | $7296.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.5000%  | 0.0000% | $18000.00          | $7164.06           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $17000.00          | $11224.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $104000.00         | $72038.88          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $719702.00         | $515315.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $181000.00         | $134188.01         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 3.5000%  | 0.0000% | $16994.00          | $13139.49          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $14207.00          | $10985.59          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $7985.00           | $5884.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 4.0000%  | 0.0000% | $44000.00          | $36874.83          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $11371.00          | $9620.22           | Agency Mortgage-Backed Securities         |

### Security 143: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.500000%
- **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: ARP0T8XV1, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP0T8XV1_4.50_1128
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **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? 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2042-04-25      | 2.0371%  | 0.0000% | $38333312.00       | $459120.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-08-25      | 1.5371%  | 0.0000% | $55000000.00       | $649622.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 1.6371%  | 0.0000% | $25798144.00       | $562045.75         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-01-25      | 1.6371%  | 0.0000% | $59090000.00       | $1217132.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-10-25      | 1.1671%  | 0.0000% | $27702848.00       | $921316.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-10-25      | 3.0000%  | 0.0000% | $12300000.00       | $325132.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-02-25      | 3.5000%  | 0.0000% | $5680000.00        | $4060859.11        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-11-25      | 3.0000%  | 0.0000% | $19870000.00       | $675261.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 0.3051%  | 0.0000% | $13473120.00       | $19436.13          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-07-25      | 1.5871%  | 0.0000% | $14787744.00       | $480760.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-10-25      | 1.8371%  | 0.0000% | $133024000.00      | $5025415.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-12-25      | 1.6371%  | 0.0000% | $54672000.00       | $1861740.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-11-25      | 5.0000%  | 0.0000% | $10318736.00       | $11342614.10       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-02-25      | 5.0000%  | 0.0000% | $2900368.00        | $2916125.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 2.7516%  | 0.0000% | $87986880.00       | $5286531.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-07-25      | 0.7016%  | 0.0000% | $47816704.00       | $703730.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 1.5516%  | 0.0000% | $78196000.00       | $5951696.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.0016%  | 0.0000% | $100000000.00      | $2128897.08        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 4.5000%  | 0.0000% | $7075824.00        | $6308381.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-04-15      | 4.0000%  | 0.0000% | $10000000.00       | $3418135.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-12-15      | 4.0000%  | 0.0000% | $24277536.00       | $6658792.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | 3.5000%  | 0.0000% | $200000.00         | $189714.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-05-15      | 3.0000%  | 0.0000% | $1107000.00        | $1092697.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | 1.5928%  | 0.0000% | $13148352.00       | $94333.38          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-06-15      | 1.5428%  | 0.0000% | $108854272.00      | $1354562.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-15      | 1.6428%  | 0.0000% | $185693952.00      | $2295032.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-08-25      | 2.1394%  | 0.0000% | $25142000.00       | $507139.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-12-15      | 3.0000%  | 0.0000% | $1091578.00        | $1079340.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-08-15      | N/A      | 0.0000% | $31527000.00       | $8757371.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-11-25      | 2.3688%  | 0.0000% | $16102460.00       | $1110287.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-05-25      | 0.8920%  | 0.0000% | $160520448.00      | $2512238.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 4.5714%  | 0.0000% | $30607000.00       | $7606744.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 1.5016%  | 0.0000% | $186150000.00      | $8681726.64        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-06-25      | 4.9629%  | 0.0000% | $24997888.00       | $24261.32          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-11-15      | 1.6928%  | 0.0000% | $109641728.00      | $15718.13          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2060-04-26      | 6.5000%  | 0.0000% | $100425088.00      | $85786479.94       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-16      | 1.5619%  | 0.0000% | $152254720.00      | $670832.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-16      | 0.6175%  | 0.0000% | $26992640.00       | $12707.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-01-16      | 5.0000%  | 0.0000% | $19435616.00       | $3991266.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-02-16      | 4.5000%  | 0.0000% | $20000000.00       | $5285746.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-07-16      | 1.6256%  | 0.0000% | $25000000.00       | $248407.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 2.8548%  | 0.0000% | $1700000.00        | $1717957.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-04-20      | 4.5000%  | 0.0000% | $59146240.00       | $13702.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-16      | 0.3607%  | 0.0000% | $139558912.00      | $100056.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-16      | 0.1519%  | 0.0000% | $101285888.00      | $48477.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-05-20      | 1.7451%  | 0.0000% | $28603872.00       | $106950.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-10-16      | 0.5908%  | 0.0000% | $186330000.00      | $946054.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.6819%  | 0.0000% | $128725000.00      | $1360489.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-12-16      | 0.4726%  | 0.0000% | $86996608.00       | $150282.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.7755%  | 0.0000% | $139356672.00      | $1851944.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-09-16      | 0.6813%  | 0.0000% | $75000000.00       | $771902.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.7861%  | 0.0000% | $104310144.00      | $854714.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-06-16      | 0.7440%  | 0.0000% | $170005504.00      | $2595901.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 3.0000%  | 0.0000% | $10165000.00       | $9080782.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-09-16      | 5.5000%  | 0.0000% | $19473888.00       | $545102.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6067%  | 0.0000% | $62400000.00       | $643422.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-12-16      | 0.3766%  | 0.0000% | $113007488.00      | $893098.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.6936%  | 0.0000% | $285230080.00      | $11469633.13       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-07-16      | 0.8706%  | 0.0000% | $245000000.00      | $11657154.10       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.7440%  | 0.0000% | $297500000.00      | $11967666.72       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.9138%  | 0.0000% | $475000000.00      | $24607760.03       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 1.7451%  | 0.0000% | $52186688.00       | $1526354.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.9667%  | 0.0000% | $237500000.00      | $14790307.30       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.4327%  | 0.0000% | $175000000.00      | $7121249.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.4997%  | 0.0000% | $225000000.00      | $9937797.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-05-16      | 5.0000%  | 0.0000% | $5000000.00        | $4799182.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 0.7550%  | 0.0000% | $42105680.00       | $1741518.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-20      | 2.1050%  | 0.0000% | $103511040.00      | $4191657.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 3.5000%  | 0.0000% | $1893434.00        | $1386895.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $1156576.00        | $1076657.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-20      | 1.6050%  | 0.0000% | $62648832.00       | $1986568.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.8250%  | 0.0000% | $174949120.00      | $9461115.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.8050%  | 0.0000% | $170547712.00      | $8367922.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $33849664.00       | $31681439.82       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.5951%  | 0.0000% | $39560000.00       | $724110.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | N/A      | 0.0000% | $150000000.00      | $317211.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.6155%  | 0.0000% | $90575360.00       | $1724971.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 3.0000%  | 0.0000% | $30557568.00       | $38769.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $5000000.00        | $455283.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | N/A      | 0.0000% | $63717888.00       | $386612.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $30072832.00       | $1039206.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $27651000.00       | $1746735.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | N/A      | 0.0000% | $99999744.00       | $43719.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | N/A      | 0.0000% | $74747904.00       | $61169.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $33114048.00       | $12398393.77       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.6451%  | 0.0000% | $54609408.00       | $4516515.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 0.1000%  | 0.0000% | $24997888.00       | $22949.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $29999104.00       | $16762.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $84082686.00       | $14747.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $29999104.00       | $9299.10           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $1158000.00        | $771984.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | 5.5000%  | 0.0000% | $46903424.00       | $3812403.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $20000000.00       | $260884.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 0.0500%  | 0.0000% | $49999872.00       | $44423.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.0550%  | 0.0000% | $30000000.00       | $625806.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 1.7050%  | 0.0000% | $33599488.00       | $1820140.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-16      | 0.6358%  | 0.0000% | $50000000.00       | $2660434.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.2650%  | 0.0000% | $50396544.00       | $3246197.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.2550%  | 0.0000% | $115921152.00      | $4892574.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-01-20      | 1.9050%  | 0.0000% | $138083584.00      | $1630245.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 1.7550%  | 0.0000% | $57499072.00       | $1370018.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-09-20      | 1.6550%  | 0.0000% | $65730048.00       | $1429695.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.9050%  | 0.0000% | $50000000.00       | $2555721.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-20      | 0.9750%  | 0.0000% | $26326208.00       | $343297.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.1050%  | 0.0000% | $84612480.00       | $6306187.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.7550%  | 0.0000% | $50280896.00       | $2453106.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.7550%  | 0.0000% | $20000000.00       | $1437060.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-20      | 1.6050%  | 0.0000% | $141569024.00      | $3455578.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.9050%  | 0.0000% | $40000000.00       | $1066820.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | N/A      | 0.0000% | $99999744.00       | $80556.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | N/A      | 0.0000% | $99999744.00       | $75876.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.6050%  | 0.0000% | $56367120.00       | $2682154.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.6050%  | 0.0000% | $67507456.00       | $4653766.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 2.7050%  | 0.0000% | $175000000.00      | $20191770.67       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $32305664.00       | $29518523.05       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-07-25      | N/A      | 0.0000% | $44593200.00       | $30766097.29       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 0.1000%  | 0.0000% | $275055102.00      | $793472.63         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-25      | 0.1000%  | 0.0000% | $234310912.00      | $799885.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-04-25      | 0.1000%  | 0.0000% | $424846000.00      | $1779037.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-05-25      | 2.0371%  | 0.0000% | $40000000.00       | $321957.36         | Agency Collateralized Mortgage Obligation |

### Security 144: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.500000%
- **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: ARP0TBOK8, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP0TBOK8_4.50_1128
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **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? 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $73110400.00       | $125259.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 0.0500%  | 0.0000% | $117635072.00      | $150021.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-20      | 5.0000%  | 0.0000% | $7500000.00        | $984762.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $49995772.00       | $20552.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 3.5000%  | 0.0000% | $714285.00         | $33887.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $10000000.00       | $5557427.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | N/A      | 0.0000% | $50000000.00       | $78924.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 0.0500%  | 0.0000% | $101780800.00      | $116733.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.7550%  | 0.0000% | $30000000.00       | $1752520.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 0.0500%  | 0.0000% | $49999872.00       | $33200.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $11543456.00       | $13506094.59       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 0.0500%  | 0.0000% | $53858624.00       | $63509.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 1.1550%  | 0.0000% | $50000000.00       | $745589.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.4550%  | 0.0000% | $100000000.00      | $1698453.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.3550%  | 0.0000% | $73207936.00       | $3193283.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.4050%  | 0.0000% | $50000000.00       | $2600663.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.7050%  | 0.0000% | $50209152.00       | $1545692.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 4.0000%  | 0.0000% | $568977.00         | $522448.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.7550%  | 0.0000% | $30749952.00       | $1730448.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $8642960.00        | $9935644.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.0500%  | 0.0000% | $14287696.00       | $18571.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 2.8050%  | 0.0000% | $47100928.00       | $3982119.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.0050%  | 0.0000% | $50000000.00       | $2627537.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.9750%  | 0.0000% | $100000000.00      | $1897462.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-20      | 4.5000%  | 0.0000% | $2236344.00        | $360602.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.9050%  | 0.0000% | $81793536.00       | $5335180.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.1000%  | 0.0000% | $42396224.00       | $97897.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 1.5550%  | 0.0000% | $120000000.00      | $2654847.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.4550%  | 0.0000% | $76260080.00       | $3693388.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 2.7550%  | 0.0000% | $33871600.00       | $1600665.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.0550%  | 0.0000% | $53773952.00       | $1912397.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.2550%  | 0.0000% | $70000000.00       | $1632070.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.4550%  | 0.0000% | $30000000.00       | $1334612.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.1050%  | 0.0000% | $150000000.00      | $3030114.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.7050%  | 0.0000% | $100000000.00      | $2523606.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.4550%  | 0.0000% | $100000000.00      | $3444866.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 4.5000%  | 0.0000% | $47916800.00       | $45883167.15       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.1000%  | 0.0000% | $32644360.00       | $44922.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $1427110.00        | $1289421.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-20      | 0.1500%  | 0.0000% | $104712064.00      | $607727.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | N/A      | 0.0000% | $325000000.00      | $4652104.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-03-15      | 1.9928%  | 0.0000% | $26508896.00       | $240639.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-08-15      | 2.1428%  | 0.0000% | $48358400.00       | $1244522.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-08-15      | 3.5000%  | 0.0000% | $2692068.00        | $376534.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-12-15      | 3.5000%  | 0.0000% | $4681592.00        | $156656.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-12-15      | 3.0000%  | 0.0000% | $68757998.00       | $526863.48         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-05-15      | 3.0000%  | 0.0000% | $8662832.00        | $9979029.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-06-15      | 1.5428%  | 0.0000% | $3000000.00        | $37780.89          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-08-15      | 5.0000%  | 0.0000% | $61727232.00       | $582729.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-02-15      | 1.6428%  | 0.0000% | $131500000.00      | $1055832.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-01-15      | 1.5928%  | 0.0000% | $26666656.00       | $312397.98         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-05-15      | 1.6428%  | 0.0000% | $130080960.00      | $1939449.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-05-15      | 1.6428%  | 0.0000% | $30000000.00       | $322290.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-03-15      | 4.0000%  | 0.0000% | $5082000.00        | $4501005.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-02-25      | 2.7432%  | 0.0000% | $9230000.00        | $1122161.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-06-15      | 1.7428%  | 0.0000% | $56250000.00       | $729903.61         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-09-15      | 4.0000%  | 0.0000% | $562500.00         | $6411.76           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-25      | 1.9556%  | 0.0000% | $16038000.00       | $1125835.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-10-25      | 0.4667%  | 0.0000% | $27424224.00       | $111454.97         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-02-25      | 0.8500%  | 0.0000% | $11324432.00       | $32295.78          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-02-25      | 0.2875%  | 0.0000% | $9983856.00        | $29890.14          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-02-25      | 0.2849%  | 0.0000% | $63927424.00       | $93573.23          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 1.5000%  | 0.0000% | $11262448.00       | $1346824.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-10-15      | N/A      | 0.0000% | $123379712.00      | $92411.71          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-05-25      | N/A      | 0.0000% | $12500000.00       | $22006.47          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 3.0000%  | 0.0000% | $50000000.00       | $4589758.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2061-03-25      | N/A      | 0.0000% | $119399296.00      | $148366.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 2.0000%  | 0.0000% | $3000000.00        | $1637147.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-04-25      | 3.0761%  | 0.0000% | $7677000.00        | $1182638.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-06-25      | 4.0000%  | 0.0000% | $3000000.00        | $2715109.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | 0.0500%  | 0.0000% | $49999872.00       | $36253.89          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-12-25      | 1.2516%  | 0.0000% | $100000000.00      | $4158191.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-07-25      | 0.0500%  | 0.0000% | $132077824.00      | $202809.92         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | N/A      | 0.0000% | $900000.00         | $513280.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 0.0500%  | 0.0000% | $100000000.00      | $185479.88         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-15      | 1.5428%  | 0.0000% | $114609024.00      | $8495060.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 0.0500%  | 0.0000% | $75000000.00       | $181391.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 1.5016%  | 0.0000% | $100000000.00      | $5151116.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 1.6516%  | 0.0000% | $50000000.00       | $1438089.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 0.0500%  | 0.0000% | $189472768.00      | $116670.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 1.4016%  | 0.0000% | $30000000.00       | $987820.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 1.3516%  | 0.0000% | $93750000.00       | $5163860.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.7516%  | 0.0000% | $51872384.00       | $2894743.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.1516%  | 0.0000% | $58676000.00       | $2939508.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.8516%  | 0.0000% | $68734080.00       | $2726927.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.1000%  | 0.0000% | $55000000.00       | $197120.77         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.1000%  | 0.0000% | $20070624.00       | $42744.91          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 6.5000%  | 0.0000% | $11141000.00       | $1891583.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 1.5516%  | 0.0000% | $161878528.00      | $10075393.21       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 1.4516%  | 0.0000% | $68503936.00       | $5987948.91        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | N/A      | 0.0000% | $285000000.00      | $5648415.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-11-25      | 2.1371%  | 0.0000% | $161500000.00      | $213724.31         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-01-15      | 1.7928%  | 0.0000% | $100000000.00      | $420600.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-12-25      | 5.0000%  | 0.0000% | $850000.00         | $30979.19          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-01-15      | 5.0000%  | 0.0000% | $6000000.00        | $1048183.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-03-25      | 5.0000%  | 0.0000% | $1164604.00        | $215178.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-09-20      | 5.5000%  | 0.0000% | $9000000.00        | $2144774.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-16      | 1.2500%  | 0.0000% | $166658045.00      | $7354.51           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-01-20      | 5.0000%  | 0.0000% | $50000000.00       | $811884.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-09-16      | 6.0000%  | 0.0000% | $229294080.00      | $40573.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-06-16      | 1.6456%  | 0.0000% | $38063744.00       | $177026.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-02-16      | 1.6256%  | 0.0000% | $22448320.00       | $826267.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-02-20      | 4.0000%  | 0.0000% | $12691264.00       | $129101.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-20      | 4.7500%  | 0.0000% | $51907392.00       | $8555957.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-20      | 0.9451%  | 0.0000% | $106421600.00      | $374164.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-16      | 0.6809%  | 0.0000% | $6855000.00        | $28352.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-01-20      | 3.5000%  | 0.0000% | $32761408.00       | $379713.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.2439%  | 0.0000% | $123456512.00      | $355981.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.2475%  | 0.0000% | $94216448.00       | $383423.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-16      | 0.4051%  | 0.0000% | $138044672.00      | $180810.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-16      | 1.0956%  | 0.0000% | $63160320.00       | $673721.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-05-20      | 1.7451%  | 0.0000% | $27092256.00       | $185811.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-05-20      | 3.5000%  | 0.0000% | $2500000.00        | $2242851.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-20      | 1.4319%  | 0.0000% | $17885152.00       | $66684.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-12-20      | 1.4319%  | 0.0000% | $16131168.00       | $89557.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-03-20      | 6.0000%  | 0.0000% | $33925120.00       | $576242.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.4649%  | 0.0000% | $97075840.00       | $760351.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 5.5000%  | 0.0000% | $5471470.00        | $7008.15           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 1.4319%  | 0.0000% | $16748032.00       | $96576.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-09-20      | 1.4319%  | 0.0000% | $17018360.00       | $81649.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.3519%  | 0.0000% | $149111000.00      | $624408.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6398%  | 0.0000% | $162972416.00      | $1399066.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.6262%  | 0.0000% | $65773696.00       | $353404.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-05-16      | 0.7324%  | 0.0000% | $116062720.00      | $1641832.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 1.5451%  | 0.0000% | $36853056.00       | $403276.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 5.0000%  | 0.0000% | $349000.00         | $6419.08           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 3.0000%  | 0.0000% | $1469526.00        | $867500.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 1.5951%  | 0.0000% | $74114560.00       | $798523.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-07-16      | 1.7756%  | 0.0000% | $52958656.00       | $1184827.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.3387%  | 0.0000% | $86608768.00       | $772835.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-07-16      | 0.5378%  | 0.0000% | $118446336.00      | $1517167.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.5442%  | 0.0000% | $89989504.00       | $1374742.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.4256%  | 0.0000% | $100152704.00      | $1403049.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-12-16      | 0.6443%  | 0.0000% | $100017664.00      | $1105300.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-03-16      | 0.7185%  | 0.0000% | $90056832.00       | $1025252.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-09-16      | 0.5820%  | 0.0000% | $80012800.00       | $1495682.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-09-16      | 1.2710%  | 0.0000% | $118610432.00      | $9472791.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.7875%  | 0.0000% | $44516000.00       | $1189319.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.6500%  | 0.0000% | $223104512.00      | $4322397.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.8790%  | 0.0000% | $450000000.00      | $23565730.06       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-08-16      | 1.1442%  | 0.0000% | $12700000.00       | $759913.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 1.7951%  | 0.0000% | $63902848.00       | $1498017.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-20      | 0.3615%  | 0.0000% | $5661290.00        | $7339.83           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 3.0000%  | 0.0000% | $14788848.00       | $546835.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-07-20      | 1.7319%  | 0.0000% | $22667328.00       | $550640.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | 1.7451%  | 0.0000% | $11563344.00       | $170412.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 1.7451%  | 0.0000% | $47757504.00       | $929599.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $15661680.00       | $36963.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 4.2500%  | 0.0000% | $20000000.00       | $493461.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-02-16      | 0.9873%  | 0.0000% | $15875000.00       | $1045750.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.4319%  | 0.0000% | $175000000.00      | $6446293.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-16      | 0.7559%  | 0.0000% | $215806000.00      | $10529356.94       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.6364%  | 0.0000% | $350000000.00      | $17918250.74       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-16      | 0.4330%  | 0.0000% | $100000000.00      | $4979753.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.8499%  | 0.0000% | $50471440.00       | $3416161.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 0.9363%  | 0.0000% | $150000000.00      | $11816990.96       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-04-16      | 0.5095%  | 0.0000% | $150000000.00      | $9480767.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-05-16      | 0.5512%  | 0.0000% | $56000000.00       | $3458193.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $3137364.00        | $3030003.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0550%  | 0.0000% | $5000000.00        | $10076.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-20      | 0.8550%  | 0.0000% | $55000000.00       | $1314730.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 3.5000%  | 0.0000% | $10579968.00       | $7798358.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.8250%  | 0.0000% | $140050688.00      | $7018754.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.5050%  | 0.0000% | $58519104.00       | $2947071.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.8550%  | 0.0000% | $65000000.00       | $3588294.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | N/A      | 0.0000% | $390000000.00      | $5918552.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 0.3500%  | 0.0000% | $19446800.00       | $314620.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.6451%  | 0.0000% | $9801000.00        | $230501.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 5.5000%  | 0.0000% | $63392448.00       | $1501841.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.5951%  | 0.0000% | $68614000.00       | $861596.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 0.0300%  | 0.0000% | $27295744.00       | $8132.72           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 1.5951%  | 0.0000% | $25609312.00       | $444027.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 4.0000%  | 0.0000% | $11533856.00       | $343097.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-16      | 1.5756%  | 0.0000% | $43921728.00       | $1138678.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 1.6751%  | 0.0000% | $64086528.00       | $816484.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-01-20      | 4.5000%  | 0.0000% | $6880000.00        | $161070.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 3.5000%  | 0.0000% | $317333.00         | $24050.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-04-20      | 3.5000%  | 0.0000% | $22360416.00       | $158350.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-20      | 0.2052%  | 0.0000% | $16952032.00       | $47503.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-20      | 0.0886%  | 0.0000% | $11841936.00       | $15235.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 1.8451%  | 0.0000% | $130398720.00      | $9455380.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $93492320.00       | $832453.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $35712064.00       | $315630.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $55205500.00       | $264378.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | N/A      | 0.0000% | $48646720.00       | $167445.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | N/A      | 0.0000% | $218063872.00      | $882492.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | N/A      | 0.0000% | $61568640.00       | $153720.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 3.0000%  | 0.0000% | $58030500.00       | $4717377.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $2295000.00        | $125412.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | N/A      | 0.0000% | $8519824.00        | $31071.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | N/A      | 0.0000% | $10998848.00       | $48750.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | N/A      | 0.0000% | $8000000.00        | $20667.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $12000000.00       | $314836.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 1.8451%  | 0.0000% | $10440192.00       | $1066949.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $98055552.00       | $8481873.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $70666624.00       | $7231049.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $211708416.00      | $301696.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $38997824.00       | $655465.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $44955000.00       | $67174.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | N/A      | 0.0000% | $60000000.00       | $342774.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $185198336.00      | $16620801.87       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 4.5000%  | 0.0000% | $23733720.00       | $320517.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $235741184.00      | $210019.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-07-25      | 0.1000%  | 0.0000% | $44593200.00       | $179700.70         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-06-25      | 1.8550%  | 0.0000% | $72083000.00       | $997770.45         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-10-25      | 0.1000%  | 0.0000% | $255243008.00      | $900951.15         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-08-25      | 4.0000%  | 0.0000% | $18413000.00       | $5453157.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-05-25      | 2.0371%  | 0.0000% | $60000000.00       | $1136674.09        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 2.1871%  | 0.0000% | $8333328.00        | $141488.06         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-08-25      | 1.5371%  | 0.0000% | $52222912.00       | $328656.46         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-11-25      | 1.6371%  | 0.0000% | $21200000.00       | $298534.63         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-11-25      | 1.6371%  | 0.0000% | $21600000.00       | $271291.14         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-10-25      | 2.1371%  | 0.0000% | $16443136.00       | $338070.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-01-25      | 4.0000%  | 0.0000% | $21488000.00       | $89100.13          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-03-25      | 3.0000%  | 0.0000% | $2000000.00        | $536876.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-03-25      | N/A      | 0.0000% | $4000000.00        | $481576.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-10-25      | 2.1371%  | 0.0000% | $33433856.00       | $302873.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-07-25      | N/A      | 0.0000% | $16000000.00       | $2387352.37        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-05-25      | 1.5371%  | 0.0000% | $18511264.00       | $121000.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-03-25      | 3.5000%  | 0.0000% | $775000.00         | $985446.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-04-25      | 1.1371%  | 0.0000% | $21854240.00       | $238381.61         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-06-25      | 4.0000%  | 0.0000% | $2967500.00        | $7627.48           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-06-25      | 1.5371%  | 0.0000% | $49314688.00       | $1328048.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 1.6371%  | 0.0000% | $67082240.00       | $373680.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-02-25      | 1.6371%  | 0.0000% | $35357248.00       | $432109.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-07-25      | 4.0000%  | 0.0000% | $9366750.00        | $32247.29          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-03-25      | 5.5000%  | 0.0000% | $65493632.00       | $1671604.31        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-04-25      | 6.0000%  | 0.0000% | $18688928.00       | $596051.65         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-08-25      | N/A      | 0.0000% | $100000000.00      | $699912.13         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-11-25      | 6.5000%  | 0.0000% | $22956736.00       | $1086336.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-01-25      | 1.7871%  | 0.0000% | $55174464.00       | $1271917.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-03-25      | 6.0000%  | 0.0000% | $30796256.00       | $1411259.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-08-25      | 1.7371%  | 0.0000% | $34494080.00       | $539415.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-01-25      | 1.6371%  | 0.0000% | $29899392.00       | $432047.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-07-25      | 4.0000%  | 0.0000% | $33843456.00       | $1026971.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-01-25      | 3.5000%  | 0.0000% | $50000.00          | $34714.56          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 2.0000%  | 0.0000% | $40346.00          | $22078.80          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-05-25      | 0.5237%  | 0.0000% | $67000000.00       | $231723.24         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-12-25      | 6.0000%  | 0.0000% | $4415368.00        | $5418782.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.8016%  | 0.0000% | $137591040.00      | $3891271.87        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.9016%  | 0.0000% | $66098048.00       | $2473341.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.5500%  | 0.0000% | $5000000.00        | $65417.26          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-04-25      | 0.1915%  | 0.0000% | $440751000.00      | $1687341.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | N/A      | 0.0000% | $200000000.00      | $2019253.51        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 0.7516%  | 0.0000% | $155315968.00      | $10145837.59       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 1.5516%  | 0.0000% | $106385408.00      | $5600405.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-11-15      | 1.9928%  | 0.0000% | $76636672.00       | $916760.14         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-12-15      | 2.1428%  | 0.0000% | $37142655.00       | $152105.09         | Agency Collateralized Mortgage Obligation |

### Security 145: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.420000%
- **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: ARP14XYN8, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP14XYN8_4.42_0905
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **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    | 2055-05-25      | 0.6516%  | 0.0000% | $114721404.00      | $4987796.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.6516%  | 0.0000% | $230000000.00      | $6235002.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.7016%  | 0.0000% | $205000000.00      | $5551663.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.7516%  | 0.0000% | $282000000.00      | $7850526.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 0.9016%  | 0.0000% | $241325752.00      | $12631742.87       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.9016%  | 0.0000% | $31049999.00       | $934235.84         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.9816%  | 0.0000% | $13590265.00       | $603877.46         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.0516%  | 0.0000% | $200018224.00      | $7506617.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-12-25      | 1.2016%  | 0.0000% | $175000000.00      | $8036725.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-04-25      | 1.2516%  | 0.0000% | $27333210.00       | $2142428.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-11-25      | 1.5000%  | 0.0000% | $134284742.00      | $3594025.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 1.5016%  | 0.0000% | $75870163.00       | $5338559.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 3.0000%  | 0.0000% | $50042183.00       | $4724727.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 3.0000%  | 0.0000% | $75593750.00       | $8347933.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-08-25      | 3.0000%  | 0.0000% | $111364000.00      | $12513307.15       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-09-25      | 3.0000%  | 0.0000% | $22104161.00       | $2606283.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-10-25      | 3.0000%  | 0.0000% | $50000000.00       | $4812968.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-04-25      | 3.0000%  | 0.0000% | $20592013.00       | $2875696.45        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 3.5000%  | 0.0000% | $20552857.00       | $1889987.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 3.5000%  | 0.0000% | $24385186.00       | $2493286.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 3.5000%  | 0.0000% | $41375933.00       | $3085181.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-25      | 3.5000%  | 0.0000% | $40861839.00       | $3741064.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 3.5000%  | 0.0000% | $32253882.00       | $3217877.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-07-25      | 4.0000%  | 0.0000% | $56566666.00       | $2442369.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 4.0000%  | 0.0000% | $88600000.00       | $7745639.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 4.0000%  | 0.0000% | $79857336.00       | $6011962.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-08-25      | 4.0000%  | 0.0000% | $61584249.00       | $5209996.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-05-25      | 4.0000%  | 0.0000% | $57947062.00       | $4561539.24        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 4.5000%  | 0.0000% | $111813589.00      | $6600134.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.5000%  | 0.0000% | $39919303.00       | $5251887.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $79204044.00       | $12968995.51       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $99902625.00       | $6089706.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.0000%  | 0.0000% | $110207694.00      | $5578841.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 4.0000%  | 0.0000% | $92753749.00       | $7825677.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 4.0000%  | 0.0000% | $56718489.00       | $9508078.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 4.0000%  | 0.0000% | $45264805.00       | $7913753.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 4.5000%  | 0.0000% | $90954488.00       | $4709739.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 4.5000%  | 0.0000% | $95377161.00       | $11123789.82       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 4.5000%  | 0.0000% | $80849019.00       | $8762840.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 5.0000%  | 0.0000% | $15667782.00       | $1325159.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 5.5000%  | 0.0000% | $5032727.00        | $253640.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | N/A      | 0.0000% | $173779557.00      | $3335285.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.3516%  | 0.0000% | $126582869.00      | $3396668.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.7016%  | 0.0000% | $200000000.00      | $5282768.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.7516%  | 0.0000% | $310000000.00      | $8367330.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.9016%  | 0.0000% | $204158667.00      | $9183435.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-09-25      | 0.9516%  | 0.0000% | $60739852.00       | $3958485.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.0516%  | 0.0000% | $100000000.00      | $5385404.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.0516%  | 0.0000% | $135326134.00      | $5445576.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-09-25      | 1.3516%  | 0.0000% | $273858212.00      | $11205691.31       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 1.4516%  | 0.0000% | $121638242.00      | $9730765.57        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 1.5000%  | 0.0000% | $34822701.00       | $2089503.45        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.5016%  | 0.0000% | $72995812.00       | $5371196.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-12-25      | 1.5371%  | 0.0000% | $16884639.00       | $1577224.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 1.5871%  | 0.0000% | $18445571.00       | $1711885.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 1.6371%  | 0.0000% | $38298943.00       | $5183855.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | 1.6871%  | 0.0000% | $99019090.00       | $6133735.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 1.6871%  | 0.0000% | $56978979.00       | $4400983.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 1.6871%  | 0.0000% | $25000000.00       | $1841494.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 1.8516%  | 0.0000% | $141356296.00      | $4822427.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.0000%  | 0.0000% | $47070346.00       | $3710332.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.5000%  | 0.0000% | $55000000.00       | $5841520.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-02-25      | 2.5000%  | 0.0000% | $23984261.00       | $2254656.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.7516%  | 0.0000% | $33195302.00       | $3488268.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 1.6016%  | 0.0000% | $36892985.00       | $2595790.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.6516%  | 0.0000% | $139195380.00      | $8823912.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2058-10-25      | 1.6871%  | 0.0000% | $47781022.00       | $2409503.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 2.5000%  | 0.0000% | $24398360.00       | $2466803.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 2.5000%  | 0.0000% | $117856800.00      | $10234920.54       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 2.5000%  | 0.0000% | $72276520.00       | $7262513.87        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $23030000.00       | $3106317.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.5000%  | 0.0000% | $16499999.00       | $1467014.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-25      | 2.5000%  | 0.0000% | $54201749.00       | $4202943.64        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-11-25      | 2.5640%  | 0.0000% | $1906999.00        | $92526.10          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 3.0000%  | 0.0000% | $37949556.00       | $2051871.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 3.0000%  | 0.0000% | $29999999.00       | $2999757.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 3.0000%  | 0.0000% | $107041666.00      | $11294777.31       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-07-25      | 3.0000%  | 0.0000% | $35999824.00       | $3398394.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-25      | 3.0000%  | 0.0000% | $36961750.00       | $3779567.77        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 3.0000%  | 0.0000% | $29145920.00       | $2529050.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 3.0000%  | 0.0000% | $75425232.00       | $8184707.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-04-25      | 3.0000%  | 0.0000% | $40084736.00       | $4176545.81        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 3.0000%  | 0.0000% | $43431425.00       | $4905998.11        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 3.5000%  | 0.0000% | $17423714.00       | $849161.17         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 3.5000%  | 0.0000% | $27569821.00       | $3990094.59        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 4.0000%  | 0.0000% | $81500000.00       | $6377562.51        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-25      | 4.0000%  | 0.0000% | $14004399.00       | $1734520.37        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-12-25      | 4.0000%  | 0.0000% | $37889063.00       | $4580085.11        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 6.0000%  | 0.0000% | $4586146.00        | $817653.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0550%  | 0.0000% | $292500000.00      | $4806771.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.1550%  | 0.0000% | $570000000.00      | $9421406.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.3550%  | 0.0000% | $100000000.00      | $4943999.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.5550%  | 0.0000% | $200000000.00      | $7270901.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.7550%  | 0.0000% | $170000000.00      | $9078716.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.7550%  | 0.0000% | $97362827.00       | $4924345.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.8050%  | 0.0000% | $8921275.00        | $451438.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.8550%  | 0.0000% | $250000000.00      | $5255352.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.8550%  | 0.0000% | $268702694.00      | $8619755.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-11-16      | 0.9114%  | 0.0000% | $45596000.00       | $2664068.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.9250%  | 0.0000% | $100000000.00      | $5402978.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.9350%  | 0.0000% | $190000000.00      | $10103486.03       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.9350%  | 0.0000% | $320000000.00      | $8096707.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.9550%  | 0.0000% | $100000000.00      | $5381434.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.9850%  | 0.0000% | $195000000.00      | $9135054.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.9855%  | 0.0000% | $53425000.00       | $3579447.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.9925%  | 0.0000% | $72000000.00       | $3974308.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.0050%  | 0.0000% | $93000000.00       | $6633445.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.0050%  | 0.0000% | $100000000.00      | $5150201.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.0050%  | 0.0000% | $93000000.00       | $5497916.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 1.0186%  | 0.0000% | $27100000.00       | $1538317.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 1.0381%  | 0.0000% | $93000000.00       | $5101519.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 1.0511%  | 0.0000% | $71213976.00       | $4853381.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.0750%  | 0.0000% | $249999999.00      | $11266341.45       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.1050%  | 0.0000% | $221996288.00      | $9524306.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.1050%  | 0.0000% | $100000000.00      | $4869153.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 1.1118%  | 0.0000% | $43800000.00       | $2828685.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.1550%  | 0.0000% | $129491601.00      | $5225089.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.1550%  | 0.0000% | $300000000.00      | $14387638.63       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-04-16      | 1.2988%  | 0.0000% | $70900000.00       | $4727065.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.4350%  | 0.0000% | $187840029.00      | $8832693.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.4550%  | 0.0000% | $102500000.00      | $5339922.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.5450%  | 0.0000% | $100000000.00      | $7464216.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.5550%  | 0.0000% | $100000000.00      | $6078606.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 1.5550%  | 0.0000% | $265000000.00      | $5240762.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.5550%  | 0.0000% | $100000000.00      | $5775985.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.5550%  | 0.0000% | $145036036.00      | $7445345.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 1.5651%  | 0.0000% | $50308129.00       | $5086855.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.5800%  | 0.0000% | $200000000.00      | $15639905.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 1.5951%  | 0.0000% | $87954727.00       | $9048562.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 1.5951%  | 0.0000% | $97582703.00       | $9522145.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 1.5951%  | 0.0000% | $113975590.00      | $12124605.68       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 1.5951%  | 0.0000% | $109490422.00      | $10973162.52       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 1.5951%  | 0.0000% | $73151725.00       | $7596606.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 1.5951%  | 0.0000% | $87633904.00       | $9354556.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-20      | 1.5951%  | 0.0000% | $151753785.00      | $14390969.59       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 1.5951%  | 0.0000% | $93915748.00       | $10595996.45       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 1.5951%  | 0.0000% | $44500075.00       | $4958589.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 1.5951%  | 0.0000% | $60176659.00       | $7642295.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 1.5951%  | 0.0000% | $96961925.00       | $5097466.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 1.5951%  | 0.0000% | $190928873.00      | $5323963.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.6050%  | 0.0000% | $60000000.00       | $2767544.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.6050%  | 0.0000% | $100000000.00      | $6251586.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.6050%  | 0.0000% | $100000000.00      | $7207614.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.6550%  | 0.0000% | $46414366.00       | $2178957.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.6550%  | 0.0000% | $137833334.00      | $7430597.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.6550%  | 0.0000% | $100000000.00      | $5541104.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.6750%  | 0.0000% | $84347826.00       | $7556681.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 1.7451%  | 0.0000% | $53766308.00       | $5175737.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 1.8451%  | 0.0000% | $45451507.00       | $6202070.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 1.8451%  | 0.0000% | $59297822.00       | $5338419.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 1.8451%  | 0.0000% | $35599353.00       | $1770492.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 1.8451%  | 0.0000% | $126622035.00      | $9543055.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 1.8451%  | 0.0000% | $25197325.00       | $2517553.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 1.8451%  | 0.0000% | $74307323.00       | $5175454.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 1.8951%  | 0.0000% | $54503825.00       | $6726735.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 1.9050%  | 0.0000% | $22656692.00       | $2614043.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.9050%  | 0.0000% | $200000000.00      | $8397799.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 1.9050%  | 0.0000% | $44733204.00       | $5225848.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 1.9050%  | 0.0000% | $25548986.00       | $2976565.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.0050%  | 0.0000% | $100000000.00      | $5797081.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 2.0550%  | 0.0000% | $71492130.00       | $6902050.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.0550%  | 0.0000% | $250000000.00      | $14079437.26       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.2550%  | 0.0000% | $78965220.00       | $3349012.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.3050%  | 0.0000% | $78000000.00       | $5661543.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.3050%  | 0.0000% | $44894518.00       | $4793884.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 2.3050%  | 0.0000% | $49745335.00       | $4496457.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.3550%  | 0.0000% | $66820527.00       | $7551621.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $57515471.00       | $7895848.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $23530790.00       | $2944205.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $35549830.00       | $4417907.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $68463353.00       | $5886986.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $35397733.00       | $4626359.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $74872830.00       | $7295829.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $71997207.00       | $6713539.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $161401848.00      | $14781540.60       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $33574039.00       | $2918286.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $40575448.00       | $3195936.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $192635000.00      | $12672245.67       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $62219008.00       | $7472586.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.5050%  | 0.0000% | $27543477.00       | $4116762.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.6050%  | 0.0000% | $136017000.00      | $6946937.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 2.6550%  | 0.0000% | $15000000.00       | $2830869.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.6550%  | 0.0000% | $75000000.00       | $5052774.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 2.7550%  | 0.0000% | $75000000.00       | $11399620.60       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.8550%  | 0.0000% | $91390760.00       | $7247986.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.9550%  | 0.0000% | $100000000.00      | $11391316.56       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $66052542.00       | $5588379.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $50030784.00       | $7293789.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $20883639.00       | $2949812.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $40550416.00       | $3046583.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $113088089.00      | $8217592.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $95597556.00       | $8694579.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-08-15      | 1.6428%  | 0.0000% | $49760000.00       | $3166591.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-01-25      | 1.8440%  | 0.0000% | $5197998.00        | $117335.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-11-25      | 2.0787%  | 0.0000% | $75137000.00       | $3207504.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 2.7732%  | 0.0000% | $2893000.00        | $379037.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-01-15      | 4.0000%  | 0.0000% | $21178156.00       | $2130097.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | N/A      | 0.0000% | $22119694.00       | $14691369.88       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | N/A      | 0.0000% | $1913167.00        | $1009870.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $18920483.00       | $2277618.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $54710728.00       | $5694286.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.0000%  | 0.0000% | $122499999.00      | $9607768.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $118003000.00      | $9752377.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $27671064.00       | $3387299.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $53247092.00       | $4938680.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $127866666.00      | $15816588.80       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $32106666.00       | $3109290.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $100000000.00      | $5896002.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $133333333.00      | $7349154.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $39920014.00       | $4886376.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $61249091.00       | $7968844.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $22550843.00       | $3776177.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 3.5000%  | 0.0000% | $147929142.00      | $9525831.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $37673427.00       | $2867291.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.5000%  | 0.0000% | $66784000.00       | $6622600.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $4603281.00        | $562173.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $9515730.00        | $1248376.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $64957500.00       | $5075035.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $56943429.00       | $5165095.39        | Agency Collateralized Mortgage Obligation |

### Security 146: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.260000%
- **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: ARP168A15, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP168A15_4.26_0902
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $221724928.00      | $116103783.86      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $7515.00           | $4117.08           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $206403490.00      | $116611411.17      | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2027-12-15      | 4.0000%  | 0.0000% | $9682900.00        | $9846896.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-01-15      | 2.1250%  | 0.0000% | $1800.00           | $1894.97           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-06-30      | 3.7500%  | 0.0000% | $773652900.00      | $779691361.51      | U.S. Treasuries (including strips) |

### Security 147: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.440000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP169L37, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP169L37_4.44_0905
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **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 Strip | 2042-11-15      | N/A      | 0.0000% | $19800.00          | $8530.95           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2053-08-15      | 4.1250%  | 0.0000% | $202792300.00      | $179312458.54      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-08-31      | 2.7500%  | 0.0000% | $196200.00         | $198850.77         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-03-31      | 2.5000%  | 0.0000% | $282537900.00      | $280144015.17      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-31      | 3.8750%  | 0.0000% | $150449600.00      | $152336040.75      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $179.80            | $103.83            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $0.04              | $0.02              | U.S. Treasuries (including strips) |

### Security 148: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.440000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16DDA1, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16DDA1_4.44_0905
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **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 Bill  | 2025-10-30      | N/A      | 0.0000% | $70200.00          | $69700.18          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-01-02      | N/A      | 0.0000% | $100.00            | $98.61             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2025-10-28      | N/A      | 0.0000% | $485000.00         | $481668.05         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-08-06      | N/A      | 0.0000% | $549200.00         | $529840.70         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $100.00            | $51.11             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $100.00            | $50.37             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $24521200.00       | $10565106.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $100.00            | $42.49             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $5439500.00        | $2153514.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $2177300.00        | $827051.76         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $75498200.00       | $28315297.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $5779700.00        | $2137749.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $8384000.00        | $3065810.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-05-15      | N/A      | 0.0000% | $4146100.00        | $1476405.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $100.00            | $34.15             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $2147500.00        | $723898.63         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $600.00            | $199.42            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-02-15      | N/A      | 0.0000% | $200.00            | $58.59             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $100.00            | $29.38             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $200.00            | $57.32             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $100.00            | $49.47             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-02-15      | N/A      | 0.0000% | $2600.00           | $724.69            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $2909700.00        | $791930.14         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-11-15      | N/A      | 0.0000% | $300.00            | $80.83             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $23603400.00       | $6278197.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-11-15      | N/A      | 0.0000% | $100.00            | $25.87             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $2584600.00        | $640438.03         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $58567300.00       | $14295633.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-08-15      | N/A      | 0.0000% | $100.00            | $23.90             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-02-15      | N/A      | 0.0000% | $600.00            | $140.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-11-15      | 2.2500%  | 0.0000% | $46341800.00       | $46440924.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-30      | 0.5000%  | 0.0000% | $200.00            | $190.05            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-31      | 0.5000%  | 0.0000% | $100.00            | $93.67             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-12-31      | 3.8750%  | 0.0000% | $5406500.00        | $5485850.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-04-30      | 3.5000%  | 0.0000% | $100.00            | $100.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-04-30      | 4.6250%  | 0.0000% | $100.00            | $105.79            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-05-15      | 3.7500%  | 0.0000% | $100.00            | $101.45            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-05-31      | 4.1250%  | 0.0000% | $1000.00           | $1023.26           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-06-30      | 3.8750%  | 0.0000% | $400.00            | $405.75            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-07-15      | 1.8750%  | 0.0000% | $23094300.00       | $23409047.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $23.45             | $17.27             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $143.50            | $100.44            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $1428053.56        | $973124.25         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $3.66              | $2.43              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $14061968.36       | $8818569.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $738.08            | $450.63            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-02-15      | N/A      | 0.0000% | $43.89             | $26.06             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $84776334.90       | $67839210.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-05-15      | N/A      | 0.0000% | $1537939.79        | $1174546.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-11-15      | N/A      | 0.0000% | $100.15            | $71.03             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $30.80             | $21.28             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-02-15      | N/A      | 0.0000% | $107.23            | $105.35            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-11-15      | N/A      | 0.0000% | $368878.80         | $340118.80         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-11-15      | N/A      | 0.0000% | $1.40              | $1.24              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-05-15      | N/A      | 0.0000% | $249.65            | $163.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-05-15      | N/A      | 0.0000% | $1.44              | $1.20              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-11-15      | N/A      | 0.0000% | $39.65             | $23.87             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $358.70            | $210.06            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $562193.85         | $324667.51         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-02-15      | N/A      | 0.0000% | $58.76             | $32.92             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-11-15      | N/A      | 0.0000% | $334.10            | $190.06            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-08-15      | N/A      | 0.0000% | $105.86            | $57.75             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-02-15      | N/A      | 0.0000% | $454.82            | $240.48            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $51.54             | $13.41             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-05-15      | N/A      | 0.0000% | $31707.22          | $8123.74           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-08-15      | N/A      | 0.0000% | $67.97             | $17.30             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-11-15      | N/A      | 0.0000% | $20344340.48       | $10936201.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-05-15      | N/A      | 0.0000% | $340041.91         | $177032.28         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $478.67            | $245.29            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $69.47             | $34.48             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-11-15      | N/A      | 0.0000% | $34.73             | $16.48             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-02-15      | N/A      | 0.0000% | $6.06              | $2.83              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $109.38            | $39.95             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $487306.24         | $204667.65         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $0.04              | $0.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-08-15      | N/A      | 0.0000% | $57.32             | $23.02             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-02-15      | N/A      | 0.0000% | $42304552.93       | $16509182.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $81.92             | $30.31             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $1025.10           | $368.58            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $8.20              | $2.92              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $11.48             | $4.04              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-08-15      | N/A      | 0.0000% | $85.30             | $29.31             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $310.47            | $103.78            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $5.19              | $1.71              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $262.55            | $85.51             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-11-15      | N/A      | 0.0000% | $24.71             | $7.96              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $4.97              | $1.56              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-02-15      | N/A      | 0.0000% | $121.42            | $36.61             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $80.97             | $22.64             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-02-15      | N/A      | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips) |

### Security 149: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.440000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16H271, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16H271_4.44_0905
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **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 Strip | 2040-05-15      | N/A      | 0.0000% | $20712200.00       | $10431782.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $72094000.00       | $27038566.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $1642000.00        | $607329.82         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $200.00            | $73.13             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $100.00            | $49.47             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-11-15      | N/A      | 0.0000% | $45212400.00       | $12181622.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2026-01-15      | 2.0000%  | 0.0000% | $194271500.00      | $316664213.81      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-02-15      | 3.1250%  | 0.0000% | $17600.00          | $14353.73          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-08-15      | 2.8750%  | 0.0000% | $3389700.00        | $2522668.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2053-08-15      | 4.1250%  | 0.0000% | $1427200.00        | $1261954.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-08-31      | 3.7500%  | 0.0000% | $67890000.00       | $68889082.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $23159224.58       | $17058251.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $58840633.47       | $40096008.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $225417536.10      | $180382268.20      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $23704791.83       | $16380888.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-02-15      | N/A      | 0.0000% | $23259808.70       | $20470887.86       | U.S. Treasuries (including strips) |

### Security 150: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.440000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16NZY3, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16NZY3_4.44_0905
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **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 Strip | 2036-02-15      | N/A      | 0.0000% | $179700.00         | $116078.65         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $1157700.00        | $599553.15         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $33861600.00       | $17306426.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $24100.00          | $11263.21          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $15313500.00       | $6597913.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $7856900.00        | $2984459.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $600.00            | $225.03            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $16700.00          | $6106.76           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $200.00            | $67.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $300.00            | $148.42            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-02-15      | N/A      | 0.0000% | $291400.00         | $81221.05          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $100.00            | $25.19             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $400.00            | $99.12             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2027-11-15      | 6.1250%  | 0.0000% | $8000.00           | $8568.66           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2028-01-15      | 1.7500%  | 0.0000% | $500.00            | $786.43            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-01-15      | 0.5000%  | 0.0000% | $80000.00          | $103660.14         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-11-30      | 1.6250%  | 0.0000% | $400.00            | $390.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-15      | 1.6250%  | 0.0000% | $26020000.00       | $29035724.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-15      | 1.2500%  | 0.0000% | $65000000.00       | $70724544.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-06-30      | 4.0000%  | 0.0000% | $54000000.00       | $54930189.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-10-15      | 2.3750%  | 0.0000% | $95825700.00       | $106518901.59      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-01-15      | 4.0000%  | 0.0000% | $115714200.00      | $116604193.13      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-09-30      | 3.5000%  | 0.0000% | $373155200.00      | $377058362.71      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-08-15      | 3.6250%  | 0.0000% | $400.00            | $400.89            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-08-15      | N/A      | 0.0000% | $586158.52         | $442394.94         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $82.78             | $60.97             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $10208.33          | $7145.22           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $155903020.00      | $106237618.60      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $225568.91         | $149511.81         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $109024.13         | $68371.43          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $24836917.66       | $15164105.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-02-15      | N/A      | 0.0000% | $193.36            | $114.81            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-02-15      | N/A      | 0.0000% | $15025164.96       | $13223602.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-08-15      | N/A      | 0.0000% | $19.11             | $15.82             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-11-15      | N/A      | 0.0000% | $25647.00          | $15439.78          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $349.08            | $201.59            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-11-15      | N/A      | 0.0000% | $262.31            | $149.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $193.88            | $99.35             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $55.23             | $22.86             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-02-15      | N/A      | 0.0000% | $0.06              | $0.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $3905.85           | $1482.62           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $799.42            | $287.43            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $198.65            | $64.70             | U.S. Treasuries (including strips) |

### Security 151: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.290000%
- **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: ARP16O8O3, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP16O8O3_4.29_0902
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **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? 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.      | 2047-11-01      | 3.5000%  | 0.0000% | $387745184.00      | $48005216.39       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $443675582.00      | $34158607.85       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $523443229.00      | $61413009.91       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-06-01      | 2.5000%  | 0.0000% | $142357999.00      | $58600201.41       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $138288235.00      | $56611106.81       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $142999163.00      | $61425441.60       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $145269417.00      | $82679414.31       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $1403.00           | $768.64            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2026-02-19      | N/A      | 0.0000% | $127800.00         | $125465.99         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2025-11-18      | N/A      | 0.0000% | $4800.00           | $4758.72           | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2025-12-02      | N/A      | 0.0000% | $134600.00         | $133234.21         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2025-12-16      | N/A      | 0.0000% | $283500.00         | $280174.26         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-11-15      | 4.2500%  | 0.0000% | $477500.00         | $460649.43         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-05-15      | 4.3750%  | 0.0000% | $7300.00           | $7118.45           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-05-15      | 2.8750%  | 0.0000% | $100.00            | $77.15             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-11-15      | 3.0000%  | 0.0000% | $31000.00          | $23599.63          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2047-08-15      | 2.7500%  | 0.0000% | $60000.00          | $42252.07          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2048-02-15      | 3.0000%  | 0.0000% | $3400.00           | $2495.46           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2051-02-15      | 1.8750%  | 0.0000% | $1000000.00        | $550332.31         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-02-15      | 4.2500%  | 0.0000% | $1088500.00        | $975116.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-01-15      | 2.1250%  | 0.0000% | $1800.00           | $1894.97           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-03-31      | 3.8750%  | 0.0000% | $106424500.00      | $108410702.82      | U.S. Treasuries (including strips) |

### Security 152: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.280000%
- **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: ARP16PGT0, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP16PGT0_4.28_0902
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $242999.00         | $193625.48         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $332789.00         | $269780.98         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $1322019.00        | $1303988.55        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $1213898.00        | $1202463.83        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $1460448.00        | $1485629.82        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $351655.00         | $346229.08         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 7.0000%  | 0.0000% | $22930.00          | $23244.22          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $1623118.00        | $1660851.96        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Floating Rate Note      | 2026-01-31      | 4.3884%  | 0.0000% | $192600.00         | $193395.60         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-04-15      | 2.1250%  | 0.0000% | $10496900.00       | $11448867.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2039-11-15      | N/A      | 0.0000% | $311646.82         | $156222.63         | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2044-08-01      | 4.0000%  | 0.0000% | $1428433.00        | $287860.55         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-06-01      | 5.5000%  | 0.0000% | $26926396.00       | $256929.27         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-02-01      | 6.0000%  | 0.0000% | $12718584.00       | $134611.69         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-03-01      | 6.0000%  | 0.0000% | $11148103.00       | $136522.90         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $11482730.00       | $11473536.85       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $462618.00         | $480852.23         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $5349305.00        | $5341344.89        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $1539500.00        | $1583026.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $50298.00          | $49967.12          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $5744324.00        | $5574587.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $134267136.00      | $36987586.18       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $1250150.00        | $242016.67         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-07-01      | 4.5000%  | 0.0000% | $1472527.00        | $314101.82         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-07-01      | 4.0000%  | 0.0000% | $2465170.00        | $513063.63         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2058-05-01      | 4.5000%  | 0.0000% | $39675674.00       | $12272488.11       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2060-07-01      | 2.5000%  | 0.0000% | $13312.00          | $6299.14           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $1848108.00        | $321498.83         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $69990439.00       | $14837361.20       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $4149680.00        | $1310296.16        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2034-11-01      | 6.0000%  | 0.0000% | $1324.00           | $17.88             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-10-01      | 6.0000%  | 0.0000% | $9872.00           | $171.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2037-02-01      | 4.5000%  | 0.0000% | $3623.00           | $95.76             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-03-01      | 4.0000%  | 0.0000% | $697193.00         | $217250.18         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 4.0000%  | 0.0000% | $10187018.00       | $1132666.25        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $21940260.00       | $16774174.58       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $25868339.00       | $19677967.82       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $1976000.00        | $1642065.17        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.0000%  | 0.0000% | $47731488.00       | $42577685.34       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 3.5000%  | 0.0000% | $178285.00         | $106106.27         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 4.0000%  | 0.0000% | $44000.00          | $35324.32          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-03-01      | 3.5000%  | 0.0000% | $63212147.00       | $16949313.90       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 4.0000%  | 0.0000% | $58568035.00       | $10540550.47       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-06-01      | 3.0000%  | 0.0000% | $5000.00           | $3507.29           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-02-01      | 2.0000%  | 0.0000% | $195557.00         | $127425.49         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.5000%  | 0.0000% | $100000.00         | $87872.30          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-11-01      | 5.5000%  | 0.0000% | $31707769.00       | $237309.11         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-03-01      | 5.5000%  | 0.0000% | $1340309.00        | $120833.22         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-06-01      | 5.5000%  | 0.0000% | $3507964.00        | $234027.58         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-05-01      | 5.5000%  | 0.0000% | $1271650.00        | $112092.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-06-01      | 5.5000%  | 0.0000% | $1697570.00        | $117633.27         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-01-01      | 4.0000%  | 0.0000% | $4153477.00        | $309487.14         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-03-01      | 3.5000%  | 0.0000% | $20000.00          | $1534.23           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $212920.00         | $26872.89          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $68717222.00       | $10619576.57       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-07-01      | 5.5000%  | 0.0000% | $5713325.00        | $344571.46         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-08-01      | 3.0000%  | 0.0000% | $96400.00          | $25162.36          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-08-01      | 3.5000%  | 0.0000% | $1420.00           | $35.42             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $18882697.00       | $2345627.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-03-01      | 3.5000%  | 0.0000% | $5973145.00        | $294301.38         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-06-01      | 3.0000%  | 0.0000% | $815213.00         | $59925.14          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $99688192.00       | $26777046.47       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-06-01      | 3.0000%  | 0.0000% | $3901024.00        | $207694.72         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-09-01      | 3.5000%  | 0.0000% | $3260650.00        | $169550.57         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-09-01      | 4.5000%  | 0.0000% | $5026502.00        | $405441.79         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $1724269.00        | $483966.63         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-04-01      | 4.0000%  | 0.0000% | $1995850.00        | $282013.42         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-09-01      | 4.0000%  | 0.0000% | $638000.00         | $40495.63          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-10-01      | 2.5000%  | 0.0000% | $1075000.00        | $329576.37         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 4.9080%  | 0.0000% | $72003.00          | $56526.21          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $1086939.00        | $319344.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-01-01      | 4.5000%  | 0.0000% | $1884300.00        | $519267.56         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-05-01      | 5.0000%  | 0.0000% | $1887887.00        | $366012.14         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-09-01      | 3.5000%  | 0.0000% | $1069120.00        | $503596.18         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-12-01      | 5.0000%  | 0.0000% | $1134996.00        | $428101.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $1792.00           | $843.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-02-01      | 2.0000%  | 0.0000% | $1000.00           | $576.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-09-01      | 1.8200%  | 0.0000% | $1784176.00        | $1478824.19        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $43069.00          | $41768.89          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $50000.00          | $49431.94          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-03-01      | 5.2100%  | 0.0000% | $635600.00         | $660868.66         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-10-01      | 3.5000%  | 0.0000% | $36406311.00       | $10203226.42       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $37827211.00       | $10387488.70       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-07-01      | 4.5000%  | 0.0000% | $58877991.00       | $18611544.19       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $1405727.00        | $397610.69         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-11-01      | 3.0000%  | 0.0000% | $1305799.00        | $517924.14         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-05-01      | 3.5000%  | 0.0000% | $37863091.00       | $16751598.95       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $130917771.00      | $65121630.65       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $18139444.00       | $9716444.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $5186315.00        | $2714649.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $3258158.00        | $1672828.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $4689617.00        | $2679425.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $18247845.00       | $9371038.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $27474368.00       | $15079391.10       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $5065323.00        | $3099421.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $125113.00         | $77680.49          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $2310819.00        | $1626224.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $75000.00          | $49078.40          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $17549.00          | $13354.99          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $27348908.00       | $20227827.81       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $7000.00           | $5569.13           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $1589952.00        | $1283275.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $34807286.00       | $29203988.07       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $21415914.00       | $18726515.18       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-03-01      | 6.5000%  | 0.0000% | $257873.00         | $234088.18         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $6389153.00        | $6145544.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $1429119.00        | $1402310.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 5.0000%  | 0.0000% | $1000000.00        | $309001.99         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $64413.00          | $40513.58          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-09-01      | 1.5000%  | 0.0000% | $1035074.00        | $601767.74         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-03-01      | 3.5000%  | 0.0000% | $2500000.00        | $362982.68         | Agency Mortgage-Backed Securities  |

### Security 153: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.270000%
- **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: ARP16SRC9, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP16SRC9_4.27_0902
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **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? 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.      | 2053-03-01      | 5.5000%  | 0.0000% | $98145012.00       | $77377142.94       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $662074748.00      | $50973171.84       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $416687563.00      | $188814856.21      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $3442.00           | $1885.69           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2028-05-15      | 2.8750%  | 0.0000% | $454286800.00      | $449548702.26      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-08-15      | 3.7500%  | 0.0000% | $237879000.00      | $238704590.02      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-11-30      | 4.1250%  | 0.0000% | $14507600.00       | $14863564.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-12-15      | 4.0000%  | 0.0000% | $2746800.00        | $2793321.78        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-01-15      | 2.1250%  | 0.0000% | $900.00            | $947.49            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2044-11-15      | N/A      | 0.0000% | $3024.47           | $1124.31           | U.S. Treasuries (including strips) |

### Security 154: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.440000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16T6P1, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16T6P1_4.44_0905
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **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 Strip | 2046-05-15      | N/A      | 0.0000% | $9644700.00        | $3434429.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $23642000.00       | $11696122.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-02-15      | 3.6250%  | 0.0000% | $100.00            | $85.33             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-30      | 1.2500%  | 0.0000% | $200.00            | $188.93            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-10-15      | 0.1250%  | 0.0000% | $12883100.00       | $15115613.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-08-31      | 5.0000%  | 0.0000% | $115400.00         | $118246.60         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-10-15      | 4.6250%  | 0.0000% | $22180300.00       | $22749929.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-11-30      | 4.8750%  | 0.0000% | $100.00            | $101.36            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-15      | 4.5000%  | 0.0000% | $344441500.00      | $354421455.14      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-08-31      | 3.7500%  | 0.0000% | $25587300.00       | $25963847.72       | U.S. Treasuries (including strips) |

### Security 155: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.180000%
- **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: ARP16WUM4, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP16WUM4_4.18_0905
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **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.      | 2036-12-01      | 7.5000%  | 0.0000% | $7769.00           | $174.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 5.0000%  | 0.0000% | $15317.00          | $580.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-08-01      | 4.0000%  | 0.0000% | $8597.00           | $1384.71           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-02-01      | 3.0000%  | 0.0000% | $1000.00           | $143.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $309.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $214.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-06-01      | 3.0000%  | 0.0000% | $1000.00           | $93.12             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-07-01      | 3.0000%  | 0.0000% | $1000.00           | $131.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-01-01      | 2.0000%  | 0.0000% | $3370000.00        | $1616703.87        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 4.5000%  | 0.0000% | $15003120.00       | $11352524.32       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 6.5000%  | 0.0000% | $14435009.00       | $11726886.90       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 6.0000%  | 0.0000% | $26928196.00       | $23424670.00       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.0000%  | 0.0000% | $2150396.00        | $1918207.21        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.5000%  | 0.0000% | $15000.00          | $14244.04          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 3.5000%  | 0.0000% | $7000.00           | $5964.44           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.0000%  | 0.0000% | $965800.00         | $724968.20         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $97195.00          | $81915.34          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $2743769.00        | $2032911.97        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $12195424.00       | $11757807.63       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $712709.00         | $625013.65         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-01-01      | 4.5000%  | 0.0000% | $200000.00         | $26040.87          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-10-01      | 4.5000%  | 0.0000% | $1000.00           | $191.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-03-01      | 3.2800%  | 0.0000% | $18618.00          | $17439.37          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-02-01      | 3.6500%  | 0.0000% | $1722391.00        | $1488327.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $109998000.00      | $13070236.07       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-02-01      | 3.5000%  | 0.0000% | $60004288.00       | $12272070.28       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-06-01      | 6.2050%  | 0.0000% | $22319758.00       | $106575.79         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $3397216.00        | $3394496.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $1205413.00        | $1111874.10        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1026100.00        | $686333.98         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $1480240.00        | $1501394.10        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $2075784.00        | $2131435.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1733124.00        | $1774729.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $1465637.00        | $1523619.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $556490.00         | $554404.50         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $202813151.00      | $32533968.32       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-02-01      | 4.0000%  | 0.0000% | $599252.00         | $173975.43         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-12-01      | 3.8100%  | 0.0000% | $222175.00         | $221726.95         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-01-01      | 2.2600%  | 0.0000% | $299999.00         | $279283.40         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $113436541.00      | $12867746.41       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 4.9080%  | 0.0000% | $3354865.00        | $2633748.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 1.9870%  | 0.0000% | $1030146.00        | $945297.92         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $11690695.00       | $6257321.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-02-01      | 2.0000%  | 0.0000% | $132298.00         | $76251.75          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-06-01      | 3.0000%  | 0.0000% | $399724.00         | $244561.07         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-09-01      | 1.8200%  | 0.0000% | $5896373.00        | $4887241.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-01-01      | 2.2100%  | 0.0000% | $7733.00           | $6556.92           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-01-01      | 1.8000%  | 0.0000% | $500000.00         | $466134.50         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $1559039.00        | $1317515.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $16444672.00       | $15362300.14       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 4.0000%  | 0.0000% | $3253936.00        | $2860309.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1385395.00        | $1313211.29        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1396171.00        | $1232116.72        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $1064216.00        | $928440.79         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $11983744.00       | $11615897.60       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $1210456.00        | $1035558.50        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-06-01      | 5.1100%  | 0.0000% | $3734000.00        | $3879112.36        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-03-01      | 5.2100%  | 0.0000% | $46730.00          | $48587.78          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 5.5000%  | 0.0000% | $502778.00         | $128609.69         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $24794984.00       | $13581855.81       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $8068127.00        | $4321715.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-10-01      | 2.5000%  | 0.0000% | $963297.00         | $469588.58         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $251230510.00      | $135272549.92      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $22434460.00       | $13836596.87       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $73695756.00       | $37837451.60       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $123642063.00      | $68115957.62       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $10913370.00       | $6235383.91        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $367683.00         | $211313.24         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 1.5000%  | 0.0000% | $25573363.00       | $13359306.17       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $23555200.00       | $12096588.70       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $21674240.00       | $11504454.33       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 1.5000%  | 0.0000% | $250290284.00      | $137405095.09      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-08-01      | 3.0000%  | 0.0000% | $19805924.00       | $14152600.52       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $150896.00         | $95217.31          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $251997.00         | $183860.03         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $6347853.00        | $4705114.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $3745635.00        | $2710214.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $2975994.00        | $2434322.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.5000%  | 0.0000% | $12472976.00       | $9904856.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 7.0000%  | 0.0000% | $3373300.00        | $2703799.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $6085448.00        | $5853419.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $15910320.00       | $14924815.50       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $40548258.00       | $39787613.20       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $34245419.00       | $34378009.04       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-02-01      | 5.5000%  | 0.0000% | $25131808.00       | $21984423.33       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $4855696.00        | $3773301.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $61571556.00       | $49061198.23       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $158608640.00      | $128416913.22      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $2301932.00        | $2268702.99        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $2767815.00        | $2883274.93        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $2223312.00        | $2305518.22        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $11050597.00       | $11535780.84       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $2059008.00        | $2094109.51        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $11501408.00       | $10766566.67       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Floating Rate Note      | 2026-01-31      | 4.3884%  | 0.0000% | $2343100.00        | $2352779.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2040-05-15      | N/A      | 0.0000% | $394000.24         | $191301.30         | U.S. Treasuries (including strips) |

### Security 156: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.200000%
- **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: ARP172K81, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP172K81_4.20_0905
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **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 | 2034-10-01      | 3.0000%  | 0.0000% | $3806927.00        | $725051.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-04-01      | 3.0000%  | 0.0000% | $1340868.00        | $837611.74         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-04-01      | 3.0000%  | 0.0000% | $1120717.00        | $816346.93         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $7922863.00        | $4240629.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $47527.00          | $20411.67          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $1000000.00        | $543291.79         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-07-01      | 1.9000%  | 0.0000% | $3791358.00        | $3315026.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-01-01      | 2.2100%  | 0.0000% | $1309986.00        | $1110756.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-05-01      | 3.0400%  | 0.0000% | $2201000.00        | $2134068.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $1525420.00        | $1225574.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-10-01      | 2.0000%  | 0.0000% | $122905.00         | $73216.58          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-10-01      | 3.0000%  | 0.0000% | $9242632.00        | $4879710.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $225000.00         | $163568.42         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1322412.00        | $1329661.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $12739629.00       | $9981944.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $11504440.00       | $7774482.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $2862724.00        | $2462275.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $9449739.00        | $8060184.98        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1147831.00        | $763863.25         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $313684.00         | $212157.58         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 5.5000%  | 0.0000% | $7002031.00        | $6062919.28        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 6.5000%  | 0.0000% | $1301908.00        | $1169946.81        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $100000.00         | $77878.33          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $1183148.00        | $1184104.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $7701540.00        | $5759101.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $9153222.00        | $7470191.24        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $7608025.00        | $6844500.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1115567.00        | $957298.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $100000.00         | $99007.30          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $109766.00         | $101404.86         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $8062018.00        | $6829254.99        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 8.0000%  | 0.0000% | $173886.00         | $156496.33         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-03-01      | 5.2100%  | 0.0000% | $4119643.00        | $4283421.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $14096160.00       | $3214338.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-07-01      | 4.5000%  | 0.0000% | $4312600.00        | $1473222.89        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $776812.00         | $219721.72         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-02-01      | 3.5000%  | 0.0000% | $4124619.00        | $1953588.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $11329602.00       | $4380202.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $3138784.00        | $1558347.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $3082056.00        | $1396581.07        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $7133503.00        | $3741788.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $93376214.00       | $51148340.08       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $3448120.00        | $1906579.28        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $4874729.00        | $2611162.50        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $3092928.00        | $1721528.95        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $16777504.00       | $9045542.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $12978967.00       | $6986395.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $2617763.00        | $1379655.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $4781334.00        | $2579909.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $4007.00           | $1903.11           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $200000.00         | $97156.82          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $16123777.00       | $9212364.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $11434752.00       | $6166977.95        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 3.5000%  | 0.0000% | $1063284.00        | $681634.35         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $3548999.00        | $1822560.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $8547535.00        | $5348393.39        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $3619075.00        | $1994585.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.5000%  | 0.0000% | $12980672.00       | $7435669.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $11603213.00       | $6603914.81        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $14134752.00       | $7757695.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $12446720.00       | $7032001.17        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $691.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $50147481.00       | $30631027.30       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $1415007.00        | $995802.58         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 4.0000%  | 0.0000% | $3823316.00        | $2269385.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $2222.00           | $1464.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $84786.00          | $63963.62          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $300000.00         | $217744.52         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $72200.00          | $51368.28          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $285000.00         | $210251.18         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $3160290.00        | $2286678.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $4147830.00        | $3252887.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $4852605.00        | $3916615.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-03-01      | 6.5000%  | 0.0000% | $3000.00           | $2723.29           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $2986967.00        | $2873078.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1894018.00        | $1906449.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $33245515.00       | $32621862.36       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-08-01      | 3.5000%  | 0.0000% | $189003.00         | $24777.48          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-10-01      | 2.0000%  | 0.0000% | $4325000.00        | $1915128.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $4002.00           | $2091.42           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1149.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $375000.00         | $238581.71         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $300000.00         | $231479.73         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $4853928.00        | $3538410.29        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $3520.00           | $3043.13           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $433000.00         | $432758.77         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $12817867.00       | $12867494.70       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-10-01      | 3.0000%  | 0.0000% | $5740.00           | $41.24             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-09-01      | 1.5000%  | 0.0000% | $5628120.00        | $3272056.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-08-01      | 3.5000%  | 0.0000% | $2000000.00        | $202965.71         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $5502000.00        | $3540593.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $228000.00         | $175898.64         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $4794907.00        | $3820658.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $2856.00           | $2312.35           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $144226.00         | $118010.42         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $220690228.00      | $208481529.61      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1574297.00        | $1585966.97        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $293468.00         | $237904.76         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $1401260.00        | $1399614.45        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $1392.00           | $1424.36           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $2055.00           | $2022.38           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip                   | 2026-11-15      | N/A      | 0.0000% | $222800.00         | $213860.82         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2037-02-15      | N/A      | 0.0000% | $400000.00         | $243639.20         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2039-05-15      | N/A      | 0.0000% | $500200.00         | $266482.55         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2042-08-15      | N/A      | 0.0000% | $824800.00         | $358030.01         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-02-15      | 2.6250%  | 0.0000% | $5271600.00        | $5108737.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2035-11-15      | N/A      | 0.0000% | $647000.00         | $410584.26         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2029-05-15      | N/A      | 0.0000% | $386000.00         | $336576.56         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2030-05-15      | N/A      | 0.0000% | $383996.00         | $321148.91         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2036-05-15      | N/A      | 0.0000% | $354000.00         | $218480.30         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2040-05-15      | N/A      | 0.0000% | $522597.68         | $253739.99         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2042-02-15      | N/A      | 0.0000% | $663000.00         | $289118.39         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2043-08-15      | N/A      | 0.0000% | $960000.00         | $381859.20         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2044-02-15      | N/A      | 0.0000% | $806998.00         | $312072.58         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2044-11-15      | N/A      | 0.0000% | $996975.53         | $370613.69         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2047-02-15      | N/A      | 0.0000% | $915000.00         | $302554.82         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2048-08-15      | N/A      | 0.0000% | $869737.00         | $265612.46         | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 5.0000%  | 0.0000% | $8254.00           | $312.69            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2034-11-01      | 6.0000%  | 0.0000% | $9513.00           | $128.46            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-07-01      | 6.0000%  | 0.0000% | $7616.00           | $76.20             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2037-02-01      | 4.5000%  | 0.0000% | $1549.00           | $40.94             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 4.0000%  | 0.0000% | $29873576.00       | $2768116.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.0000%  | 0.0000% | $5216988.00        | $3474655.10        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $1700000.00        | $1352925.83        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 6.0000%  | 0.0000% | $26270444.00       | $22852495.63       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.0000%  | 0.0000% | $35692517.00       | $31838621.03       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 3.0000%  | 0.0000% | $36000.00          | $26728.78          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 4.5000%  | 0.0000% | $79092.00          | $66503.66          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $7168.00           | $6064.90           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $17187063.00       | $14485149.21       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 4.0000%  | 0.0000% | $71562416.00       | $17305112.05       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-08-01      | 3.0000%  | 0.0000% | $9732192.00        | $3902165.52        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.5000%  | 0.0000% | $75000.00          | $34648.26          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $1539800.00        | $1574201.70        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $110000.00         | $90780.66          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 3.0000%  | 0.0000% | $4000.00           | $2820.19           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $48911.00          | $35976.90          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 6.5000%  | 0.0000% | $30003651.00       | $15630357.40       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.0000%  | 0.0000% | $369536.00         | $306161.75         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-08-01      | 5.0000%  | 0.0000% | $6445000.00        | $654950.67         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-10-01      | 3.5000%  | 0.0000% | $10209180.00       | $692061.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-04-01      | 4.5000%  | 0.0000% | $19000000.00       | $677297.39         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $76538890.00       | $7632846.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $47922176.00       | $7064914.07        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-08-01      | 4.5000%  | 0.0000% | $3200000.00        | $590775.09         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-03-01      | 3.5000%  | 0.0000% | $36149120.00       | $8749907.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-02-01      | 3.0000%  | 0.0000% | $3000000.00        | $709604.72         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-03-01      | 3.2800%  | 0.0000% | $1978447.00        | $1853199.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $3466019.00        | $266848.99         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $23961824.00       | $2712305.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-07-01      | 3.0000%  | 0.0000% | $5000000.00        | $120015.96         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-10-01      | 3.0000%  | 0.0000% | $2405452.00        | $461739.11         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-09-01      | 2.5000%  | 0.0000% | $2750.00           | $81.90             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $16407065.00       | $2974229.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-12-01      | 3.0000%  | 0.0000% | $3242584.00        | $679599.47         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $1102978.00        | $318078.61         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $4000592.00        | $854133.31         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-01-01      | 3.0000%  | 0.0000% | $3177312.00        | $686514.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $4019776.00        | $426906.23         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $3589564.00        | $564831.95         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-04-01      | 3.5000%  | 0.0000% | $4422872.00        | $467764.40         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $9351737.00        | $1206144.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $50107968.00       | $8003574.72        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-11-01      | 3.5000%  | 0.0000% | $76655259.00       | $7639356.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $50487488.00       | $7458056.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-11-01      | 3.5000%  | 0.0000% | $46755328.00       | $7737892.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-02-01      | 3.0000%  | 0.0000% | $57190208.00       | $7955475.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-06-01      | 3.0000%  | 0.0000% | $64571306.00       | $9353617.17        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $46974528.00       | $7686772.59        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-03-01      | 3.5000%  | 0.0000% | $1001.00           | $204.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $141306.00         | $28610.18          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-01-01      | 3.0000%  | 0.0000% | $36507706.00       | $7605171.59        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $73337216.00       | $16718378.06       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-02-01      | 3.5000%  | 0.0000% | $28498240.00       | $5405638.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $34486761.00       | $9225631.17        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-07-01      | 4.5000%  | 0.0000% | $26378268.00       | $6122840.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-05-01      | 3.0000%  | 0.0000% | $26548784.00       | $6126414.99        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $15446947.00       | $2708010.29        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-07-01      | 3.0000%  | 0.0000% | $36003040.00       | $6650847.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $37722028.00       | $7626974.17        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-09-01      | 4.0000%  | 0.0000% | $3564565.00        | $527171.12         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-04-01      | 3.0000%  | 0.0000% | $614558.00         | $39260.00          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-01-01      | 3.5000%  | 0.0000% | $48252416.00       | $2972908.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $62830720.00       | $7486910.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $58745114.00       | $5226410.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-06-01      | 5.5000%  | 0.0000% | $26441261.00       | $252300.15         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $8004540.00        | $6586313.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $3026161.00        | $2636303.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 5.5000%  | 0.0000% | $84616.00          | $76944.57          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $2130379.00        | $1194000.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $4523372.00        | $4383347.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1938529.00        | $1952751.76        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1490403.00        | $1181629.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $2575047.00        | $2587898.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1446897.00        | $1129012.24        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1079393.00        | $955064.23         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $294790.00         | $289705.25         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $10361568.00       | $10191600.46       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $9670849.00        | $9606345.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.5000%  | 0.0000% | $2002.00           | $1383.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 5.0000%  | 0.0000% | $2038702.00        | $2020498.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $6744550.00        | $6175346.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2045.12           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $3001520.00        | $3069964.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $245061.00         | $251631.08         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $2659532.00        | $2725907.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1867164.00        | $1675995.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $429952.00         | $415351.62         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1290894.00        | $1301151.86        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $1738365.00        | $1718925.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1994722.00        | $2026830.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-02-01      | 4.0000%  | 0.0000% | $3000000.00        | $623706.50         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-07-01      | 4.5000%  | 0.0000% | $17314566.00       | $3796564.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-03-01      | 4.5000%  | 0.0000% | $571185.00         | $89548.65          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $4745155.00        | $787507.15         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2057-02-01      | 4.5000%  | 0.0000% | $6900128.00        | $1798576.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2063-09-01      | 4.0000%  | 0.0000% | $2016.00           | $1625.13           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $709.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-09-01      | 4.0000%  | 0.0000% | $4618992.00        | $1388623.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $1000.00           | $332.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $2204352.00        | $467303.36         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-03-01      | 4.5000%  | 0.0000% | $21337379.00       | $6708218.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $14722286.00       | $3282955.59        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $34189056.00       | $6355107.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-01-01      | 2.2600%  | 0.0000% | $11523927.00       | $10728174.24       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-02-01      | 4.0000%  | 0.0000% | $94000.00          | $21969.85          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $2625000.00        | $533887.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-05-01      | 3.5000%  | 0.0000% | $15101130.00       | $4570919.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-12-01      | 4.0000%  | 0.0000% | $810000.00         | $116505.52         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-02-01      | 5.0000%  | 0.0000% | $19800000.00       | $6262640.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 4.0000%  | 0.0000% | $30531264.00       | $8271236.95        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 4.0000%  | 0.0000% | $49165726.00       | $13693226.12       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-04-01      | 4.0000%  | 0.0000% | $54646823.00       | $15149888.53       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $200000.00         | $137288.03         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 4.9080%  | 0.0000% | $6885607.00        | $5405569.76        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 1.9870%  | 0.0000% | $9236.00           | $8475.27           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 4.0000%  | 0.0000% | $1790779.00        | $219561.60         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-05-01      | 5.0000%  | 0.0000% | $1458131.00        | $578429.82         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-07-01      | 4.0000%  | 0.0000% | $13521463.00       | $3884474.32        | Agency Mortgage-Backed Securities  |

### Security 157: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.170000%
- **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: ARP179ZJ6, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP179ZJ6_4.17_0905
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **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.      | 2045-08-01      | 3.5000%  | 0.0000% | $2850000.00        | $727747.20         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 4.0000%  | 0.0000% | $4812982.00        | $535142.10         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $631.33            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-12-01      | 3.5000%  | 0.0000% | $13000.00          | $3205.26           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-03-01      | 3.5000%  | 0.0000% | $21896131.00       | $5871093.06        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $571.90            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $289974.00         | $253778.60         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $950046.00         | $986291.40         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $436.51            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.5000%  | 0.0000% | $309038.00         | $211787.22         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 2.5000%  | 0.0000% | $499000.00         | $315513.26         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $605610.00         | $472673.49         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 6.0000%  | 0.0000% | $600620.00         | $443293.14         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-07-01      | 3.5000%  | 0.0000% | $1000.00           | $744.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $1053.18           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.5000%  | 0.0000% | $3000.00           | $2073.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $5282962.00        | $5412277.12        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $10107292.00       | $9991099.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $3446548.00        | $3517916.86        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1192308.00        | $1220495.34        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1363907.00        | $1394674.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $4130.00           | $4224.18           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $1837783.00        | $1856880.36        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $10902487.00       | $10768927.52       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1634471.00        | $1673685.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-01-01      | 2.2600%  | 0.0000% | $2900001.00        | $2699749.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $71480473.00       | $8108433.06        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1000000.00        | $447049.36         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-07-01      | 1.6900%  | 0.0000% | $57703000.00       | $50277111.14       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-09-01      | 1.8200%  | 0.0000% | $18494440.00       | $15329219.35       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-02-01      | 5.0000%  | 0.0000% | $6624336.00        | $5880835.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $1655016.00        | $1295071.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-03-01      | 5.2100%  | 0.0000% | $453328.00         | $471350.33         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-07-01      | 4.0000%  | 0.0000% | $1883849.00        | $164027.61         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-06-01      | 4.0000%  | 0.0000% | $1339549.00        | $346902.78         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $18330216.00       | $5184712.15        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $58285659.00       | $31926917.79       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $6224221.00        | $3334021.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $16900487.00       | $9028572.98        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $290993.00         | $138206.01         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $12918416.00       | $7380972.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $27652638.00       | $14362841.54       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 3.0000%  | 0.0000% | $30134374.00       | $17765869.15       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $9097970.00        | $5566958.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $609000.00         | $370944.16         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $659.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $48968.00          | $37265.23          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $25102010.00       | $18084060.91       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $12591285.00       | $9969773.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $19283614.00       | $16252623.18       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $17750621.00       | $15656659.70       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $17475211.00       | $15567915.22       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 4.0000%  | 0.0000% | $25502244.00       | $20037532.02       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $169143.00         | $136518.03         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $20395928.00       | $15821442.92       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $24613598.00       | $18393255.20       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $22747110.00       | $17954065.36       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $4035751.00        | $3356865.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $19794000.00       | $16562794.72       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $22642745.00       | $21779413.75       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $7733761.00        | $7784520.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $42448836.00       | $41652538.26       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $956998.00         | $500122.56         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $300000.00         | $161368.35         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $598000.00         | $343741.37         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $560587.00         | $352590.12         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-01-01      | 3.0000%  | 0.0000% | $1521356.00        | $157434.75         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $201000.00         | $133928.18         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $2312.00           | $1650.87           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $220000.00         | $176341.31         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $22565140.00       | $17980263.60       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-11-01      | 4.0000%  | 0.0000% | $372889.00         | $38609.08          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-02-01      | 4.0000%  | 0.0000% | $765000.00         | $38648.82          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-11-01      | 4.0000%  | 0.0000% | $1038356.00        | $103342.64         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-05-01      | 4.5000%  | 0.0000% | $1966493.00        | $383980.23         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1025.94           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $215528.00         | $201038.95         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1739163.00        | $1749888.46        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1577710.00        | $1587769.61        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $14371.00          | $14477.53          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $75921.00          | $61546.64          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $1295494.00        | $1071425.03        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $550747.00         | $550100.24         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.90           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.5000%  | 0.0000% | $5216.00           | $5440.27           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 7.0000%  | 0.0000% | $11576108.00       | $11734739.75       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 7.0000%  | 0.0000% | $1086400.00        | $1150020.01        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.0000%  | 0.0000% | $1484812.00        | $1519516.29        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $695178.00         | $684143.26         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2032-07-15      | 0.6250%  | 0.0000% | $4722800.00        | $4980810.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note      | 2026-01-31      | 4.3884%  | 0.0000% | $1009200.00        | $1013368.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-07-15      | 1.8750%  | 0.0000% | $3112900.00        | $3250715.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2039-11-15      | N/A      | 0.0000% | $319682.32         | $160250.67         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2040-05-15      | N/A      | 0.0000% | $9402.08           | $4565.05           | U.S. Treasuries (including strips) |

### Security 158: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.430000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP17B5Z8, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP17B5Z8_4.43_0905
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **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 Strip | 2036-02-15      | N/A      | 0.0000% | $727100.00         | $469676.06         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $9313900.00        | $4760269.09        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $16341300.00       | $8230361.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $200.00            | $93.47             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $14073300.00       | $6063565.74        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $3416200.00        | $1352483.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $18623000.00       | $7073983.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $37400.00          | $14026.72          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $602500.00         | $220318.58         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $300.00            | $99.71             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $300.00            | $148.42            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-11-15      | N/A      | 0.0000% | $4399800.00        | $1241513.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-02-15      | N/A      | 0.0000% | $42286800.00       | $11786472.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $2191200.00        | $582830.71         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $468900.00         | $118093.87         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $7378900.00        | $1828417.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $624100.00         | $152335.94         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2029-04-15      | 3.8750%  | 0.0000% | $5229700.00        | $11441468.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2048-11-15      | 3.3750%  | 0.0000% | $7158400.00        | $5694109.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-05-15      | 1.1250%  | 0.0000% | $100.00            | $62.79             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-08-31      | 2.7500%  | 0.0000% | $200.00            | $202.70            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-11-30      | 1.6250%  | 0.0000% | $974100.00         | $952096.94         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-11-30      | 0.3750%  | 0.0000% | $30821900.00       | $30553815.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-10-15      | 0.1250%  | 0.0000% | $326232400.00      | $382765242.74      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-31      | 4.1250%  | 0.0000% | $100.00            | $102.35            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-11-30      | 3.8750%  | 0.0000% | $118763100.00      | $120493678.94      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-04-15      | 3.7500%  | 0.0000% | $100.00            | $101.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-06-30      | 4.0000%  | 0.0000% | $8641000.00        | $8789847.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-07-15      | 4.5000%  | 0.0000% | $106476000.00      | $107581936.10      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-03-31      | 4.1250%  | 0.0000% | $109528800.00      | $113214164.04      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-15      | 4.5000%  | 0.0000% | $7173700.00        | $7359964.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-08-15      | 3.6250%  | 0.0000% | $800.00            | $801.79            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-08-15      | N/A      | 0.0000% | $0.42              | $0.30              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $81.16             | $50.90             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $53.51             | $32.67             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $95.74             | $66.16             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $10.78             | $6.23              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-11-15      | N/A      | 0.0000% | $25149849.69       | $14307372.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $53914452.52       | $19950180.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $15.51             | $4.86              | U.S. Treasuries (including strips) |

### Security 159: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.250000%
- **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: ARP17H4A1, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP17H4A1_4.25_0929
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-09-29
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-09-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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 | 2050-08-01      | 2.0000%  | 0.0000% | $58316277.00       | $27076391.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 3.0000%  | 0.0000% | $219156697.00      | $28255768.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $125749285.00      | $29828062.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $103118749.00      | $27832528.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.0000%  | 0.0000% | $201952552.00      | $29958204.60       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.0000%  | 0.0000% | $249753048.00      | $29372701.09       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $275150549.00      | $29693965.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.0000%  | 0.0000% | $228506448.00      | $28019929.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.0000%  | 0.0000% | $249722422.00      | $29506526.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.0000%  | 0.0000% | $9098536.00        | $1989996.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 3.0000%  | 0.0000% | $215865041.00      | $27825711.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-01-01      | 3.5000%  | 0.0000% | $129729100.00      | $29930065.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 3.5000%  | 0.0000% | $14754718.00       | $2262001.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 3.5000%  | 0.0000% | $174738330.00      | $27834151.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 3.5000%  | 0.0000% | $257548608.00      | $29342589.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-02-01      | 3.5000%  | 0.0000% | $227232470.00      | $28970096.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $244853248.00      | $28405647.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.5000%  | 0.0000% | $195991496.00      | $27395661.64       | Agency Mortgage-Backed Securities |

### Security 160: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.240000%
- **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: ARP17PVG0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP17PVG0_4.24_1009
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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.         | 2054-10-01      | 6.0000%  | 0.0000% | $9389876.00        | $8428188.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $68087800.00       | $63179071.32       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $5875627.00        | $5494657.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.0000%  | 0.0000% | $5045015.00        | $4532912.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $257281.00         | $245481.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 7.0000%  | 0.0000% | $7800.00           | $7150.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $898.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 4.0000%  | 0.0000% | $19652386.00       | $17681175.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $1099912.00        | $1022666.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 6.5000%  | 0.0000% | $69628.00          | $59821.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-15      | 5.8800%  | 0.0000% | $596558.00         | $622795.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-07-15      | 5.7000%  | 0.0000% | $1644910.00        | $1725181.82        | Agency Mortgage-Backed Securities |

### Security 161: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.250000%
- **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: ARP17PW46, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP17PW46_4.25_1009
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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 | 2044-11-01      | 3.5000%  | 0.0000% | $972470689.00      | $69261931.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $330345013.00      | $33738068.84       | Agency Mortgage-Backed Securities |

### Security 162: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.390000%
- **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: ARP17RSQ8, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP17RSQ8_4.39_0905
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **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 Bank                   | 2026-09-15      | 1.2000%  | 0.0000% | $25000000.00       | $24434216.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-07-01      | 3.5000%  | 0.0000% | $1000000.00        | $100564.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-06-01      | 7.0000%  | 0.0000% | $12886014.00       | $6855.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-05-01      | 4.5000%  | 0.0000% | $2000.00           | $171.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-12-01      | 4.5000%  | 0.0000% | $693000.00         | $67621.62          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-05-01      | 2.0000%  | 0.0000% | $895000.00         | $470338.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-10-01      | 3.0000%  | 0.0000% | $3040000.00        | $452826.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-02-01      | 2.0000%  | 0.0000% | $1315000.00        | $51049.60          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2026-09-28      | 0.9400%  | 0.0000% | $20000000.00       | $19442515.56       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2034-02-01      | 2.4800%  | 0.0000% | $20000000.00       | $17311337.78       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-07-01      | 5.0000%  | 0.0000% | $616000.00         | $611438.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-08-05      | 0.8750%  | 0.0000% | $28000.00          | $24436.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-12-01      | 7.0000%  | 0.0000% | $181758.00         | $325.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-02-01      | 4.0000%  | 0.0000% | $614760.00         | $75744.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-05-01      | 6.0000%  | 0.0000% | $3298908.00        | $134319.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-08-01      | 4.0000%  | 0.0000% | $100000.00         | $15178.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $3150344.00        | $3180751.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1249936.00        | $1327155.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-07-01      | 4.0000%  | 0.0000% | $2718064.00        | $865587.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1432436.00        | $355287.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $42267712.00       | $35372471.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $393820160.00      | $283425889.46      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $161519872.00      | $121212249.85      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-12-01      | 4.0000%  | 0.0000% | $2495932.00        | $193572.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-11-01      | 2.0000%  | 0.0000% | $385000.00         | $194059.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1928048.00        | $1071501.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-03-01      | 2.0000%  | 0.0000% | $975645.00         | $491307.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $251061248.00      | $250443434.05      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 7.5000%  | 0.0000% | $1832612.00        | $1964034.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-01-01      | 4.0000%  | 0.0000% | $60503688.00       | $25708.03          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.5000%  | 0.0000% | $120617.00         | $120019.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $1177114.00        | $1194102.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 2.5000%  | 0.0000% | $1835640.00        | $316419.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $167860992.00      | $20757222.57       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $27234640.00       | $1993241.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 4.0000%  | 0.0000% | $2400000.00        | $1642160.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $30006900.00       | $15884867.06       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 4.0000%  | 0.0000% | $391254.00         | $347389.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $1825452.00        | $1928336.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $328847.00         | $340250.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-08-15      | 5.7100%  | 0.0000% | $2000000.00        | $2100576.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $4361112.00        | $4505938.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1713574.00        | $1783564.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $139407.00         | $145408.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $429673.00         | $446955.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1446424.00        | $1463877.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $24651424.00       | $24941767.29       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $418537.00         | $438832.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1335096.00        | $1367578.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $8059190.00        | $8382716.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $17075584.00       | $17449089.63       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1092582.00        | $1143240.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1523014.00        | $1547424.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $3496512.00        | $3647933.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $314521.00         | $324136.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 4.5000%  | 0.0000% | $12309376.00       | $11839994.88       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1822582.00        | $1900396.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1649826.00        | $1720259.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1381132.00        | $1441783.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $11395424.00       | $11881923.77       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $2143664.00        | $2222588.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $8374944.00        | $8442913.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $10276016.00       | $10217657.37       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $4179630.00        | $4275158.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $17070144.00       | $17783890.35       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $5883816.00        | $5912381.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 4.5000%  | 0.0000% | $1009744.00        | $964829.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $57883392.00       | $57255546.49       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $10952112.00       | $10859925.70       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $3744288.00        | $3583845.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1367670.00        | $1408460.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $122335.00         | $127734.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-07-20      | 5.0000%  | 0.0000% | $643876.00         | $25585.79          | Agency Mortgage-Backed Securities |

### Security 163: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.250000%
- **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: ARP17UHD2, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP17UHD2_4.25_1015
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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 | 2050-11-01      | 2.0000%  | 0.0000% | $152958862.00      | $79837927.53       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-11-01      | 3.5000%  | 0.0000% | $138869311.00      | $9890639.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $106127932.00      | $13271433.35       | Agency Mortgage-Backed Securities |

### Security 164: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP17WQF3, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP17WQF3_4.37_0905
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2060-01-15      | 4.7500%  | 0.0000% | $1000.00           | $987.56            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2025-08-31      | 2.7500%  | 0.0000% | $100.00            | $101.35            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-09-30      | 3.0000%  | 0.0000% | $9695700.00        | $9803875.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-09-30      | 0.2500%  | 0.0000% | $192700.00         | $192218.52         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-10-15      | 0.1250%  | 0.0000% | $403143000.00      | $499999963.89      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-09-15      | 3.5000%  | 0.0000% | $3700.00           | $3757.55           | U.S. Treasuries (including strips) |

### Security 165: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP17YJZ3, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP17YJZ3_4.14_0905
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **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 Strip              | 2040-11-15      | N/A      | 0.0000% | $505.70            | $239.93            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $27476442.57       | $10036100.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-08-15      | N/A      | 0.0000% | $34.05             | $13.67             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-08-15      | N/A      | 0.0000% | $149442.79         | $53732.30          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-11-15      | N/A      | 0.0000% | $18.26             | $6.19              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-02-15      | N/A      | 0.0000% | $102.91            | $34.40             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-08-15      | N/A      | 0.0000% | $203.52            | $66.28             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-11-15      | N/A      | 0.0000% | $86.61             | $27.89             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-05-15      | N/A      | 0.0000% | $112.90            | $35.36             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2049-02-15      | N/A      | 0.0000% | $265.51            | $80.06             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2049-05-15      | N/A      | 0.0000% | $24.77             | $7.36              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-11-15      | N/A      | 0.0000% | $13738300.00       | $5919228.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-02-15      | N/A      | 0.0000% | $9151100.00        | $3888668.43        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-05-15      | N/A      | 0.0000% | $45774600.00       | $18122301.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $4390000.00        | $1667550.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $800.00            | $300.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-08-15      | N/A      | 0.0000% | $200100.00         | $74011.39          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-11-15      | N/A      | 0.0000% | $400.00            | $146.27            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-05-15      | N/A      | 0.0000% | $4114100.00        | $1465010.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-05-15      | N/A      | 0.0000% | $33572200.00       | $11316819.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-02-15      | N/A      | 0.0000% | $200.00            | $58.59             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $2100.00           | $1038.91           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-11-15      | N/A      | 0.0000% | $1900.00           | $536.13            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-02-15      | N/A      | 0.0000% | $114500.00         | $31914.24          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-11-15      | N/A      | 0.0000% | $100.00            | $26.94             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-02-15      | N/A      | 0.0000% | $2548500.00        | $677867.87         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-05-15      | N/A      | 0.0000% | $124249200.00      | $31292533.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-11-15      | N/A      | 0.0000% | $600.00            | $148.67            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-05-15      | N/A      | 0.0000% | $300.00            | $72.58             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2055-02-15      | N/A      | 0.0000% | $100.00            | $23.39             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2026-02-15      | 6.0000%  | 0.0000% | $1010500.00        | $1021486.77        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-02-15      | 2.1250%  | 0.0000% | $100.00            | $149.05            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-05-15      | 1.1250%  | 0.0000% | $100.00            | $62.79             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-06-30      | 1.8750%  | 0.0000% | $200.00            | $197.19            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2025-11-15      | 2.2500%  | 0.0000% | $2327400.00        | $2332378.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-05-31      | 0.7500%  | 0.0000% | $124000.00         | $121259.63         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-30      | 2.7500%  | 0.0000% | $12549200.00       | $12468560.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-01-15      | 1.1250%  | 0.0000% | $23933600.00       | $25211472.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-09-30      | 4.6250%  | 0.0000% | $1045500.00        | $1108785.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-11-15      | 4.5000%  | 0.0000% | $100.00            | $104.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-07-31      | 4.3254%  | 0.0000% | $584300.00         | $586674.66         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-10-15      | 1.6250%  | 0.0000% | $19424300.00       | $20538185.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-01-31      | 4.2500%  | 0.0000% | $14903500.00       | $15300964.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-05-31      | 4.1250%  | 0.0000% | $800.00            | $818.61            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-07-31      | 4.0000%  | 0.0000% | $1057800.00        | $1066423.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2032-08-15      | N/A      | 0.0000% | $81.63             | $61.61             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-02-15      | N/A      | 0.0000% | $41620231.46       | $30655964.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-08-15      | N/A      | 0.0000% | $42385858.85       | $28883165.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $63895191.98       | $40070080.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-08-15      | N/A      | 0.0000% | $25325917.81       | $15462663.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-02-15      | N/A      | 0.0000% | $72863912.12       | $43263093.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2032-05-15      | N/A      | 0.0000% | $9.34              | $7.13              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2032-11-15      | N/A      | 0.0000% | $208042.78         | $155162.88         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-05-15      | N/A      | 0.0000% | $17.63             | $12.18             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-02-15      | N/A      | 0.0000% | $9.06              | $7.97              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-08-15      | N/A      | 0.0000% | $11556749.39       | $9972607.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-02-15      | N/A      | 0.0000% | $5.54              | $4.68              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-08-15      | N/A      | 0.0000% | $7.37              | $6.10              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-11-15      | N/A      | 0.0000% | $522109.26         | $314315.52         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-05-15      | N/A      | 0.0000% | $36273358.87       | $21242186.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-08-15      | N/A      | 0.0000% | $60402487.50       | $34882496.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2038-02-15      | N/A      | 0.0000% | $47.15             | $26.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-11-15      | N/A      | 0.0000% | $152.43            | $86.72             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2038-08-15      | N/A      | 0.0000% | $3.96              | $2.16              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-02-15      | N/A      | 0.0000% | $28469536.44       | $15052669.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-05-15      | N/A      | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-08-15      | N/A      | 0.0000% | $6096.70           | $3124.16           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $7526584.33        | $3736181.41        | U.S. Treasuries (including strips) |

### Security 166: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.400000%
- **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: ARP17YQY8, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP17YQY8_4.40_0905
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **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 Bank                   | 2026-02-25      | 0.6500%  | 0.0000% | $25000000.00       | $24580305.56       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2026-06-12      | 0.8750%  | 0.0000% | $75000.00          | $73369.61          | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2026-08-26      | 1.0000%  | 0.0000% | $20000000.00       | $19432066.67       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2035-09-28      | 3.4300%  | 0.0000% | $5698000.00        | $5252285.03        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2026-09-01      | 0.8700%  | 0.0000% | $13000000.00       | $12660253.67       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2026-06-15      | 0.9000%  | 0.0000% | $25000000.00       | $24438050.00       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2029-04-26      | 1.4000%  | 0.0000% | $20000000.00       | $18472946.67       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2037-01-05      | 2.6800%  | 0.0000% | $16660000.00       | $13709230.78       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2042-02-03      | 2.9300%  | 0.0000% | $10463000.00       | $7871064.95        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2032-04-05      | 3.8000%  | 0.0000% | $25000000.00       | $24561500.00       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2027-05-03      | 3.6300%  | 0.0000% | $16654000.00       | $16747123.62       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2027-02-03      | 4.4900%  | 0.0000% | $95000000.00       | $95365195.84       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2033-08-26      | 5.3400%  | 0.0000% | $50000000.00       | $49951050.00       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2028-07-03      | 3.7500%  | 0.0000% | $20250000.00       | $20412614.25       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $1166986.00        | $803616.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-06-23      | 0.7500%  | 0.0000% | $40000000.00       | $39031880.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-01-28      | 0.5500%  | 0.0000% | $20000000.00       | $19716552.22       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.0890%  | 0.0000% | $7467870.00        | $7309442.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-08-20      | 4.2500%  | 0.0000% | $1131884.00        | $166115.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-05-20      | 3.0000%  | 0.0000% | $2477892.00        | $33938.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-01-20      | 5.6250%  | 0.0000% | $103510912.00      | $1588379.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-05-20      | 5.0000%  | 0.0000% | $70519.00          | $6745.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 5.0000%  | 0.0000% | $456952.00         | $59565.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 3.0000%  | 0.0000% | $2008760.00        | $754842.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 2.5000%  | 0.0000% | $5000000.00        | $976917.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.5000%  | 0.0000% | $1369330.00        | $350802.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $5866600.00        | $6035256.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1414216.00        | $1457032.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $2432392.00        | $2511721.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $593475.00         | $612285.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1674878.00        | $1738244.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1529014.00        | $1596245.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1830406.00        | $1895157.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1914958.00        | $1956847.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $3749612.00        | $3888710.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1577962.00        | $1598567.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $1703984.00        | $1720745.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $4873768.00        | $5028235.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 6.5000%  | 0.0000% | $323392.00         | $333041.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 7.0000%  | 0.0000% | $2794124.00        | $2884914.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $7760048.00        | $8089264.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $200891392.00      | $198973741.27      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $337320.00         | $344016.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $106945.00         | $109612.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $3273928.00        | $3385731.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $4276088.00        | $4334435.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1121952.00        | $1159578.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1058220.00        | $1079469.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-20      | 3.5000%  | 0.0000% | $272451.00         | $82561.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-15      | 5.0000%  | 0.0000% | $4283936.00        | $210605.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 3.5000%  | 0.0000% | $44699968.00       | $4485167.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $96595.00          | $91253.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 5.4130%  | 0.0000% | $796570.00         | $657166.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 5.1660%  | 0.0000% | $1400000.00        | $1167656.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-05-15      | 6.0000%  | 0.0000% | $61126.00          | $1183.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $225980000.00      | $173819964.45      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 6.0000%  | 0.0000% | $105593.00         | $69515.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $11939620.00       | $8096530.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 3.5000%  | 0.0000% | $916678.00         | $816187.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-03-20      | 6.5000%  | 0.0000% | $802145.00         | $672847.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 5.8400%  | 0.0000% | $3605100.00        | $3776573.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $11147620.00       | $10139735.58       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $549559.00         | $565145.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 4.5000%  | 0.0000% | $6742672.00        | $6260827.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 6.5000%  | 0.0000% | $279362.00         | $287697.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $2502532.00        | $2554997.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $20341856.00       | $20986584.35       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $5657820.00        | $5558943.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 4.8300%  | 0.0000% | $1610602.00        | $1597013.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-15      | 4.5300%  | 0.0000% | $4763072.00        | $4622381.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $2526480.00        | $2606555.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 4.5000%  | 0.0000% | $1211002.00        | $1156108.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1129788.00        | $1165409.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 4.5000%  | 0.0000% | $12630608.00       | $11729328.58       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 4.5000%  | 0.0000% | $14990544.00       | $13940208.94       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $1018340.00        | $1001647.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $2127136.00        | $2179784.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $14374336.00       | $14974227.59       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $4236768.00        | $4410255.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1212120.00        | $1262856.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $4272048.00        | $4398073.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 4.5000%  | 0.0000% | $28342944.00       | $27228387.30       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $25167232.00       | $26190887.86       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1421408.00        | $1443524.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 5.8400%  | 0.0000% | $2901884.00        | $3083575.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $396700.00         | $414463.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $293837.00         | $306346.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $2184000.00        | $2230234.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $4075320.00        | $4244307.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $590028.00         | $608727.56         | Agency Mortgage-Backed Securities |

### Security 167: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.150000%
- **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: ARP17ZGS9, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP17ZGS9_4.15_0905
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **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.      | 2034-11-01      | 6.0000%  | 0.0000% | $1750.00           | $23.63             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-07-01      | 6.0000%  | 0.0000% | $6296.00           | $62.99             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-07-01      | 5.0000%  | 0.0000% | $14504.00          | $964.63            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-07-01      | 3.0000%  | 0.0000% | $2170778.00        | $143249.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-11-01      | 3.5000%  | 0.0000% | $14288430.00       | $2207727.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $4838865.00        | $967682.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-03-01      | 4.0000%  | 0.0000% | $89253874.00       | $17238894.68       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.0000%  | 0.0000% | $4121696.00        | $2745161.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $47858740.00       | $39920742.63       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $20318413.00       | $18156912.85       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.0000%  | 0.0000% | $1000.00           | $961.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.5000%  | 0.0000% | $10852523.00       | $8928205.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 2.5000%  | 0.0000% | $140000.00         | $101943.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-03-01      | 3.5000%  | 0.0000% | $32845922.00       | $8807102.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 3.0000%  | 0.0000% | $391819.00         | $224082.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 4.5000%  | 0.0000% | $2142075.00        | $1161268.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $648000.00         | $636589.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 4.5000%  | 0.0000% | $21920684.00       | $16009575.17       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $5069857.00        | $3956980.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $5163467.00        | $3798031.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 6.0000%  | 0.0000% | $9001440.00        | $6643595.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $24947.00          | $19364.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $819.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.0000%  | 0.0000% | $3432054.00        | $3004781.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-07-01      | 3.5000%  | 0.0000% | $184916.00         | $137734.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.5000%  | 0.0000% | $250646.00         | $205285.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 6.0000%  | 0.0000% | $34245.00          | $30891.71          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.5000%  | 0.0000% | $900359.00         | $783928.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $44743.00          | $44321.12          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $1509417.00        | $1382302.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-02-01      | 3.5000%  | 0.0000% | $828433408.00      | $52610057.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 3.5000%  | 0.0000% | $627271704.00      | $46935143.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 3.5000%  | 0.0000% | $55241441.00       | $10467922.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $152870560.00      | $30067770.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 4.5000%  | 0.0000% | $58131034.00       | $11825090.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $100096144.00      | $16082764.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1280410.00        | $1295851.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 7.0000%  | 0.0000% | $814046.00         | $611441.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $607424.00         | $605881.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 4.0000%  | 0.0000% | $1032230.00        | $946846.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $529018.00         | $533201.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $287322.00         | $288783.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $5800000.00        | $1013863.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2058-05-01      | 4.0000%  | 0.0000% | $61403169.00       | $18420451.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2063-03-01      | 4.5000%  | 0.0000% | $22592877.00       | $17886850.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $1102539.00        | $348135.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $16745122.00       | $3734032.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 3.5000%  | 0.0000% | $62088075.00       | $18302306.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.0000%  | 0.0000% | $54000000.00       | $18337824.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 4.9080%  | 0.0000% | $8910795.00        | $6995450.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 4.0000%  | 0.0000% | $8209221.00        | $1006505.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 2.0000%  | 0.0000% | $13704098.00       | $7898543.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $1682444.00        | $1655614.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $64952.00          | $54889.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $2150000.00        | $1626266.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $683153.00         | $474756.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-03-01      | 5.2100%  | 0.0000% | $464108.00         | $482558.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 4.0000%  | 0.0000% | $3298836.00        | $287231.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $21382026.00       | $11215670.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $6720539.00        | $3599875.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $5389068.00        | $2845443.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $8595570.00        | $4892128.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $127523.00         | $77717.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $320148.00         | $237298.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $1574847.00        | $1327081.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1792593.00        | $1724244.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $34070766.00       | $33431632.48       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $21762137.00       | $21163190.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 1.5000%  | 0.0000% | $2092374.00        | $1216457.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $31643485.00       | $25214033.74       | Agency Mortgage-Backed Securities |

### Security 168: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.440000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP17ZHK5, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP17ZHK5_4.44_0905
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **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 Strip | 2045-11-15      | N/A      | 0.0000% | $1166500.00        | $426558.72         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $1573900.00        | $778636.66         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2027-08-15      | 6.3750%  | 0.0000% | $3132900.00        | $3302534.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-30      | 2.7500%  | 0.0000% | $2430200.00        | $2414583.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-30      | 3.5000%  | 0.0000% | $391600000.00      | $394971735.52      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-06-30      | 4.0000%  | 0.0000% | $336389700.00      | $342184261.23      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $22514451.02       | $14119307.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $6568535.96        | $4010399.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $8956666.14        | $7167249.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-05-15      | N/A      | 0.0000% | $148305337.10      | $96932961.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-02-15      | N/A      | 0.0000% | $113.95            | $96.31             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $75.10             | $43.37             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $1349616.54        | $691590.75         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $0.67              | $0.28              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $49.83             | $18.91             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $64.44             | $20.99             | U.S. Treasuries (including strips) |

### Security 169: Natixis SA

- **C.1 - Title:** Natixis SA 4.230000%
- **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: ARP180HQ8, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP180HQ8_4.23_1024
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-24
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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.      | 2029-07-01      | 3.8300%  | 0.0000% | $1005.00           | $985.76            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2029-07-01      | 3.8300%  | 0.0000% | $1006.00           | $986.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-06-01      | 6.5820%  | 0.0000% | $1325.00           | $41.12             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $4933296.00        | $5159388.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.61           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $1015.00           | $1030.56           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-07-01      | 4.7650%  | 0.0000% | $1000.00           | $1024.26           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $1208880.00        | $1258858.17        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2026-04-16      | N/A      | 0.0000% | $900.00            | $878.28            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2048-11-15      | 3.3750%  | 0.0000% | $200.00            | $159.08            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-05-15      | 3.6250%  | 0.0000% | $900.00            | $734.73            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2055-02-15      | 2.3750%  | 0.0000% | $3572700.00        | $3483849.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-06-30      | 1.8750%  | 0.0000% | $100.00            | $98.60             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-01-15      | 0.1250%  | 0.0000% | $500.00            | $584.10            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-09-30      | 4.1250%  | 0.0000% | $4199200.00        | $4310610.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-10-31      | 4.8750%  | 0.0000% | $60473000.00       | $64664335.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-04-30      | 4.8750%  | 0.0000% | $100.00            | $102.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-05-15      | 4.5000%  | 0.0000% | $22590700.00       | $23177266.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-02-28      | 4.1250%  | 0.0000% | $400.00            | $410.36            | U.S. Treasuries (including strips) |

### Security 170: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.230000%
- **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: ARP183PK6, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP183PK6_4.23_1030
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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 | 2043-05-01      | 3.5000%  | 0.0000% | $167336982.00      | $22190803.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $200000000.00      | $34059779.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 3.5000%  | 0.0000% | $186149369.00      | $19962255.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $144024035.00      | $36334758.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $130554437.00      | $32574062.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-10-01      | 3.0000%  | 0.0000% | $169215921.00      | $33777406.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.0000%  | 0.0000% | $245695051.00      | $34457215.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.0000%  | 0.0000% | $250309916.00      | $33016636.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.0000%  | 0.0000% | $249517645.00      | $32437916.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $182000607.00      | $34255558.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 3.0000%  | 0.0000% | $145669138.00      | $33119159.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $252493986.00      | $32463320.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.5000%  | 0.0000% | $282239029.00      | $33351126.31       | Agency Mortgage-Backed Securities |

### Security 171: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.280000%
- **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: ARP1867A1, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1867A1_4.28_1103
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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 | 2050-09-01      | 2.0000%  | 0.0000% | $62553249.00       | $30873775.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $750143626.00      | $72126224.82       | Agency Mortgage-Backed Securities |

### Security 172: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.290000%
- **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: ARP186U98, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP186U98_4.29_1105
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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.      | 2054-11-01      | 4.0000%  | 0.0000% | $213000.00         | $193077.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 4.5000%  | 0.0000% | $62761222.00       | $58236508.17       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1813815.00        | $1696209.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.0000%  | 0.0000% | $54985.00          | $49403.66          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.0000%  | 0.0000% | $2554007.00        | $2298293.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 7.0000%  | 0.0000% | $5802118.00        | $6136904.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.5000%  | 0.0000% | $3021493.00        | $2773399.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.5000%  | 0.0000% | $3873361.00        | $3761991.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $5146424.00        | $5055496.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $15095652.00       | $14481060.71       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1042000.00        | $1028803.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $4327391.00        | $4205835.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.5000%  | 0.0000% | $1100041.00        | $1142817.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $4228241.00        | $4240920.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.5000%  | 0.0000% | $2638115.00        | $2745674.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.5000%  | 0.0000% | $116451.00         | $121920.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1550000.00        | $1381726.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $3550997.00        | $3310256.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 4.5000%  | 0.0000% | $20623171.00       | $19038780.19       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $3415604.00        | $3442271.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.0000%  | 0.0000% | $5339401.00        | $5155625.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $3952099.00        | $3822020.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 4.0000%  | 0.0000% | $1600.00           | $1439.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $2010226.00        | $1893933.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $859.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $116317747.00      | $111285588.28      | Agency Mortgage-Backed Securities |

### Security 173: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.350000%
- **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: ARP18BWZ7, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP18BWZ7_4.35_1112
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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.      | 2054-09-01      | 6.0000%  | 0.0000% | $39605.00          | $36458.50          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $1088.00           | $1061.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $3500000.00        | $3191707.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $2885383.00        | $2877377.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $1255861.00        | $1127428.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $3286407.00        | $2934476.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $616226.00         | $586955.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $456890.00         | $451373.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $21250547.00       | $20442749.25       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $14706826.00       | $13909887.76       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $3216918.00        | $2878331.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $941649.00         | $807457.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.0000%  | 0.0000% | $7209553.00        | $7051441.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $3744208.00        | $3731219.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $23750893.00       | $23608584.79       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.0000%  | 0.0000% | $1016088.00        | $991640.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $20705504.00       | $20076267.86       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $1286239.00        | $1251735.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $1647122.00        | $1686651.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $2478845.00        | $2491970.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1146111.00        | $828942.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $1495686.00        | $1497610.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $25000000.00       | $24639790.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $599814.00         | $605311.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $3894527.00        | $3799974.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $966.31            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $2228380.00        | $2208078.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $2175000.00        | $2137442.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $34314508.00       | $32542081.11       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $26000000.00       | $25551475.32       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 7.0000%  | 0.0000% | $9984021.00        | $9864004.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $6026119.00        | $6114124.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $4824651.00        | $4859083.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $33565533.00       | $32717268.85       | Agency Mortgage-Backed Securities |

### Security 174: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.270000%
- **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: ARP18CGD2, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP18CGD2_4.27_0905
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **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.      | 2054-10-01      | 6.0000%  | 0.0000% | $133635974.00      | $131279800.83      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $50660119.00       | $26240185.14       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2026-01-15      | 2.0000%  | 0.0000% | $848100.00         | $1382557.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2039-05-15      | 4.2500%  | 0.0000% | $100.00            | $98.19             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-12-31      | 1.2500%  | 0.0000% | $67326900.00       | $65276394.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-02-29      | 4.0000%  | 0.0000% | $79081000.00       | $81385073.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-07-15      | 4.3750%  | 0.0000% | $192664700.00      | $196163464.74      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-03-31      | 3.8750%  | 0.0000% | $9622200.00        | $9801779.33        | U.S. Treasuries (including strips) |

### Security 175: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.440000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18D8S6, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP18D8S6_4.44_0905
- **C.18 - Value (incl. sponsor support):** $1950000000.00
- **C.18.a - Value (excl. sponsor support):** $1950000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **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 Strip | 2047-11-15      | N/A      | 0.0000% | $368.01            | $118.50            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-02-15      | N/A      | 0.0000% | $3155390.93        | $951413.47         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $1.98              | $0.55              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $7056100.00        | $4557944.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $1864800.00        | $965748.22         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $28542300.00       | $14587769.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $30256000.00       | $15238555.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $100.00            | $46.74             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $65911600.00       | $28398408.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $8050100.00        | $3420809.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $11323900.00       | $4483165.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $24768500.00       | $9408364.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $1042200.00        | $390872.94         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $9469300.00        | $3502428.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $2717100.00        | $993572.83         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-05-15      | N/A      | 0.0000% | $15857200.00       | $5646669.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $2896400.00        | $976344.58         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $200.00            | $98.94             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-11-15      | N/A      | 0.0000% | $13257700.00       | $3740991.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-11-15      | N/A      | 0.0000% | $115161100.00      | $29789412.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $19016000.00       | $4789236.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $77115600.00       | $19108474.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $12132300.00       | $2961360.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-05-15      | N/A      | 0.0000% | $26812500.00       | $6486587.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2029-01-15      | 2.5000%  | 0.0000% | $9050300.00        | $14318530.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-09-30      | 0.3750%  | 0.0000% | $23651800.00       | $22149156.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-12-31      | 0.6250%  | 0.0000% | $141564600.00      | $132259703.54      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-02-15      | 3.5000%  | 0.0000% | $286268000.00      | $277971816.54      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-30      | 3.5000%  | 0.0000% | $1526900.00        | $1540046.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-08-15      | 3.8750%  | 0.0000% | $374360200.00      | $371281156.59      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-01-15      | 1.7500%  | 0.0000% | $286377000.00      | $302833545.02      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-02-15      | 4.0000%  | 0.0000% | $325288200.00      | $324104716.64      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-07-15      | 1.8750%  | 0.0000% | $191277300.00      | $193884182.77      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $5194058.20        | $3825756.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $4375075.31        | $3062290.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $4009133.63        | $2731959.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $8342457.74        | $5529556.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $1418.54           | $889.60            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $1793.29           | $1094.89           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-02-15      | N/A      | 0.0000% | $14516650.13       | $8619290.05        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $72.54             | $58.05             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-11-15      | N/A      | 0.0000% | $5510399.21        | $4309247.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-05-15      | N/A      | 0.0000% | $25477920.66       | $19457844.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-11-15      | N/A      | 0.0000% | $45296624.98       | $32124411.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $5304085.99        | $3665319.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2025-11-15      | N/A      | 0.0000% | $60.35             | $59.83             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-05-15      | N/A      | 0.0000% | $848125.00         | $796268.94         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-08-15      | N/A      | 0.0000% | $14848011.28       | $12812720.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-02-15      | N/A      | 0.0000% | $2988155.79        | $2525475.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-08-15      | N/A      | 0.0000% | $5734123.49        | $4745583.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-11-15      | N/A      | 0.0000% | $17486059.96       | $10526800.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $3123113.28        | $1828938.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $209.74            | $121.13            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-02-15      | N/A      | 0.0000% | $8706631.92        | $4878299.74        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-11-15      | N/A      | 0.0000% | $210.63            | $119.82            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-05-15      | N/A      | 0.0000% | $49744586.63       | $27496171.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-02-15      | N/A      | 0.0000% | $259847.93         | $137389.14         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $8951150.34        | $4586882.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $29987341.69       | $14885656.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $7715382.17        | $2818135.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-05-15      | N/A      | 0.0000% | $20426286.77       | $8855448.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $7001881.70        | $2897868.78        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-02-15      | N/A      | 0.0000% | $0.06              | $0.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $206390.64         | $77460.47          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $37828.15          | $13601.15          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $14451844.82       | $4830789.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $666999.99         | $217236.56         | U.S. Treasuries (including strips) |

### Security 176: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18JFZ9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP18JFZ9_4.37_1121
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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.      | 2054-09-01      | 6.5000%  | 0.0000% | $5096694.00        | $4775268.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 4.0000%  | 0.0000% | $2399.00           | $2135.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.0000%  | 0.0000% | $78013.00          | $73314.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $93413227.00       | $86421335.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $226000.00         | $201181.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.0000%  | 0.0000% | $5103401.00        | $4763631.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $4368010.00        | $4245943.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 4.5000%  | 0.0000% | $2698921.00        | $2517125.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $883.58            | Agency Mortgage-Backed Securities |

### Security 177: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18KE53, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP18KE53_4.36_1118
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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.      | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $2454.00           | $2470.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $3565663.00        | $2912621.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 4.5000%  | 0.0000% | $98353.00          | $84833.82          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.0000%  | 0.0000% | $103925612.00      | $99999999.22       | Agency Mortgage-Backed Securities |

### Security 178: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18MY65, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP18MY65_4.37_1128
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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.      | 2054-11-01      | 6.5000%  | 0.0000% | $1519129.00        | $1590475.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 4.5000%  | 0.0000% | $391964.00         | $218324.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1156442.00        | $1143486.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1447.00           | $1348.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $47901.00          | $46324.41          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $104521842.00      | $99999999.76       | Agency Mortgage-Backed Securities |

### Security 179: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18UHM1, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP18UHM1_4.37_1209
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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.      | 2054-10-01      | 5.5000%  | 0.0000% | $2442055.00        | $2318450.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 4.0000%  | 0.0000% | $13219604.00       | $11871472.97       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.0000%  | 0.0000% | $1559000.00        | $1470133.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $75864943.00       | $70056240.13       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $1170453.00        | $1041564.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $1093621.00        | $1123007.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 7.0000%  | 0.0000% | $1300421.00        | $1362497.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $1040061.00        | $998380.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $1628438.00        | $1570054.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $1118138.00        | $1016660.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $1066377.00        | $978828.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.0000%  | 0.0000% | $8359.00           | $8175.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $1125388.00        | $922621.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 4.5000%  | 0.0000% | $3002406.00        | $2834091.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $975.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $1039085.00        | $1000414.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $1137379.00        | $1146975.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $2508877.00        | $2525875.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 4.5000%  | 0.0000% | $2899147.00        | $2657779.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $1014708.00        | $1022667.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $144107.00         | $117714.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1120427.00        | $1032989.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $1645049.00        | $1548856.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $1136600.00        | $679355.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $1059787.00        | $1050328.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 4.5000%  | 0.0000% | $1165011.00        | $1004873.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $13922229.00       | $13584221.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $3699000.00        | $3313840.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 4.0000%  | 0.0000% | $6281856.00        | $5668935.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $7182057.00        | $6740442.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $79262106.00       | $79486491.27       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $278735.00         | $280724.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $116360.00         | $118380.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $135914.00         | $133388.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.0000%  | 0.0000% | $37977198.00       | $36542674.11       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $180000.00         | $164101.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $112432.00         | $106545.66         | Agency Mortgage-Backed Securities |

### Security 180: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18WQK1, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP18WQK1_4.35_0905
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **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 Note | 2027-02-28      | 1.1250%  | 0.0000% | $116300.00         | $112542.57         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-31      | 0.7500%  | 0.0000% | $144000.00         | $140088.85         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 1.8750%  | 0.0000% | $100.00            | $98.21             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $295292100.00      | $292790151.44      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-15      | 4.2500%  | 0.0000% | $5592500.00        | $5742908.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 4.1250%  | 0.0000% | $2200.00           | $2257.00           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $107249700.00      | $109212050.11      | U.S. Treasuries (including strips) |

### Security 181: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.385000%
- **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: ARP18XC32, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP18XC32_4.38_0905
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **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    | 2040-01-25      | 0.3484%  | 0.0000% | $35132544.00       | $49701.71          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-11-25      | 3.5000%  | 0.0000% | $6500000.00        | $4360555.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-07-25      | 0.0300%  | 0.0000% | $96772096.00       | $33256.03          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-05-25      | 1.5871%  | 0.0000% | $18620928.00       | $515129.48         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-02-25      | 3.0000%  | 0.0000% | $2381000.00        | $857535.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | N/A      | 0.0000% | $37985984.00       | $96214.00          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $10000000.00       | $896581.61         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-09-25      | 0.3016%  | 0.0000% | $61672480.00       | $2526276.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 1.6516%  | 0.0000% | $31508096.00       | $1112350.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.4016%  | 0.0000% | $50000000.00       | $2601290.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.3516%  | 0.0000% | $73499904.00       | $2325195.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 1.7516%  | 0.0000% | $15000000.00       | $875801.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 2.1516%  | 0.0000% | $96788096.00       | $8443897.68        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-02-25      | N/A      | 0.0000% | $55107072.00       | $53913913.92       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-01-15      | 3.5000%  | 0.0000% | $3791908.00        | $1221262.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-07-15      | 2.1428%  | 0.0000% | $55904128.00       | $453443.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-05-15      | 4.0000%  | 0.0000% | $17760256.00       | $10230.76          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-10-15      | 3.0000%  | 0.0000% | $13364912.00       | $4139522.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-01-15      | 3.0000%  | 0.0000% | $4396000.00        | $1471488.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | 3.0000%  | 0.0000% | $200000.00         | $119012.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 4.5299%  | 0.0000% | $20180000.00       | $4942974.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 1.2516%  | 0.0000% | $50000000.00       | $1415863.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.0500%  | 0.0000% | $283005440.00      | $687523.10         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 1.5516%  | 0.0000% | $50000000.00       | $1925687.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.2016%  | 0.0000% | $50000000.00       | $2513647.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.7516%  | 0.0000% | $49689400.00       | $3278442.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 2.1016%  | 0.0000% | $50000000.00       | $3296386.70        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.7516%  | 0.0000% | $25000000.00       | $622014.49         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.8016%  | 0.0000% | $75000000.00       | $1898847.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 2.1516%  | 0.0000% | $35603008.00       | $2556875.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.7016%  | 0.0000% | $73699584.00       | $4197044.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 1.4016%  | 0.0000% | $32822000.00       | $1742006.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 5.5000%  | 0.0000% | $21504416.00       | $7647001.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.5016%  | 0.0000% | $50000000.00       | $4635597.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 1.6016%  | 0.0000% | $53720576.00       | $5412506.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-06-25      | 5.5000%  | 0.0000% | $162996221.00      | $143479.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-06-25      | 2.2671%  | 0.0000% | $186379264.00      | $307214.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-02-15      | 2.5428%  | 0.0000% | $50000000.00       | $116854.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-16      | 2.0170%  | 0.0000% | $94000000.00       | $465790.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-16      | 1.3001%  | 0.0000% | $470220800.00      | $64142.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-11-20      | 1.6451%  | 0.0000% | $46497792.00       | $5350.52           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-01-16      | 1.1709%  | 0.0000% | $85000000.00       | $92775.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-16      | 0.1875%  | 0.0000% | $155100000.00      | $302326.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-16      | 0.0909%  | 0.0000% | $320471040.00      | $31071.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-16      | N/A      | 0.0000% | $214466560.00      | $47601.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-05-20      | 1.7451%  | 0.0000% | $16790688.00       | $63605.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-03-20      | 5.0000%  | 0.0000% | $85000000.00       | $498509.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-05-16      | 2.0756%  | 0.0000% | $45605312.00       | $219279.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-04-20      | 2.1451%  | 0.0000% | $25000000.00       | $94821.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-02-20      | 3.5000%  | 0.0000% | $8444576.00        | $2657885.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-01-20      | 1.6451%  | 0.0000% | $13613296.00       | $88834.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-03-16      | 3.5000%  | 0.0000% | $18249600.00       | $21806317.38       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-20      | 1.7751%  | 0.0000% | $37714240.00       | $251841.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.2818%  | 0.0000% | $109549056.00      | $258573.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.3416%  | 0.0000% | $198667008.00      | $670205.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-16      | 0.4824%  | 0.0000% | $100000000.00      | $119814.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 2.2451%  | 0.0000% | $17901696.00       | $114087.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-04-20      | 2.3251%  | 0.0000% | $36564096.00       | $108503.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-03-20      | 1.1451%  | 0.0000% | $46718592.00       | $231704.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-04-20      | 1.0951%  | 0.0000% | $18889000.00       | $139754.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-04-16      | 1.7256%  | 0.0000% | $314560960.00      | $2417251.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-08-20      | 2.3836%  | 0.0000% | $22894640.00       | $85425.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 1.2651%  | 0.0000% | $43805824.00       | $306403.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 1.4319%  | 0.0000% | $16006048.00       | $75788.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-16      | 1.3937%  | 0.0000% | $41423000.00       | $68404.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-10-16      | 0.6121%  | 0.0000% | $205095424.00      | $708710.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.2918%  | 0.0000% | $135005000.00      | $382377.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 2.1451%  | 0.0000% | $27887040.00       | $146916.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $1000000.00        | $938227.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.6609%  | 0.0000% | $61467328.00       | $822825.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 1.2251%  | 0.0000% | $44884958.00       | $442018.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-20      | 1.1851%  | 0.0000% | $30193344.00       | $320020.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-20      | 1.4319%  | 0.0000% | $17474880.00       | $136063.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-06-16      | 0.5161%  | 0.0000% | $74964480.00       | $650262.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-05-16      | 0.8000%  | 0.0000% | $85872384.00       | $698406.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-03-16      | 0.7413%  | 0.0000% | $55340544.00       | $283551.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-05-16      | 0.8805%  | 0.0000% | $151204000.00      | $1680703.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-05-16      | 0.8414%  | 0.0000% | $123138048.00      | $1416252.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-16      | 5.5000%  | 0.0000% | $20049824.00       | $640385.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.2642%  | 0.0000% | $161174528.00      | $1055871.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-05-16      | N/A      | 0.0000% | $9932752.00        | $1699845.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-12-16      | 0.7460%  | 0.0000% | $50049280.00       | $646361.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-16      | 0.6558%  | 0.0000% | $90340096.00       | $1002384.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-07-16      | 0.6561%  | 0.0000% | $92958464.00       | $909308.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-16      | 0.7090%  | 0.0000% | $85128960.00       | $858043.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-12-16      | 0.7191%  | 0.0000% | $145655552.00      | $3087967.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2030-03-16      | 0.5000%  | 0.0000% | $244516000.00      | $1358512.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-07-16      | 1.0493%  | 0.0000% | $65512064.00       | $2076546.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 1.7451%  | 0.0000% | $25000000.00       | $393631.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | 1.7319%  | 0.0000% | $34400000.00       | $962882.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 1.5819%  | 0.0000% | $72000000.00       | $2105532.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.5557%  | 0.0000% | $125000000.00      | $5547414.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 1.2018%  | 0.0000% | $6000000.00        | $498243.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.7165%  | 0.0000% | $200000000.00      | $10947668.29       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.9365%  | 0.0000% | $3800000.00        | $251037.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.7000%  | 0.0000% | $125661824.00      | $6681735.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-16      | 0.7622%  | 0.0000% | $100000000.00      | $6072596.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-16      | 0.8145%  | 0.0000% | $75000000.00       | $4344331.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 0.7550%  | 0.0000% | $141803264.00      | $5931981.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | N/A      | 0.0000% | $167636224.00      | $2375808.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 1.4550%  | 0.0000% | $32891328.00       | $1953254.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.0300%  | 0.0000% | $80000000.00       | $1147898.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.5050%  | 0.0000% | $37084288.00       | $2840937.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 4.5000%  | 0.0000% | $4549700.00        | $4532415.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 1.6451%  | 0.0000% | $62000000.00       | $514822.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | N/A      | 0.0000% | $66411904.00       | $458091.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 1.5951%  | 0.0000% | $28691328.00       | $691964.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 1.0000%  | 0.0000% | $39756544.00       | $407601.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | N/A      | 0.0000% | $41711360.00       | $181394.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-02-20      | 1.4951%  | 0.0000% | $52761280.00       | $334185.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-16      | 0.3655%  | 0.0000% | $30793376.00       | $93047.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 1.5951%  | 0.0000% | $43600000.00       | $725682.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | N/A      | 0.0000% | $100000000.00      | $258673.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | N/A      | 0.0000% | $170000000.00      | $293723.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-20      | 0.1276%  | 0.0000% | $149854464.00      | $278771.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 5.0000%  | 0.0000% | $17101800.00       | $387141.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | N/A      | 0.0000% | $62312128.00       | $179842.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $26381440.00       | $277775.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $14500000.00       | $82360.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.1483%  | 0.0000% | $25439080.00       | $953244.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $44701056.00       | $4226704.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.5000%  | 0.0000% | $64143200.00       | $5727267.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | N/A      | 0.0000% | $8691216.00        | $145459.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $4858500.00        | $618146.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $10000000.00       | $71135.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 1.8451%  | 0.0000% | $14875000.00       | $1407599.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $105852928.00      | $71298.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $100000000.00      | $1260465.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | N/A      | 0.0000% | $24997888.00       | $14614.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $174133248.00      | $165161.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 1.4550%  | 0.0000% | $74330752.00       | $4133583.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 4.0000%  | 0.0000% | $12941616.00       | $1228250.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 0.0700%  | 0.0000% | $147321344.00      | $155382.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 0.0500%  | 0.0000% | $100000000.00      | $146047.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 1.0550%  | 0.0000% | $85500000.00       | $3016984.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $953201.00         | $1062946.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $9000000.00        | $10419301.88       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.3550%  | 0.0000% | $40000000.00       | $652141.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.6550%  | 0.0000% | $32781440.00       | $1675531.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 0.9750%  | 0.0000% | $75000000.00       | $951349.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.9550%  | 0.0000% | $35000000.00       | $848474.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.9550%  | 0.0000% | $95000000.00       | $2940544.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 2.8550%  | 0.0000% | $25955520.00       | $2269355.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-20      | 1.6050%  | 0.0000% | $50000000.00       | $764739.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 2.8050%  | 0.0000% | $45370112.00       | $2054203.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.9050%  | 0.0000% | $100000000.00      | $1349473.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.9550%  | 0.0000% | $32500000.00       | $600293.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.1000%  | 0.0000% | $223702528.00      | $668891.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.3550%  | 0.0000% | $50000000.00       | $1885861.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | 1.6928%  | 0.0000% | $124474624.00      | $711856.03         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-10-15      | 2.5000%  | 0.0000% | $1000000.00        | $1177109.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-04-15      | 4.0000%  | 0.0000% | $9553792.00        | $101427.70         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-11-25      | 1.9759%  | 0.0000% | $14981000.00       | $320381.36         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-03-15      | 3.0000%  | 0.0000% | $31293000.00       | $24474603.85       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-07-25      | 2.2627%  | 0.0000% | $8530000.00        | $324736.32         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-10-25      | 2.7848%  | 0.0000% | $10819696.00       | $1243214.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-12-25      | 2.1117%  | 0.0000% | $14642000.00       | $648779.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-05-15      | 4.0000%  | 0.0000% | $12296000.00       | $5489985.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-05-25      | 2.3047%  | 0.0000% | $32193792.00       | $1758570.31        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-01-15      | 6.0000%  | 0.0000% | $26603424.00       | $1338576.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-03-15      | 1.5928%  | 0.0000% | $15546760.00       | $396846.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-01-15      | N/A      | 0.0000% | $500000.00         | $188484.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | N/A      | 0.0000% | $270278144.00      | $304641.60         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $5657430.00        | $3694294.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-01-25      | N/A      | 0.0000% | $427593728.00      | $408793.14         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-08-25      | 0.1000%  | 0.0000% | $54414000.00       | $192178.17         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-04-25      | N/A      | 0.0000% | $102621568.00      | $43102803.13       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-01-25      | 0.9662%  | 0.0000% | $8021990.00        | $187091.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-02-15      | 3.5000%  | 0.0000% | $47477440.00       | $541839.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-11-25      | 2.0871%  | 0.0000% | $28673024.00       | $256858.47         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-03-25      | 3.0000%  | 0.0000% | $15450420.00       | $152906.35         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-07-25      | 1.7371%  | 0.0000% | $23750000.00       | $394244.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-02-25      | 1.5871%  | 0.0000% | $19844544.00       | $118492.73         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-08-25      | 6.0000%  | 0.0000% | $97250000.00       | $2309445.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-10-25      | 3.0000%  | 0.0000% | $2337000.00        | $1232175.86        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-11-25      | 4.0000%  | 0.0000% | $10270000.00       | $318077.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-03-25      | 1.6371%  | 0.0000% | $76362880.00       | $1374913.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-06-25      | 3.5000%  | 0.0000% | $1425000.00        | $1267566.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 1.7371%  | 0.0000% | $93654400.00       | $1666431.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-06-25      | 4.0000%  | 0.0000% | $5400000.00        | $3478466.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-01-25      | 0.3213%  | 0.0000% | $12314272.00       | $14639.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.3550%  | 0.0000% | $50000000.00       | $1982903.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.6550%  | 0.0000% | $101984896.00      | $4153890.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.0050%  | 0.0000% | $50000000.00       | $3656418.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.3550%  | 0.0000% | $100000000.00      | $3310453.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-20      | 0.6550%  | 0.0000% | $37044800.00       | $368487.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-02-20      | 0.6550%  | 0.0000% | $60061312.00       | $946397.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.6050%  | 0.0000% | $83339136.00       | $4231159.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.4050%  | 0.0000% | $30000000.00       | $1203116.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.6550%  | 0.0000% | $49828352.00       | $3346578.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.7050%  | 0.0000% | $40000000.00       | $1483270.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.7350%  | 0.0000% | $100000000.00      | $3698911.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.9050%  | 0.0000% | $40000000.00       | $1553436.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.2550%  | 0.0000% | $200000000.00      | $9053243.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | N/A      | 0.0000% | $500000000.00      | $6199796.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.9050%  | 0.0000% | $75000000.00       | $2399485.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.8550%  | 0.0000% | $41396720.00       | $1205274.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $14986880.00       | $14199045.09       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.8550%  | 0.0000% | $200000000.00      | $10003413.99       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $9792040.00        | $9178821.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $19626360.00       | $18553756.60       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.0550%  | 0.0000% | $63235968.00       | $3051308.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.4550%  | 0.0000% | $100000000.00      | $6268256.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.0050%  | 0.0000% | $156250000.00      | $2223991.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.7550%  | 0.0000% | $135000000.00      | $4701910.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | N/A      | 0.0000% | $200000000.00      | $2793427.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | N/A      | 0.0000% | $200000000.00      | $2970853.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.8050%  | 0.0000% | $157692160.00      | $5274338.19        | Agency Collateralized Mortgage Obligation |

### Security 182: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.350000%
- **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: ARP18YH76, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP18YH76_4.35_1212
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-12-12
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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 | 2050-08-01      | 2.0000%  | 0.0000% | $80150891.00       | $36776749.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $69072492.00       | $36470480.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.0000%  | 0.0000% | $71636325.00       | $15336620.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 3.0000%  | 0.0000% | $212900141.00      | $38914316.35       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.0000%  | 0.0000% | $218203469.00      | $39722919.35       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.0000%  | 0.0000% | $313976617.00      | $37468680.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $200183058.00      | $37105122.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $355451293.00      | $38118947.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-03-01      | 3.5000%  | 0.0000% | $399742375.00      | $39088772.91       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.5000%  | 0.0000% | $263820563.00      | $39853827.95       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $250349257.00      | $36663419.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 3.5000%  | 0.0000% | $153678436.00      | $16480142.92       | Agency Mortgage-Backed Securities |

### Security 183: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1973E4, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP1973E4_4.34_0905
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **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 Bill | 2025-11-20      | N/A      | 0.0000% | $900.00            | $891.98            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-03-31      | 0.7500%  | 0.0000% | $200.00            | $196.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $86.86             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-15      | 1.1250%  | 0.0000% | $15868400.00       | $13858190.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 1.2500%  | 0.0000% | $127706900.00      | $119963014.45      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-15      | 1.6250%  | 0.0000% | $15716600.00       | $14597675.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-05-15      | 1.6250%  | 0.0000% | $2824900.00        | $2525804.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-11-15      | 1.7500%  | 0.0000% | $1900000.00        | $1772412.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-08-15      | 2.2500%  | 0.0000% | $18766300.00       | $12152717.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-05-15      | 2.2500%  | 0.0000% | $1200.00           | $875.55            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-11-15      | 2.3750%  | 0.0000% | $78105600.00       | $49901592.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-08-15      | 3.6250%  | 0.0000% | $236650900.00      | $201825608.18      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $14326700.00       | $14518193.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $400.00            | $406.78            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $87.70             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 4.1250%  | 0.0000% | $203800.00         | $208394.83         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-02-15      | 4.2500%  | 0.0000% | $240119000.00      | $215106967.82      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $100.00            | $102.96            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-02-15      | 4.6250%  | 0.0000% | $36753000.00       | $36828987.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-11-15      | 4.7500%  | 0.0000% | $46646900.00       | $45960820.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-11-15      | 4.7500%  | 0.0000% | $9734400.00        | $9764343.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-05-15      | 5.0000%  | 0.0000% | $77161100.00       | $79473863.08       | U.S. Treasuries (including strips) |

### Security 184: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.440000%
- **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: ARP1993J9, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1993J9_4.44_0905
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **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.         | 2051-04-01      | 2.0000%  | 0.0000% | $95001.00          | $55919.82          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $3000.00           | $2220.82           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $684.68            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $642160.00         | $460732.34         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $6000.00           | $4766.36           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $75000.00          | $58524.99          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 4.5000%  | 0.0000% | $1001.00           | $809.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.0000%  | 0.0000% | $25000.00          | $18777.68          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-06-01      | 3.5000%  | 0.0000% | $21000.00          | $10882.27          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-10-01      | 3.5000%  | 0.0000% | $1000.00           | $453.45            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $6267751.00        | $4775479.59        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-06-01      | 4.2530%  | 0.0000% | $58272.00          | $27.32             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-11-01      | 5.4500%  | 0.0000% | $1547.00           | $0.22              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-08-01      | 4.5710%  | 0.0000% | $3061.00           | $2.00              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-05-01      | 6.3570%  | 0.0000% | $3230000.00        | $21505.08          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-09-01      | 3.7300%  | 0.0000% | $31213777.00       | $30561069.17       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-09-01      | 5.6250%  | 0.0000% | $2892.00           | $0.36              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-09-01      | 3.8800%  | 0.0000% | $1890833.00        | $1673880.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-04-01      | 5.0000%  | 0.0000% | $9000000.00        | $77835.22          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-06-01      | 6.8820%  | 0.0000% | $14574959.00       | $1313750.29        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-01-01      | 3.9100%  | 0.0000% | $1000.00           | $647.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-01-01      | 3.1750%  | 0.0000% | $1000.00           | $893.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-10-01      | 4.0000%  | 0.0000% | $8325.00           | $1904.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-11-01      | 4.0000%  | 0.0000% | $67000.00          | $9222.19           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $10677.00          | $3286.27           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-06-01      | 3.0000%  | 0.0000% | $604925.00         | $101113.33         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-08-01      | 4.0000%  | 0.0000% | $220000.00         | $24587.75          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-04-01      | 3.0000%  | 0.0000% | $1118993.00        | $89020.91          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-08-01      | 3.0000%  | 0.0000% | $98439.00          | $9193.10           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-03-01      | 3.0000%  | 0.0000% | $1088.00           | $62.86             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-06-01      | 5.5000%  | 0.0000% | $3009.00           | $5.00              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-06-01      | 5.0000%  | 0.0000% | $4229.00           | $20.28             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-10-01      | 6.2230%  | 0.0000% | $2899870.00        | $23292.41          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-08-01      | 7.3480%  | 0.0000% | $3565000.00        | $22158.98          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-11-01      | 6.1280%  | 0.0000% | $2530803.00        | $20219.45          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-02-01      | 6.0550%  | 0.0000% | $1692.00           | $11.07             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $23000.00          | $21317.65          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $494800.00         | $256031.51         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $894.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $148920.00         | $154269.03         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.21           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $980.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $2147.00           | $1999.48           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $370427.00         | $328650.95         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $223588.00         | $207595.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $425136.00         | $441605.31         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 2.5000%  | 0.0000% | $4009.00           | $1010.17           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.0000%  | 0.0000% | $57414.00          | $8962.70           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-10-01      | 3.0000%  | 0.0000% | $12000.00          | $1900.37           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $208.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-12-01      | 3.0000%  | 0.0000% | $1000.00           | $149.21            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $84.84             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2026-09-01      | 4.0000%  | 0.0000% | $561000.00         | $1239.16           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-07-01      | 3.0000%  | 0.0000% | $300000.00         | $55838.41          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-12-01      | 4.5000%  | 0.0000% | $4000.00           | $307.94            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-05-01      | 5.0000%  | 0.0000% | $47000.00          | $9725.82           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-02-01      | 3.5000%  | 0.0000% | $530000.00         | $35854.55          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 4.0000%  | 0.0000% | $264999.00         | $19171.44          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 4.5000%  | 0.0000% | $3000.00           | $183.95            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-03-01      | 4.5000%  | 0.0000% | $2058.00           | $562.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-04-01      | 4.0000%  | 0.0000% | $193292.00         | $15418.98          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.0000%  | 0.0000% | $9889.00           | $5391.51           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $25000.00          | $17765.84          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 3.5000%  | 0.0000% | $178387.00         | $76421.38          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $1148970.00        | $859727.50         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $547709.00         | $384892.77         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $94690.00          | $68643.90          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $2667428.00        | $1966118.43        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 3.5000%  | 0.0000% | $1000.00           | $768.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $3000.00           | $2304.00           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $809.74            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $2921952.00        | $2013279.56        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 1.5000%  | 0.0000% | $43000.00          | $28195.25          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 3.0000%  | 0.0000% | $2000.00           | $1547.55           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 5.5000%  | 0.0000% | $40000.00          | $33285.21          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.0000%  | 0.0000% | $31000.00          | $27700.09          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $25000.00          | $18168.06          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $55000.00          | $50817.90          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 3.5000%  | 0.0000% | $1000.00           | $852.06            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $862.44            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 4.5000%  | 0.0000% | $10465.00          | $9575.46           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 3.0000%  | 0.0000% | $35001.00          | $9618.97           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $6560006.00        | $3144676.48        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $32000.00          | $30047.27          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1864.03           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.5000%  | 0.0000% | $2000.00           | $947.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.5000%  | 0.0000% | $50003.00          | $21681.52          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $544.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $5399.00           | $3049.33           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $12082720.00       | $6981943.42        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.0000%  | 0.0000% | $27000.00          | $17676.81          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.5000%  | 0.0000% | $54000.00          | $33199.58          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 3.5000%  | 0.0000% | $3000.00           | $1838.96           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1480.50           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.0000%  | 0.0000% | $8000.00           | $5907.34           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.0000%  | 0.0000% | $15000.00          | $9856.43           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1348.21           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $108996.00         | $76050.68          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 2.0000%  | 0.0000% | $381000.00         | $255621.21         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $725.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $6000.00           | $4328.17           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 3.0000%  | 0.0000% | $3000.00           | $2227.40           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $18000.00          | $14169.48          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $620712.00         | $490229.01         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 2.5000%  | 0.0000% | $64659.00          | $46440.16          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.5000%  | 0.0000% | $6000.00           | $4569.81           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.5000%  | 0.0000% | $43000.00          | $32931.06          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.0000%  | 0.0000% | $23913984.00       | $19621044.30       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.5000%  | 0.0000% | $6965937.00        | $5554462.80        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 3.0000%  | 0.0000% | $1000.00           | $755.91            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 4.5000%  | 0.0000% | $4000.00           | $3363.36           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $20001.00          | $16788.70          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 3.5000%  | 0.0000% | $21000.00          | $16325.89          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 3.5000%  | 0.0000% | $81000.00          | $64741.92          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 4.5000%  | 0.0000% | $41000.00          | $35298.26          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $9480772.00        | $8145645.22        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 4.5000%  | 0.0000% | $555650.00         | $494877.43         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.5000%  | 0.0000% | $97735.00          | $63539.96          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $20270752.00       | $17760921.23       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $29428510.00       | $27193644.93       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 3.5000%  | 0.0000% | $1000.00           | $872.34            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $15000.00          | $14679.72          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $224831.00         | $220394.32         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $12931273.00       | $12455267.34       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.0000%  | 0.0000% | $55000.00          | $44183.70          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 3.0000%  | 0.0000% | $14999.00          | $11892.47          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-08-01      | 4.5000%  | 0.0000% | $1144.00           | $51.50             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-05-01      | 3.5000%  | 0.0000% | $2600000.00        | $316423.04         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-02-01      | 2.1100%  | 0.0000% | $679802.00         | $440152.94         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-12-01      | 4.5000%  | 0.0000% | $921714.00         | $929815.41         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-01-01      | 4.7200%  | 0.0000% | $2454896.00        | $2489842.42        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-11-01      | 1.2200%  | 0.0000% | $1550.00           | $1233.39           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1479.99           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.0000%  | 0.0000% | $5350000.00        | $4264685.30        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $23108.00          | $19449.92          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 7.0000%  | 0.0000% | $1420.00           | $1516.69           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1495.43           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.0000%  | 0.0000% | $1433960.00        | $1402367.88        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1013.72           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.0000%  | 0.0000% | $118667.00         | $112335.38         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1052.70           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.0000%  | 0.0000% | $18110.00          | $17249.73          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-08-01      | 3.0000%  | 0.0000% | $1002.00           | $436.80            | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2035-09-10      | 1.7300%  | 0.0000% | $29000.00          | $21929.26          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2036-08-12      | 2.2200%  | 0.0000% | $116000.00         | $91178.59          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2036-07-14      | 2.3100%  | 0.0000% | $2000.00           | $1594.07           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2042-03-24      | 3.7000%  | 0.0000% | $2000.00           | $1682.44           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $13303.00          | $8195.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1491149.00        | $1523316.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1622792.00        | $1691583.39        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $2000.00           | $2008.04           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1388034.00        | $1349214.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $3008.00           | $3138.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $2849294.00        | $2874474.15        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $25000.00          | $25812.97          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $83656.00          | $85823.89          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 4.9050%  | 0.0000% | $1363536.00        | $1379184.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $5645.00           | $5790.92           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $2379646.00        | $2404232.99        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $2782545.00        | $2870953.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 7.5000%  | 0.0000% | $4940.00           | $5419.72           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 7.5000%  | 0.0000% | $3153609.00        | $3422314.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $133165.00         | $137634.80         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.3220%  | 0.0000% | $32733.00          | $32110.62          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $4924727.00        | $5144342.24        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $5472788.00        | $5621162.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $375000.00         | $171647.34         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-12-01      | 4.2800%  | 0.0000% | $847949.00         | $721877.88         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-09-01      | 2.8900%  | 0.0000% | $1205.00           | $1071.52           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-06-01      | 2.3800%  | 0.0000% | $375343.00         | $271795.37         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-07-01      | 4.5000%  | 0.0000% | $162000.00         | $31453.84          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-12-01      | 6.2240%  | 0.0000% | $4627880.00        | $711105.79         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $3998.00           | $924.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-04-01      | 6.4650%  | 0.0000% | $1000.00           | $112.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $2498.00           | $336.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-05-01      | 4.5000%  | 0.0000% | $1179912.00        | $236246.19         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 1.9720%  | 0.0000% | $2999.00           | $2407.59           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 6.4220%  | 0.0000% | $775897.00         | $760497.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-02-01      | 6.7170%  | 0.0000% | $166036.00         | $166528.35         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 6.4370%  | 0.0000% | $12768852.00       | $12365028.96       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $10306885.00       | $2887666.17        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 2.5000%  | 0.0000% | $150000.00         | $35571.52          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 1.7250%  | 0.0000% | $717917.00         | $217951.94         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $2098563.00        | $1291191.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $25001.00          | $15253.08          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $3400000.00        | $1924697.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 2.5900%  | 0.0000% | $1087.00           | $756.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-11-01      | 1.7500%  | 0.0000% | $1875.00           | $1632.32           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-05-01      | 3.0600%  | 0.0000% | $5847.00           | $5185.91           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-09-01      | 4.8100%  | 0.0000% | $150000.00         | $153837.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-06-01      | 4.5900%  | 0.0000% | $49994.00          | $50634.27          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1311.50           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1522.37           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $350001.00         | $221865.86         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1030.00           | $1038.04           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $4271366.00        | $2986743.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.3540%  | 0.0000% | $100000.00         | $68623.22          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $3370000.00        | $2549078.76        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 3.0000%  | 0.0000% | $1000.00           | $763.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.5000%  | 0.0000% | $4000.00           | $3324.72           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 3.0000%  | 0.0000% | $1000.00           | $816.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1064.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 6.5000%  | 0.0000% | $6002.00           | $4656.43           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-05-01      | 5.6700%  | 0.0000% | $1000.00           | $1079.51           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-05-01      | 4.3000%  | 0.0000% | $335498.00         | $335958.59         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-01-01      | 4.3000%  | 0.0000% | $10000.00          | $10127.19          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-01-01      | 4.2550%  | 0.0000% | $10000.00          | $10108.69          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-08-01      | 5.0000%  | 0.0000% | $30000.00          | $30913.77          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-07-01      | 4.4500%  | 0.0000% | $421355.00         | $428439.29         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-05-01      | 4.4400%  | 0.0000% | $27240.00          | $27681.90          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-09-01      | 5.2500%  | 0.0000% | $1000.00           | $1044.56           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $42719925.00       | $10040320.44       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-02-01      | 4.5000%  | 0.0000% | $9251200.00        | $2637148.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $9000.00           | $975.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $82808.00          | $15036.19          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-09-01      | 5.0000%  | 0.0000% | $93463.00          | $13386.57          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $24000.00          | $2806.98           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $13000.00          | $1296.75           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $142.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $6000.00           | $2464.21           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $255000.00         | $98212.57          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $273.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 3.0000%  | 0.0000% | $39000.00          | $26963.84          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $1609268.00        | $970353.05         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $3887236.00        | $2362275.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $2000.00           | $1410.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $25000.00          | $18310.28          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $20000.00          | $15912.74          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $357000.00         | $259794.64         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $82586.00          | $68577.70          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1403995.00        | $1091968.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $1200000.00        | $1036886.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1412449.00        | $1196351.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 4.5000%  | 0.0000% | $79000.00          | $71143.83          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $2016.00           | $1489.61           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $77000.00          | $74213.44          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $80000.00          | $76608.66          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $15024158.00       | $14881112.69       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $7587362.00        | $7797157.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $12622480.00       | $13133043.35       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $513425.00         | $536301.96         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $3000.00           | $242.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-09-01      | 3.5000%  | 0.0000% | $2000.00           | $308.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-08-01      | 4.0000%  | 0.0000% | $2064832.00        | $661916.49         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 3.5000%  | 0.0000% | $5000.00           | $1631.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 3.5000%  | 0.0000% | $20000.00          | $6754.41           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-07-01      | 3.5000%  | 0.0000% | $69650000.00       | $37614492.32       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $9120759.00        | $6149109.50        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1001.00           | $716.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $529830.00         | $332958.90         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $113109.00         | $76753.21          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $23001.00          | $15654.76          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $121000.00         | $82105.38          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $2195384.00        | $1778474.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $24004.00          | $18254.25          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 4.0000%  | 0.0000% | $7097917.00        | $5333000.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $100000.00         | $76802.30          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 6.5000%  | 0.0000% | $11550561.00       | $9166218.38        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $45000.00          | $36608.76          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1108.00           | $913.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $25000.00          | $22000.40          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $40000.00          | $32447.85          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 3.5000%  | 0.0000% | $2000.00           | $1674.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $5370790.00        | $4500333.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $3000.00           | $2339.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 3.0000%  | 0.0000% | $37000.00          | $29593.17          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 3.0000%  | 0.0000% | $10000.00          | $7743.63           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 4.6810%  | 0.0000% | $1002.00           | $818.04            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-12-01      | 4.1820%  | 0.0000% | $21130.00          | $78.21             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-01-01      | 6.8590%  | 0.0000% | $19347.00          | $30.51             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-03-01      | 3.5000%  | 0.0000% | $4000.00           | $513.39            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-04-01      | 3.0000%  | 0.0000% | $2000.00           | $304.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 4.0000%  | 0.0000% | $47000.00          | $3405.73           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-04-01      | 3.0000%  | 0.0000% | $5000000.00        | $756317.39         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-01-01      | 3.5000%  | 0.0000% | $1499.00           | $121.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-10-01      | 3.0000%  | 0.0000% | $11000.00          | $1744.20           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-04-01      | 7.0550%  | 0.0000% | $6300.00           | $108.52            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-12-01      | 6.0800%  | 0.0000% | $33789.00          | $111.00            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-10-01      | 7.5190%  | 0.0000% | $13667.00          | $61.60             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 6.7350%  | 0.0000% | $18420.00          | $468.65            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-05-01      | 6.8590%  | 0.0000% | $3069.00           | $17.39             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-12-01      | 6.4350%  | 0.0000% | $1231.00           | $16.73             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-11-01      | 7.3650%  | 0.0000% | $3338.00           | $24.07             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-02-01      | 7.0640%  | 0.0000% | $245190.00         | $14484.45          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 6.7280%  | 0.0000% | $1140999.00        | $531811.64         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-03-01      | 4.2330%  | 0.0000% | $1996638.00        | $46260.13          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 6.5580%  | 0.0000% | $131271.00         | $8724.94           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-02-01      | 4.5000%  | 0.0000% | $26000.00          | $931.19            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-02-01      | 4.5000%  | 0.0000% | $26000.00          | $757.70            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2026-11-01      | 3.0000%  | 0.0000% | $400000.00         | $3188.86           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2026-12-01      | 3.0000%  | 0.0000% | $2000.00           | $19.04             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2027-05-01      | 3.0000%  | 0.0000% | $500000.00         | $3150.72           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-03-01      | 2.5000%  | 0.0000% | $500000.00         | $19636.96          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-10-01      | 3.5000%  | 0.0000% | $2435.00           | $432.33            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 4.5000%  | 0.0000% | $3000.00           | $241.25            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-05-01      | 6.5520%  | 0.0000% | $1000000.00        | $65973.26          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-06-01      | 6.4210%  | 0.0000% | $1000000.00        | $92117.30          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-02-01      | 4.0000%  | 0.0000% | $6000.00           | $269.84            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2027-02-01      | 3.0000%  | 0.0000% | $500000.00         | $4620.50           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-05-01      | 4.0000%  | 0.0000% | $578464.00         | $63021.44          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-11-01      | 5.5000%  | 0.0000% | $156000.00         | $899.03            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-12-01      | 6.5000%  | 0.0000% | $537173.00         | $5462.32           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-06-01      | 5.0000%  | 0.0000% | $71000.00          | $5928.07           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-03-01      | 3.5000%  | 0.0000% | $9000.00           | $1153.69           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-10-01      | 6.0000%  | 0.0000% | $672218.00         | $4531.48           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-11-01      | 4.0000%  | 0.0000% | $141070.00         | $8574.16           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-08-01      | 3.5000%  | 0.0000% | $63175.00          | $6226.23           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-01-01      | 3.5000%  | 0.0000% | $5000.00           | $433.38            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-02-01      | 3.5000%  | 0.0000% | $1000.00           | $90.85             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-04-01      | 3.5000%  | 0.0000% | $4000.00           | $423.06            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $82.84             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-01-01      | 3.5000%  | 0.0000% | $19000.00          | $1996.04           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-02-01      | 4.0000%  | 0.0000% | $86000.00          | $8337.21           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-11-01      | 4.0000%  | 0.0000% | $27408.00          | $3716.16           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-07-20      | 5.0000%  | 0.0000% | $729000.00         | $447956.80         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 4.5000%  | 0.0000% | $917773.00         | $776275.54         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $1348.00           | $1074.89           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $60377.00          | $48144.30          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $841563.00         | $558037.97         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 3.0000%  | 0.0000% | $19000.00          | $12468.13          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $1890013.00        | $1441950.13        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $40168.00          | $30600.28          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $1610519.00        | $1229030.75        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $1000.00           | $719.09            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 6.5000%  | 0.0000% | $73880.00          | $38079.14          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $2000.00           | $1538.36           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $1968344.00        | $1548098.77        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $3367508.00        | $2646045.59        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $2000.00           | $1442.04           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $321484.00         | $254219.99         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $1012.00           | $738.39            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 4.0000%  | 0.0000% | $25000.00          | $19305.21          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $45407.00          | $33864.09          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $426180.00         | $251541.13         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 4.0000%  | 0.0000% | $10000.00          | $7976.85           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $79000.00          | $59923.24          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 6.5000%  | 0.0000% | $8066399.00        | $4006141.66        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 4.5000%  | 0.0000% | $15000.00          | $14123.27          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $5000.00           | $4213.63           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $1067.00           | $724.24            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 5.0000%  | 0.0000% | $3000.00           | $2703.49           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $1000.00           | $693.73            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $50000.00          | $34998.31          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 4.5000%  | 0.0000% | $20068.00          | $18285.22          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $1005.00           | $858.07            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-11-20      | 6.0000%  | 0.0000% | $2000.00           | $1324.54           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 5.0000%  | 0.0000% | $2000.00           | $1771.28           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $2042.00           | $1888.63           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $10000.00          | $6399.84           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-05-15      | 4.5000%  | 0.0000% | $144086.00         | $6385.01           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-09-15      | 4.5000%  | 0.0000% | $2000.00           | $111.02            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $50641.00          | $10462.81          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $468536.00         | $103746.73         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 4.0000%  | 0.0000% | $7000.00           | $1264.04           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-11-20      | 4.0000%  | 0.0000% | $7000.00           | $4640.24           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 4.0000%  | 0.0000% | $7000.00           | $4782.79           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 5.5000%  | 0.0000% | $5210.00           | $2001.34           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 5.0000%  | 0.0000% | $35000.00          | $33412.75          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $35060.00          | $30620.44          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $635000.00         | $494764.22         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $15007.00          | $11471.68          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 3.5000%  | 0.0000% | $7000.00           | $5488.36           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 4.0000%  | 0.0000% | $2039000.00        | $1666114.17        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $45000.00          | $35589.38          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 3.0000%  | 0.0000% | $1000.00           | $745.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $14027.00          | $11036.05          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.0000%  | 0.0000% | $39000.00          | $31576.21          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.5000%  | 0.0000% | $4856540.00        | $2876580.81        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 3.5000%  | 0.0000% | $37037.00          | $29268.67          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1413344.00        | $1193402.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $22000.00          | $17782.52          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 3.5000%  | 0.0000% | $5000.00           | $4136.78           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 4.0000%  | 0.0000% | $1153990.00        | $955070.51         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $25000.00          | $20796.82          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $908906.00         | $802767.03         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $51000.00          | $45929.18          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $451034.00         | $358936.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 5.5000%  | 0.0000% | $3175000.00        | $2766018.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $93391.00          | $72211.54          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 3.5000%  | 0.0000% | $2000.00           | $1698.95           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 4.0000%  | 0.0000% | $280000.00         | $232342.46         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $732999.00         | $659006.93         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $5536120.00        | $4722376.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 4.0000%  | 0.0000% | $11000.00          | $9652.10           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $2503739.00        | $2365230.86        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1859.55           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $959.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 3.5000%  | 0.0000% | $1000.00           | $881.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $192173.00         | $187640.47         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 3.5000%  | 0.0000% | $1000.00           | $899.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $6887043.00        | $7107223.98        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-10-01      | 6.5450%  | 0.0000% | $1398994.00        | $59207.85          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-11-01      | 4.5000%  | 0.0000% | $504000.00         | $45191.39          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $38158.00          | $36474.33          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $2950958.00        | $3005156.01        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $8252.00           | $7573.88           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.25           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.0000%  | 0.0000% | $2603635.00        | $2565120.51        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1017.00           | $1056.23           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $2669571.00        | $2574036.34        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1648792.00        | $1683688.07        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $141576.00         | $116909.99         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1189.00           | $1189.57           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $17952.00          | $18136.48          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $18521.00          | $18706.83          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $2003920.00        | $2019546.89        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $5223512.00        | $5220075.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.0000%  | 0.0000% | $24000.00          | $23721.92          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $2486550.00        | $2515165.95        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $2497418.00        | $2543314.47        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $6678712.00        | $6687885.50        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $958994.00         | $961325.20         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $3535240.00        | $3393761.69        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1105841.00        | $1135319.81        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $20800682.00       | $21455559.87       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $21452704.00       | $22440076.63       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $33760610.00       | $33599123.96       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-05-01      | 4.7300%  | 0.0000% | $1017.00           | $1006.44           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-01-01      | 3.7500%  | 0.0000% | $588436.00         | $555250.46         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $78864.00          | $80232.06          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $7315388.00        | $7420348.54        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $6700963.00        | $6963924.34        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $125285.00         | $127227.32         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $4098936.00        | $4047179.68        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 4.5000%  | 0.0000% | $1471612.00        | $1421597.79        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 3.5000%  | 0.0000% | $3000.00           | $2692.88           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.0000%  | 0.0000% | $16708.00          | $16519.58          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $1930742.00        | $1942060.76        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $3392250.00        | $3495041.12        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-12-15      | 3.5000%  | 0.0000% | $62129.00          | $10515.19          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-08-20      | 4.0000%  | 0.0000% | $1048000.00        | $62204.31          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-09-20      | 6.0000%  | 0.0000% | $64572.00          | $6833.30           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $2020.00           | $201.40            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-20      | 5.0000%  | 0.0000% | $1285879.00        | $122676.30         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $1027.00           | $124.05            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-10-20      | 4.0000%  | 0.0000% | $1252.00           | $115.92            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-05-20      | 5.5000%  | 0.0000% | $330119.00         | $31463.18          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-07-20      | 4.0000%  | 0.0000% | $15093.00          | $1670.94           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-08-20      | 6.0000%  | 0.0000% | $1253.00           | $188.06            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-09-20      | 6.0000%  | 0.0000% | $24119.00          | $3182.35           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $1000.00           | $259.06            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $2000.00           | $744.35            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-01-20      | 4.5000%  | 0.0000% | $1000.00           | $130.16            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-10-20      | 6.5000%  | 0.0000% | $1002.00           | $177.94            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 6.0000%  | 0.0000% | $3001.00           | $413.10            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 6.0000%  | 0.0000% | $2000.00           | $437.95            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 3.0000%  | 0.0000% | $2048.00           | $442.32            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $335000.00         | $81859.40          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 5.5000%  | 0.0000% | $2000.00           | $523.62            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 6.0000%  | 0.0000% | $23000.00          | $4732.11           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-06-20      | 5.5000%  | 0.0000% | $293449.00         | $80574.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $16834.00          | $4598.94           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-20      | 6.0000%  | 0.0000% | $23000.00          | $4567.31           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-08-20      | 4.5000%  | 0.0000% | $4998800.00        | $687537.42         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-08-20      | 2.0000%  | 0.0000% | $25000.00          | $10936.50          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $2000.00           | $701.55            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $2920291.00        | $918043.78         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $2000.00           | $937.43            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $730392.00         | $492917.98         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $6748408.00        | $4432702.15        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 3.0000%  | 0.0000% | $231443.00         | $158494.10         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $1002.00           | $745.98            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $552443.00         | $356934.09         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 3.0000%  | 0.0000% | $6000.00           | $4107.10           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 5.0000%  | 0.0000% | $2005.00           | $738.57            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-04-20      | 3.0000%  | 0.0000% | $2000.00           | $907.50            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-06-20      | 5.0000%  | 0.0000% | $2000.00           | $702.13            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $46000.00          | $26342.23          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $100213.00         | $57387.70          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $3062.00           | $2725.80           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $62000.00          | $36227.02          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $5000.00           | $3082.63           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $1000.00           | $544.42            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $3089640.00        | $1969770.76        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $37934.00          | $25186.64          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $2000.00           | $1305.41           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $10000.00          | $9316.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 2.5000%  | 0.0000% | $54000.00          | $42207.11          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $12847.00          | $10421.51          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $40000.00          | $32325.21          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $65000.00          | $52167.28          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 3.5000%  | 0.0000% | $20000.00          | $17248.76          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $5476088.00        | $5339969.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-05-01      | 6.4650%  | 0.0000% | $393000.00         | $4727.37           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-06-01      | 6.2700%  | 0.0000% | $112000.00         | $1268.26           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-04-01      | 6.0000%  | 0.0000% | $1004.00           | $69.46             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-04-01      | 6.0000%  | 0.0000% | $1626092.00        | $55341.56          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-12-01      | 4.5000%  | 0.0000% | $23805068.00       | $1916747.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-02-01      | 4.5000%  | 0.0000% | $205000.00         | $21363.90          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $1224690.00        | $748504.49         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $119000.00         | $69485.70          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 4.0000%  | 0.0000% | $13000.00          | $6247.02           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $46000.00          | $28935.59          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $295273.00         | $181624.54         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $45000.00          | $3907.02           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 3.5000%  | 0.0000% | $2000.00           | $242.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $9000.00           | $1520.78           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-01-01      | 3.0000%  | 0.0000% | $532421.00         | $91691.58          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 2.5000%  | 0.0000% | $160555.00         | $36045.51          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $182.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $12000.00          | $2995.78           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $83000.00          | $23652.96          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 1.5000%  | 0.0000% | $30000.00          | $15966.21          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $1800000.00        | $1018095.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $63687.00          | $37777.96          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $30000.00          | $15081.55          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 3.5000%  | 0.0000% | $3000.00           | $1194.01           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 6.0000%  | 0.0000% | $11984.00          | $9318.60           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.0000%  | 0.0000% | $8000.00           | $7235.70           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $32378.00          | $25873.90          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 4.0000%  | 0.0000% | $630904.00         | $548801.54         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $649.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $2134000.00        | $1373250.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $8000.00           | $5529.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $728.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $4242581.00        | $3166296.19        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $65771.00          | $47026.05          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $6000.00           | $4310.40           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $3455000.00        | $2537190.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $30389.00          | $22842.81          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $53000.00          | $40534.30          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 3.0000%  | 0.0000% | $206192.00         | $151510.74         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $4000.00           | $3071.50           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.0000%  | 0.0000% | $83000.00          | $64033.28          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $581995.00         | $431473.76         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 3.5000%  | 0.0000% | $23000.00          | $17783.23          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $57278.00          | $35587.34          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $28339.00          | $27243.89          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-10-15      | 4.0000%  | 0.0000% | $174297.00         | $7505.80           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 7.5000%  | 0.0000% | $7001.00           | $4093.28           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 7.5000%  | 0.0000% | $8902.00           | $9490.62           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-15      | 6.5000%  | 0.0000% | $1000.00           | $1010.84           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-15      | 6.5000%  | 0.0000% | $11777.00          | $11946.69          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-15      | 7.0000%  | 0.0000% | $1000.00           | $990.58            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 7.5000%  | 0.0000% | $7002.00           | $2749.94           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 8.0000%  | 0.0000% | $6000.00           | $2575.91           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-11-20      | 8.0000%  | 0.0000% | $5000.00           | $1358.84           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-11-20      | 7.5000%  | 0.0000% | $7000.00           | $3068.58           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $299577.00         | $263727.06         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $903542.00         | $770582.02         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $525918.00         | $492371.96         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $1548093.00        | $1391539.25        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $258827.00         | $251819.57         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $7002.00           | $4008.66           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $42788.00          | $40645.24          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1091558.00        | $1152682.46        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1036.69           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $56407.00          | $54784.73          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $30991.00          | $31750.11          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $243835.00         | $251406.85         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $2520940.00        | $2587734.57        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1295192.00        | $1313265.75        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1931039.00        | $2011818.27        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1164809.00        | $1228810.08        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $2823408.00        | $2934197.54        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $3540509.00        | $3705348.81        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $1140107.00        | $1219716.45        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.5000%  | 0.0000% | $1001.00           | $1070.72           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $2410503.00        | $2484917.25        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $1000.00           | $1031.01           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1116534.00        | $1159001.72        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1001.00           | $1043.28           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1049497.00        | $1107463.89        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1226787.00        | $1291516.39        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 4.5000%  | 0.0000% | $1800494.00        | $1676875.47        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1159484.00        | $1220712.05        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1453691.00        | $1530021.95        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1993833.00        | $2076700.81        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1033583.00        | $1092714.74        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1947188.00        | $2040344.29        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1374821.00        | $1450683.18        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1003.00           | $1033.37           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1790934.00        | $1867393.55        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $13508279.00       | $13177253.02       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $19191.00          | $18602.71          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $4786539.00        | $4668570.12        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $182385.00         | $180644.01         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1733778.00        | $1720303.82        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $24094.00          | $23781.19          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 4.0000%  | 0.0000% | $1584667.00        | $1478330.64        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $147171287.00      | $148153501.98      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $2931476.00        | $2959004.39        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $25959.00          | $26871.35          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $4767539.00        | $4683772.13        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1001.00           | $1024.22           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-02-20      | 6.5000%  | 0.0000% | $285760.00         | $293794.91         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $6000.00           | $6163.55           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $28664.00          | $29554.45          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $37420.00          | $38927.61          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $39657.00          | $41179.54          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $122343.00         | $126135.76         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2063-05-20      | 6.5000%  | 0.0000% | $3296.00           | $3388.11           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-06-20      | 4.5000%  | 0.0000% | $174000.00         | $5012.06           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-11-20      | 4.5000%  | 0.0000% | $128488.00         | $4701.51           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-05-20      | 4.5000%  | 0.0000% | $1007.00           | $35.83             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-07-20      | 4.5000%  | 0.0000% | $2320.00           | $86.17             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-10-20      | 4.5000%  | 0.0000% | $3676.00           | $169.26            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-06-20      | 4.5000%  | 0.0000% | $2010.00           | $83.26             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-10-15      | 5.0000%  | 0.0000% | $1125.00           | $18.69             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $179842.00         | $7040.88           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-07-20      | 4.6250%  | 0.0000% | $596923.00         | $9316.71           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-07-20      | 4.6250%  | 0.0000% | $2500000.00        | $86164.99          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-09-20      | 4.6250%  | 0.0000% | $2000000.00        | $53174.12          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-08-20      | 5.8750%  | 0.0000% | $13207.00          | $307.30            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-11-20      | 5.8750%  | 0.0000% | $12807.00          | $424.10            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-12-20      | 5.8750%  | 0.0000% | $35195.00          | $644.31            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-03-20      | 7.0000%  | 0.0000% | $460921.00         | $61942.82          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-15      | 4.5000%  | 0.0000% | $6344027.00        | $1796625.32        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $11199000.00       | $6668845.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-01-20      | 6.4500%  | 0.0000% | $666408.00         | $60221.80          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2029-04-15      | 3.8750%  | 0.0000% | $100.00            | $218.77            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2041-08-15      | N/A      | 0.0000% | $20.01             | $9.08              | U.S. Treasuries (including strips) |

### Security 185: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19BMJ3, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP19BMJ3_4.34_0905
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **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 | 2042-05-15      | 3.2500%  | 0.0000% | $379702700.00      | $315299203.69      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $34689200.00       | $35152861.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-28      | 4.2500%  | 0.0000% | $24035800.00       | $25112003.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-30      | 4.3750%  | 0.0000% | $18937100.00       | $19701158.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 4.3750%  | 0.0000% | $472500.00         | $488584.94         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-09-30      | 5.0000%  | 0.0000% | $13197400.00       | $13476358.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2026-08-15      | 6.7500%  | 0.0000% | $400.00            | $412.33            | U.S. Treasuries (including strips) |

### Security 186: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19D6E8, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP19D6E8_4.36_0905
- **C.18 - Value (incl. sponsor support):** $3250000000.00
- **C.18.a - Value (excl. sponsor support):** $3250000000.00
- **C.19 - Percentage of Net Assets:** 1.9200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1289250.00        | $1133461.30        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $1598266.00        | $1648058.30        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $1121820.00        | $985975.45         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $1771438.00        | $1647040.73        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-01-15      | 5.4900%  | 0.0000% | $626155.00         | $650026.76         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $2339204.00        | $2305884.46        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1664728.00        | $1734860.61        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-03-15      | 5.6000%  | 0.0000% | $1291148.00        | $1348652.99        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 4.5000%  | 0.0000% | $1455880.00        | $1385415.42        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1014604.00        | $1065476.06        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-02-20      | 4.0000%  | 0.0000% | $649734.00         | $312184.04         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1056412.00        | $1104026.55        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.5000%  | 0.0000% | $3402864.00        | $3676411.26        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $20365376.00       | $20651403.19       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-08-20      | 5.5000%  | 0.0000% | $58371264.00       | $58480989.02       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $5620688.00        | $5743774.20        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $10174752.00       | $10522216.39       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1848200.00        | $1885953.59        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1251502.00        | $1272424.62        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2149840.00        | $2267962.01        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $10032160.00       | $10440194.23       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1336280.00        | $1363689.48        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1049744.00        | $1103421.52        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-07-20      | 5.0000%  | 0.0000% | $587632.00         | $580313.31         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $3916608.00        | $4100905.37        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1074378.00        | $1093637.06        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $5784536.00        | $5866886.32        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $4313336.00        | $4601961.38        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1008960.00        | $1051141.26        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $1053876.00        | $1047890.92        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $4259120.00        | $4437121.15        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $6547632.00        | $6651547.10        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $4882072.00        | $4954819.51        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $207375.00         | $210465.68         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $3587172.00        | $3735931.36        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1517914.00        | $1591787.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $5676976.00        | $5750334.91        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $86565120.00       | $90184218.13       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $2838004.00        | $2948858.33        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $4642072.00        | $4835461.95        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $6282048.00        | $6541338.38        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1045770.00        | $1070292.08        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1669552.00        | $1699537.47        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $48601.00          | $49538.01          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $25249100.00       | $26049336.57       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 7.5000%  | 0.0000% | $1642950.00        | $1712636.27        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $6311896.00        | $6406181.70        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $17142688.00       | $17463972.45       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-07-20      | 4.5000%  | 0.0000% | $1064326.00        | $1018453.55        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $3587484.00        | $3701188.11        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $7947880.00        | $8083500.86        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1207888.00        | $1280183.19        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $227783680.00      | $227083191.53      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $27528192.00       | $27229601.14       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $291764736.00      | $293711961.60      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-07-20      | 5.5000%  | 0.0000% | $429787.00         | $436882.30         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 4.5000%  | 0.0000% | $90329856.00       | $87331808.08       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $117743.00         | $120090.69         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $2741036.00        | $2850276.45        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $3039940.00        | $3019493.27        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1178290.00        | $1231742.51        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-12-20      | 6.0000%  | 0.0000% | $621444.00         | $629449.34         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $3852284.00        | $3903858.76        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-05-20      | 6.0000%  | 0.0000% | $112172672.00      | $113829112.62      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2032-07-15      | 6.5000%  | 0.0000% | $12247040.00       | $7459.77           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-04-15      | 6.5000%  | 0.0000% | $17948672.00       | $8637.39           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-06-15      | 6.5000%  | 0.0000% | $322723.00         | $7638.94           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2030-12-15      | 6.5000%  | 0.0000% | $15468752.00       | $35978.30          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-04-20      | 6.1250%  | 0.0000% | $2967756.00        | $55643.18          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2029-08-20      | 4.6250%  | 0.0000% | $5476352.00        | $5153.64           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-08-20      | 4.6250%  | 0.0000% | $45000000.00       | $714996.37         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-01-15      | 4.5000%  | 0.0000% | $27000.00          | $7510.46           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-12-20      | 4.5000%  | 0.0000% | $11349456.00       | $1517597.79        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $175000.00         | $83774.13          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $1900000.00        | $1249262.91        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-08-15      | 5.5000%  | 0.0000% | $100000000.00      | $2295875.33        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-09-15      | 6.5000%  | 0.0000% | $1723574.00        | $26423.80          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip                      | 2027-08-15      | N/A      | 0.0000% | $695100.00         | $648244.00         | U.S. Treasuries (including strips) |
| Federal Farm Credit Bank                 | 2046-08-24      | 2.3500%  | 0.0000% | $2800000.00        | $1729712.29        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2025-12-11      | N/A      | 0.0000% | $12494000.00       | $12352230.58       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-01-20      | 2.0000%  | 0.0000% | $444249.00         | $12457.49          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-05-20      | 3.5000%  | 0.0000% | $61750336.00       | $6259992.70        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-06-20      | 6.2500%  | 0.0000% | $1364762.00        | $68748.41          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-04-20      | 5.5000%  | 0.0000% | $75004800.00       | $1136336.66        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-05-20      | 5.0000%  | 0.0000% | $147500.00         | $13166.21          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-10-20      | 2.5000%  | 0.0000% | $618000000.00      | $96343966.10       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-01-20      | 5.5000%  | 0.0000% | $636386.00         | $99109.45          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $495009.00         | $20060.33          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-07-20      | 5.0000%  | 0.0000% | $147909.00         | $49070.43          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $671674368.00      | $453291342.20      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $839235200.00      | $480594108.11      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $1337933824.00     | $796361464.31      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $443766272.00      | $273593560.12      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $101875584.00      | $78360962.85       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $13752688.00       | $11119368.80       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 5.0000%  | 0.0000% | $3942124.00        | $3751502.21        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 4.5000%  | 0.0000% | $21548096.00       | $19999660.01       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-10-20      | 4.0000%  | 0.0000% | $1515000.00        | $1070972.87        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-12-15      | 5.5000%  | 0.0000% | $457737.00         | $48521.64          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $200000.00         | $46998.52          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-01-20      | 2.5000%  | 0.0000% | $72091.00          | $26886.87          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-05-20      | 5.5000%  | 0.0000% | $1021020.00        | $464589.18         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-06-20      | 3.0000%  | 0.0000% | $1092556.00        | $587410.82         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $125000.00         | $19281.98          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-11-20      | 4.0000%  | 0.0000% | $1087636.00        | $203992.32         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-08-20      | 4.0000%  | 0.0000% | $78000.00          | $8962.72           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2063-07-20      | 6.0000%  | 0.0000% | $6365848.00        | $3224424.60        | Agency Mortgage-Backed Securities  |

### Security 187: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19DT60, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP19DT60_4.34_0905
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **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 Bill | 2025-10-07      | N/A      | 0.0000% | $72000.00          | $71706.10          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-12-31      | 0.3750%  | 0.0000% | $100.00            | $98.84             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $64.00             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $61.74             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 2.2500%  | 0.0000% | $17480600.00       | $17038794.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-15      | 2.3750%  | 0.0000% | $100.00            | $96.37             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-05-15      | 2.8750%  | 0.0000% | $88799700.00       | $61937635.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $96.79             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-09-30      | 3.6250%  | 0.0000% | $2758500.00        | $2767635.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 4.1250%  | 0.0000% | $718300.00         | $734494.64         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $89.58             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-05-15      | 4.2500%  | 0.0000% | $7849700.00        | $7967852.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-08-15      | 4.5000%  | 0.0000% | $100.00            | $99.31             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-12-31      | 4.5000%  | 0.0000% | $305457600.00      | $318394021.68      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-05-15      | 4.6250%  | 0.0000% | $100.00            | $96.55             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-11-30      | 4.8750%  | 0.0000% | $313500.00         | $317734.67         | U.S. Treasuries (including strips) |

### Security 188: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.355000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19ED40, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP19ED40_4.35_0905
- **C.18 - Value (incl. sponsor support):** $2250000000.00
- **C.18.a - Value (excl. sponsor support):** $2250000000.00
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-04-15      | 3.7500%  | 0.0000% | $1536969600.00     | $1564088546.16     | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $734080100.00      | $739809690.66      | U.S. Treasuries (including strips) |

### Security 189: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.350000%
- **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: ARP19FYT9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19FYT9_4.35_0905
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2060-01-15      | 4.7500%  | 0.0000% | $15461.00          | $15268.65          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2025-08-31      | 2.7500%  | 0.0000% | $100.00            | $101.35            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-09-30      | 3.0000%  | 0.0000% | $3235800.00        | $3271901.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-10-31      | 3.0000%  | 0.0000% | $1289200.00        | $1298887.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-11-15      | 2.2500%  | 0.0000% | $73100.00          | $73256.36          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-11-15      | 2.2500%  | 0.0000% | $4724700.00        | $4734806.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-08-31      | 0.2500%  | 0.0000% | $100.00            | $100.10            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-09-30      | 0.2500%  | 0.0000% | $64300.00          | $64139.34          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-10-15      | 0.1250%  | 0.0000% | $140719000.00      | $174527388.29      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-10-31      | 0.2500%  | 0.0000% | $25599800.00       | $25439084.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-11-30      | 0.3750%  | 0.0000% | $70942300.00       | $70325253.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-09-15      | 3.5000%  | 0.0000% | $1200.00           | $1218.66           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-10-15      | 4.2500%  | 0.0000% | $150800.00         | $153183.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-11-15      | 4.5000%  | 0.0000% | $5901200.00        | $5980411.55        | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note         | 2025-10-31      | 4.3134%  | 0.0000% | $10694700.00       | $10733569.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-10-31      | 5.0000%  | 0.0000% | $283089000.00      | $288074258.69      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-11-30      | 4.8750%  | 0.0000% | $429491700.00      | $435307320.40      | U.S. Treasuries (including strips) |

### Security 190: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.350000%
- **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: ARP19GEH5, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19GEH5_4.35_1208
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-12-08
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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.      | 2054-10-01      | 5.5000%  | 0.0000% | $21542259.00       | $19844081.35       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $10950000.00       | $10796553.82       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 7.5000%  | 0.0000% | $1251310.00        | $910887.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $1626822.00        | $1094734.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 4.5000%  | 0.0000% | $1136023.00        | $1088052.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $2786.00           | $2804.88           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.0000%  | 0.0000% | $2156878.00        | $2051229.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $1049750.00        | $1069591.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $4047250.00        | $3306007.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.0000%  | 0.0000% | $4797304.00        | $4544753.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 4.5000%  | 0.0000% | $9874114.00        | $9373397.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.5000%  | 0.0000% | $3858822.00        | $3987706.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 7.0000%  | 0.0000% | $2468982.00        | $2626169.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 7.5000%  | 0.0000% | $1035339.00        | $1088145.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 4.5000%  | 0.0000% | $598657.00         | $537614.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.0000%  | 0.0000% | $679608.00         | $667380.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 7.5000%  | 0.0000% | $1051132.00        | $1125585.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 4.0000%  | 0.0000% | $1024917.00        | $955080.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $2716840.00        | $2765531.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.0000%  | 0.0000% | $1193500.00        | $915345.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 7.5000%  | 0.0000% | $1135059.00        | $958086.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $1076106.00        | $1097537.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.5000%  | 0.0000% | $2573626.00        | $2483035.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $627171.00         | $643764.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.5000%  | 0.0000% | $2991027.00        | $3111452.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.5000%  | 0.0000% | $5396087.00        | $4857750.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.5000%  | 0.0000% | $1582646.00        | $1648875.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.5000%  | 0.0000% | $3768883.00        | $3762089.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.0000%  | 0.0000% | $1523319.00        | $1434012.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1090762.00        | $1098642.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 4.5000%  | 0.0000% | $111637.00         | $96291.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 7.0000%  | 0.0000% | $2428450.00        | $2551455.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.0000%  | 0.0000% | $117962085.00      | $113506268.45      | Agency Mortgage-Backed Securities |

### Security 191: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.200000%
- **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: ARP19GMM5, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP19GMM5_4.20_0905
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **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 | 2030-01-01      | 2.2600%  | 0.0000% | $3093547.00        | $2879930.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $2800000.00        | $248138.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $8580.00           | $2307.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 4.9080%  | 0.0000% | $1502541.00        | $1179575.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $1731193.00        | $358469.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $4549652.00        | $1103829.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $1575000.00        | $739349.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-07-01      | 1.9000%  | 0.0000% | $21179383.00       | $18518485.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $54512.00          | $36868.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $300000.00         | $233634.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $998546.00         | $703210.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $648641.00         | $527658.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 3.5000%  | 0.0000% | $60601169.00       | $28703195.31       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $103989747.00      | $53403121.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 3.0000%  | 0.0000% | $16314908.00       | $11658046.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 2.5000%  | 0.0000% | $215000.00         | $129534.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $20426773.00       | $15410213.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $388483.00         | $295640.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $905001.00         | $654460.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.5000%  | 0.0000% | $380476.00         | $287719.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $99776.00          | $79262.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $6681165.00        | $5620765.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $10133138.00       | $8953045.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $23699602.00       | $19358884.95       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 3.5000%  | 0.0000% | $1710997.00        | $224304.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $623589.00         | $305109.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $29858018.00       | $31376195.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $128656025.00      | $128584350.48      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $5881934.00        | $4686818.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $23507727.00       | $22207267.30       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $265857.00         | $265544.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $27270132.00       | $27435593.10       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $5082839.00        | $5002157.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $200076.00         | $192845.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-12-01      | 5.5000%  | 0.0000% | $22822.00          | $1035.17           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 5.0000%  | 0.0000% | $26130.00          | $989.89            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-08-01      | 6.0000%  | 0.0000% | $7335440.00        | $345952.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-03-01      | 5.5000%  | 0.0000% | $9173296.00        | $119494.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-07-01      | 6.0000%  | 0.0000% | $1984.00           | $19.85             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-01-01      | 3.5000%  | 0.0000% | $2008160.00        | $392723.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-02-01      | 3.5000%  | 0.0000% | $2288068.00        | $315077.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-05-01      | 3.0000%  | 0.0000% | $717719.00         | $389498.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.5000%  | 0.0000% | $5000.00           | $3673.35           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $640968.00         | $532647.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $3368.00           | $3039.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 3.5000%  | 0.0000% | $1003.00           | $854.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 4.0000%  | 0.0000% | $3655700.00        | $2742819.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $32760884.00       | $29855762.73       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 4.5000%  | 0.0000% | $3000.00           | $2783.72           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $26000.00          | $24274.18          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 4.5000%  | 0.0000% | $2081768.00        | $1945189.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.0000%  | 0.0000% | $41430.00          | $34878.25          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-08-01      | 4.0000%  | 0.0000% | $3168688.00        | $435501.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 3.5000%  | 0.0000% | $9449611.00        | $1284240.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-04-01      | 3.5000%  | 0.0000% | $4614175.00        | $1284523.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $100000.00         | $96144.62          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.5000%  | 0.0000% | $2675224.00        | $2059891.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $205000.00         | $161116.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $8959041.00        | $7899691.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $13292665.00       | $12173228.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $13882640.00       | $1663116.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-08-01      | 4.0000%  | 0.0000% | $3184.00           | $187.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-04-01      | 3.5000%  | 0.0000% | $199933184.00      | $18574629.95       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $10008920.00       | $1656218.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $875.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $287111.00         | $291731.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $328333.00         | $333526.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1365399.00        | $1374704.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 6.0000%  | 0.0000% | $621117.00         | $598506.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $2320384.00        | $2267542.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $2499342.00        | $2437431.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2063-09-01      | 4.0000%  | 0.0000% | $10340582.00       | $8335695.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $773885.00         | $173303.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $70746380.00       | $18598781.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $1000.00           | $332.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $5638475.00        | $1545677.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 3.5000%  | 0.0000% | $2524618.00        | $1449061.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 4.0000%  | 0.0000% | $3538922.00        | $1027423.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-04-01      | 4.0000%  | 0.0000% | $2380407.00        | $818515.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $1058448.00        | $381128.54         | Agency Mortgage-Backed Securities |

### Security 192: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19HHA5, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP19HHA5_4.34_0905
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **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 Bill               | 2025-11-28      | N/A      | 0.0000% | $252424400.00      | $249946349.70      | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-12-26      | N/A      | 0.0000% | $400.00            | $394.88            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-04-16      | N/A      | 0.0000% | $10908300.00       | $10652620.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $86.76             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-05-15      | 1.6250%  | 0.0000% | $300.00            | $268.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $68.67             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-05-15      | 2.2500%  | 0.0000% | $5491700.00        | $4006854.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $69.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-03-31      | 2.5000%  | 0.0000% | $100.00            | $99.19             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-05-15      | 2.8750%  | 0.0000% | $17942300.00       | $13842829.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $80.02             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-11-15      | 3.0000%  | 0.0000% | $100.00            | $76.12             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2052-08-15      | 3.0000%  | 0.0000% | $98891000.00       | $70002298.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-08-15      | 3.1250%  | 0.0000% | $700.00            | $546.86            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-05-15      | 3.3750%  | 0.0000% | $5000000.00        | $4115672.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-08-15      | 3.7500%  | 0.0000% | $100.00            | $89.11             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-30      | 3.7500%  | 0.0000% | $29590900.00       | $29986416.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-06-30      | 3.7500%  | 0.0000% | $2400.00           | $2418.73           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-02-15      | 3.8750%  | 0.0000% | $20881000.00       | $18559057.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-11-30      | 4.1250%  | 0.0000% | $1400.00           | $1434.35           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-03-31      | 4.1250%  | 0.0000% | $600.00            | $618.08            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2039-05-15      | 4.2500%  | 0.0000% | $100.00            | $98.19             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2025-10-15      | 4.2500%  | 0.0000% | $6303900.00        | $6404310.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-08-31      | 4.3750%  | 0.0000% | $100.00            | $104.35            | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-01-31      | 4.3884%  | 0.0000% | $919800.00         | $923599.56         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-02-15      | 4.7500%  | 0.0000% | $777600.00         | $784009.80         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2037-05-15      | 5.0000%  | 0.0000% | $100.00            | $107.52            | U.S. Treasuries (including strips) |

### Security 193: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.420000%
- **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: ARP19JYB0, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP19JYB0_4.42_0905
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **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 Home Loan Mortgage Corp.         | 2052-04-15      | 2.0000%  | 0.0000% | $10000000.00       | $1164057.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-15      | 3.0000%  | 0.0000% | $30592000.00       | $954007.48         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-05-15      | 3.0000%  | 0.0000% | $19170163.00       | $2644921.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-01-15      | 3.5000%  | 0.0000% | $44045604.00       | $970196.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-12-25      | 4.2808%  | 0.0000% | $12657164.00       | $2153863.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-15      | 4.5000%  | 0.0000% | $55393100.00       | $3035094.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-05-15      | 4.5000%  | 0.0000% | $19469225.00       | $1096529.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-11-15      | 5.0000%  | 0.0000% | $73211702.00       | $12703849.98       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-10-25      | N/A      | 0.0000% | $16630997.00       | $9935324.35        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | N/A      | 0.0000% | $263660.00         | $139173.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.9016%  | 0.0000% | $100001.00         | $3008.84           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.0016%  | 0.0000% | $33413940.00       | $2517490.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 1.0516%  | 0.0000% | $15674400.00       | $676617.79         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-01      | 1.5000%  | 0.0000% | $20000000.00       | $1735312.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.5016%  | 0.0000% | $25095100.00       | $1638342.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 1.5516%  | 0.0000% | $96663672.00       | $6397849.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | 2.0000%  | 0.0000% | $50000000.00       | $5718026.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $17000000.00       | $1765166.55        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | 2.0000%  | 0.0000% | $23640096.00       | $2613514.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 2.0000%  | 0.0000% | $15000000.00       | $1662482.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-01      | 2.0000%  | 0.0000% | $200611345.00      | $22794305.98       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $50000000.00       | $5665343.65        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $6087343.00        | $587445.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-04-25      | 2.5000%  | 0.0000% | $28642603.00       | $4098630.63        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-01      | 2.5000%  | 0.0000% | $24900000.00       | $2921456.08        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-03-01      | 2.5000%  | 0.0000% | $78306470.00       | $10128927.20       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-07-25      | 3.0000%  | 0.0000% | $129881439.00      | $12260846.48       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 3.0000%  | 0.0000% | $168632893.00      | $15979722.25       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-11-01      | 3.0000%  | 0.0000% | $38158553.00       | $966561.51         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $183034888.00      | $28679412.36       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-01-01      | 3.0000%  | 0.0000% | $46752497.00       | $7258468.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-01-25      | 3.5000%  | 0.0000% | $27633523.00       | $100612.04         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-07-01      | 3.5000%  | 0.0000% | $153954922.00      | $4137875.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-25      | 4.0000%  | 0.0000% | $132318883.00      | $16388407.51       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-25      | 4.5000%  | 0.0000% | $41560342.00       | $7197811.47        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $18513275.00       | $3337295.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $25469583.00       | $4936466.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-01      | 4.5000%  | 0.0000% | $21447567.00       | $4593025.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $11619075.00       | $2050775.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $38192470.00       | $7153944.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $118394156.00      | $19374710.01       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | N/A      | 0.0000% | $20836735.00       | $14736608.08       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | N/A      | 0.0000% | $782804.00         | $673034.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | N/A      | 0.0000% | $636364.00         | $538066.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.7550%  | 0.0000% | $6202602.00        | $313710.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.8050%  | 0.0000% | $184889036.00      | $9355849.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-01-16      | 0.8179%  | 0.0000% | $74899998.00       | $376991.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-02-16      | 0.8327%  | 0.0000% | $110800000.00      | $5948469.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.8550%  | 0.0000% | $212000000.00      | $10921323.54       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.5550%  | 0.0000% | $222058046.00      | $20553496.56       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 1.5951%  | 0.0000% | $58333333.00       | $2925950.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 1.5951%  | 0.0000% | $29895925.00       | $2521244.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 1.5951%  | 0.0000% | $173153683.00      | $20200413.93       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-09-20      | 1.6451%  | 0.0000% | $20708456.00       | $153528.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 1.6951%  | 0.0000% | $37458332.00       | $2473134.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 1.6951%  | 0.0000% | $28890599.00       | $3123016.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 1.8451%  | 0.0000% | $25000000.00       | $2497837.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 1.8550%  | 0.0000% | $12368384.00       | $1470097.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.3550%  | 0.0000% | $21000000.00       | $1520642.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $154067626.00      | $23065293.10       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $2220705.00        | $231130.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $50000000.00       | $4145902.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $8977863.00        | $1094488.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $38581574.00       | $4581393.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $24566517.00       | $1943951.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $32013000.00       | $3349854.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-01-25      | 3.0000%  | 0.0000% | $37500000.00       | $4497745.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-04-25      | 3.0000%  | 0.0000% | $51562930.00       | $7727081.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | 3.5000%  | 0.0000% | $23202878.00       | $3459200.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-04-25      | 3.5000%  | 0.0000% | $29719493.00       | $5247391.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-07-25      | 4.0000%  | 0.0000% | $13821192.00       | $2758829.68        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 4.0000%  | 0.0000% | $25494533.00       | $5212815.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 4.5000%  | 0.0000% | $37026969.00       | $7459023.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-03-25      | 4.5000%  | 0.0000% | $44006575.00       | $8149671.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-08-25      | 4.5000%  | 0.0000% | $20000000.00       | $4179828.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-06-25      | 5.0000%  | 0.0000% | $25000000.00       | $5260741.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $176999999.00      | $12390774.37       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 4.0000%  | 0.0000% | $107857312.00      | $20062529.76       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-02-16      | 5.0000%  | 0.0000% | $55310692.00       | $2595446.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-10-20      | 5.0000%  | 0.0000% | $6129737.00        | $312452.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.5950%  | 0.0000% | $1000.00           | $617.65            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 1.5000%  | 0.0000% | $100000000.00      | $7188034.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-04-25      | 1.5000%  | 0.0000% | $13940869.00       | $1080068.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 1.5016%  | 0.0000% | $75816552.00       | $5692385.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 1.6516%  | 0.0000% | $32975090.00       | $2343253.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 2.0000%  | 0.0000% | $125000000.00      | $11215311.53       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.5000%  | 0.0000% | $88532400.00       | $8875577.57        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.5000%  | 0.0000% | $156146031.00      | $22001488.74       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | 3.0000%  | 0.0000% | $4848700.00        | $503300.55         | Agency Collateralized Mortgage Obligation |

### Security 194: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.300000%
- **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: ARP19M3A9, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP19M3A9_4.30_0115
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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 | 2046-11-01      | 3.0000%  | 0.0000% | $62293970.00       | $17951239.41       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $31658018.00       | $7857245.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 3.0000%  | 0.0000% | $437655349.00      | $58962692.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $340026728.00      | $56307646.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $284397168.00      | $58787162.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 4.0000%  | 0.0000% | $447543331.00      | $57634013.47       | Agency Mortgage-Backed Securities |

### Security 195: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.310000%
- **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: ARP19MVW0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19MVW0_4.31_0116
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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.      | 2054-09-01      | 6.0000%  | 0.0000% | $24181028.00       | $22259914.02       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $148912.00         | $145257.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 4.5000%  | 0.0000% | $109859.00         | $103987.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $1275000.00        | $1318804.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $6057375.00        | $5830284.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $456373.00         | $449724.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $1204389.00        | $1090934.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $1104230.00        | $1112083.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.0000%  | 0.0000% | $2628335.00        | $2569661.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $500967.00         | $500170.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $1603873.00        | $1670285.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $16681.00          | $16374.44          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $8713761.00        | $8480014.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 4.5000%  | 0.0000% | $1148387.00        | $1102068.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $1898592.00        | $1991451.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.0000%  | 0.0000% | $571040.00         | $562201.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $1082800.00        | $1090319.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 7.5000%  | 0.0000% | $1326760.00        | $1421708.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $1304902.00        | $1004593.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $2045355.00        | $2035428.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 7.0000%  | 0.0000% | $1079233.00        | $1163024.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1219807.00        | $1227492.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $3009000.00        | $3140303.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $3380000.00        | $3467013.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $993.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 3.5560%  | 0.0000% | $2747640.00        | $2569866.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 3.0200%  | 0.0000% | $1137083.00        | $997324.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $1186803.00        | $965366.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $2123390.00        | $2181062.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $2126111.00        | $1969777.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $2106106.00        | $1739530.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $502681.00         | $523599.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $3351180.00        | $3450177.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $25716148.00       | $24849703.58       | Agency Mortgage-Backed Securities |

### Security 196: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.190000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19N3N9, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP19N3N9_4.19_0905
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **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  | 2041-08-15      | 3.7500%  | 0.0000% | $16297800.00       | $14597069.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2053-08-15      | 4.1250%  | 0.0000% | $30753800.00       | $27193041.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-05-15      | 4.6250%  | 0.0000% | $21713800.00       | $21503914.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-08-15      | N/A      | 0.0000% | $120649481.10      | $104111453.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-05-15      | N/A      | 0.0000% | $128714666.00      | $79659061.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $27978997.75       | $7935459.30        | U.S. Treasuries (including strips) |

### Security 197: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.350000%
- **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: ARP19QDF8, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19QDF8_4.35_0905
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2060-01-15      | 4.7500%  | 0.0000% | $13260.00          | $13095.03          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2026-02-15      | 6.0000%  | 0.0000% | $47741400.00       | $48260473.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-10-31      | 3.0000%  | 0.0000% | $100.00            | $100.76            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-11-30      | 2.8750%  | 0.0000% | $10383600.00       | $10422535.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-12-31      | 2.6250%  | 0.0000% | $8248100.00        | $8240156.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-11-15      | 2.2500%  | 0.0000% | $100.00            | $100.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-11-15      | 2.2500%  | 0.0000% | $50700.00          | $50808.45          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-01-15      | 0.6250%  | 0.0000% | $377885100.00      | $511146844.02      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-02-15      | 1.6250%  | 0.0000% | $208000.00         | $205819.17         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-11-30      | 0.3750%  | 0.0000% | $2612600.00        | $2589875.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-12-31      | 0.3750%  | 0.0000% | $18733400.00       | $18508738.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-01-31      | 0.3750%  | 0.0000% | $26190500.00       | $25784220.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-11-15      | 4.5000%  | 0.0000% | $900.00            | $912.08            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-01-15      | 3.8750%  | 0.0000% | $124743500.00      | $125211593.86      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-02-15      | 4.0000%  | 0.0000% | $20478000.00       | $20496977.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-03-15      | 4.6250%  | 0.0000% | $94376700.00       | $96682931.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-11-30      | 4.8750%  | 0.0000% | $130378500.00      | $132143916.80      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-12-31      | 4.2500%  | 0.0000% | $4222500.00        | $4252709.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note         | 2026-01-31      | 4.3884%  | 0.0000% | $2123700.00        | $2132370.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-01-31      | 4.2500%  | 0.0000% | $13807000.00       | $13855948.37       | U.S. Treasuries (including strips) |

### Security 198: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.210000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19TAK4, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP19TAK4_4.21_0905
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **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 Strip | 2040-02-15      | N/A      | 0.0000% | $31964500.00       | $16336832.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $3759400.00        | $1409947.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $2895100.00        | $975906.36         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $3210900.00        | $1024106.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $100.00            | $49.47             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-05-15      | 1.6250%  | 0.0000% | $3900.00           | $3854.80           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-07-15      | 1.3750%  | 0.0000% | $484974000.00      | $508877030.36      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-01-15      | 1.7500%  | 0.0000% | $132209000.00      | $139806339.69      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-05-15      | 4.3750%  | 0.0000% | $655659500.00      | $677317180.36      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-05-15      | 4.2500%  | 0.0000% | $137075000.00      | $139374001.11      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $1314000.00        | $967845.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $51160409.74       | $32083818.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $183.85            | $112.25            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-08-15      | N/A      | 0.0000% | $1987222.55        | $1714824.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-02-15      | N/A      | 0.0000% | $617000.00         | $521464.95         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-08-15      | N/A      | 0.0000% | $839509.88         | $213708.99         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $38.91             | $19.94             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-11-15      | N/A      | 0.0000% | $3426658.67        | $1531675.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-05-15      | N/A      | 0.0000% | $2511000.00        | $1088598.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $1461800.90        | $613953.45         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $3044000.00        | $1259820.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $3375000.00        | $1281116.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $3425000.00        | $1267366.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-08-15      | N/A      | 0.0000% | $2815000.00        | $967200.22         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-11-15      | N/A      | 0.0000% | $2141000.01        | $654148.30         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $2500000.00        | $709055.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $82.04             | $22.94             | U.S. Treasuries (including strips) |

### Security 199: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.300000%
- **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: ARP19TPO0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19TPO0_4.30_0126
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-01-26
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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.      | 2054-10-01      | 5.0000%  | 0.0000% | $8871572.00        | $8661558.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $939871.00         | $858481.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.0000%  | 0.0000% | $2388588.00        | $2189676.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.0000%  | 0.0000% | $500000.00         | $467830.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $225000.00         | $197669.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $24852654.00       | $24026199.15       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $500000.00         | $471909.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $24519944.00       | $23998025.35       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 4.5000%  | 0.0000% | $776562.00         | $639993.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 4.0000%  | 0.0000% | $1078861.00        | $935132.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $16390049.00       | $15890775.11       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $303004.00         | $302965.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 4.5000%  | 0.0000% | $200135.00         | $189986.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.0000%  | 0.0000% | $270267.00         | $264857.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 4.5000%  | 0.0000% | $7263467.00        | $6522836.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 4.0000%  | 0.0000% | $2001800.00        | $1850260.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.0000%  | 0.0000% | $5878.00           | $5533.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.5000%  | 0.0000% | $3328509.00        | $3462244.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 7.0000%  | 0.0000% | $1478298.00        | $1577259.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 7.0000%  | 0.0000% | $1168648.00        | $1225717.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.5000%  | 0.0000% | $999940.00         | $945328.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 4.0000%  | 0.0000% | $1637094.00        | $1480773.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $656353.00         | $656828.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 7.0000%  | 0.0000% | $1000.00           | $1050.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.5000%  | 0.0000% | $967561.00         | $1002502.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 4.2900%  | 0.0000% | $698019.00         | $452860.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 7.0000%  | 0.0000% | $44737368.00       | $40399845.23       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $45421293.00       | $44406063.62       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.0000%  | 0.0000% | $23592660.00       | $22137025.45       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $325000.00         | $287038.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $534111.00         | $492654.63         | Agency Mortgage-Backed Securities |

### Security 200: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.350000%
- **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: ARP19UET8, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19UET8_4.35_0905
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2060-09-15      | 5.6000%  | 0.0000% | $3246251.00        | $3385124.18        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-15      | 5.9400%  | 0.0000% | $9253400.00        | $9665577.99        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-08-15      | 5.8500%  | 0.0000% | $4200242.00        | $4455751.12        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2026-02-15      | 6.0000%  | 0.0000% | $2159400.00        | $2182878.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-02-15      | 1.6250%  | 0.0000% | $900.00            | $890.57            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-01-31      | 0.3750%  | 0.0000% | $100.00            | $98.45             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-03-31      | 0.7500%  | 0.0000% | $639200.00         | $629150.02         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-04-30      | 0.7500%  | 0.0000% | $7417800.00        | $7276439.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-04-15      | 0.1250%  | 0.0000% | $378962300.00      | $462904138.17      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-02-15      | 4.0000%  | 0.0000% | $42700.00          | $42739.57          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-03-15      | 4.6250%  | 0.0000% | $127437900.00      | $130552030.02      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-05-15      | 3.6250%  | 0.0000% | $137818600.00      | $138930324.19      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-02-28      | 4.6250%  | 0.0000% | $374900.00         | $384480.06         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-03-31      | 4.5000%  | 0.0000% | $4661600.00        | $4760344.69        | U.S. Treasuries (including strips) |

### Security 201: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.450000%
- **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: ARP19VYD9, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP19VYD9_4.45_0905
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **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 Bank                   | 2038-11-02      | 4.2500%  | 0.0000% | $1000000.00        | $934652.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2026-10-13      | 1.1000%  | 0.0000% | $30000000.00       | $29194966.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2034-03-10      | 4.3750%  | 0.0000% | $11090000.00       | $11313332.58       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2039-02-02      | 3.5000%  | 0.0000% | $3918000.00        | $3408405.33        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2033-11-21      | 4.0700%  | 0.0000% | $1000000.00        | $970989.44         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2032-03-08      | 3.0000%  | 0.0000% | $40375000.00       | $38248045.00       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2032-03-23      | 3.3000%  | 0.0000% | $15515000.00       | $14853595.55       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2032-03-29      | 3.5400%  | 0.0000% | $25000000.00       | $24229000.00       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2033-02-09      | 4.0000%  | 0.0000% | $25000000.00       | $24897705.56       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2027-11-24      | 5.1200%  | 0.0000% | $26000000.00       | $26360388.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-08-01      | 4.5750%  | 0.0000% | $20643600.00       | $20662351.26       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-11-20      | 3.0000%  | 0.0000% | $1099990.00        | $71393.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-05-20      | 2.5000%  | 0.0000% | $803580.00         | $600398.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $276530176.00      | $151334891.48      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $107430000.00      | $86522608.72       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 5.0000%  | 0.0000% | $300000.00         | $260241.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 5.0000%  | 0.0000% | $800000.00         | $720933.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $10536560.00       | $8996191.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 3.5000%  | 0.0000% | $119702.00         | $96263.51          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-03-15      | 5.2500%  | 0.0000% | $2885372.00        | $2959071.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 5.6100%  | 0.0000% | $5649510.00        | $5884396.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-09-20      | 7.0000%  | 0.0000% | $4827370.00        | $3449662.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $1455420.00        | $1471546.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $463214.00         | $451901.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $545656.00         | $562431.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1402308.00        | $1425245.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $83017.00          | $86463.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-07-15      | 5.6800%  | 0.0000% | $6000000.00        | $6306453.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1270336.00        | $1288893.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $104728.00         | $109080.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $6365480.00        | $6631547.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $4392488.00        | $4483871.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1049920.00        | $1066323.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 5.8400%  | 0.0000% | $707642.00         | $751948.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $5442264.00        | $5622603.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $5280576.00        | $5464659.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 5.5000%  | 0.0000% | $1032340.00        | $1033775.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 5.5000%  | 0.0000% | $182895.00         | $183141.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1701122.00        | $1755824.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $97134.00          | $101192.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $310762.00         | $320555.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1596912.00        | $1661492.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $94269.00          | $98550.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $3313872.00        | $3386358.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $2334280.00        | $2428318.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $4678704.00        | $4826993.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 4.5000%  | 0.0000% | $1457000.00        | $1456637.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $917009.00         | $946074.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 3.5000%  | 0.0000% | $867675.00         | $791468.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 5.9700%  | 0.0000% | $1087284.00        | $1153836.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-10-20      | 5.5000%  | 0.0000% | $118102.00         | $5160.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-15      | 4.5000%  | 0.0000% | $1485600.00        | $174034.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 5.1290%  | 0.0000% | $1533564.00        | $1274218.82        | Agency Mortgage-Backed Securities |

### Security 202: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.430000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19VYE7, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP19VYE7_4.43_0905
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **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  | 2029-08-15      | 6.1250%  | 0.0000% | $23898700.00       | $26114806.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-11-15      | 4.5000%  | 0.0000% | $1161200.00        | $1107228.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $1471000.00        | $1093822.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-11-30      | 4.1250%  | 0.0000% | $28522200.00       | $29239346.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-08-15      | N/A      | 0.0000% | $151304272.60      | $119727676.20      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-02-15      | N/A      | 0.0000% | $315100657.30      | $147325942.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-02-15      | N/A      | 0.0000% | $189661184.00      | $83391177.69       | U.S. Treasuries (including strips) |

### Security 203: Natixis SA

- **C.1 - Title:** Natixis SA 4.300000%
- **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: ARP19WJO0, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP19WJO0_4.30_0129
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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.      | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $587.37            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $50449592.00       | $43313818.80       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2029-07-01      | 3.8300%  | 0.0000% | $1007.00           | $987.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2029-07-01      | 3.8300%  | 0.0000% | $1084.00           | $1063.24           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 7.0000%  | 0.0000% | $1183.00           | $789.07            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $780.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-07-13      | 2.1500%  | 0.0000% | $5636000.00        | $3906087.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-06-01      | 6.5820%  | 0.0000% | $1000.00           | $31.04             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1553784.00        | $1595129.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-07-01      | 4.7650%  | 0.0000% | $1000.00           | $1024.26           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $6491520.00        | $4855599.94        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1011.87           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.74           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $50932352.00       | $48601500.56       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2026-04-16      | N/A      | 0.0000% | $1000.00           | $975.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $80.49             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-05-15      | 3.0000%  | 0.0000% | $300.00            | $231.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-11-15      | 3.0000%  | 0.0000% | $600.00            | $459.78            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2051-02-15      | 1.8750%  | 0.0000% | $348100.00         | $193380.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2052-02-15      | 2.2500%  | 0.0000% | $300.00            | $181.14            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-02-15      | 3.6250%  | 0.0000% | $100.00            | $80.83             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $81.63             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $88.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-06-30      | 1.8750%  | 0.0000% | $500.00            | $492.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-08-15      | 0.6250%  | 0.0000% | $8467300.00        | $7294475.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-01-15      | 0.1250%  | 0.0000% | $100.00            | $116.82            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $86.44             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-08-31      | 4.3750%  | 0.0000% | $100.00            | $104.32            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2025-11-30      | 4.8750%  | 0.0000% | $10800.00          | $10946.24          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2025-12-31      | 4.2500%  | 0.0000% | $21122900.00       | $21274020.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-02-28      | 4.2500%  | 0.0000% | $5216900.00        | $5433338.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-03-31      | 4.1250%  | 0.0000% | $100.00            | $103.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-04-30      | 4.6250%  | 0.0000% | $19964800.00       | $21120027.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note      | 2027-01-31      | 4.2414%  | 0.0000% | $100.00            | $100.30            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-05-31      | 4.0000%  | 0.0000% | $46257000.00       | $47346170.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-06-30      | 3.7500%  | 0.0000% | $100.00            | $100.74            | U.S. Treasuries (including strips) |

### Security 204: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19XFE4, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP19XFE4_4.37_0905
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **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.         | 2027-08-15      | 3.0000%  | 0.0000% | $1883562.00        | $799.36            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-07-15      | 2.6728%  | 0.0000% | $300000000.00      | $51400.24          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-08-15      | 2.5000%  | 0.0000% | $3000000.00        | $1308.24           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-08-15      | 2.4129%  | 0.0000% | $36240765.00       | $736818.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-04-15      | 4.0000%  | 0.0000% | $38065500.00       | $523495.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-01-15      | 4.0000%  | 0.0000% | $14160125.00       | $120607.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-01-15      | 4.0000%  | 0.0000% | $41186629.00       | $578845.32         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-05-15      | 4.0000%  | 0.0000% | $1526332.00        | $0.43              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-08-25      | 0.7621%  | 0.0000% | $400000.00         | $109493.62         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-09-25      | 0.4462%  | 0.0000% | $36275000.00       | $784054.09         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-01-25      | 0.4128%  | 0.0000% | $34098107.00       | $467601.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-03-25      | 0.3905%  | 0.0000% | $78665828.00       | $1299429.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-11-25      | 0.2714%  | 0.0000% | $23000000.00       | $179474.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-08-25      | N/A      | 0.0000% | $102000000.00      | $1511939.77        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 4.0000%  | 0.0000% | $6950958.00        | $558801.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-12-25      | 4.5000%  | 0.0000% | $8456959.00        | $20474.89          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 4.5000%  | 0.0000% | $18231129.00       | $2825514.31        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | 4.5000%  | 0.0000% | $100000.00         | $6948.56           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 4.5000%  | 0.0000% | $887397.00         | $120774.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-11-25      | 4.5000%  | 0.0000% | $85388316.00       | $88025.66          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-05-25      | 5.0000%  | 0.0000% | $30105600.00       | $9283.19           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 5.0000%  | 0.0000% | $3989.00           | $3697.48           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-02-25      | 5.0000%  | 0.0000% | $679882.00         | $425.62            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-12-25      | 5.2838%  | 0.0000% | $156262.00         | $13823.21          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 5.3484%  | 0.0000% | $300000.00         | $282745.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 5.3984%  | 0.0000% | $200000.00         | $195520.75         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 6.0000%  | 0.0000% | $416666.00         | $121260.92         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 6.0000%  | 0.0000% | $1325000.00        | $252510.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-03-25      | 6.0000%  | 0.0000% | $886250.00         | $111473.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 6.0000%  | 0.0000% | $3149613.00        | $365903.20         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-02-25      | 6.0000%  | 0.0000% | $5003750.00        | $839280.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 6.5000%  | 0.0000% | $2307692.00        | $368628.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 6.5000%  | 0.0000% | $192308.00         | $11215.24          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 6.5000%  | 0.0000% | $23502923.00       | $4806771.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-25      | 7.5000%  | 0.0000% | $1499999.00        | $199025.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 7.8830%  | 0.0000% | $4003375.00        | $3828847.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-16      | N/A      | 0.0000% | $782998.00         | $9.03              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-09-16      | N/A      | 0.0000% | $100000.00         | $7457.10           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | N/A      | 0.0000% | $30000000.00       | $45370.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $1139270.00        | $394280.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | N/A      | 0.0000% | $25000000.00       | $308735.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $10000000.00       | $117349.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | N/A      | 0.0000% | $6105679.00        | $4005159.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | N/A      | 0.0000% | $12000000.00       | $218922.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | N/A      | 0.0000% | $2504136.00        | $99031.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.0300%  | 0.0000% | $150000000.00      | $97880.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $100000000.00      | $194022.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $335000000.00      | $351536.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $61685.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $70000000.00       | $67510.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.0500%  | 0.0000% | $200000000.00      | $116931.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.0500%  | 0.0000% | $70000000.00       | $42897.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $90000000.00       | $57923.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.0500%  | 0.0000% | $140552809.00      | $177913.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.0500%  | 0.0000% | $50000000.00       | $43309.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0500%  | 0.0000% | $40000000.00       | $65163.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0500%  | 0.0000% | $50000000.00       | $43108.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 0.0800%  | 0.0000% | $65000000.00       | $42642.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $50000000.00       | $146036.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $149425000.00      | $246112.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $150000000.00      | $244899.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $50000000.00       | $93695.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $50000000.00       | $62291.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.1000%  | 0.0000% | $15090512.00       | $38278.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.1000%  | 0.0000% | $20000000.00       | $65421.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-16      | 0.1207%  | 0.0000% | $188044.00         | $0.11              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-03-20      | 0.1407%  | 0.0000% | $122219195.00      | $3790520.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1500%  | 0.0000% | $50000000.00       | $228025.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-16      | 0.1688%  | 0.0000% | $65000000.00       | $41168.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.2000%  | 0.0000% | $50000000.00       | $304985.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.2000%  | 0.0000% | $31309956.00       | $161660.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.3500%  | 0.0000% | $10000000.00       | $104027.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-01-16      | 0.4800%  | 0.0000% | $10000000.00       | $84651.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-08-20      | 0.5010%  | 0.0000% | $86443221.00       | $138313.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.5509%  | 0.0000% | $3138.00           | $146.23            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 0.5550%  | 0.0000% | $123347.00         | $4696.25           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.5704%  | 0.0000% | $3500000.00        | $140591.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 0.5775%  | 0.0000% | $12977576.00       | $391224.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.5795%  | 0.0000% | $180000000.00      | $4105757.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-16      | 0.6094%  | 0.0000% | $41095000.00       | $99401.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 0.6112%  | 0.0000% | $100000000.00      | $4071435.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-09-16      | 0.6347%  | 0.0000% | $138465286.00      | $523981.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-02-20      | 0.6674%  | 0.0000% | $62457148.00       | $3747679.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-05-20      | 0.6853%  | 0.0000% | $299410649.00      | $16102310.57       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.6995%  | 0.0000% | $1500000.00        | $88103.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-02-16      | 0.7003%  | 0.0000% | $3365000.00        | $43993.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.7077%  | 0.0000% | $627000.00         | $28828.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-01-16      | 0.7080%  | 0.0000% | $3521000.00        | $188205.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-02-20      | 0.7118%  | 0.0000% | $100761583.00      | $3888087.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.7194%  | 0.0000% | $197000.00         | $13327.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-07-16      | 0.7358%  | 0.0000% | $250089269.00      | $17416724.28       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-12-16      | 0.7467%  | 0.0000% | $62391760.00       | $712169.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-04-16      | 0.7520%  | 0.0000% | $89281428.00       | $4517615.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.7550%  | 0.0000% | $138965659.00      | $7858347.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 0.7806%  | 0.0000% | $25128051.00       | $345402.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.7847%  | 0.0000% | $169000.00         | $8586.85           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.8050%  | 0.0000% | $150000000.00      | $5075514.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-11-20      | 0.8079%  | 0.0000% | $19680900.00       | $1441394.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 0.8125%  | 0.0000% | $2911818.00        | $187881.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-16      | 0.8171%  | 0.0000% | $580000.00         | $35386.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-04-16      | 0.8194%  | 0.0000% | $102669056.00      | $4454556.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.8224%  | 0.0000% | $100000.00         | $6255.60           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.8550%  | 0.0000% | $25000000.00       | $437686.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.8550%  | 0.0000% | $20000000.00       | $696806.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.8550%  | 0.0000% | $25000000.00       | $488742.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 0.8636%  | 0.0000% | $1371000.00        | $72219.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.8703%  | 0.0000% | $1304000.00        | $41682.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-16      | 0.8751%  | 0.0000% | $13170000.00       | $382141.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-07-16      | 0.9213%  | 0.0000% | $66500000.00       | $4074761.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-09-16      | 0.9378%  | 0.0000% | $358325888.00      | $29302400.24       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.9386%  | 0.0000% | $1478000.00        | $57040.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 0.9403%  | 0.0000% | $1824146.00        | $34462.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-16      | 0.9649%  | 0.0000% | $14000000.00       | $462289.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-09-16      | 0.9702%  | 0.0000% | $2898000.00        | $39978.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.9865%  | 0.0000% | $122314000.00      | $7463267.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.9901%  | 0.0000% | $10700000.00       | $568968.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-03-16      | 0.9923%  | 0.0000% | $855000.00         | $52789.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.9933%  | 0.0000% | $67661449.00       | $3898675.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 0.9981%  | 0.0000% | $60591231.00       | $4304906.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.0050%  | 0.0000% | $100000000.00      | $3055995.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.1050%  | 0.0000% | $160000000.00      | $10322869.51       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 1.1332%  | 0.0000% | $7500000.00        | $390963.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.2050%  | 0.0000% | $10000000.00       | $464336.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-09-20      | 1.2439%  | 0.0000% | $15293749.00       | $463870.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-11-16      | 1.2618%  | 0.0000% | $10555000.00       | $409509.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-10-20      | 1.2781%  | 0.0000% | $8700000.00        | $73801.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-16      | 1.3207%  | 0.0000% | $4700000.00        | $33227.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-16      | 1.3822%  | 0.0000% | $535000.00         | $48616.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.4750%  | 0.0000% | $30000000.00       | $911390.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-02-20      | 1.4842%  | 0.0000% | $55270998.00       | $250439.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-20      | 1.5050%  | 0.0000% | $20000000.00       | $323066.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.5050%  | 0.0000% | $10000000.00       | $282307.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-09-20      | 1.5452%  | 0.0000% | $18261779.00       | $398638.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-20      | 1.5550%  | 0.0000% | $230000000.00      | $3845777.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-12-20      | 1.5651%  | 0.0000% | $5970310.00        | $71083.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-03-20      | 1.5951%  | 0.0000% | $14827823.00       | $196045.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 1.5951%  | 0.0000% | $850000.00         | $72520.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 1.6050%  | 0.0000% | $18128032.00       | $537764.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-20      | 1.6087%  | 0.0000% | $67120667.00       | $95422.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-01-20      | 1.6225%  | 0.0000% | $67881202.00       | $4062937.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-02-20      | 1.6964%  | 0.0000% | $89030436.00       | $4035488.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-03-20      | 1.7195%  | 0.0000% | $30058530.00       | $41205.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-20      | 1.7451%  | 0.0000% | $43933666.00       | $105610.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-20      | 1.7451%  | 0.0000% | $1372766.00        | $69290.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 1.7550%  | 0.0000% | $25000000.00       | $667872.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 1.7550%  | 0.0000% | $18224996.00       | $665584.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 1.7641%  | 0.0000% | $76467000.00       | $319269.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 1.7766%  | 0.0000% | $11700000.00       | $136560.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-11-20      | 1.7812%  | 0.0000% | $200004241.00      | $4171427.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-08-20      | 1.7888%  | 0.0000% | $25812000.00       | $431711.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.8050%  | 0.0000% | $20000000.00       | $442428.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-20      | 1.8182%  | 0.0000% | $6434000.00        | $54576.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-06-20      | 1.8356%  | 0.0000% | $11564324.00       | $200884.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 1.8451%  | 0.0000% | $100000.00         | $9101.23           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-04-20      | 1.9069%  | 0.0000% | $50000000.00       | $434239.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-07-20      | 1.9136%  | 0.0000% | $41274792.00       | $243637.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-07-20      | 1.9190%  | 0.0000% | $43042938.00       | $278386.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.9550%  | 0.0000% | $175000000.00      | $3776392.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-12-20      | 1.9866%  | 0.0000% | $37253678.00       | $423300.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 2.1350%  | 0.0000% | $20000000.00       | $633022.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-16      | 2.1756%  | 0.0000% | $35487118.00       | $206496.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-07-20      | 2.1936%  | 0.0000% | $18947000.00       | $104283.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.2550%  | 0.0000% | $124053571.00      | $4649934.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-02-20      | 2.2797%  | 0.0000% | $114911184.00      | $4080136.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.3050%  | 0.0000% | $20552631.00       | $889214.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.3050%  | 0.0000% | $42600000.00       | $4437359.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.3050%  | 0.0000% | $50000000.00       | $4457920.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.3050%  | 0.0000% | $85000000.00       | $3333541.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-20      | 2.3852%  | 0.0000% | $100000000.00      | $790401.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-01-20      | 2.4750%  | 0.0000% | $12425000.00       | $320481.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-02-20      | 2.4771%  | 0.0000% | $45637000.00       | $134800.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $16658416.00       | $1465096.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-20      | 2.5050%  | 0.0000% | $35000000.00       | $544571.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-01-20      | 2.5747%  | 0.0000% | $1497000.00        | $33269.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 2.7550%  | 0.0000% | $77564189.00       | $4697445.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.9050%  | 0.0000% | $40000000.00       | $3728753.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.9050%  | 0.0000% | $60000000.00       | $3876641.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 3.0000%  | 0.0000% | $2194063.00        | $106758.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.5000%  | 0.0000% | $568005.00         | $58249.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 4.0000%  | 0.0000% | $63366.00          | $8819.02           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.5000%  | 0.0000% | $412595.00         | $75895.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 4.5000%  | 0.0000% | $509186.00         | $88659.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 5.0000%  | 0.0000% | $363189.00         | $52592.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 6.0000%  | 0.0000% | $2102342.00        | $105514.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $149997.00         | $14072.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $625000.00         | $90411.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 6.5000%  | 0.0000% | $307692.00         | $35668.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $115384.00         | $14009.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $4923076.00        | $624641.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $461538.00         | $82236.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $461538.00         | $70290.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 6.5009%  | 0.0000% | $18181819.00       | $18377301.40       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $2142857.00        | $391738.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $716488.00         | $98248.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1071428.00        | $127184.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $2428571.00        | $311340.49         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | N/A      | 0.0000% | $3000000.00        | $56536.12          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-08-25      | N/A      | 0.0000% | $9719789.00        | $88301.16          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | N/A      | 0.0000% | $350000.00         | $6797.36           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | N/A      | 0.0000% | $10000000.00       | $18283.43          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-10-25      | N/A      | 0.0000% | $7240773.00        | $277268.23         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | N/A      | 0.0000% | $22038475.00       | $432601.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | N/A      | 0.0000% | $240000.00         | $4650.17           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | N/A      | 0.0000% | $10746342.00       | $9.10              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | N/A      | 0.0000% | $50000000.00       | $4620.18           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | N/A      | 0.0000% | $58746045.00       | $1071713.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | N/A      | 0.0000% | $2047967.00        | $1554308.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | N/A      | 0.0000% | $6838634.00        | $5197155.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | N/A      | 0.0000% | $785715.00         | $582028.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | N/A      | 0.0000% | $17000000.00       | $28225.54          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | N/A      | 0.0000% | $15000000.00       | $51484.17          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | N/A      | 0.0000% | $150000000.00      | $177583.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | N/A      | 0.0000% | $80000000.00       | $202981.72         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | N/A      | 0.0000% | $15000000.00       | $57794.47          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | N/A      | 0.0000% | $100000000.00      | $236440.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | N/A      | 0.0000% | $195000000.00      | $642149.61         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $20500308.00       | $8979.00           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $22000308.00       | $9635.99           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.0500%  | 0.0000% | $25000000.00       | $18208.59          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.0500%  | 0.0000% | $39000000.00       | $85942.63          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.0500%  | 0.0000% | $30000000.00       | $26130.38          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $60000000.00       | $59170.25          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $14000000.00       | $13806.39          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $100000000.00      | $103093.82         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $65193744.00       | $89183.24          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.0500%  | 0.0000% | $87654791.00       | $51877.66          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.0500%  | 0.0000% | $5000000.00        | $2959.20           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.0500%  | 0.0000% | $15000000.00       | $19802.80          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.0500%  | 0.0000% | $1000000.00        | $1016.95           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0500%  | 0.0000% | $20000000.00       | $21583.10          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0500%  | 0.0000% | $44000000.00       | $52057.93          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.0500%  | 0.0000% | $2000000.00        | $2801.90           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.0500%  | 0.0000% | $18000000.00       | $16381.93          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.0500%  | 0.0000% | $25000000.00       | $25649.36          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.0500%  | 0.0000% | $10000000.00       | $12340.23          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.0500%  | 0.0000% | $1000000.00        | $824.14            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.0500%  | 0.0000% | $140560000.00      | $137580.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.0500%  | 0.0000% | $51000000.00       | $49816.44          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.0500%  | 0.0000% | $40000000.00       | $39071.72          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $75000000.00       | $146720.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $55000000.00       | $79977.36          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $126000000.00      | $178773.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $25000000.00       | $35470.84          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $42000000.00       | $60458.07          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $78195000.00       | $112633.80         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.0516%  | 0.0000% | $74139548.00       | $1344646.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.0516%  | 0.0000% | $38000000.00       | $948652.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.0516%  | 0.0000% | $28158000.00       | $76153.63          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.0800%  | 0.0000% | $25000000.00       | $30339.74          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.1000%  | 0.0000% | $4000000.00        | $8214.87           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.1000%  | 0.0000% | $52441115.00       | $49454.49          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.1000%  | 0.0000% | $1000000.00        | $1608.05           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.1000%  | 0.0000% | $10000000.00       | $26404.11          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.1000%  | 0.0000% | $25000000.00       | $48144.65          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.1000%  | 0.0000% | $25000000.00       | $22026.58          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-07-25      | 0.8275%  | 0.0000% | $8352000.00        | $304576.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-15      | 1.5207%  | 0.0000% | $22833470.00       | $928901.55         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-02-15      | 1.2928%  | 0.0000% | $100000000.00      | $13309.67          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-10-25      | 1.1479%  | 0.0000% | $100000000.00      | $1608049.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-07-15      | 1.0428%  | 0.0000% | $5000000.00        | $26567.20          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-01-15      | 1.9397%  | 0.0000% | $30143347.00       | $925454.48         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-12-15      | 1.9186%  | 0.0000% | $71407604.00       | $666976.90         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-02-15      | 1.9728%  | 0.0000% | $300000.00         | $802.04            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-15      | 2.0358%  | 0.0000% | $69118725.00       | $813548.52         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-11-15      | 2.0255%  | 0.0000% | $220339174.00      | $486357.77         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-07-15      | 1.9874%  | 0.0000% | $60881642.00       | $728219.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-08-15      | 2.1928%  | 0.0000% | $34114911.00       | $65857.69          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-04-15      | 2.1796%  | 0.0000% | $46189538.00       | $872667.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-12-15      | 2.1120%  | 0.0000% | $101180763.00      | $304702.86         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-09-15      | 2.1057%  | 0.0000% | $105496846.00      | $978969.14         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-08-15      | 1.6428%  | 0.0000% | $725000.00         | $46137.03          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-05-15      | 1.5728%  | 0.0000% | $18300000.00       | $1497.83           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-04-15      | 3.5000%  | 0.0000% | $1400000.00        | $19610.03          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-01-15      | 1.7728%  | 0.0000% | $100000.00         | $262.92            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-08-15      | 1.6781%  | 0.0000% | $73541048.00       | $1021159.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-08-15      | 3.0000%  | 0.0000% | $600000.00         | $100706.37         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-11-15      | 4.0000%  | 0.0000% | $23334500.00       | $207635.18         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-03-15      | 4.0000%  | 0.0000% | $16768000.00       | $294637.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-06-15      | 4.0000%  | 0.0000% | $2724812.00        | $47716.30          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-15      | 4.0000%  | 0.0000% | $13582636.00       | $26239.88          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-08-15      | 4.0000%  | 0.0000% | $71688.00          | $993.69            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-04-15      | 4.5000%  | 0.0000% | $33732666.00       | $2425.94           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-11-15      | 4.5000%  | 0.0000% | $19622220.00       | $6777.32           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-12-15      | 4.5000%  | 0.0000% | $43363802.00       | $389615.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-03-15      | 4.5000%  | 0.0000% | $549928.00         | $85818.13          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-07-25      | 4.5165%  | 0.0000% | $93865100.00       | $71402.94          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 4.9331%  | 0.0000% | $974273.00         | $473308.01         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-06-15      | 5.0000%  | 0.0000% | $3700300.00        | $5341.91           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-06-15      | 5.5000%  | 0.0000% | $2588780.00        | $1622.26           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-06-15      | 6.5000%  | 0.0000% | $165.00            | $1.94              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-07-15      | 7.5000%  | 0.0000% | $57161.00          | $0.69              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | N/A      | 0.0000% | $10000000.00       | $749394.49         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | N/A      | 0.0000% | $10617723.00       | $175539.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-11-25      | N/A      | 0.0000% | $120000000.00      | $17260.35          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | N/A      | 0.0000% | $10000000.00       | $6839.46           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | N/A      | 0.0000% | $15000000.00       | $19250.50          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | N/A      | 0.0000% | $15000000.00       | $322325.81         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | N/A      | 0.0000% | $105000000.00      | $399007.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | N/A      | 0.0000% | $12500000.00       | $60813.95          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | N/A      | 0.0000% | $10000000.00       | $159591.09         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-09-25      | 0.0270%  | 0.0000% | $225000000.00      | $18044.37          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.0500%  | 0.0000% | $32358563.00       | $47383.33          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.0500%  | 0.0000% | $9650000.00        | $10987.47          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.0500%  | 0.0000% | $20000000.00       | $22771.95          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 0.0500%  | 0.0000% | $55425000.00       | $55452.48          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.0500%  | 0.0000% | $47000000.00       | $62195.18          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 0.0500%  | 0.0000% | $15000000.00       | $19470.84          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 0.0500%  | 0.0000% | $98000000.00       | $127209.49         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.0516%  | 0.0000% | $1000000.00        | $3192.32           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-10-25      | 0.0580%  | 0.0000% | $19252093.00       | $40047.85          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-04-25      | 0.0700%  | 0.0000% | $3500000.00        | $7070.11           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 0.0800%  | 0.0000% | $5000000.00        | $16159.64          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 0.1000%  | 0.0000% | $60034424.00       | $163300.96         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 0.1000%  | 0.0000% | $47618946.00       | $141337.47         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.1000%  | 0.0000% | $5500000.00        | $16342.80          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 0.1000%  | 0.0000% | $26000000.00       | $94238.64          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 0.1000%  | 0.0000% | $20000000.00       | $46977.13          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.1000%  | 0.0000% | $15000000.00       | $51806.03          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-04-25      | 0.1082%  | 0.0000% | $2181819.00        | $605768.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-02-25      | 0.1426%  | 0.0000% | $710330958.00      | $354302.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.1500%  | 0.0000% | $50000000.00       | $142188.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 0.1500%  | 0.0000% | $25000000.00       | $114843.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-01-25      | 0.1616%  | 0.0000% | $100000000.00      | $9809.36           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.2516%  | 0.0000% | $3500000.00        | $30046.84          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-11-25      | 0.3370%  | 0.0000% | $25000000.00       | $69326.18          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-12-25      | 0.3871%  | 0.0000% | $3795000.00        | $79994.77          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-01-25      | 0.3923%  | 0.0000% | $345000.00         | $2976.73           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-02-25      | 0.4050%  | 0.0000% | $79347071.00       | $663742.10         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.4516%  | 0.0000% | $25000000.00       | $739401.86         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-07-25      | 0.5205%  | 0.0000% | $28871368.00       | $261064.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-07-25      | 0.5748%  | 0.0000% | $175000000.00      | $189291.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-11-25      | 0.5971%  | 0.0000% | $4051000.00        | $52385.78          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 0.6016%  | 0.0000% | $47618946.00       | $1903478.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-03-25      | 0.6602%  | 0.0000% | $13594000.00       | $464323.84         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-10-25      | 0.6677%  | 0.0000% | $55100000.00       | $134758.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.6816%  | 0.0000% | $71726826.00       | $1784007.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.7516%  | 0.0000% | $55500000.00       | $2681053.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.7516%  | 0.0000% | $50000000.00       | $1655225.51        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-01-25      | 0.7633%  | 0.0000% | $20000000.00       | $302416.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 0.8516%  | 0.0000% | $50000000.00       | $2038011.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-12-25      | 0.8605%  | 0.0000% | $86641645.00       | $252663.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-04-25      | 0.9016%  | 0.0000% | $20000000.00       | $914866.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-06-25      | 0.9330%  | 0.0000% | $100000000.00      | $1522230.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-08-25      | 0.9793%  | 0.0000% | $12500000.00       | $314395.25         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-07-25      | 0.9866%  | 0.0000% | $14000000.00       | $411342.46         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 1.0016%  | 0.0000% | $40003900.00       | $2185997.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.0516%  | 0.0000% | $104766702.00      | $3432240.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.1016%  | 0.0000% | $35000000.00       | $1752377.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-03-25      | 1.1019%  | 0.0000% | $250997935.00      | $6854.22           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 1.1516%  | 0.0000% | $200000000.00      | $7724624.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-10-25      | 1.2432%  | 0.0000% | $101458.00         | $2924.35           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-06-25      | 1.2506%  | 0.0000% | $4059992.00        | $201242.99         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 1.2516%  | 0.0000% | $25050000.00       | $982434.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-03-25      | 1.2753%  | 0.0000% | $7000000.00        | $242544.04         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 1.3016%  | 0.0000% | $50000000.00       | $2414244.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-03-25      | 1.3314%  | 0.0000% | $39412051.00       | $1255117.81        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-03-25      | 1.3720%  | 0.0000% | $10000000.00       | $237635.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-02-25      | 1.3950%  | 0.0000% | $86271611.00       | $34768.34          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 1.4016%  | 0.0000% | $150000.00         | $14150.48          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 1.4016%  | 0.0000% | $160000000.00      | $7073346.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-01-25      | 1.4548%  | 0.0000% | $19000000.00       | $192511.20         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-03-25      | 1.4871%  | 0.0000% | $67238023.00       | $419065.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 1.5000%  | 0.0000% | $9875259.00        | $321403.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-01-25      | 1.5107%  | 0.0000% | $10700000.00       | $8293120.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-08-25      | 1.5133%  | 0.0000% | $10000000.00       | $409310.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-07-25      | 1.5371%  | 0.0000% | $11332652.00       | $55467.23          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-07-25      | 1.5371%  | 0.0000% | $3918472.00        | $2157.02           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-03-25      | 1.5371%  | 0.0000% | $14655000.00       | $2528.31           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.5516%  | 0.0000% | $18831661.00       | $1372549.36        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 1.5516%  | 0.0000% | $90200000.00       | $4759228.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.1000%  | 0.0000% | $10000000.00       | $21845.22          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.1000%  | 0.0000% | $73288348.00       | $127774.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $34440000.00       | $92299.41          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $250000000.00      | $534899.29         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $20958000.00       | $40978.79          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $13758000.00       | $26875.36          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.1000%  | 0.0000% | $178313000.00      | $535664.76         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.1500%  | 0.0000% | $25000000.00       | $76071.64          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.1500%  | 0.0000% | $81760575.00       | $177931.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.1500%  | 0.0000% | $15000000.00       | $72565.52          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.1500%  | 0.0000% | $14500000.00       | $58916.63          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.1500%  | 0.0000% | $30000000.00       | $127976.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.1516%  | 0.0000% | $94600000.00       | $491977.82         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.2000%  | 0.0000% | $35000000.00       | $101991.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.2000%  | 0.0000% | $15000000.00       | $55135.49          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.2000%  | 0.0000% | $10000000.00       | $52808.24          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.2000%  | 0.0000% | $40000000.00       | $227351.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.2500%  | 0.0000% | $1000000.00        | $7372.51           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.2516%  | 0.0000% | $26136191.00       | $509885.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-08-25      | 0.2547%  | 0.0000% | $6259000.00        | $481449.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.3000%  | 0.0000% | $1000000.00        | $5047.36           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.4000%  | 0.0000% | $100000000.00      | $685969.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.5516%  | 0.0000% | $45319000.00       | $1223099.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.5516%  | 0.0000% | $20000000.00       | $624313.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.5516%  | 0.0000% | $101000000.00      | $2478815.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.6516%  | 0.0000% | $25000000.00       | $708086.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 0.6516%  | 0.0000% | $102718523.00      | $4161346.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.7016%  | 0.0000% | $50000000.00       | $1061784.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.7516%  | 0.0000% | $47400308.00       | $949471.67         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.8016%  | 0.0000% | $290500000.00      | $8019123.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 0.8016%  | 0.0000% | $25000000.00       | $1092162.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.8016%  | 0.0000% | $40000000.00       | $1376837.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.8016%  | 0.0000% | $98716908.00       | $4112661.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.9016%  | 0.0000% | $70118899.00       | $1702965.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.9516%  | 0.0000% | $60000000.00       | $1865691.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.9516%  | 0.0000% | $50666667.00       | $1713977.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 1.0016%  | 0.0000% | $25000000.00       | $1165214.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.1716%  | 0.0000% | $28433000.00       | $927705.18         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 1.3014%  | 0.0000% | $29850000.00       | $913267.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-09-25      | 1.3516%  | 0.0000% | $30769235.00       | $1373340.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 1.3516%  | 0.0000% | $59474698.00       | $2342658.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.3516%  | 0.0000% | $25000000.00       | $1131466.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.4016%  | 0.0000% | $123288348.00      | $6296051.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 1.4516%  | 0.0000% | $10625546.00       | $541438.52         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-05-25      | 1.5000%  | 0.0000% | $1433333.00        | $35714.33          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-03-25      | 1.5000%  | 0.0000% | $3386667.00        | $56709.19          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-06-25      | 1.5000%  | 0.0000% | $3582500.00        | $96281.58          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-04-25      | 1.5000%  | 0.0000% | $7208741.00        | $142058.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-04-25      | 1.5000%  | 0.0000% | $6312704.00        | $124345.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 1.5000%  | 0.0000% | $1355833.00        | $29431.60          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 1.5000%  | 0.0000% | $1000000.00        | $21664.16          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 1.5000%  | 0.0000% | $1941667.00        | $67559.60          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 1.5000%  | 0.0000% | $5582999.00        | $194258.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 1.5516%  | 0.0000% | $50787234.00       | $3818021.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-07-25      | 1.5871%  | 0.0000% | $52594122.00       | $1235760.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-02-25      | 1.5871%  | 0.0000% | $590000.00         | $25558.34          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.6016%  | 0.0000% | $92208232.00       | $4018076.24        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 1.7516%  | 0.0000% | $25007250.00       | $1992789.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-01-25      | 2.0000%  | 0.0000% | $8669750.00        | $192559.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.0000%  | 0.0000% | $23225500.00       | $1301035.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.0000%  | 0.0000% | $9368625.00        | $372560.39         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-09-25      | 2.0000%  | 0.0000% | $1069375.00        | $40261.89          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.0000%  | 0.0000% | $2067500.00        | $89850.47          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 2.0000%  | 0.0000% | $49115750.00       | $3570998.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 2.0000%  | 0.0000% | $4544250.00        | $326881.10         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 2.0000%  | 0.0000% | $3756000.00        | $185797.17         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 2.0016%  | 0.0000% | $30254955.00       | $1209988.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 2.0516%  | 0.0000% | $15000000.00       | $661142.84         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.2016%  | 0.0000% | $10000000.00       | $735374.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 2.6516%  | 0.0000% | $60000000.00       | $2934351.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 2.6516%  | 0.0000% | $16050000.00       | $1422820.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.7016%  | 0.0000% | $42760023.00       | $2480158.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 2.8016%  | 0.0000% | $43000000.00       | $2710062.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | 3.2500%  | 0.0000% | $3909409.00        | $812694.90         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-10-25      | 3.5000%  | 0.0000% | $8567142.00        | $291064.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-11-25      | 3.5000%  | 0.0000% | $135714.00         | $10122.14          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 5.0000%  | 0.0000% | $1273670.00        | $1212291.70        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 5.0000%  | 0.0000% | $8335750.00        | $8048329.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-06-25      | 5.0000%  | 0.0000% | $8720312.00        | $8697839.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 5.0000%  | 0.0000% | $6509397.00        | $6403944.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-11-25      | 5.5000%  | 0.0000% | $1109363.00        | $156215.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 6.0000%  | 0.0000% | $3208976.00        | $631127.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 6.0000%  | 0.0000% | $1888374.00        | $434499.68         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-03-25      | 6.0000%  | 0.0000% | $5014375.00        | $761829.07         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 6.0000%  | 0.0000% | $3333333.00        | $640379.70         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 6.0000%  | 0.0000% | $1997638.00        | $245329.96         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-10-15      | 3.0000%  | 0.0000% | $4594014.00        | $2239.09           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-09-15      | 4.0000%  | 0.0000% | $42584000.00       | $387244.92         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-04-15      | 4.0000%  | 0.0000% | $100000.00         | $9.17              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-07-15      | 3.5000%  | 0.0000% | $36552141.00       | $655.83            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-06-15      | 3.5000%  | 0.0000% | $700000.00         | $88.59             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 1.5538%  | 0.0000% | $129352688.00      | $1118853.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-06-25      | 1.5871%  | 0.0000% | $500000.00         | $15070.83          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-01-25      | 1.5871%  | 0.0000% | $107999191.00      | $777127.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-06-25      | 1.5871%  | 0.0000% | $475000.00         | $12895.38          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-02-25      | 1.5871%  | 0.0000% | $640000.00         | $23371.18          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-08-25      | 1.6016%  | 0.0000% | $105056777.00      | $183285.15         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-12-25      | 1.6371%  | 0.0000% | $90636161.00       | $536914.95         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.6516%  | 0.0000% | $31339944.00       | $956326.46         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-04-25      | 1.6871%  | 0.0000% | $25931200.00       | $27093.28          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-01-25      | 1.7042%  | 0.0000% | $13400000.00       | $737965.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-07-25      | 1.7694%  | 0.0000% | $2800000.00        | $12303.63          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-01-25      | 1.7698%  | 0.0000% | $23972632.00       | $172926.97         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-02-25      | 1.8206%  | 0.0000% | $53208165.00       | $314506.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-04-25      | 1.8300%  | 0.0000% | $2315436.00        | $8129.30           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 1.8363%  | 0.0000% | $19404255.00       | $313664.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 1.8516%  | 0.0000% | $17439040.00       | $1182516.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-12-25      | 1.8922%  | 0.0000% | $12900000.00       | $471014.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-10-25      | 1.9012%  | 0.0000% | $7818523.00        | $7183613.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-08-25      | 1.9621%  | 0.0000% | $22170021.00       | $76053.55          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 1.9728%  | 0.0000% | $2095000.00        | $6622.43           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-04-25      | 1.9771%  | 0.0000% | $19753086.00       | $1261.60           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 1.9871%  | 0.0000% | $54250000.00       | $300768.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 1.9871%  | 0.0000% | $127428571.00      | $1035130.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $253750.00         | $16879.49          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $378125.00         | $25646.93          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-04-25      | 2.0000%  | 0.0000% | $16745500.00       | $940170.80         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 2.0000%  | 0.0000% | $2562500.00        | $137867.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 2.0000%  | 0.0000% | $437500.00         | $23469.41          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $6818750.00        | $284179.49         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $4153750.00        | $171290.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 2.0000%  | 0.0000% | $5514000.00        | $217247.47         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 2.0000%  | 0.0000% | $23485876.00       | $1180505.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 2.0000%  | 0.0000% | $10000000.00       | $7129745.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-25      | 2.0114%  | 0.0000% | $4075000.00        | $207466.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-08-25      | 2.0356%  | 0.0000% | $40188047.00       | $108390.82         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-09-25      | 2.0371%  | 0.0000% | $21244584.00       | $2771.26           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-04-25      | 2.0871%  | 0.0000% | $4273612.00        | $120.47            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-01-25      | 2.1371%  | 0.0000% | $45489327.00       | $481906.15         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-07-25      | 2.1371%  | 0.0000% | $100000.00         | $678.01            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 2.1871%  | 0.0000% | $2483600.00        | $24605.79          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-03-25      | 2.1871%  | 0.0000% | $3050000.00        | $702.75            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 2.5000%  | 0.0000% | $13000000.00       | $251178.79         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 2.5516%  | 0.0000% | $1841091.00        | $58208.87          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 2.5516%  | 0.0000% | $2504910.00        | $164933.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 2.6816%  | 0.0000% | $50000000.00       | $4638554.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-01-25      | 2.7237%  | 0.0000% | $277000000.00      | $1240265.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-04-25      | 2.7516%  | 0.0000% | $59438675.00       | $3428406.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-12-25      | 2.7871%  | 0.0000% | $41059127.00       | $507935.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-12-25      | 2.7971%  | 0.0000% | $37000000.00       | $15646.72          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-12-25      | 3.0000%  | 0.0000% | $1428501.00        | $1808168.65        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-09-25      | 3.0000%  | 0.0000% | $15216884.00       | $6006.53           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-12-25      | 3.0000%  | 0.0000% | $2095610.00        | $763.62            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-01-25      | 3.0000%  | 0.0000% | $1903513.00        | $1326.72           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-02-25      | 3.0000%  | 0.0000% | $2077997.00        | $1001.73           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-03-25      | 3.0000%  | 0.0000% | $3500000.00        | $3046.29           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-25      | 3.0000%  | 0.0000% | $574833.00         | $52933.25          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-07-25      | 3.0350%  | 0.0000% | $83532611.00       | $103051.89         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-01-25      | 3.5000%  | 0.0000% | $7142857.00        | $4923.79           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-11-25      | 3.5000%  | 0.0000% | $14062714.00       | $50294.30          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 3.5000%  | 0.0000% | $15318176.00       | $2012678.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 3.7516%  | 0.0000% | $26901946.00       | $1812865.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-10-25      | 4.0000%  | 0.0000% | $773716.00         | $126108.06         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-09-25      | 4.0000%  | 0.0000% | $1300000.00        | $0.04              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 4.0000%  | 0.0000% | $10755965.00       | $1415539.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-01-15      | 1.9113%  | 0.0000% | $2700000.00        | $11726.22          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-02-15      | 3.0000%  | 0.0000% | $173137.00         | $215404.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-12-25      | 6.0000%  | 0.0000% | $1639442.00        | $86096.81          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 6.0000%  | 0.0000% | $2000000.00        | $248003.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-11-25      | 6.0000%  | 0.0000% | $872750.00         | $174301.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 6.5000%  | 0.0000% | $465568.00         | $44883.71          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $7301500.00        | $1087259.70        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $28277076.00       | $5048104.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $184615.00         | $20593.13          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.5000%  | 0.0000% | $2599846.00        | $514956.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.5000%  | 0.0000% | $317536.00         | $1217.90           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.5000%  | 0.0000% | $6640923.00        | $1281029.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 7.0000%  | 0.0000% | $357141.00         | $43518.28          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 7.0000%  | 0.0000% | $10168993.00       | $1413624.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 7.5000%  | 0.0000% | $898802.00         | $76872.59          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 8.1048%  | 0.0000% | $100000.00         | $95511.39          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-25      | 1.7555%  | 0.0000% | $6389030.00        | $620539.24         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $7092723.00        | $6946048.03        | Agency Mortgage-Backed Securities         |

### Security 205: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19XFG9, C.3 - LEI: NQQ6HPCNCCU6, C.5 - Other ID: ARP19XFG9_4.37_0905
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **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.         | 2049-03-15      | 1.5428%  | 0.0000% | $30959344.00       | $2824113.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 0.0200%  | 0.0000% | $32000000.00       | $80039.11          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 0.0500%  | 0.0000% | $51000000.00       | $127732.33         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 0.0516%  | 0.0000% | $50000000.00       | $1533787.40        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 0.1568%  | 0.0000% | $76000000.00       | $2129172.09        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 0.2000%  | 0.0000% | $25200000.00       | $165554.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 0.7073%  | 0.0000% | $30500000.00       | $1100091.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 0.8136%  | 0.0000% | $150000000.00      | $8112960.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-09-25      | 0.9516%  | 0.0000% | $310000000.00      | $15852387.31       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 1.5016%  | 0.0000% | $49499688.00       | $2853561.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 1.5016%  | 0.0000% | $36067619.00       | $3000813.36        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 1.5117%  | 0.0000% | $164270412.00      | $12675756.41       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.5516%  | 0.0000% | $75000000.00       | $3209564.59        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-09-25      | 1.5871%  | 0.0000% | $78844345.00       | $3635323.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 1.6016%  | 0.0000% | $109383481.00      | $6733796.74        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-10-25      | 1.7371%  | 0.0000% | $117305846.00      | $2869970.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 2.5000%  | 0.0000% | $35649200.00       | $3932187.50        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 2.6516%  | 0.0000% | $250000000.00      | $12811293.22       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-25      | 2.6516%  | 0.0000% | $57048000.00       | $2517596.47        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 2.6516%  | 0.0000% | $12600000.00       | $1230542.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 3.0000%  | 0.0000% | $52605499.00       | $5504278.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 4.0000%  | 0.0000% | $93952418.00       | $10982134.90       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-02-25      | 6.0000%  | 0.0000% | $1770895.00        | $344720.06         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 6.5000%  | 0.0000% | $29508844.00       | $4845257.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $148687743.00      | $205730.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $100000000.00      | $39639.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | N/A      | 0.0000% | $50000000.00       | $48846.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $50000000.00       | $657478.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $85000000.00       | $605731.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | N/A      | 0.0000% | $100000000.00      | $1269260.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-07-20      | 0.0303%  | 0.0000% | $74679076.00       | $1881615.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-07-20      | 0.1022%  | 0.0000% | $64199705.00       | $1267060.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-03-20      | 0.3449%  | 0.0000% | $37155000.00       | $957361.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-10-20      | 0.3933%  | 0.0000% | $40000000.00       | $1536999.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-05-20      | 0.4933%  | 0.0000% | $31000000.00       | $1478621.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-02-16      | 0.7606%  | 0.0000% | $33000000.00       | $1954133.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-05-20      | 0.9286%  | 0.0000% | $35000000.00       | $879452.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.0050%  | 0.0000% | $122495781.00      | $2710874.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.0550%  | 0.0000% | $100000000.00      | $1455232.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.0550%  | 0.0000% | $100000000.00      | $2680807.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.2050%  | 0.0000% | $100000000.00      | $1960869.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-11-20      | 1.2185%  | 0.0000% | $72500000.00       | $2437009.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.3550%  | 0.0000% | $100000000.00      | $2387378.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.3550%  | 0.0000% | $100000000.00      | $2387378.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.3550%  | 0.0000% | $100000000.00      | $2586699.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.4050%  | 0.0000% | $42550629.00       | $1955708.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 1.5343%  | 0.0000% | $50000000.00       | $1769333.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.6050%  | 0.0000% | $75413549.00       | $2096934.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.6050%  | 0.0000% | $75000000.00       | $2675001.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.6450%  | 0.0000% | $28000000.00       | $2152875.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 1.6451%  | 0.0000% | $74768000.00       | $2156351.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 1.9250%  | 0.0000% | $50013993.00       | $2374949.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.9550%  | 0.0000% | $48016843.00       | $2581132.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-11-20      | 2.1189%  | 0.0000% | $21500000.00       | $1072137.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 2.3550%  | 0.0000% | $80000000.00       | $2157580.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-12-20      | 2.3670%  | 0.0000% | $15068715.00       | $235105.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $4750000.00        | $400190.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.5550%  | 0.0000% | $75000000.00       | $2084805.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-04-20      | 2.5779%  | 0.0000% | $13000000.00       | $90216.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.7050%  | 0.0000% | $60000000.00       | $2700004.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 2.8550%  | 0.0000% | $50000000.00       | $2654229.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $20579689.00       | $2272557.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-16      | 4.2500%  | 0.0000% | $25500000.00       | $2070775.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 0.0500%  | 0.0000% | $25000000.00       | $62238.89          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.3516%  | 0.0000% | $135827942.00      | $4665126.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 0.7016%  | 0.0000% | $305000000.00      | $8475174.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.8016%  | 0.0000% | $225000000.00      | $6281429.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 0.8536%  | 0.0000% | $80000000.00       | $4607267.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 0.8550%  | 0.0000% | $155353080.00      | $7781479.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-09-25      | 0.9516%  | 0.0000% | $200000000.00      | $9266731.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 1.0516%  | 0.0000% | $150000000.00      | $6840506.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 1.0516%  | 0.0000% | $100000000.00      | $5651933.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 1.1016%  | 0.0000% | $25000000.00       | $1601537.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 1.5016%  | 0.0000% | $76849463.00       | $4802985.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 1.5526%  | 0.0000% | $49180480.00       | $3205018.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-09-25      | 1.5871%  | 0.0000% | $67482958.00       | $3095778.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-11-25      | 1.5871%  | 0.0000% | $61023860.00       | $1513199.78        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 2.0016%  | 0.0000% | $81760575.00       | $2565964.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.5000%  | 0.0000% | $25000000.00       | $1936769.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 2.7016%  | 0.0000% | $67897666.00       | $7702546.70        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 2.7026%  | 0.0000% | $19242429.00       | $2074339.45        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 6.0000%  | 0.0000% | $9316360.00        | $1645474.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 6.0000%  | 0.0000% | $1291667.00        | $269521.39         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 6.5000%  | 0.0000% | $24961538.00       | $4494266.25        | Agency Collateralized Mortgage Obligation |

### Security 206: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.350000%
- **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: ARP19XFH7, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP19XFH7_4.35_0905
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Small Business Administration | 2031-09-01      | 1.3040%  | 0.0000% | $16605000.00       | $14421107.38       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2036-10-01      | 2.2100%  | 0.0000% | $2000000.00        | $656701.83         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2036-03-01      | 2.5000%  | 0.0000% | $2861000.00        | $776918.25         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2035-11-01      | 2.7000%  | 0.0000% | $3157000.00        | $793457.24         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2044-06-01      | 2.7700%  | 0.0000% | $1732000.00        | $974299.92         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2037-12-01      | 2.7800%  | 0.0000% | $4668000.00        | $1770110.60        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2034-11-01      | 2.8000%  | 0.0000% | $9256000.00        | $1819460.64        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2036-12-01      | 2.8100%  | 0.0000% | $19002000.00       | $6069528.09        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2035-09-01      | 2.8200%  | 0.0000% | $1349000.00        | $301329.42         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2037-03-01      | 3.0400%  | 0.0000% | $2000000.00        | $579541.35         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2031-03-01      | 4.0900%  | 0.0000% | $375000.00         | $31942.08          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2032-09-01      | 4.2620%  | 0.0000% | $101515000.00      | $87997666.27       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2034-09-01      | 4.3800%  | 0.0000% | $42800000.00       | $43476263.44       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2029-05-01      | 4.4300%  | 0.0000% | $1200000.00        | $39043.98          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2047-12-01      | 4.7100%  | 0.0000% | $24124000.00       | $21576519.19       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2029-02-01      | 4.7600%  | 0.0000% | $2900000.00        | $87320.59          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2035-03-01      | 4.9630%  | 0.0000% | $42500000.00       | $44102366.88       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2050-05-01      | 5.1200%  | 0.0000% | $7500000.00        | $7700875.00        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2033-03-01      | 5.1680%  | 0.0000% | $179015000.00      | $169039557.72      | Agency Mortgage-Backed Securities |
| Small Business Administration | 2033-09-01      | 5.6880%  | 0.0000% | $70025000.00       | $66997563.02       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2035-07-25      | 5.8000%  | 0.0000% | $8835000.00        | $8895589.55        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2028-12-01      | 6.2200%  | 0.0000% | $639000.00         | $13570.82          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2037-03-25      | 6.2500%  | 0.0000% | $1550000.00        | $338010.42         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2035-06-25      | 6.5000%  | 0.0000% | $14105000.00       | $13799037.04       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2049-11-25      | 6.8250%  | 0.0000% | $21770000.00       | $22706160.94       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2049-03-25      | 7.3250%  | 0.0000% | $12840000.00       | $9817803.53        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2042-08-25      | 7.3250%  | 0.0000% | $17000000.00       | $17688673.19       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2029-07-25      | 7.8250%  | 0.0000% | $16584363.00       | $1263337.85        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2050-01-25      | 8.0550%  | 0.0000% | $18115000.00       | $19862738.55       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2031-02-25      | 8.1330%  | 0.0000% | $5474276.00        | $1779882.88        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2049-07-25      | 8.2600%  | 0.0000% | $24200000.00       | $25260585.02       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2035-03-25      | 8.2790%  | 0.0000% | $13715000.00       | $14150064.02       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2031-07-25      | 8.8350%  | 0.0000% | $17360663.00       | $6355132.77        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2032-02-25      | 8.8490%  | 0.0000% | $14070430.00       | $6858737.67        | Agency Mortgage-Backed Securities |

### Security 207: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19XFR5, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19XFR5_4.34_0202
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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.      | 2054-09-01      | 7.5000%  | 0.0000% | $257695.00         | $157961.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $5803153.00        | $5406071.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $1031729.00        | $1004938.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $3822896.00        | $3536781.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $192801.00         | $180641.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.0000%  | 0.0000% | $1136989.00        | $1013316.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $14676466.00       | $14413253.52       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $71624.00          | $71638.25          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $278438.00         | $274209.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 7.5000%  | 0.0000% | $1590983.00        | $1687534.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 7.0000%  | 0.0000% | $2355729.00        | $2198428.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $1637311.00        | $1679544.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $763728.00         | $782028.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $1054600.00        | $925938.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $1315137.00        | $1313827.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $1621061.00        | $1468214.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $2232974.00        | $2105418.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 7.0000%  | 0.0000% | $1377899.00        | $1287076.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $2028718.00        | $1879717.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 4.5000%  | 0.0000% | $488293.00         | $458583.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $7418403.00        | $7395830.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $1657241.00        | $1444027.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.0000%  | 0.0000% | $2842564.00        | $2454573.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.0000%  | 0.0000% | $2435746.00        | $2404341.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $19872263.00       | $17607836.35       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 7.5000%  | 0.0000% | $1327410.00        | $1339496.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $9826730.00        | $9286900.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $772735.00         | $789205.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $607273.00         | $622102.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $1571800.00        | $1595151.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $1250351.00        | $1227372.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $3204641.00        | $3111918.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 4.5000%  | 0.0000% | $1281199.00        | $1225435.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $1843138.00        | $1865445.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $3708983.00        | $2932679.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.0000%  | 0.0000% | $550942.00         | $542414.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1014930.00        | $1008596.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1110788.00        | $917080.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1073150.00        | $1080016.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $1187812.00        | $1206946.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $1173355.00        | $1092086.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $933.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $5413.00           | $5261.73           | Agency Mortgage-Backed Securities |

### Security 208: Natixis SA

- **C.1 - Title:** Natixis SA 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19XJA8, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP19XJA8_4.36_0905
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **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.         | 2053-09-01      | 4.8050%  | 0.0000% | $61597259.00       | $53437757.38       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-08-01      | 3.0000%  | 0.0000% | $1630.00           | $149.71            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-04-01      | 3.0000%  | 0.0000% | $3000.00           | $516.89            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-02-01      | 6.5000%  | 0.0000% | $49329855.00       | $43289282.14       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-01-01      | 6.5000%  | 0.0000% | $55000000.00       | $31003118.54       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-09-01      | 3.0000%  | 0.0000% | $2000.00           | $796.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $4000.00           | $2729.57           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-06-01      | 3.5000%  | 0.0000% | $91133454.00       | $61470544.39       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.0000%  | 0.0000% | $8047719.00        | $5598199.31        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $734.40            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.0000%  | 0.0000% | $1010.00           | $952.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 5.5000%  | 0.0000% | $18289482.00       | $16018720.74       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $797.32            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-12-01      | 4.7900%  | 0.0000% | $260000.00         | $258993.94         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-01-01      | 4.5000%  | 0.0000% | $3246996.00        | $3205598.74        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-07-01      | 3.8300%  | 0.0000% | $2029.00           | $1990.15           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-07-01      | 3.8300%  | 0.0000% | $2016.00           | $1977.40           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-03-01      | 4.6500%  | 0.0000% | $1032.00           | $1032.05           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $4000.00           | $2777.32           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $243999.00         | $223748.51         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 7.0000%  | 0.0000% | $2443579.00        | $1629877.81        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $1188307.00        | $1132302.95        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $892784.00         | $785024.70         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 7.0000%  | 0.0000% | $673888.00         | $714863.01         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-07-01      | 2.0000%  | 0.0000% | $80921872.00       | $45333768.40       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 2.5000%  | 0.0000% | $4000.00           | $1876.93           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $40956004.00       | $31535650.61       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $780.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.5000%  | 0.0000% | $1092.00           | $897.75            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-01-01      | 2.0000%  | 0.0000% | $1000.00           | $242.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-12-01      | 2.0000%  | 0.0000% | $77487032.00       | $46725286.99       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-12-28      | 2.7000%  | 0.0000% | $1000.00           | $807.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-06-01      | 6.5820%  | 0.0000% | $1000.00           | $31.04             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-03-01      | 4.0000%  | 0.0000% | $522000.00         | $34864.88          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $8844091.00        | $8695754.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $1052503.00        | $1097838.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $1001.00           | $1036.53           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $1056668.00        | $1062456.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 7.0000%  | 0.0000% | $1009514.00        | $1071074.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1001.00           | $1015.78           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $1326145.00        | $1383244.21        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 7.0000%  | 0.0000% | $1033700.00        | $1095344.98        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.61           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $2628705.00        | $2748577.07        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-11-01      | 2.5000%  | 0.0000% | $410000.00         | $65949.92          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-11-01      | 3.0000%  | 0.0000% | $1185000.00        | $249782.37         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-08-01      | 2.5000%  | 0.0000% | $131000.00         | $26581.91          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $140951296.00      | $55647544.75       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-02-01      | 4.6800%  | 0.0000% | $4249865.00        | $4295899.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-10-01      | 4.5450%  | 0.0000% | $400259.00         | $402226.28         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-01-01      | 5.1550%  | 0.0000% | $1176.00           | $1219.40           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-06-01      | 4.4650%  | 0.0000% | $1091.00           | $1103.30           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-06-01      | 5.2150%  | 0.0000% | $1000.00           | $1039.29           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-06-01      | 5.0200%  | 0.0000% | $511067.00         | $530810.25         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-06-01      | 5.0800%  | 0.0000% | $3047200.00        | $3166120.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-06-01      | 5.0100%  | 0.0000% | $1100.00           | $1131.61           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-07-01      | 4.6500%  | 0.0000% | $20624000.00       | $21102139.95       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-07-01      | 4.7650%  | 0.0000% | $1587437.00        | $1625949.99        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $18652651.00       | $6291515.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $3072.00           | $1194.46           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $2584292.00        | $1577815.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $87148526.00       | $46499489.51       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $96714970.00       | $50623082.57       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $16917921.00       | $9004502.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $62951170.00       | $34005014.16       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $51744601.00       | $27399154.22       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $188000.00         | $107618.07         | Agency Mortgage-Backed Securities  |
| Cash                                     | 2025-09-18      | 0.0000%  | 0.0000% | $165328906.50      | $165328906.50      | Cash                               |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $595.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $1230.00           | $814.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $2113516.00        | $1382921.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $31999.00          | $23346.86          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-02-01      | 2.0000%  | 0.0000% | $75026115.00       | $45594589.38       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $2443980.00        | $1663487.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $895121.00         | $692907.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $30169481.00       | $22566506.81       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $58664.00          | $46238.43          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $58000.00          | $47889.63          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $48375039.00       | $36685054.29       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $60184769.00       | $50655904.68       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $3240.00           | $2700.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $35913216.00       | $28316154.72       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $42976624.00       | $36778223.54       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $36255.00          | $32391.31          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $57592400.00       | $47133651.02       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $1072.00           | $884.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $2150700.00        | $1830432.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 4.9540%  | 0.0000% | $1024.00           | $850.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $56009354.00       | $52785438.55       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-01-01      | 6.5000%  | 0.0000% | $43347890.00       | $36339580.97       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-08-01      | 5.0000%  | 0.0000% | $2218614.00        | $2251731.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-05-01      | 3.0000%  | 0.0000% | $4110880.00        | $3992113.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-01-01      | 3.5000%  | 0.0000% | $4032.00           | $913.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-06-01      | 1.5000%  | 0.0000% | $4032.00           | $2418.51           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $4000.00           | $2997.43           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $66633258.00       | $45295076.49       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $1204.00           | $880.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1031.00           | $1054.99           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1011.87           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $33000.00          | $32538.38          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $6902584.00        | $7010716.34        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $31187.00          | $30848.72          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $29138998.00       | $30192136.15       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-01-20      | 4.5000%  | 0.0000% | $3792176.00        | $199690.62         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $1200000.00        | $887640.41         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $265000.00         | $164304.04         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $2780000.00        | $2030426.72        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 5.5000%  | 0.0000% | $1100000.00        | $942556.48         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-01-15      | 5.0000%  | 0.0000% | $10226000.00       | $269659.52         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-01-15      | 6.0000%  | 0.0000% | $1409271.00        | $59484.05          | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                    | 2039-09-15      | N/A      | 0.0000% | $16947000.00       | $8314587.98        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2025-10-09      | N/A      | 0.0000% | $9523300.00        | $9477683.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2028-04-15      | 3.6250%  | 0.0000% | $25000000.00       | $53968747.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2039-08-15      | 4.5000%  | 0.0000% | $100.00            | $99.72             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2040-02-15      | 4.6250%  | 0.0000% | $29000.00          | $29191.51          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-08-15      | 3.7500%  | 0.0000% | $453900.00         | $406534.01         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-02-15      | 0.6250%  | 0.0000% | $1392000.00        | $1457739.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-08-15      | 3.6250%  | 0.0000% | $8330100.00        | $7148467.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-02-15      | 1.3750%  | 0.0000% | $100.00            | $116.28            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-05-15      | 3.3750%  | 0.0000% | $100.00            | $82.82             | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $3628774.00        | $3784512.51        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $1034.94           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $14281900.00       | $14035523.67       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $1971657.00        | $1922747.44        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-02-01      | 4.0000%  | 0.0000% | $7947904.00        | $7473026.74        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 2.5000%  | 0.0000% | $7307696.00        | $6093691.62        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.5000%  | 0.0000% | $17755520.00       | $18561949.36       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-06-01      | 4.8500%  | 0.0000% | $5000.00           | $4919.30           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $6401728.00        | $6038843.10        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-06-20      | 4.5000%  | 0.0000% | $1567000.00        | $106369.76         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $669948.00         | $65802.49          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-07-20      | 4.0000%  | 0.0000% | $1764725.00        | $173518.54         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $4774464.00        | $1776934.14        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $1751000.00        | $290792.41         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $598394.00         | $130301.51         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $1025000.00        | $663411.30         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 1.5000%  | 0.0000% | $459082.00         | $404629.06         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-06-20      | 2.0000%  | 0.0000% | $1536888.00        | $742835.06         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $4270254.00        | $2004937.39        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 2.0000%  | 0.0000% | $1000000.00        | $601444.97         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $43000.00          | $26889.20          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $1199000.00        | $768016.66         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 3.5000%  | 0.0000% | $3750976.00        | $2787334.22        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 4.5000%  | 0.0000% | $37000.00          | $28958.01          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $1000.00           | $634.06            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $1998000.00        | $1293583.79        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2027-06-30      | 3.7500%  | 0.0000% | $100.00            | $100.74            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-07-31      | 3.8750%  | 0.0000% | $29000.00          | $29317.37          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-07-31      | 3.8750%  | 0.0000% | $10070600.00       | $10139117.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-08-15      | 3.6250%  | 0.0000% | $100000.00         | $100223.91         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-08-15      | 3.1250%  | 0.0000% | $500000.00         | $393141.93         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-02-15      | 2.5000%  | 0.0000% | $1500.00           | $1051.86           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-02-15      | 0.7500%  | 0.0000% | $200.00            | $199.72            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-05-15      | 3.0000%  | 0.0000% | $400.00            | $308.24            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $74.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2047-08-15      | 2.7500%  | 0.0000% | $100.00            | $70.93             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2048-02-15      | 1.0000%  | 0.0000% | $2100.00           | $2008.61           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $73.23             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2049-05-15      | 2.8750%  | 0.0000% | $2384400.00        | $1717824.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2050-02-15      | 2.0000%  | 0.0000% | $7673000.00        | $4469989.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2050-08-15      | 1.3750%  | 0.0000% | $500.00            | $243.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $61.82             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2040-05-15      | 1.1250%  | 0.0000% | $100.00            | $62.79             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $52.50             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2040-11-15      | 1.3750%  | 0.0000% | $1266600.00        | $815179.45         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2051-02-15      | 1.8750%  | 0.0000% | $1800.00           | $999.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $57.00             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $66.56             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2051-11-15      | 1.8750%  | 0.0000% | $554500.00         | $307426.34         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-02-15      | 2.3750%  | 0.0000% | $2200000.00        | $1600811.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-05-15      | 3.2500%  | 0.0000% | $3504300.00        | $2926186.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2053-02-15      | 1.5000%  | 0.0000% | $2604900.00        | $2203156.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-02-15      | 3.8750%  | 0.0000% | $6091500.00        | $5445339.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-05-15      | 3.8750%  | 0.0000% | $1100.00           | $991.71            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2053-08-15      | 4.1250%  | 0.0000% | $200.00            | $176.84            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-11-15      | 4.7500%  | 0.0000% | $59998800.00       | $60526193.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $90.31             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2054-11-15      | 4.5000%  | 0.0000% | $1700.00           | $1620.99           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2055-02-15      | 2.3750%  | 0.0000% | $100.00            | $97.51             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-02-15      | 4.7500%  | 0.0000% | $4343200.00        | $4306270.05        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-05-15      | 5.0000%  | 0.0000% | $52000800.00       | $53863061.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-02-15      | 2.7500%  | 0.0000% | $8499900.00        | $8336465.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-02-15      | 2.6250%  | 0.0000% | $100.00            | $96.88             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-05-15      | 2.3750%  | 0.0000% | $1000.00           | $963.42            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-06-30      | 1.8750%  | 0.0000% | $400.00            | $394.37            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-05-15      | 1.6250%  | 0.0000% | $3800.00           | $3755.97           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-11-15      | 2.0000%  | 0.0000% | $20600.00          | $20273.71          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-12-31      | 1.7500%  | 0.0000% | $1400.00           | $1367.07           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-04-30      | 0.5000%  | 0.0000% | $2300.00           | $2185.59           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-05-15      | 0.6250%  | 0.0000% | $200.00            | $174.08            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $86.14             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-08-31      | 0.5000%  | 0.0000% | $400.00            | $376.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-10-31      | 0.5000%  | 0.0000% | $400.00            | $374.71            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-11-30      | 0.6250%  | 0.0000% | $600.00            | $562.35            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-12-31      | 0.6250%  | 0.0000% | $4999900.00        | $4671261.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-01-31      | 0.7500%  | 0.0000% | $200.00            | $186.91            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-02-29      | 1.1250%  | 0.0000% | $500000.00         | $473269.43         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-05-31      | 1.2500%  | 0.0000% | $200.00            | $188.33            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-07-31      | 1.0000%  | 0.0000% | $1100.00           | $1021.99           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $86.44             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-11-30      | 1.5000%  | 0.0000% | $465000.00         | $436726.84         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-12-31      | 1.3750%  | 0.0000% | $1289600.00        | $1202544.07        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-01-31      | 1.7500%  | 0.0000% | $999900.00         | $941537.91         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-02-28      | 1.8750%  | 0.0000% | $100.00            | $98.21             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-04-30      | 2.8750%  | 0.0000% | $1300.00           | $1278.52           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-05-31      | 2.6250%  | 0.0000% | $100.00            | $98.84             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-07-31      | 2.6250%  | 0.0000% | $642800.00         | $620378.25         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-08-31      | 3.1250%  | 0.0000% | $100.00            | $100.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-08-31      | 3.1250%  | 0.0000% | $300.00            | $298.85            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-09-30      | 3.8750%  | 0.0000% | $3400800.00        | $3483980.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-09-30      | 4.1250%  | 0.0000% | $1500.00           | $1539.80           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-10-31      | 4.0000%  | 0.0000% | $19767700.00       | $20287554.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-11-30      | 3.8750%  | 0.0000% | $4999900.00        | $5087966.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-12-31      | 3.8750%  | 0.0000% | $5000000.00        | $5059324.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-01-31      | 3.5000%  | 0.0000% | $600.00            | $599.99            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-02-29      | 4.0000%  | 0.0000% | $300.00            | $308.66            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-02-28      | 4.0000%  | 0.0000% | $13129900.00       | $13569654.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-04-15      | 3.7500%  | 0.0000% | $156900.00         | $158839.82         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-05-15      | 3.6250%  | 0.0000% | $400.00            | $403.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2033-05-15      | 3.3750%  | 0.0000% | $57398100.00       | $55606387.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-07-31      | 4.1250%  | 0.0000% | $5499900.00        | $5595926.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2033-08-15      | 3.8750%  | 0.0000% | $4560600.00        | $4523089.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-08-31      | 4.1250%  | 0.0000% | $100.00            | $103.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-10-31      | 4.8750%  | 0.0000% | $72657000.00       | $77692799.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-11-30      | 4.3750%  | 0.0000% | $200.00            | $208.15            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-01-31      | 4.0000%  | 0.0000% | $1700.00           | $1726.08           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-01-31      | 4.0000%  | 0.0000% | $963000.00         | $977468.28         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-01-15      | 1.7500%  | 0.0000% | $100.00            | $105.74            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-02-15      | 4.0000%  | 0.0000% | $100.00            | $99.63             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-02-28      | 4.2500%  | 0.0000% | $114990000.00      | $119760707.64      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-03-31      | 4.5000%  | 0.0000% | $100.00            | $102.12            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-04-15      | 4.5000%  | 0.0000% | $100.00            | $102.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-04-15      | 2.1250%  | 0.0000% | $443800.00         | $484011.37         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-04-30      | 4.6250%  | 0.0000% | $200000.00         | $209787.84         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-05-15      | 4.5000%  | 0.0000% | $324600.00         | $333028.22         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-05-31      | 4.6250%  | 0.0000% | $300.00            | $316.14            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-07-31      | 4.0000%  | 0.0000% | $4332900.00        | $4402235.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-09-30      | 3.5000%  | 0.0000% | $21221000.00       | $21442969.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-10-31      | 4.1250%  | 0.0000% | $2983700.00        | $3033507.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-11-15      | 4.2500%  | 0.0000% | $1000.00           | $1019.90           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-11-30      | 4.1250%  | 0.0000% | $3000000.00        | $3075430.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-12-31      | 4.3750%  | 0.0000% | $12103000.00       | $12528821.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-01-31      | 4.1250%  | 0.0000% | $22500000.00       | $22681365.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note         | 2027-01-31      | 4.2414%  | 0.0000% | $9999700.00        | $10029613.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-02-15      | 4.6250%  | 0.0000% | $900.00            | $933.50            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-03-31      | 3.8750%  | 0.0000% | $31310200.00       | $31883083.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-05-31      | 4.1250%  | 0.0000% | $5220400.00        | $5341870.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-05-31      | 4.0000%  | 0.0000% | $100.00            | $102.35            | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2053-07-20      | 4.5000%  | 0.0000% | $50000.00          | $43492.61          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2058-05-15      | 4.8700%  | 0.0000% | $1100.00           | $1084.76           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $1113416.00        | $682946.21         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $3464660.00        | $2313720.98        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $4005658.00        | $2484237.33        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $2878026.00        | $1877179.49        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2072-01-20      | 5.8290%  | 0.0000% | $18305120.00       | $19939515.43       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $1815331.00        | $1226258.12        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-05-20      | 4.0000%  | 0.0000% | $4219000.00        | $799544.72         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-08-20      | 4.0000%  | 0.0000% | $5407000.00        | $693917.71         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 3.5000%  | 0.0000% | $1000.00           | $726.96            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $10003248.00       | $10495023.28       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2073-04-20      | 6.6390%  | 0.0000% | $5729871.00        | $5456240.48        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-04-15      | 5.0500%  | 0.0000% | $264962.00         | $260820.05         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $28435.00          | $30065.36          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $688431.00         | $701206.58         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1989142.00        | $2032722.32        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1348812.00        | $1393218.49        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $4857400.00        | $4968419.12        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-09-15      | 5.6800%  | 0.0000% | $5937000.00        | $6226658.98        | Agency Mortgage-Backed Securities  |

### Security 209: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.180000%
- **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: ARP19ZT61, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP19ZT61_4.18_0204
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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 | 2050-05-01      | 2.5000%  | 0.0000% | $52207718.00       | $21208462.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-10-01      | 3.0000%  | 0.0000% | $421118395.00      | $77208864.59       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $47661760.00       | $4582672.83        | Agency Mortgage-Backed Securities |

### Security 210: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.280000%
- **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: ARP1A13D7, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1A13D7_4.28_0905
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **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 | 2054-11-01      | 5.0000%  | 0.0000% | $65488384.00       | $62536822.16       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2028-03-31      | 3.6250%  | 0.0000% | $75875700.00       | $77066311.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-09-30      | 3.5000%  | 0.0000% | $242182900.00      | $244779800.88      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-06-30      | 3.7500%  | 0.0000% | $631296900.00      | $636224254.42      | U.S. Treasuries (including strips) |

### Security 211: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.250000%
- **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: ARP1A5RA8, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1A5RA8_4.25_0905
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **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 Note | 2028-05-15      | 2.8750%  | 0.0000% | $379800.00         | $375838.78         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $200131000.00      | $203624234.35      | U.S. Treasuries (including strips) |

### Security 212: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.170000%
- **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: ARP1A5WB0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1A5WB0_4.17_0211
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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.      | 2054-10-01      | 6.0000%  | 0.0000% | $54366124.00       | $48798083.28       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $4958078.00        | $4784177.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 4.0000%  | 0.0000% | $805750.00         | $739906.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.0000%  | 0.0000% | $729633.00         | $715029.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 4.0000%  | 0.0000% | $22532.00          | $20826.29          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 4.5000%  | 0.0000% | $910285.00         | $867702.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $211324.00         | $188109.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.0000%  | 0.0000% | $1114888.00        | $1025021.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $752952.00         | $718418.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.0000%  | 0.0000% | $8215972.00        | $7913106.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $945.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 7.0000%  | 0.0000% | $1037683.00        | $951211.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.5000%  | 0.0000% | $2595481.00        | $2331047.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $161120.00         | $149920.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.0000%  | 0.0000% | $8350000.00        | $7611891.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $25110610.00       | $24549352.78       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $31485144.00       | $30889423.57       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $13933681.00       | $14121349.39       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.5000%  | 0.0000% | $28183117.00       | $28994969.47       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $6677166.00        | $6523731.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $3086142.00        | $3062273.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.5000%  | 0.0000% | $7480780.00        | $6836919.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $7975306.00        | $7313304.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.0000%  | 0.0000% | $7023231.00        | $6893598.30        | Agency Mortgage-Backed Securities |

### Security 213: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.040000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1A6E85, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1A6E85_4.04_0905
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **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 Strip              | 2045-11-15      | N/A      | 0.0000% | $800.00            | $292.54            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-05-15      | N/A      | 0.0000% | $20496700.00       | $6909212.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $100.00            | $49.47             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-08-15      | N/A      | 0.0000% | $119241100.00      | $28502915.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2026-01-15      | 2.0000%  | 0.0000% | $4500.00           | $7335.04           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2039-11-15      | 4.3750%  | 0.0000% | $190100.00         | $188634.31         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-08-15      | 3.8750%  | 0.0000% | $3494200.00        | $3215894.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-02-15      | 1.3750%  | 0.0000% | $100.00            | $116.28            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2046-05-15      | 2.5000%  | 0.0000% | $200.00            | $138.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2047-02-15      | 0.8750%  | 0.0000% | $5946000.00        | $5730615.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2047-05-15      | 3.0000%  | 0.0000% | $3757100.00        | $2829537.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-11-15      | 1.6250%  | 0.0000% | $1308700.00        | $687044.87         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-02-15      | 1.8750%  | 0.0000% | $1411900.00        | $974927.28         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2051-05-15      | 2.3750%  | 0.0000% | $167000.00         | $105771.29         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-11-15      | 2.0000%  | 0.0000% | $184400.00         | $128017.83         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2053-02-15      | 1.5000%  | 0.0000% | $99807000.00       | $84414176.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2053-05-15      | 3.6250%  | 0.0000% | $5856400.00        | $4780975.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-05-15      | 3.8750%  | 0.0000% | $65758600.00       | $59284842.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $91.41             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-05-15      | 2.3750%  | 0.0000% | $1622700.00        | $1563344.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-02-15      | 2.2500%  | 0.0000% | $4601200.00        | $4507234.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-01-31      | 1.5000%  | 0.0000% | $200.00            | $193.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2025-10-31      | 0.2500%  | 0.0000% | $1413500.00        | $1404626.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-01-15      | 0.1250%  | 0.0000% | $5663300.00        | $6615925.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-05-15      | 1.6250%  | 0.0000% | $400.00            | $357.78            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-15      | 0.1250%  | 0.0000% | $2527800.00        | $2848512.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-31      | 2.6250%  | 0.0000% | $12794100.00       | $12644663.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-11-30      | 3.8750%  | 0.0000% | $178300.00         | $181440.53         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-04-15      | 1.2500%  | 0.0000% | $71947400.00       | $78283801.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-11-30      | 4.3750%  | 0.0000% | $31505000.00       | $32572553.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-01-31      | 4.0000%  | 0.0000% | $1836700.00        | $1864878.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-02-15      | 4.1250%  | 0.0000% | $600.00            | $603.96            | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-07-31      | 4.3254%  | 0.0000% | $887300.00         | $890906.07         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-31      | 4.3750%  | 0.0000% | $300.00            | $302.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-10-31      | 4.3484%  | 0.0000% | $200.00            | $200.74            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-11-30      | 4.1250%  | 0.0000% | $769600.00         | $788950.39         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-02-29      | 4.1250%  | 0.0000% | $1326500.00        | $1372265.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-04-30      | 4.3034%  | 0.0000% | $800.00            | $802.26            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-05-15      | 3.7500%  | 0.0000% | $116500.00         | $118185.94         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-06-30      | 4.0000%  | 0.0000% | $329500.00         | $333450.95         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-06-30      | 3.8750%  | 0.0000% | $277600.00         | $281587.71         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-06-30      | 3.7500%  | 0.0000% | $4188200.00        | $4219209.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-08-15      | N/A      | 0.0000% | $111.38            | $80.06             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-02-15      | N/A      | 0.0000% | $1031618.56        | $722071.09         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-08-15      | N/A      | 0.0000% | $1304488.48        | $888922.80         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-08-15      | N/A      | 0.0000% | $230086.52         | $148408.34         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $56.19             | $35.24             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-08-15      | N/A      | 0.0000% | $161360.87         | $98518.40          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-02-15      | N/A      | 0.0000% | $33.31             | $19.78             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-11-15      | N/A      | 0.0000% | $47120.17          | $38576.95          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2031-05-15      | N/A      | 0.0000% | $8437.80           | $6752.05           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2028-02-15      | N/A      | 0.0000% | $52.83             | $48.28             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-11-15      | N/A      | 0.0000% | $2.00              | $1.27              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-02-15      | N/A      | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-11-15      | N/A      | 0.0000% | $1017610.80        | $869144.44         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-08-15      | N/A      | 0.0000% | $1008117.75        | $834322.28         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-11-15      | N/A      | 0.0000% | $10.98             | $6.61              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-05-15      | N/A      | 0.0000% | $38604981.57       | $22607617.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-08-15      | N/A      | 0.0000% | $152.00            | $87.78             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2038-02-15      | N/A      | 0.0000% | $4.60              | $2.58              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-11-15      | N/A      | 0.0000% | $26687531.68       | $15182136.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-02-15      | N/A      | 0.0000% | $1877176.08        | $992517.43         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-02-15      | N/A      | 0.0000% | $77.73             | $30.33             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-02-19      | N/A      | 0.0000% | $28600.00          | $28063.18          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2028-11-15      | N/A      | 0.0000% | $200.00            | $178.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $1646800.00        | $1063763.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-11-15      | N/A      | 0.0000% | $28904100.00       | $14968942.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $20953900.00       | $10709391.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-05-15      | N/A      | 0.0000% | $23233100.00       | $11701443.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-02-15      | N/A      | 0.0000% | $100.00            | $42.49             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-05-15      | N/A      | 0.0000% | $9174200.00        | $3632093.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $1704100.00        | $647305.79         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $199000.00         | $74634.15          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-08-15      | N/A      | 0.0000% | $81800.00          | $30255.53          | U.S. Treasuries (including strips) |

### Security 214: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.100000%
- **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: ARP1A7G32, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1A7G32_4.10_0217
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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.      | 2054-11-01      | 6.5000%  | 0.0000% | $7236920.00        | $6680039.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $8582215.00        | $7940434.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $48756002.00       | $44573551.75       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $19252108.00       | $19119015.95       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1099899.00        | $1092241.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $106563.00         | $89485.82          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 4.0000%  | 0.0000% | $1005175.00        | $820601.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1165814.00        | $1099647.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.0000%  | 0.0000% | $300970.00         | $251086.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 4.5000%  | 0.0000% | $3078151.00        | $2933133.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 4.0000%  | 0.0000% | $404544.00         | $278968.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 4.5000%  | 0.0000% | $230960.00         | $220733.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 4.5000%  | 0.0000% | $1015678.00        | $565733.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $16664.00          | $16477.31          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $10120667.00       | $9819863.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.0000%  | 0.0000% | $1668100.00        | $1699707.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 4.0000%  | 0.0000% | $1047977.00        | $931552.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 4.5000%  | 0.0000% | $5258299.00        | $4861295.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.0000%  | 0.0000% | $9768613.00        | $9517375.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.5000%  | 0.0000% | $7117752.00        | $6592703.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.5000%  | 0.0000% | $8100748.00        | $7866323.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 4.5000%  | 0.0000% | $2103975.00        | $2006263.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 4.5000%  | 0.0000% | $1152709.00        | $916257.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $37755555.00       | $35583848.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 7.0000%  | 0.0000% | $1071592.00        | $1135379.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 4.0000%  | 0.0000% | $1199880.00        | $1106335.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 4.0000%  | 0.0000% | $59000.00          | $52972.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1365725.00        | $1380323.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 4.0000%  | 0.0000% | $3043461.00        | $2805933.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 4.0000%  | 0.0000% | $1704373.00        | $1570057.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1019625.00        | $1013360.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.1060%  | 0.0000% | $8599240.00        | $7307525.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $2522000.00        | $2474704.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $102833.00         | $103062.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $2556603.00        | $2150019.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $20301790.00       | $19423490.41       | Agency Mortgage-Backed Securities |

### Security 215: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1A9BV1, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP1A9BV1_4.37_0905
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2064-06-20      | 0.0300%  | 0.0000% | $10000000.00       | $3679.38           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0300%  | 0.0000% | $40000000.00       | $16141.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.0500%  | 0.0000% | $50000000.00       | $98066.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $5000000.00        | $2999.68           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.0500%  | 0.0000% | $124800000.00      | $111346.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.0500%  | 0.0000% | $4390353.00        | $4391.50           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $250000000.00      | $152489.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | N/A      | 0.0000% | $82705000.00       | $518424.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-02-16      | N/A      | 0.0000% | $220319882.00      | $200.70            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | N/A      | 0.0000% | $110336.00         | $34.77             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | N/A      | 0.0000% | $197271706.00      | $159.07            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | N/A      | 0.0000% | $99260632.00       | $92.01             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | N/A      | 0.0000% | $124162944.00      | $109.16            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-16      | N/A      | 0.0000% | $142000000.00      | $122.14            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | N/A      | 0.0000% | $350000000.00      | $560970.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | N/A      | 0.0000% | $25000000.00       | $435583.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | N/A      | 0.0000% | $50000000.00       | $132215.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | N/A      | 0.0000% | $74254164.00       | $135145.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $5300000.00        | $119595.58         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 5.2984%  | 0.0000% | $50114.00          | $46673.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-11-16      | N/A      | 0.0000% | $100000.00         | $10.28             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-16      | N/A      | 0.0000% | $104910.00         | $31.62             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-16      | N/A      | 0.0000% | $2720000.00        | $2.04              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $220000000.00      | $135666.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $50000000.00       | $40456.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-20      | 0.0500%  | 0.0000% | $200000000.00      | $192365.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $50000000.00       | $40931.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $250000000.00      | $478165.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $320000000.00      | $335796.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $100000000.00      | $104936.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $160000000.00      | $212007.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 0.0500%  | 0.0000% | $23507789.00       | $47731.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $61179.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $9821002.00        | $27218.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $9821002.00        | $27218.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.0800%  | 0.0000% | $20000000.00       | $46846.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 0.0900%  | 0.0000% | $5000000.00        | $4559.79           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $100000.00         | $180.55            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $25000000.00       | $73374.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $50000000.00       | $149356.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $25000000.00       | $72216.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $57564189.00       | $98565.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $50000000.00       | $150671.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $30000000.00       | $89937.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.1000%  | 0.0000% | $200000000.00      | $358648.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.1000%  | 0.0000% | $150000000.00      | $261983.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 0.1000%  | 0.0000% | $6490513.00        | $28456.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-16      | 0.1074%  | 0.0000% | $167575000.00      | $69528.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1200%  | 0.0000% | $21330000.00       | $94534.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.1500%  | 0.0000% | $25000000.00       | $56690.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.1500%  | 0.0000% | $25000000.00       | $43175.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-09-16      | 0.1696%  | 0.0000% | $5973000.00        | $791.61            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-16      | 0.1850%  | 0.0000% | $2369000.00        | $1503.46           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.2050%  | 0.0000% | $50000000.00       | $753166.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-07-20      | 0.2455%  | 0.0000% | $7020246.00        | $193778.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.2490%  | 0.0000% | $2689000.00        | $4473.54           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 0.2632%  | 0.0000% | $30602794.00       | $33518.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-10-16      | 0.3398%  | 0.0000% | $657000.00         | $63.52             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 0.3550%  | 0.0000% | $50000000.00       | $661389.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-09-16      | 0.3661%  | 0.0000% | $2873000.00        | $704.92            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-16      | 0.3943%  | 0.0000% | $100347.00         | $6.62              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-09-20      | 0.4232%  | 0.0000% | $20000000.00       | $3827.23           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-06-16      | 0.4262%  | 0.0000% | $96712448.00       | $434426.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-06-16      | 0.4967%  | 0.0000% | $23000000.00       | $100498.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-03-16      | 0.5865%  | 0.0000% | $20000000.00       | $382548.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.5898%  | 0.0000% | $67000000.00       | $765353.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $357142.00         | $35746.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | N/A      | 0.0000% | $835000.00         | $5420.14           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $39355586.00       | $260864.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | N/A      | 0.0000% | $370000.00         | $4596.60           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $485000.00         | $937.14            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $25000000.00       | $151913.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $60000000.00       | $258691.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | N/A      | 0.0000% | $10000000.00       | $1258.21           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $35701084.00       | $344359.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | N/A      | 0.0000% | $15000000.00       | $327163.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | N/A      | 0.0000% | $804001.00         | $557912.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-09-20      | 0.0092%  | 0.0000% | $101376.00         | $36.59             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.0200%  | 0.0000% | $100096.00         | $33.30             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1428571.00        | $81094.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $714285.00         | $71506.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-16      | 0.5910%  | 0.0000% | $151310000.00      | $267496.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-16      | 0.5978%  | 0.0000% | $70404789.00       | $173204.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-16      | 0.6084%  | 0.0000% | $55026781.00       | $694610.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-16      | 0.6087%  | 0.0000% | $212570560.00      | $184829.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-16      | 0.6157%  | 0.0000% | $5915000.00        | $35507.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-20      | 0.6274%  | 0.0000% | $34242459.00       | $21561.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-16      | 0.6369%  | 0.0000% | $72040000.00       | $191196.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6398%  | 0.0000% | $27650000.00       | $237366.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-02-16      | 0.6398%  | 0.0000% | $16800000.00       | $738774.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-09-16      | 0.6520%  | 0.0000% | $42920000.00       | $527511.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-16      | 0.6809%  | 0.0000% | $10010000.00       | $41401.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-16      | 0.6841%  | 0.0000% | $22679990.00       | $62844.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.6922%  | 0.0000% | $70000000.00       | $2172956.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-16      | 0.6985%  | 0.0000% | $83000000.00       | $250177.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 0.7000%  | 0.0000% | $17420707.00       | $227834.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-02-16      | 0.7482%  | 0.0000% | $60771193.00       | $932486.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-16      | 0.7576%  | 0.0000% | $105000.00         | $4839.76           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.8050%  | 0.0000% | $15000000.00       | $760241.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-05-20      | 0.8068%  | 0.0000% | $41106136.00       | $21701.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-09-16      | 0.8218%  | 0.0000% | $31250000.00       | $144945.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-02-16      | 0.8260%  | 0.0000% | $100000000.00      | $717242.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-08-16      | 0.8438%  | 0.0000% | $66000000.00       | $592820.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-06-16      | 0.8470%  | 0.0000% | $2920000.00        | $124293.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.8550%  | 0.0000% | $655000.00         | $22464.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.8550%  | 0.0000% | $4114354.00        | $194481.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.8550%  | 0.0000% | $10000000.00       | $421656.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.8817%  | 0.0000% | $7164000.00        | $385510.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-03-16      | 0.9039%  | 0.0000% | $10570000.00       | $607387.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-04-16      | 0.9169%  | 0.0000% | $6270000.00        | $360500.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-16      | 0.9376%  | 0.0000% | $330000.00         | $23170.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-20      | 0.9550%  | 0.0000% | $250000000.00      | $6042933.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.9715%  | 0.0000% | $13000000.00       | $506955.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 0.9956%  | 0.0000% | $11000000.00       | $707994.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-11-16      | 1.0011%  | 0.0000% | $265000.00         | $18443.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | 1.0213%  | 0.0000% | $6960000.00        | $429299.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | 1.0330%  | 0.0000% | $5212000.00        | $302404.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.0550%  | 0.0000% | $24392302.00       | $1275603.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 1.0876%  | 0.0000% | $17636247.00       | $530785.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 1.1042%  | 0.0000% | $17157604.00       | $828182.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 1.1050%  | 0.0000% | $15000000.00       | $381537.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-08-20      | 1.1150%  | 0.0000% | $26187556.00       | $692926.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-08-16      | 1.1442%  | 0.0000% | $1223000.00        | $73179.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-04-16      | 1.1686%  | 0.0000% | $7400000.00        | $420542.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.2050%  | 0.0000% | $10000000.00       | $477335.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-20      | 1.2050%  | 0.0000% | $30000000.00       | $256322.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 1.2550%  | 0.0000% | $10165376.00       | $405141.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.2550%  | 0.0000% | $10000000.00       | $332940.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 1.2704%  | 0.0000% | $16000000.00       | $545223.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 1.3550%  | 0.0000% | $41073000.00       | $1000083.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 1.4279%  | 0.0000% | $10500000.00       | $756501.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 1.4319%  | 0.0000% | $14348938.00       | $139634.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-20      | 1.4442%  | 0.0000% | $121565875.00      | $307816.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 1.5000%  | 0.0000% | $17972333.00       | $525058.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-20      | 1.5623%  | 0.0000% | $33431422.00       | $51479.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-12-20      | 1.5951%  | 0.0000% | $24000000.00       | $171422.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-10-16      | 1.6256%  | 0.0000% | $11167583.00       | $3993.29           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-04-20      | 1.6502%  | 0.0000% | $107856235.00      | $940774.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.6550%  | 0.0000% | $25000000.00       | $723565.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 1.6697%  | 0.0000% | $6994179.00        | $77557.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-20      | 1.6704%  | 0.0000% | $35000000.00       | $61356.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-08-20      | 1.6915%  | 0.0000% | $96882694.00       | $236075.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-16      | 1.7256%  | 0.0000% | $81620726.00       | $479213.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.7350%  | 0.0000% | $50000000.00       | $969587.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-10-20      | 1.7457%  | 0.0000% | $1594000.00        | $43780.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-11-20      | 1.8031%  | 0.0000% | $25487149.00       | $206873.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-10-20      | 1.8123%  | 0.0000% | $42276735.00       | $211722.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-02-20      | 1.8148%  | 0.0000% | $10924364.00       | $139181.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-04-20      | 1.8759%  | 0.0000% | $75000000.00       | $667309.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-03-20      | 1.8773%  | 0.0000% | $110462842.00      | $736758.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 1.9050%  | 0.0000% | $50000000.00       | $890040.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.0050%  | 0.0000% | $10000000.00       | $406399.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.0163%  | 0.0000% | $15866343.00       | $585709.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 2.0210%  | 0.0000% | $19007000.00       | $26670.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-20      | 2.0335%  | 0.0000% | $46268225.00       | $348634.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.0550%  | 0.0000% | $18126000.00       | $554812.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-20      | 2.1814%  | 0.0000% | $62614494.00       | $563568.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-08-20      | 2.2447%  | 0.0000% | $14635149.00       | $627921.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-05-20      | 2.2458%  | 0.0000% | $23503901.00       | $355314.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-20      | 2.2608%  | 0.0000% | $36772864.00       | $356218.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-04-20      | 2.2790%  | 0.0000% | $10847000.00       | $261404.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-20      | 2.2915%  | 0.0000% | $38232128.00       | $196104.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-07-20      | 2.3765%  | 0.0000% | $19188000.00       | $271710.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-20      | 2.3772%  | 0.0000% | $47207427.00       | $381708.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-20      | 2.4436%  | 0.0000% | $26450000.00       | $464995.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 2.5787%  | 0.0000% | $38214880.00       | $293258.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-10-20      | 2.6678%  | 0.0000% | $19428364.00       | $130553.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-20      | 3.0034%  | 0.0000% | $4585000.00        | $33437.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 4.8913%  | 0.0000% | $51721.00          | $1483.58           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-08-20      | 5.1217%  | 0.0000% | $1683966.00        | $2210.73           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $22938.00          | $1999.88           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.4997%  | 0.0000% | $192307.00         | $19291.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $30769.00          | $3200.37           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $615384.00         | $78937.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $153846.00         | $23138.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $782691.00         | $94312.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $961538.00         | $64995.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 6.5000%  | 0.0000% | $384615.00         | $29643.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1538461.00        | $220140.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $576922.00         | $81601.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1538461.00        | $233602.29         | Agency Collateralized Mortgage Obligation |

### Security 216: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.140000%
- **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: ARP1AB6F7, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1AB6F7_4.14_0218
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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 | 2051-11-01      | 2.0000%  | 0.0000% | $98920116.00       | $61683072.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $16135617.00       | $6785995.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $479487973.00      | $68515552.46       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $400142379.00      | $69015379.96       | Agency Mortgage-Backed Securities |

### Security 217: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.160000%
- **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: ARP1AB7A7, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1AB7A7_4.16_0218
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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.      | 2054-11-01      | 5.0000%  | 0.0000% | $3683056.00        | $3535777.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1747487.00        | $1714251.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $468060.00         | $456691.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $461457.00         | $452721.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1310577.00        | $1296718.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $9685741.00        | $9394379.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $2593159.00        | $2324267.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1859641.00        | $1825088.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1719150.00        | $1673247.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1660636.00        | $1630530.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1869457.00        | $1644013.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1133063.00        | $1081038.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 6.5000%  | 0.0000% | $1360827.00        | $1420215.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1125883.00        | $1118965.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $981.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $32519.00          | $32591.58          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 7.0000%  | 0.0000% | $1453345.00        | $1552920.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.5000%  | 0.0000% | $1304399.00        | $1371371.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.5000%  | 0.0000% | $2041892.00        | $2151214.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.5000%  | 0.0000% | $7213308.00        | $7540961.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 7.0000%  | 0.0000% | $2006843.00        | $2125453.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.0000%  | 0.0000% | $14392867.00       | $13875471.45       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $36495892.00       | $35370235.22       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $3549233.00        | $3346933.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $6425894.00        | $6063961.34        | Agency Mortgage-Backed Securities |

### Security 218: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.060000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AC4F7, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1AC4F7_4.06_0905
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **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 Bill | 2026-01-15      | N/A      | 0.0000% | $855700.00         | $842710.47         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-15      | 0.2500%  | 0.0000% | $10400300.00       | $12776339.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-15      | 0.1250%  | 0.0000% | $710306500.00      | $853380961.41      | U.S. Treasuries (including strips) |

### Security 219: Citibank NA

- **C.1 - Title:** Citibank NA 4.390000%
- **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: ARP1AHG89, C.3 - LEI: E57ODZWZ7FF3, C.5 - Other ID: ARP1AHG89_4.39_0902
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2046-02-01      | 4.0000%  | 0.0000% | $1000.00           | $94.51             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-10-01      | 4.5000%  | 0.0000% | $1501000.00        | $155830.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $560000.00         | $93312.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-06-01      | 4.0000%  | 0.0000% | $1000.00           | $130.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-01-01      | 3.5000%  | 0.0000% | $307275.00         | $47271.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-09-01      | 4.0000%  | 0.0000% | $1000.00           | $49.89             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-03-01      | 3.5000%  | 0.0000% | $3000.00           | $264.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $470611.00         | $380441.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $395779.00         | $231982.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $234142.00         | $225421.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $629452.00         | $594019.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $489235.00         | $455427.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $963.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $113758.00         | $106862.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $128908.00         | $119954.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $31356.00          | $29911.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $252526.00         | $256285.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $123559.00         | $96600.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $540906.00         | $550928.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $148412.00         | $137688.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 4.5000%  | 0.0000% | $40393.00          | $38843.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $164978.00         | $141013.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $25000.00          | $25140.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1179414.00        | $1212287.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $2552.00           | $2638.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $1404402.00        | $1391342.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-08-01      | 5.0000%  | 0.0000% | $145876.00         | $147992.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-11-01      | 4.5000%  | 0.0000% | $950000.00         | $280376.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-11-01      | 4.0000%  | 0.0000% | $3000.00           | $174.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-03-01      | 3.5000%  | 0.0000% | $5000.00           | $390.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-07-01      | 4.5000%  | 0.0000% | $100000.00         | $16251.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-06-01      | 3.5000%  | 0.0000% | $4354.00           | $898.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $12000.00          | $2027.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-01-01      | 3.5000%  | 0.0000% | $6000.00           | $831.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 3.0000%  | 0.0000% | $97000.00          | $23410.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-09-01      | 4.0000%  | 0.0000% | $3000.00           | $695.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 4.0000%  | 0.0000% | $17000.00          | $5281.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 4.0000%  | 0.0000% | $3000.00           | $731.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 3.5000%  | 0.0000% | $14000.00          | $4568.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 4.0000%  | 0.0000% | $5000.00           | $1505.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-03-01      | 4.0000%  | 0.0000% | $17999.00          | $6003.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-04-01      | 2.0000%  | 0.0000% | $658744.00         | $314782.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 3.5000%  | 0.0000% | $7000.00           | $2599.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 3.5000%  | 0.0000% | $23000.00          | $7767.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $175000.00         | $110339.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $105000.00         | $66267.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-09-01      | 2.0000%  | 0.0000% | $459714.00         | $225896.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 4.0000%  | 0.0000% | $12000.00          | $5475.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $658141.00         | $389738.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-01-01      | 2.0000%  | 0.0000% | $303736.00         | $167636.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-02-01      | 2.0000%  | 0.0000% | $122424.00         | $73632.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-02-01      | 2.0000%  | 0.0000% | $291177.00         | $170051.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $2195000.00        | $1479843.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1430.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $462632.00         | $307573.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $8000.00           | $5570.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $219050.00         | $156283.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $683.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 3.5000%  | 0.0000% | $4000.00           | $3045.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 2.5000%  | 0.0000% | $549000.00         | $400403.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 3.5000%  | 0.0000% | $1000.00           | $762.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-06-01      | 2.0000%  | 0.0000% | $53004.00          | $36865.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $19989.00          | $16101.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $803.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $3000.00           | $2302.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $10000.00          | $8253.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $776.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1585.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $4000.00           | $3118.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 3.0000%  | 0.0000% | $2000.00           | $1599.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 3.0000%  | 0.0000% | $5000.00           | $3871.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 2.0000%  | 0.0000% | $164581.00         | $122667.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $673645.00         | $629904.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 6.5000%  | 0.0000% | $87999.00          | $78282.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 2.5000%  | 0.0000% | $1000.00           | $781.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $710336.00         | $573020.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $24931.00          | $19288.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-12-01      | 2.5000%  | 0.0000% | $1804619.00        | $1120977.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-05-01      | 4.0000%  | 0.0000% | $7000.00           | $1057.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-08-01      | 4.0000%  | 0.0000% | $1996.00           | $89.50             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-06-01      | 3.0000%  | 0.0000% | $61261.00          | $10683.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-07-01      | 3.5000%  | 0.0000% | $4000.00           | $490.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-07-01      | 3.0000%  | 0.0000% | $370000.00         | $43162.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-02-01      | 4.0000%  | 0.0000% | $1000.00           | $106.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-10-01      | 4.0000%  | 0.0000% | $13000.00          | $975.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $10000.00          | $788.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-01-01      | 4.0000%  | 0.0000% | $3000.00           | $202.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-02-01      | 4.0000%  | 0.0000% | $12000.00          | $691.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-03-01      | 3.0000%  | 0.0000% | $5000.00           | $1114.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-06-01      | 3.5000%  | 0.0000% | $16000.00          | $1715.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-06-01      | 4.0000%  | 0.0000% | $4000.00           | $422.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-08-01      | 3.5000%  | 0.0000% | $2000.00           | $225.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-09-01      | 3.5000%  | 0.0000% | $3000.00           | $372.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $2000.00           | $240.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $4000.00           | $518.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-01-01      | 3.0000%  | 0.0000% | $1000.00           | $156.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $1999.00           | $262.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $118.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $129.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $2000.00           | $244.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-04-01      | 3.5000%  | 0.0000% | $1000.00           | $129.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 3.5000%  | 0.0000% | $16000.00          | $1524.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $18000.00          | $1304.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 3.5000%  | 0.0000% | $1000.00           | $96.15             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $5000.00           | $375.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $117999.00         | $68901.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $4000.00           | $2460.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $352780.00         | $226620.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-03-01      | 3.5000%  | 0.0000% | $24000.00          | $1793.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-05-01      | 3.5000%  | 0.0000% | $5000.00           | $337.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-05-01      | 3.5000%  | 0.0000% | $1000.00           | $74.53             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-04-01      | 3.5000%  | 0.0000% | $1000.00           | $76.19             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $7000.00           | $638.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $19000.00          | $1649.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $101.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-08-01      | 4.0000%  | 0.0000% | $5000.00           | $534.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-09-01      | 3.5000%  | 0.0000% | $6000.00           | $691.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-10-01      | 3.5000%  | 0.0000% | $15000.00          | $1819.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-10-01      | 4.0000%  | 0.0000% | $1000.00           | $138.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $154.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-06-01      | 6.5000%  | 0.0000% | $153143.00         | $55.27             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-03-01      | 3.0000%  | 0.0000% | $5000000.00        | $726238.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-05-01      | 3.0000%  | 0.0000% | $1000.00           | $92.68             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-01-01      | 3.5000%  | 0.0000% | $5000.00           | $433.92            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-08-01      | 3.5000%  | 0.0000% | $12000.00          | $1184.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-12-01      | 4.0000%  | 0.0000% | $2000.00           | $203.30            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-02-01      | 4.0000%  | 0.0000% | $4000.00           | $388.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $189.21            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-02-01      | 3.0000%  | 0.0000% | $3000.00           | $625.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-04-01      | 4.0000%  | 0.0000% | $69000.00          | $92.42             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-09-01      | 3.0000%  | 0.0000% | $6000000.00        | $745456.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 4.0000%  | 0.0000% | $17000.00          | $2896.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-02-01      | 3.5000%  | 0.0000% | $2000.00           | $176.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-05-01      | 4.0000%  | 0.0000% | $4995.00           | $418.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-05-01      | 4.0000%  | 0.0000% | $18000.00          | $1510.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-06-01      | 4.0000%  | 0.0000% | $5000.00           | $488.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-06-01      | 3.5000%  | 0.0000% | $1000.00           | $217.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-01-01      | 2.0000%  | 0.0000% | $1343340.00        | $609269.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-12-01      | 2.5000%  | 0.0000% | $6000.00           | $2029.17           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 2.5000%  | 0.0000% | $5000.00           | $3398.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-12-01      | 5.5000%  | 0.0000% | $1000.00           | $589.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-02-01      | 6.0000%  | 0.0000% | $1000.00           | $592.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $1733.00           | $1300.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $4131.00           | $2902.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $57614.00          | $42863.61          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 3.5000%  | 0.0000% | $3000.00           | $2306.17           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.0000%  | 0.0000% | $20000.00          | $16656.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 3.5000%  | 0.0000% | $2000.00           | $1571.08           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 3.5000%  | 0.0000% | $3000.00           | $2525.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.0000%  | 0.0000% | $21000.00          | $18764.58          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-07-01      | 6.0000%  | 0.0000% | $100000.00         | $83919.65          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $106000.00         | $84282.92          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $918.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $949.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $915.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $102.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $134.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $160.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-12-01      | 4.0000%  | 0.0000% | $3000.00           | $442.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 3.5000%  | 0.0000% | $5000.00           | $1010.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 3.0000%  | 0.0000% | $3000.00           | $748.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $2450000.00        | $1683290.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.5000%  | 0.0000% | $8000.00           | $4761.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 3.5000%  | 0.0000% | $2000.00           | $1225.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $8000.00           | $5310.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1348.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $692.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $712.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $27999.00          | $20316.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $103451.00         | $74625.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 3.0000%  | 0.0000% | $1000.00           | $742.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.0000%  | 0.0000% | $5000.00           | $3925.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.0000%  | 0.0000% | $1000.00           | $733.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 3.5000%  | 0.0000% | $27000.00          | $20647.82          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1618.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 3.0000%  | 0.0000% | $5000.00           | $3852.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $755636.00         | $618894.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $3000.00           | $2518.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 4.5000%  | 0.0000% | $5594.00           | $4816.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.0000%  | 0.0000% | $5000.00           | $4286.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1821.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 4.5000%  | 0.0000% | $1000.00           | $869.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $133824.00         | $113968.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.0000%  | 0.0000% | $1000.00           | $906.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 4.0000%  | 0.0000% | $1000.00           | $906.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.0000%  | 0.0000% | $1921.00           | $1444.05           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.0000%  | 0.0000% | $20000.00          | $14163.41          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.5000%  | 0.0000% | $2085192.00        | $1685694.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 1.5000%  | 0.0000% | $115000.00         | $79242.93          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-05-01      | 4.0000%  | 0.0000% | $11000.00          | $1199.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 3.0000%  | 0.0000% | $13000.00          | $1522.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-03-01      | 4.2500%  | 0.0000% | $719586.00         | $707319.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-02-01      | 4.2500%  | 0.0000% | $722241.00         | $725447.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-04-01      | 4.0000%  | 0.0000% | $1000.00           | $164.79            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 4.0000%  | 0.0000% | $2000.00           | $254.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-08-01      | 4.5000%  | 0.0000% | $8000.00           | $2125.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-05-01      | 3.0000%  | 0.0000% | $22000.00          | $6165.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 4.0000%  | 0.0000% | $3000.00           | $2411.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1479.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $777.92            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.0000%  | 0.0000% | $194315.00         | $147598.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $130000.00         | $112885.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.0000%  | 0.0000% | $243855.00         | $238507.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $58583.00          | $57468.82          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 4.0000%  | 0.0000% | $6001.00           | $1133.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1402.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.5000%  | 0.0000% | $65000.00          | $39655.69          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $5000.00           | $3701.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $705.05            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.5000%  | 0.0000% | $3000.00           | $2138.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-09-01      | 3.5000%  | 0.0000% | $5000.00           | $3507.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-07-01      | 2.0000%  | 0.0000% | $474091.00         | $250651.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $604084.00         | $601069.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 3.0000%  | 0.0000% | $242491.00         | $156842.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-06-01      | 7.0000%  | 0.0000% | $5000.00           | $6.55              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-02-01      | 6.5000%  | 0.0000% | $107085.00         | $282.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-02-01      | 6.5000%  | 0.0000% | $106631.00         | $158.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-04-01      | 3.5000%  | 0.0000% | $137481.00         | $12593.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-06-01      | 3.5000%  | 0.0000% | $76643.00          | $7020.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-02-01      | 4.0000%  | 0.0000% | $1820000.00        | $85639.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-12-01      | 3.5000%  | 0.0000% | $200000.00         | $24713.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-06-01      | 4.0000%  | 0.0000% | $17000.00          | $2133.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-02-01      | 4.0000%  | 0.0000% | $5000.00           | $14.28             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $39671.00          | $8815.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-03-01      | 4.0000%  | 0.0000% | $10000.00          | $271.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-11-01      | 3.1900%  | 0.0000% | $1000.00           | $986.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-07-01      | 4.0400%  | 0.0000% | $447713.00         | $391640.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-05-01      | 4.0000%  | 0.0000% | $531373.00         | $36181.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-04-01      | 3.5000%  | 0.0000% | $1000.00           | $198.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $9000.00           | $1169.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-10-01      | 4.0000%  | 0.0000% | $2000.00           | $189.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $2000.00           | $218.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-02-01      | 4.4300%  | 0.0000% | $19140600.00       | $19349874.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-07-01      | 4.1000%  | 0.0000% | $210533.00         | $210399.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-07-01      | 4.7800%  | 0.0000% | $1420550.00        | $1446682.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-08-01      | 4.6300%  | 0.0000% | $182800.00         | $186277.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-05-01      | 4.7900%  | 0.0000% | $1273.00           | $1306.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-06-01      | 4.5600%  | 0.0000% | $71797.00          | $72784.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-08-01      | 5.0900%  | 0.0000% | $47901.00          | $49589.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-08-01      | 4.4500%  | 0.0000% | $8735.00           | $8863.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-08-01      | 4.7100%  | 0.0000% | $1000.00           | $1025.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $108.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $26000.00          | $1837.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $92889.00          | $19688.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $28000.00          | $3274.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $34992.00          | $3490.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-08-01      | 5.0000%  | 0.0000% | $446835.00         | $95699.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-08-01      | 3.0000%  | 0.0000% | $59000.00          | $13863.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $142.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $3000.00           | $1232.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1149.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-01-01      | 2.5000%  | 0.0000% | $11452219.00       | $4701813.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-05-01      | 2.0000%  | 0.0000% | $450291.00         | $226700.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $3000.00           | $2116.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $394193.00         | $263765.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $674.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $4191.00           | $3246.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-05-01      | 2.5000%  | 0.0000% | $2000.00           | $1310.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1422.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $6000.00           | $4479.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $733.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $789.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $20000.00          | $15250.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 4.0000%  | 0.0000% | $2000.00           | $1525.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 4.0000%  | 0.0000% | $1000.00           | $826.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1635.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 4.0000%  | 0.0000% | $4000.00           | $3530.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $459758.00         | $288710.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 3.0000%  | 0.0000% | $101805.00         | $86398.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1298992.00        | $1329156.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $2555742.00        | $2575169.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $2000.00           | $636.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-02-01      | 4.0000%  | 0.0000% | $14000.00          | $1226.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $375.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $7000.00           | $2211.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 3.5000%  | 0.0000% | $4000.00           | $751.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 3.5000%  | 0.0000% | $38999.00          | $12254.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-03-01      | 4.0000%  | 0.0000% | $73000.00          | $11260.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $290024.00         | $304638.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1047.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1000.00           | $1056.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $122589.00         | $124925.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $1000.00           | $940.34            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $1000.00           | $921.29            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $2016.00           | $1983.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $2048.00           | $2049.35           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $100456.00         | $100443.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $692088.00         | $701168.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $3000.00           | $3047.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $2047.00           | $2126.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $1000.00           | $994.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1000.00           | $1055.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1039.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1043.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $3000.00           | $3145.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $180651.00         | $186077.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $690920.00         | $713976.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $6536.00           | $6753.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1000.00           | $1048.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1002.00           | $1041.19           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $38550.00          | $40279.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $5636.00           | $5850.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1523.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-07-01      | 3.5000%  | 0.0000% | $3000.00           | $1866.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $772.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $767.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 4.0000%  | 0.0000% | $639999.00         | $493749.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $779.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $239000.00         | $185384.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 3.0000%  | 0.0000% | $178522.00         | $140422.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $9000.00           | $7117.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $751.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-01-01      | 3.5000%  | 0.0000% | $1000.00           | $675.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $82000.00          | $64515.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 3.5000%  | 0.0000% | $1000.00           | $790.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $172766.00         | $139646.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1202.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 3.5000%  | 0.0000% | $3000.00           | $2482.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1270.00           | $1039.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 3.5000%  | 0.0000% | $15610.00          | $12381.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1711.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $2083366.00        | $1789893.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1646.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1339.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $9000.00           | $7015.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 4.0000%  | 0.0000% | $20998.00          | $17572.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $4000.00           | $3602.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 5.5000%  | 0.0000% | $5000.00           | $4355.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $50000.00          | $38660.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-01-01      | 4.0000%  | 0.0000% | $3000.00           | $2600.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 4.0000%  | 0.0000% | $1000.00           | $902.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 4.0000%  | 0.0000% | $1000.00           | $889.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 4.0000%  | 0.0000% | $14112.00          | $12826.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $72949.00          | $68815.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 3.5000%  | 0.0000% | $9000.00           | $7887.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 4.0000%  | 0.0000% | $2000.00           | $1818.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 4.0000%  | 0.0000% | $1874590.00        | $1707995.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $959.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 4.0000%  | 0.0000% | $1000.00           | $909.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 4.5000%  | 0.0000% | $4076.00           | $3837.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 3.5000%  | 0.0000% | $3000.00           | $2699.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 4.0000%  | 0.0000% | $422475.00         | $394844.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $26902935.00       | $27465740.46       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $299164.00         | $308728.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-08-01      | 4.0000%  | 0.0000% | $28013.00          | $27483.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 4.0000%  | 0.0000% | $346352.00         | $324485.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1148189.00        | $1178321.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $3691632.00        | $3842972.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 7.0000%  | 0.0000% | $310856.00         | $328914.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2025-09-25      | 4.0000%  | 0.0000% | $1138024.00        | $1512.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-09-01      | 4.0000%  | 0.0000% | $10282660.00       | $10247576.71       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $3760967.00        | $3861457.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $93825.00          | $96249.94          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $962010.00         | $986376.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 4.0000%  | 0.0000% | $12999.00          | $12021.92          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $70986.00          | $70239.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.0000%  | 0.0000% | $153372.00         | $142300.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.0000%  | 0.0000% | $2084172.00        | $2059015.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 4.0000%  | 0.0000% | $1000.00           | $921.30            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.0000%  | 0.0000% | $450683.00         | $445600.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $5310825.00        | $5420340.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-02-20      | 4.5000%  | 0.0000% | $49998833.00       | $3199582.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-03-20      | 3.5000%  | 0.0000% | $4210.00           | $317.80            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-03-20      | 4.0000%  | 0.0000% | $32365041.00       | $3225229.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-09-20      | 4.0000%  | 0.0000% | $1000.00           | $66.74             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-09-20      | 5.5000%  | 0.0000% | $1000000.00        | $59377.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-10-20      | 3.0000%  | 0.0000% | $7000000.00        | $969042.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-10-20      | 3.5000%  | 0.0000% | $5345290.00        | $397738.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-01-20      | 3.0000%  | 0.0000% | $35985000.00       | $3193693.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-01-20      | 4.0000%  | 0.0000% | $52308806.00       | $4094744.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.0000%  | 0.0000% | $1000.00           | $106.73            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $48653000.00       | $4825006.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-04-20      | 3.0000%  | 0.0000% | $17118238.00       | $1765197.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-03-20      | 5.0000%  | 0.0000% | $4020.00           | $298.65            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-04-20      | 3.0000%  | 0.0000% | $24970036.00       | $2251251.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-04-20      | 3.5000%  | 0.0000% | $17813208.00       | $1328806.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 3.5000%  | 0.0000% | $24842500.00       | $1993300.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-06-20      | 3.0000%  | 0.0000% | $29590484.00       | $2919844.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-06-20      | 5.5000%  | 0.0000% | $1000.00           | $82.31             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $10000000.00       | $891754.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-07-20      | 4.0000%  | 0.0000% | $23893334.00       | $1955226.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $19436705.00       | $1828856.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-09-20      | 3.5000%  | 0.0000% | $17047000.00       | $1596592.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-09-20      | 5.0000%  | 0.0000% | $1000.00           | $81.74             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-20      | 3.5000%  | 0.0000% | $745998.00         | $70033.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 3.0000%  | 0.0000% | $18326782.00       | $2151385.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 4.0000%  | 0.0000% | $22491451.00       | $1807840.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 3.0000%  | 0.0000% | $4772000.00        | $544793.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 4.0000%  | 0.0000% | $1179352.00        | $100614.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 5.0000%  | 0.0000% | $5424983.00        | $494416.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 5.5000%  | 0.0000% | $4525800.00        | $418572.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-20      | 3.0000%  | 0.0000% | $20663391.00       | $2328312.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $4058990.00        | $382718.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 4.0000%  | 0.0000% | $5500761.00        | $4362316.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $2000.00           | $1408.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1048183.00        | $881780.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $3840720.00        | $1737742.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $1000.00           | $617.06            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $7818724.00        | $4384851.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.3750%  | 0.0000% | $2010666.00        | $1481900.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.6250%  | 0.0000% | $2711967.00        | $2354481.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $4373467.00        | $3310300.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $1000.00           | $937.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $3040.00           | $2894.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 4.5000%  | 0.0000% | $1191.00           | $1112.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $1004.00           | $965.20            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $1000.00           | $895.48            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $4178.00           | $2862.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 3.0000%  | 0.0000% | $1000.00           | $210.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-09-20      | 4.0000%  | 0.0000% | $1156520.00        | $104123.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-10-20      | 7.0000%  | 0.0000% | $1066322.00        | $987287.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 4.5000%  | 0.0000% | $1373555.00        | $1313205.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $453877.00         | $474578.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1046.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1000.00           | $1044.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $2000.00           | $2092.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1049.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $4033.00           | $4177.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-03-01      | 3.5000%  | 0.0000% | $245000.00         | $42302.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $286.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $2000.00           | $283.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-02-01      | 4.5000%  | 0.0000% | $350000.00         | $20460.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $250000.00         | $38620.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $3000.00           | $391.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $16000.00          | $1417.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-12-01      | 4.0000%  | 0.0000% | $350000.00         | $82143.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-02-01      | 3.5000%  | 0.0000% | $1000.00           | $87.12             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $123.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-06-01      | 4.0000%  | 0.0000% | $110000.00         | $15753.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $6000.00           | $1139.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $100000.00         | $27509.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-11-01      | 2.0000%  | 0.0000% | $10000000.00       | $4587669.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $297.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $550000.00         | $356968.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $25000.00          | $14481.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-09-01      | 2.0000%  | 0.0000% | $310000.00         | $181071.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $603206.00         | $390937.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-03-01      | 1.5000%  | 0.0000% | $36897.00          | $23616.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 1.5000%  | 0.0000% | $114115.00         | $72308.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $53653.00          | $49606.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-06-01      | 1.5000%  | 0.0000% | $28445.00          | $16697.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $797.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $4000.00           | $3151.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 3.0000%  | 0.0000% | $1000.00           | $829.63            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $1004313.00        | $846342.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $2052796.00        | $1678837.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $5000000.00        | $3982738.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-01      | 3.5000%  | 0.0000% | $6000.00           | $834.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $3000.00           | $546.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $194.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-07-01      | 3.0000%  | 0.0000% | $1000.00           | $241.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 3.0000%  | 0.0000% | $75793.00          | $20171.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $1375800.00        | $801337.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-06-01      | 3.5000%  | 0.0000% | $2000.00           | $796.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-02-01      | 6.0000%  | 0.0000% | $1000.00           | $552.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 4.0000%  | 0.0000% | $208650.00         | $181497.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 4.0000%  | 0.0000% | $1000.00           | $438.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $90000.00          | $59422.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $1991990.00        | $1382679.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $691.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $5848.00           | $4201.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-05-01      | 1.5000%  | 0.0000% | $1000.00           | $653.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $628351.00         | $472318.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-04-20      | 4.5000%  | 0.0000% | $1000.00           | $75.81             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-20      | 4.0000%  | 0.0000% | $692998.00         | $67182.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-08-20      | 3.0000%  | 0.0000% | $29458971.00       | $3637585.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $21443603.00       | $2137946.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 3.5000%  | 0.0000% | $13923158.00       | $1961636.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 2.5000%  | 0.0000% | $1000.00           | $165.64            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $24396999.00       | $3436680.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 3.0000%  | 0.0000% | $11778384.00       | $1813729.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 4.0000%  | 0.0000% | $8201355.00        | $764428.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 5.0000%  | 0.0000% | $2080.00           | $125.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $8000.00           | $2034.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $4180000.00        | $2978724.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 5.0000%  | 0.0000% | $2001.00           | $1357.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 5.5000%  | 0.0000% | $1000.00           | $597.68            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $2000.00           | $1292.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $3311200.00        | $1783052.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 4.0000%  | 0.0000% | $6000000.00        | $2833902.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $1000.00           | $567.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $400000.00         | $271415.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $1006.00           | $660.53            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 4.0000%  | 0.0000% | $3047166.00        | $2084972.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $5070976.00        | $3187265.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $28575.00          | $21979.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 7.0000%  | 0.0000% | $1495000.00        | $592117.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 2.0000%  | 0.0000% | $7612419.00        | $4832265.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $2541938.00        | $1952504.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $7288055.00        | $3988487.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.0000%  | 0.0000% | $1245122.00        | $800024.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 4.5000%  | 0.0000% | $4000.00           | $3479.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $1038044.00        | $753029.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $1806386.00        | $1230625.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $687533.00         | $470398.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $3000.00           | $1262.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $127226.00         | $61016.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1172915.00        | $781113.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 4.5000%  | 0.0000% | $2000.00           | $725.69            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 4.0000%  | 0.0000% | $7338340.00        | $2804319.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 4.0000%  | 0.0000% | $2612568.00        | $2274241.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2072-01-20      | 5.7220%  | 0.0000% | $1526.00           | $1742.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $1001.00           | $755.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $104569.00         | $77795.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2071-08-20      | 5.6960%  | 0.0000% | $1967.00           | $1965.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $1195182.00        | $627050.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $2416549.00        | $1636532.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $4533907.00        | $3572045.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $98000.00          | $58822.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $10526.00          | $8065.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1072204.00        | $838911.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $393999.00         | $288369.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $1039351.00        | $820947.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $1632734.00        | $1280177.26        | Agency Mortgage-Backed Securities |

### Security 220: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets Securities, Inc. 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AHG97, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP1AHG97_4.38_0902
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-02-15      | 1.5000%  | 0.0000% | $31141400.00       | $28414305.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-10-31      | 0.2500%  | 0.0000% | $27105500.00       | $26952543.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-11-15      | 1.3750%  | 0.0000% | $31519700.00       | $27344052.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.0000%  | 0.0000% | $24915400.00       | $25570629.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-11-15      | 4.5000%  | 0.0000% | $32062300.00       | $32490330.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-30      | 4.3750%  | 0.0000% | $26242000.00       | $27300791.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-15      | 4.5000%  | 0.0000% | $30099500.00       | $30976759.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 4.0000%  | 0.0000% | $26690500.00       | $27119394.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-03-31      | 4.1250%  | 0.0000% | $26109800.00       | $26896604.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $11439300.00       | $11592199.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-04-30      | 4.0000%  | 0.0000% | $29343800.00       | $29888778.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $29624000.00       | $30086269.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-06-30      | 4.0000%  | 0.0000% | $32312800.00       | $32671399.02       | U.S. Treasuries (including strips) |

### Security 221: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets Securities, Inc. 4.390000%
- **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: ARP1AHGE6, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP1AHGE6_4.39_0902
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 Farm Credit Bank              | 2045-09-05      | 3.3300%  | 0.0000% | $122000.00         | $95952.63          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-10-13      | 2.5500%  | 0.0000% | $52000.00          | $51743.13          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-06-29      | 2.9500%  | 0.0000% | $120000.00         | $110058.32         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2044-12-14      | 3.8300%  | 0.0000% | $415000.00         | $343159.00         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2041-03-25      | 3.7500%  | 0.0000% | $1000000.00        | $871693.67         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2030-02-06      | 3.1250%  | 0.0000% | $15000.00          | $14640.67          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-12-14      | 3.3500%  | 0.0000% | $7000.00           | $6986.53           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-05-17      | 3.5600%  | 0.0000% | $170000.00         | $164272.64         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-08-24      | 3.1000%  | 0.0000% | $225000.00         | $223258.40         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2049-10-15      | 2.6250%  | 0.0000% | $128000.00         | $80679.15          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-06-12      | 2.5000%  | 0.0000% | $150000.00         | $144476.43         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2034-06-12      | 2.7500%  | 0.0000% | $185000.00         | $164281.47         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-01-03      | 2.3000%  | 0.0000% | $100000.00         | $97330.38          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-04-03      | 2.5300%  | 0.0000% | $70000.00          | $66111.40          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-10-03      | 2.0700%  | 0.0000% | $30000.00          | $27158.43          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-08-01      | 2.3750%  | 0.0000% | $100000.00         | $95366.52          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-12-18      | 2.0000%  | 0.0000% | $10000.00          | $9533.45           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-02-05      | 1.9400%  | 0.0000% | $136000.00         | $123557.67         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2030-02-19      | 1.8000%  | 0.0000% | $5000.00           | $4598.29           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-04-27      | 1.0200%  | 0.0000% | $133000.00         | $127655.62         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-05-11      | 1.2700%  | 0.0000% | $235000.00         | $216528.77         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2036-08-11      | 1.8000%  | 0.0000% | $2250000.00        | $1718160.75        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-09-21      | 1.2300%  | 0.0000% | $250000.00         | $228551.83         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2038-10-01      | 1.6250%  | 0.0000% | $500000.00         | $347091.78         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-07-21      | 1.4400%  | 0.0000% | $100000.00         | $86977.60          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-07-28      | 1.3100%  | 0.0000% | $322000.00         | $278766.36         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2034-05-17      | 1.9100%  | 0.0000% | $160000.00         | $132423.79         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-02-02      | 3.8750%  | 0.0000% | $3000.00           | $3005.90           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-02-16      | 1.8000%  | 0.0000% | $140000.00         | $136034.22         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2037-03-30      | 3.0800%  | 0.0000% | $1090000.00        | $949102.00         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-04-05      | 2.6000%  | 0.0000% | $350000.00         | $347739.35         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2032-04-12      | 2.9000%  | 0.0000% | $1860000.00        | $1758886.89        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-07-27      | 4.5000%  | 0.0000% | $100000.00         | $100851.40         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2032-05-19      | 3.3000%  | 0.0000% | $115000.00         | $111100.89         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2025-11-25      | 2.8000%  | 0.0000% | $140000.00         | $140584.66         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-08-08      | 4.5000%  | 0.0000% | $100000.00         | $101595.60         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-08-14      | 4.5000%  | 0.0000% | $163000.00         | $164252.49         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-04-05      | 4.6250%  | 0.0000% | $35000.00          | $36722.94          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-12-10      | 3.8750%  | 0.0000% | $120000.00         | $121513.98         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-04-30      | 4.7500%  | 0.0000% | $5000.00           | $5263.98           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-06-11      | 4.2500%  | 0.0000% | $445000.00         | $458726.18         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-12-27      | 4.2500%  | 0.0000% | $570000.00         | $581828.32         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2034-09-12      | 4.0000%  | 0.0000% | $109000.00         | $107466.11         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-04-20      | 3.8750%  | 0.0000% | $9302000.00        | $9418917.61        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-10-23      | 4.0000%  | 0.0000% | $182000.00         | $185204.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.5000%  | 0.0000% | $24246483.00       | $21342118.61       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-01-01      | 3.5000%  | 0.0000% | $38649795.00       | $29083540.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-01      | 4.5000%  | 0.0000% | $62073810.00       | $2949049.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $19418831.00       | $3328573.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-01-01      | 4.0000%  | 0.0000% | $15387425.00       | $2579548.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $665989.00         | $691354.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $31705627.00       | $25379452.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $25339446.00       | $23675481.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $24070338.00       | $21182112.33       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 4.5000%  | 0.0000% | $30471399.00       | $26827701.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $22410000.00       | $21630159.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 4.0000%  | 0.0000% | $46500000.00       | $17447313.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.5000%  | 0.0000% | $4635500.00        | $2612249.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $24254037.00       | $16030218.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $28759280.00       | $18656143.79       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 3.5000%  | 0.0000% | $14657784.00       | $2579026.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 4.5000%  | 0.0000% | $166635000.00      | $36205292.89       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.0000%  | 0.0000% | $65430695.00       | $47684830.17       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $3100000.00        | $2604626.60        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-01-16      | 4.7500%  | 0.0000% | $11000.00          | $11434.31          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-02-06      | 5.2000%  | 0.0000% | $24000.00          | $24172.66          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-05-01      | 5.2700%  | 0.0000% | $43000.00          | $46154.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $1947053.00        | $1617740.74        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-03-12      | 3.4800%  | 0.0000% | $15000.00          | $14989.92          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-07-16      | 2.7500%  | 0.0000% | $52000.00          | $51248.49          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-07-24      | 3.0200%  | 0.0000% | $1015000.00        | $968880.54         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-08-01      | 4.1000%  | 0.0000% | $55000.00          | $54938.01          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-09-23      | 4.3000%  | 0.0000% | $100000.00         | $103583.83         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2044-08-01      | 3.9300%  | 0.0000% | $250000.00         | $209390.42         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2025-11-25      | 2.7000%  | 0.0000% | $75000.00          | $75258.30          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-11-28      | 2.8300%  | 0.0000% | $1000.00           | $981.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $3679085.00        | $2635727.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 4.5000%  | 0.0000% | $32460224.00       | $25564511.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $27858246.00       | $21021817.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $43487272.00       | $38369232.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $43024348.00       | $38338749.25       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $13885000.00       | $11241192.50       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $22007340.00       | $21141665.36       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $20880000.00       | $19681927.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 4.0000%  | 0.0000% | $7862920.00        | $2505984.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2062-03-01      | 2.5000%  | 0.0000% | $60755427.00       | $40126472.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2062-06-01      | 4.5000%  | 0.0000% | $26502317.00       | $19564593.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 4.0000%  | 0.0000% | $11845406.00       | $2582467.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 4.0000%  | 0.0000% | $6389802.00        | $2606864.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $11155324.00       | $2513455.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 5.0000%  | 0.0000% | $8833899.00        | $2558220.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $39535627.00       | $31411445.48       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 4.5000%  | 0.0000% | $11106986.00       | $2592255.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $2513363.00        | $2582250.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $4456102.00        | $2619590.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $3314450.00        | $2614679.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $4958400.00        | $3207820.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $29312422.00       | $20018013.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $194288889.00      | $48672566.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $134699307.00      | $26286370.46       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 4.0000%  | 0.0000% | $7199359.00        | $2412858.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $6813765.00        | $3158356.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $39360269.00       | $25518944.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $30822005.00       | $23750854.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $25833207.00       | $19187648.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $29700310.00       | $22950797.23       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $37975619.00       | $30065421.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $11697866.00       | $9743814.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $59612595.00       | $49455699.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $42509035.00       | $31306545.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $28229479.00       | $23168935.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $2040632.00        | $1713258.09        | Agency Mortgage-Backed Securities |

### Security 222: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1AJSZ2, C.3 - LEI: KB1H1DSPRFMY, C.5 - Other ID: ARP1AJSZ2_4.36_0904
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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.         | 2027-10-20      | 6.2000%  | 0.0000% | $205508.00         | $368.53            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.5000%  | 0.0000% | $1576378.00        | $1594471.62        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $453015.00         | $320336.70         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $167683.00         | $133461.86         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $428009.00         | $322270.23         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $427017.00         | $323455.55         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 5.5000%  | 0.0000% | $161631.00         | $116246.03         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $159435.00         | $116328.29         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $86748.00          | $45922.12          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $131639.00         | $132875.18         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2025-12-23      | N/A      | 0.0000% | $1400.00           | $1381.83           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-02-15      | 2.1250%  | 0.0000% | $7300.00           | $10605.76          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2050-05-15      | 1.2500%  | 0.0000% | $1800.00           | $861.89            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2051-05-15      | 2.3750%  | 0.0000% | $611977600.00      | $387602764.96      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2053-11-15      | 4.7500%  | 0.0000% | $6112000.00        | $6072009.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-08-15      | 4.1250%  | 0.0000% | $21000000.00       | $19195938.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2054-11-15      | 4.5000%  | 0.0000% | $1500000.00        | $1430281.43        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2055-02-15      | 4.6250%  | 0.0000% | $3883000.00        | $3735715.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-02-15      | 4.7500%  | 0.0000% | $100.00            | $99.15             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-05-15      | 1.6250%  | 0.0000% | $100000000.00      | $98841270.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-06-30      | 3.2500%  | 0.0000% | $100.00            | $99.13             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-11-15      | 4.6250%  | 0.0000% | $100.00            | $102.25            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-02-28      | 4.6250%  | 0.0000% | $200.00            | $205.11            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-05-31      | 4.6250%  | 0.0000% | $2000.00           | $2107.59           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-02-15      | 4.2500%  | 0.0000% | $1100.00           | $1117.98           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-03-31      | 3.8750%  | 0.0000% | $244730400.00      | $249208237.49      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-06-15      | 3.8750%  | 0.0000% | $237870000.00      | $241522392.54      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-07-15      | 3.8750%  | 0.0000% | $100.00            | $101.20            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2036-11-15      | N/A      | 0.0000% | $0.55              | $0.33              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2042-11-15      | N/A      | 0.0000% | $22140900.00       | $9299133.72        | U.S. Treasuries (including strips) |

### Security 223: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets Securities, Inc. 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1AJT16, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP1AJT16_4.37_0904
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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.      | 2054-06-01      | 6.5000%  | 0.0000% | $103657635.00      | $95613171.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $166893611.00      | $162105632.70      | Agency Mortgage-Backed Securities |

### Security 224: Norinchukin Bank (New York Branch)

- **C.1 - Title:** Norinchukin Bank (New York Branch) 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AJT40, C.3 - LEI: 549300KQZJBM, C.5 - Other ID: ARP1AJT40_4.36_0904
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 Note | 2031-11-30      | 4.1250%  | 0.0000% | $497716100.00      | $510000096.70      | U.S. Treasuries (including strips) |

### Security 225: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 4.420000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AJVG0, C.3 - LEI: 549300LGG2RLWD21SU97, C.5 - Other ID: ARP1AJVG0_4.42_0902
- **C.18 - Value (incl. sponsor support):** $1000418137.26
- **C.18.a - Value (excl. sponsor support):** $1000418137.26
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 Bond | 2040-11-15      | 1.3750%  | 0.0000% | $400000000.00      | $256960000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-11-15      | 4.7500%  | 0.0000% | $505000000.00      | $500000500.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-11-15      | 2.3750%  | 0.0000% | $410000000.00      | $263466000.00      | U.S. Treasuries (including strips) |

### Security 226: Credit Agricole Securities (USA), Inc. - Fixed Income Clearing Corp.

- **C.1 - Title:** Credit Agricole Securities (USA), Inc. - Fixed Income Clearing Corp. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKO18, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1AKO18_4.34_0902
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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:** Credit Agricole Securities (USA), Inc. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $296007000.00      | $306000000.00      | U.S. Treasuries (including strips) |

### Security 227: Prudential Legacy Insurance Company of New Jersey

- **C.1 - Title:** Prudential Legacy Insurance Co. of New Jersey 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKP17, C.3 - LEI: 5493005NCNV4ZW27HH91, C.5 - Other ID: ARP1AKP17_4.36_0902
- **C.18 - Value (incl. sponsor support):** $360711250.00
- **C.18.a - Value (excl. sponsor support):** $360711250.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 Bond | 2044-05-15      | 0.0100%  | 0.0000% | $30000000.00       | $11589750.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-05-15      | 0.0100%  | 0.0000% | $215000000.00      | $112117125.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-02-15      | N/A      | 0.0000% | $190000000.00      | $100776000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-08-15      | 0.0100%  | 0.0000% | $130000000.00      | $66631500.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-05-15      | 0.0100%  | 0.0000% | $93000000.00       | $34979625.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-05-15      | 4.6250%  | 0.0000% | $43000000.00       | $41831475.00       | U.S. Treasuries (including strips) |

### Security 228: Bank of New York - Fixed Income Clearing Corp.

- **C.1 - Title:** Bank of New York - Fixed Income Clearing Corp. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKPT6, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1AKPT6_4.34_0902
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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:** Bank of New York - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-03-31      | 3.6250%  | 0.0000% | $928000000.00      | $942341869.73      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 2.3750%  | 0.0000% | $168083400.00      | $186839847.25      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 4.2500%  | 0.0000% | $394371600.00      | $400818332.63      | U.S. Treasuries (including strips) |

### Security 229: Bank of New York - Fixed Income Clearing Corp.

- **C.1 - Title:** Bank of New York - Fixed Income Clearing Corp. 4.350000%
- **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: ARP1AKPU3, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1AKPU3_4.35_0902
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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:** Bank of New York - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2037-12-01      | 5.5000%  | 0.0000% | $1814.00           | $82.28             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-07-01      | 3.5000%  | 0.0000% | $1269.00           | $161.84            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-10-01      | 4.0000%  | 0.0000% | $1025.00           | $257.81            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $290.83            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $175.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-01-01      | 3.5000%  | 0.0000% | $1000.00           | $251.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $1048.00           | $305.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $762.74            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $38751488.00       | $32196911.78       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.0000%  | 0.0000% | $39538240.00       | $37405235.76       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $7289627.00        | $6988467.63        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $16941352.00       | $16092090.81       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 5.5000%  | 0.0000% | $359320.00         | $306386.48         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-05-01      | 2.0000%  | 0.0000% | $44859136.00       | $32315442.86       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $277.93            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-12-01      | 3.0000%  | 0.0000% | $40485568.00       | $28609955.69       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $648.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $4609.00           | $3873.62           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $861.11            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $1001.00           | $1015.63           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $847.24            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $937.41            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 7.0000%  | 0.0000% | $20096934.00       | $19784828.83       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.0000%  | 0.0000% | $1024.00           | $959.33            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-12-01      | 2.0000%  | 0.0000% | $1025.00           | $629.33            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $515.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.0000%  | 0.0000% | $24290830.00       | $20125029.45       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $38831808.00       | $32360326.06       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-07-01      | 2.0000%  | 0.0000% | $1024.00           | $569.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-09-01      | 2.0000%  | 0.0000% | $1024.00           | $556.98            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-12-01      | 2.0000%  | 0.0000% | $1118.00           | $678.48            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-10-01      | 3.0000%  | 0.0000% | $1000.00           | $223.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-05-01      | 2.5000%  | 0.0000% | $60717504.00       | $30205600.10       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-04-01      | 3.5000%  | 0.0000% | $1022.00           | $239.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $1024.00           | $172.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $351.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $137.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $1021.00           | $231.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-07-01      | 3.0000%  | 0.0000% | $1024.00           | $148.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $144.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $87.11             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $1008.00           | $239.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $1024.00           | $193.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-04-01      | 4.0000%  | 0.0000% | $1002.00           | $110.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-10-01      | 3.5000%  | 0.0000% | $1008.00           | $216.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-11-01      | 3.5000%  | 0.0000% | $1000.00           | $70.22             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-07-01      | 4.0000%  | 0.0000% | $1006.00           | $145.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-11-01      | 4.0000%  | 0.0000% | $12752.00          | $265.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $1024.00           | $162.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $1000.00           | $179.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $1024.00           | $232.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-12-01      | 8.5000%  | 0.0000% | $1000.00           | $8.84              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-01-01      | 6.0000%  | 0.0000% | $1025.00           | $18.09             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-01-01      | 6.0000%  | 0.0000% | $1024.00           | $7.80              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-02-01      | 6.0000%  | 0.0000% | $1024.00           | $12.87             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-10-01      | 6.0000%  | 0.0000% | $1010.00           | $2.54              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $926.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $888.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $582.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $779.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $1116.00           | $993.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $421.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $2512.00           | $2282.44           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1029.71           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1067.72           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $976.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $950.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $749.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.77           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $991.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1000.13           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.10           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $937.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $797.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.45           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $921.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $910.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $907.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $985.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.04           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.45           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.53           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $919.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.73           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $993.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $985.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $985.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-03-01      | 3.5000%  | 0.0000% | $1024.00           | $145.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-03-01      | 4.0000%  | 0.0000% | $1000.00           | $166.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $305.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $398.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $149.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $3233.00           | $1701.66           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1538.99           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1986.22           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $869.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $907.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $706.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $877.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $885.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1032.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.43           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $727.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1040.98           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $802.88            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $901.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $2018.00           | $1531.25           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $711.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $49762759.00       | $7348456.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $1008.00           | $189.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-12-01      | 3.0000%  | 0.0000% | $1006.00           | $322.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-06-01      | 4.5000%  | 0.0000% | $1000.00           | $259.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $1050.00           | $241.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $265.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-02-01      | 4.0000%  | 0.0000% | $2000.00           | $379.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $336.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-03-01      | 4.0000%  | 0.0000% | $1024.00           | $382.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-12-01      | 4.0000%  | 0.0000% | $2000.00           | $570.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1632.49           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $703.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $618.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $769.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $617.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $2000.00           | $2020.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1796.34           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.22           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1655.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $820.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1727.93           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $816.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $678.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $711.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1299.19           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1860.25           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1541.72           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1852.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1461.93           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1957.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 4.5000%  | 0.0000% | $1001.00           | $927.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $992.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $698.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $459.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1562.37           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1286.87           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $909.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1301.55           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $566.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $819.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1607.12           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $918.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1078.27           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $715.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1608.29           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1428.58           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $728.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $386.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $2000.00           | $792.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $420.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $504.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1008.00           | $615.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $555.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $219200438.00      | $136744554.11      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $2007.00           | $1020.45           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $518.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $511.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $517.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $538.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $27585.00          | $12635.11          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $138543779.00      | $74576172.83       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $548.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $3753638.00        | $1981932.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $499.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $498.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $2560.00           | $1535.53           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $552.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $531.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $80301842.00       | $42730027.50       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $2048.00           | $1152.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $75433483.00       | $42002913.42       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1145.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 3.0000%  | 0.0000% | $2000.00           | $910.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $2000.00           | $1078.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 3.0000%  | 0.0000% | $1024.00           | $563.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-12-01      | 1.5000%  | 0.0000% | $1007.00           | $509.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 1.5000%  | 0.0000% | $1000.00           | $522.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $1024.00           | $628.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $59413830.00       | $37176628.77       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $3041.00           | $1614.13           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $57004108.00       | $31682669.91       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $551.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $3025.00           | $1578.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 1.5000%  | 0.0000% | $1008.00           | $554.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.5000%  | 0.0000% | $1024.00           | $585.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $561.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $586.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 3.5000%  | 0.0000% | $6000.00           | $2470.06           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 4.0000%  | 0.0000% | $1000.00           | $353.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $536.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $569.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $529.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $529.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1040.00           | $610.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $1024.00           | $562.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $867.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $1039.00           | $938.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $1024.00           | $913.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $5000.00           | $4297.12           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $5440.00           | $4696.05           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $62542835.00       | $57222572.70       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $44101696.00       | $34168668.59       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $29806384.00       | $25358096.10       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-02-01      | 5.0000%  | 0.0000% | $12296781.00       | $11210225.42       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 5.5000%  | 0.0000% | $1008.00           | $913.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $10578720.00       | $9078208.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 6.0000%  | 0.0000% | $1008.00           | $844.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 5.5000%  | 0.0000% | $1000.00           | $895.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-06-01      | 3.0000%  | 0.0000% | $2010.00           | $747.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $3048.00           | $1985.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $3072.00           | $2212.74           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-10-01      | 2.0000%  | 0.0000% | $1024.00           | $580.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $6000.00           | $3905.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $1024.00           | $702.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $5000.00           | $3271.61           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $12313820.00       | $8439613.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-01-01      | 2.0000%  | 0.0000% | $2021.00           | $1322.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $2048.00           | $1397.53           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $653.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1270.95           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $2000.00           | $1291.46           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1228.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-02-01      | 2.0000%  | 0.0000% | $2240.00           | $1328.73           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1204.97           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $3000.00           | $1920.71           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $3016.00           | $2188.87           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1458.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $2024.00           | $1514.72           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $2016.00           | $1661.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1511.71           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.5000%  | 0.0000% | $5120.00           | $3681.17           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $6000.00           | $4647.92           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1446.32           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $1024.00           | $749.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $5040.00           | $3744.70           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1459.35           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $751.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $2048.00           | $1544.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1229.81           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.5000%  | 0.0000% | $1024.00           | $653.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.0000%  | 0.0000% | $3264.00           | $2408.35           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 3.5000%  | 0.0000% | $2050.00           | $1527.23           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $3072.00           | $2354.71           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $2016.00           | $1527.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $1024.00           | $805.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $23534432.00       | $19575753.87       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $802.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $745.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $3000.00           | $2235.19           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $724.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $761.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $2010.00           | $1403.01           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $6000.00           | $4850.93           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 6.5000%  | 0.0000% | $3000.00           | $1605.29           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 5.5000%  | 0.0000% | $2048.00           | $1633.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2048.00           | $1476.45           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $2048.00           | $1595.80           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4221.65           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $1008.00           | $677.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1425.11           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $5000.00           | $3730.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1532.17           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $742.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1008.00           | $804.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $785.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $807.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $4448.00           | $3457.25           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $878.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $852.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $783.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $767.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $3061.00           | $2502.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $3072.00           | $2520.46           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 6.0000%  | 0.0000% | $1024.00           | $610.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $35353968.00       | $29445624.13       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $3024.00           | $2486.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $4096.00           | $3269.66           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $2001.00           | $1816.45           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 6.5000%  | 0.0000% | $4032.00           | $3092.05           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $2016.00           | $1660.39           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 4.5000%  | 0.0000% | $2000.00           | $1659.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $2080.00           | $1637.29           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $833.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 6.0000%  | 0.0000% | $4096.00           | $3540.77           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 4.5000%  | 0.0000% | $2016.00           | $1665.81           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $2048.00           | $1766.36           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 6.5000%  | 0.0000% | $2000.00           | $1545.62           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $869.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $697.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $1024.00           | $912.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $1037.00           | $887.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 4.5000%  | 0.0000% | $6000.00           | $4989.98           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $1024.00           | $838.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $22031072.00       | $16910590.30       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $1024.00           | $855.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $1024.00           | $903.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $3024.00           | $2721.74           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $2048.00           | $1707.53           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $684.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $4016.00           | $3229.97           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $5000.00           | $3935.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 6.5000%  | 0.0000% | $2000.00           | $1425.82           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $3072.00           | $2570.70           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $1008.00           | $872.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $858.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $49974279.00       | $43065247.46       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1536.47           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $948.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $3168.00           | $2635.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $3909938.00        | $3473527.86        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1518.63           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $851.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $702.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $1056.00           | $922.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1474.75           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $2106.00           | $1894.82           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $739.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $846.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 4.0000%  | 0.0000% | $1000.00           | $837.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $6000.00           | $4457.92           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $3000.00           | $2602.06           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1609.72           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $907.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1795.47           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $1024.00           | $906.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $3120.00           | $2707.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $2048.00           | $1673.69           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1622.63           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $26892840.00       | $20736829.48       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $2024.00           | $1658.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $3761.00           | $3043.16           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1571.34           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $906.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1666.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1735.17           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $2024.00           | $1834.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $2016.00           | $1807.55           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $18330800.00       | $14994417.50       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $921.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $38319808.00       | $32523647.65       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $858.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $930.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $1120.00           | $1031.35           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 6.5000%  | 0.0000% | $1008.00           | $791.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $13579280.00       | $12786482.88       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $11009132.00       | $10192857.82       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $2515.00           | $2408.06           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1008.00           | $964.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $55693293.00       | $53091004.86       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $32345200.00       | $32572364.80       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $25755552.00       | $25220676.79       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $12040486.00       | $11884547.73       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-10-01      | 3.0000%  | 0.0000% | $52347758.00       | $32765353.01       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $41552384.00       | $30388261.75       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $1024.00           | $708.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $38036958.00       | $30459771.18       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $16893331.00       | $13925199.86       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $874.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $38701131.00       | $30106323.40       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $891.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-02-01      | 7.5000%  | 0.0000% | $7861968.00        | $6020877.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $1040.00           | $838.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 7.5000%  | 0.0000% | $1040.00           | $741.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $927.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $28989664.00       | $28699449.24       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-12-01      | 7.0000%  | 0.0000% | $12503000.00       | $48673.82          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-08-01      | 6.0000%  | 0.0000% | $7770.00           | $280.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $32332352.00       | $32243658.61       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.82           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.0000%  | 0.0000% | $32854016.00       | $31910981.54       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 3.0000%  | 0.0000% | $37634752.00       | $32130766.11       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.0000%  | 0.0000% | $10445474.00       | $10372260.51       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $32053248.00       | $30562716.82       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2029-11-30      | 3.8750%  | 0.0000% | $29577400.00       | $30098455.86       | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $562.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $610.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $566.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $562.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-12-01      | 3.0000%  | 0.0000% | $1004.00           | $207.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 3.0000%  | 0.0000% | $1000.00           | $556.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1321.80           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $2048.00           | $1195.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 3.0000%  | 0.0000% | $5106.00           | $2933.47           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-05-01      | 2.5000%  | 0.0000% | $1024.00           | $555.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-04-01      | 2.5000%  | 0.0000% | $1000.00           | $578.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-05-01      | 2.0000%  | 0.0000% | $2000.00           | $1096.57           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 3.5000%  | 0.0000% | $1008.00           | $494.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-05-01      | 2.5000%  | 0.0000% | $1024.00           | $573.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-05-01      | 2.5000%  | 0.0000% | $4120.00           | $2323.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-06-01      | 2.0000%  | 0.0000% | $4842.00           | $2684.58           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-09-01      | 2.0000%  | 0.0000% | $2048.00           | $1154.04           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-09-01      | 2.0000%  | 0.0000% | $9381447.00        | $5348780.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-09-01      | 2.0000%  | 0.0000% | $1024.00           | $586.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-09-01      | 2.0000%  | 0.0000% | $2144.00           | $1335.50           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $3000.00           | $1934.45           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-07-01      | 2.0000%  | 0.0000% | $7533401.00        | $4096490.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-06-01      | 2.5000%  | 0.0000% | $1024.00           | $574.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-07-01      | 2.0000%  | 0.0000% | $70127965.00       | $39544006.70       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $5000.00           | $3037.23           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-08-01      | 2.0000%  | 0.0000% | $2394.00           | $1472.91           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-08-01      | 2.0000%  | 0.0000% | $3000.00           | $1847.70           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-08-01      | 2.0000%  | 0.0000% | $1024.00           | $555.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $112.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2062-03-01      | 2.5000%  | 0.0000% | $1000.00           | $660.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2063-06-01      | 3.5000%  | 0.0000% | $1008.00           | $757.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2063-06-01      | 3.5000%  | 0.0000% | $1024.00           | $797.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2063-06-01      | 4.5000%  | 0.0000% | $1000.00           | $808.88            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $190.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $237.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $1024.00           | $157.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $2000.00           | $673.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-11-01      | 4.5000%  | 0.0000% | $1000.00           | $378.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $203.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $381.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $1008.00           | $239.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $160.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $189.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $2000.00           | $529.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $622.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $102.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $255.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $442.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $198.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $296.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $386.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $89.17             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-03-01      | 3.5000%  | 0.0000% | $1024.00           | $285.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $954.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $96.42             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $296.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $94.22             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $305.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $267.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $126.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $259.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $259.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $475.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-02-01      | 4.5000%  | 0.0000% | $2000.00           | $471.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $510.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $222.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $543.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $151.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $236.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $183.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $2000.00           | $981.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $1006.00           | $319.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $332.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $2000.00           | $818.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $2000.00           | $1125.65           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $399.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $379.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $76968472.00       | $38205886.95       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 3.0000%  | 0.0000% | $2000.00           | $704.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1467.44           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1003.00           | $1022.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $674.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 2.0000%  | 0.0000% | $1024.00           | $713.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $663.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $721.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $846.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $932.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $693.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1001.00           | $850.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $2024.00           | $1525.77           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1782.32           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $4653.00           | $2310.74           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1566.86           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1110.20           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1460.93           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $792.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1567.18           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1660.19           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1663.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $843.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1508.43           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1634.93           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $717.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $573.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $804.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $617.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1634.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $2002.00           | $1523.65           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $629.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1275.05           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $375.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1191.10           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1216.39           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $873.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $828.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $605.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $952.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1324.69           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $800.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $717.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1810.15           | Agency Mortgage-Backed Securities  |

### Security 230: BNP Paribas Securities Corp. - Fixed Income Clearing Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. - Fixed Income Clearing Corp. 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKPV1, C.3 - LEI: N/A, C.5 - Other ID: ARP1AKPV1_4.33_0902
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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:** BNP Paribas Securities Corp. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond               | 2039-02-15      | 3.5000%  | 0.0000% | $6900700.00        | $6219908.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-05-15      | 3.0000%  | 0.0000% | $400.00            | $306.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $68.55             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2048-02-15      | 3.0000%  | 0.0000% | $200.00            | $146.79            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2053-08-15      | 4.1250%  | 0.0000% | $4714000.00        | $4134226.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $91.25             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-12-31      | 0.6250%  | 0.0000% | $1000.00           | $934.85            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-09-30      | 3.8750%  | 0.0000% | $1000.00           | $1024.44           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-11-30      | 3.8750%  | 0.0000% | $18839400.00       | $19120515.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-09-30      | 4.6250%  | 0.0000% | $400.00            | $419.45            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-11-30      | 4.3750%  | 0.0000% | $1000.00           | $1034.04           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-04-30      | 4.6250%  | 0.0000% | $109998000.00      | $115409043.70      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-06-30      | 4.2500%  | 0.0000% | $7122000.00        | $7332706.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-06-30      | 4.2500%  | 0.0000% | $272897200.00      | $280700517.47      | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-07-31      | 4.3254%  | 0.0000% | $76770000.00       | $77079083.85       | U.S. Treasuries (including strips) |

### Security 231: JP Morgan Securities, Inc. - Fixed Income Clearing Corp.

- **C.1 - Title:** JP Morgan Securities, Inc. - Fixed Income Clearing Corp. 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKPW9, C.3 - LEI: N/A, C.5 - Other ID: ARP1AKPW9_4.34_0902
- **C.18 - Value (incl. sponsor support):** $4350000000.00
- **C.18.a - Value (excl. sponsor support):** $4350000000.00
- **C.19 - Percentage of Net Assets:** 2.5600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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:** JP Morgan Securities, Inc. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2042-09-20      | 3.5000%  | 0.0000% | $51046464.00       | $4472254.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-11-20      | 5.8750%  | 0.0000% | $3030532.00        | $351143.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-01-20      | 3.0000%  | 0.0000% | $4015200.00        | $434346.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-04-20      | 3.5000%  | 0.0000% | $5648808.00        | $381035.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-11-20      | 3.0000%  | 0.0000% | $125000.00         | $5510.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-01-20      | 2.5000%  | 0.0000% | $282800.00         | $34771.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $13135904.00       | $1302711.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 4.0000%  | 0.0000% | $2425000.00        | $208233.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $2000000.00        | $65723.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-20      | 3.5000%  | 0.0000% | $40000000.00       | $1347776.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-01-20      | 2.5000%  | 0.0000% | $221116.00         | $21389.96          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-20      | 3.0000%  | 0.0000% | $3344796.00        | $376885.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-06-20      | 2.5000%  | 0.0000% | $100000.00         | $8560.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-08-20      | 3.0000%  | 0.0000% | $407646208.00      | $50336034.68       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-20      | 5.5000%  | 0.0000% | $693492.00         | $36067.96          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-07-20      | 3.5000%  | 0.0000% | $1050000.00        | $117559.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-04-20      | 1.5000%  | 0.0000% | $189680.00         | $122015.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 4.5000%  | 0.0000% | $4888544.00        | $1010173.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 5.0000%  | 0.0000% | $365278.00         | $119218.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-01-20      | 4.5000%  | 0.0000% | $672216.00         | $68933.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 4.0000%  | 0.0000% | $5127168.00        | $444737.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $68432000.00       | $10344785.77       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 3.0000%  | 0.0000% | $5000000.00        | $1079869.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-07-20      | 5.0000%  | 0.0000% | $201158.00         | $76992.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 2.0000%  | 0.0000% | $205000.00         | $95722.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 1.5000%  | 0.0000% | $337697.00         | $149007.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.0000%  | 0.0000% | $77283200.00       | $49418952.20       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $68302848.00       | $44207689.40       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 3.5000%  | 0.0000% | $4274864.00        | $1801476.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.0000%  | 0.0000% | $3572152.00        | $1931867.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $72083072.00       | $41326652.36       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-11-20      | 4.5000%  | 0.0000% | $28691.00          | $18344.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $299558912.00      | $190980951.28      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-11-20      | 5.0000%  | 0.0000% | $425078.00         | $101634.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 1.5000%  | 0.0000% | $212718.00         | $157289.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 3.0000%  | 0.0000% | $103172.00         | $80944.96          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 5.0000%  | 0.0000% | $3187780.00        | $2714055.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-07-20      | 6.5000%  | 0.0000% | $212610.00         | $105624.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-07-20      | 5.5000%  | 0.0000% | $856160.00         | $555301.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 3.0000%  | 0.0000% | $3765548.00        | $2628510.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $80018000.00       | $57694520.76       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-01-20      | 3.5000%  | 0.0000% | $70172.00          | $47737.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-02-20      | 5.0000%  | 0.0000% | $161318.00         | $99583.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-01-20      | 3.5000%  | 0.0000% | $474955.00         | $342571.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 4.0000%  | 0.0000% | $7820064.00        | $6311654.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $277170688.00      | $239104326.04      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $672372.00         | $335632.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 4.5000%  | 0.0000% | $167684.00         | $127134.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 4.5000%  | 0.0000% | $3595704.00        | $3168577.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $452777.00         | $325582.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $1011286.00        | $317750.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 4.0000%  | 0.0000% | $3081130.00        | $2629314.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 5.0000%  | 0.0000% | $2416908.00        | $2213883.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-10-20      | 4.7500%  | 0.0000% | $17711104.00       | $5959.72           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-11-20      | 4.7500%  | 0.0000% | $22626304.00       | $7780.75           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-12-20      | 6.3750%  | 0.0000% | $1771470.00        | $305197.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-03-20      | 5.7500%  | 0.0000% | $1969426.00        | $103315.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-05-20      | 6.5000%  | 0.0000% | $606559.00         | $593044.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $25000.00          | $21007.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $12015056.00       | $9539011.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $112000.00         | $44678.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $200000.00         | $39063.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 4.0000%  | 0.0000% | $1763394.00        | $1455123.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-05-20      | 4.0000%  | 0.0000% | $1131022.00        | $961833.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-12-15      | 5.4500%  | 0.0000% | $119943.00         | $123658.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-20      | 4.5000%  | 0.0000% | $93222.00          | $9354.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 4.0000%  | 0.0000% | $1703680.00        | $210056.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-20      | 5.0000%  | 0.0000% | $1356154.00        | $245751.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-11-15      | 3.0000%  | 0.0000% | $53457.00          | $46491.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 4.0000%  | 0.0000% | $3618704.00        | $1747801.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $1071674.00        | $492127.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $694854.00         | $411931.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $406503.00         | $261971.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 2.5000%  | 0.0000% | $664474.00         | $414630.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $75144.00          | $50275.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $75302.00          | $50391.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 6.5000%  | 0.0000% | $1771922.00        | $845025.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-06-15      | 2.9900%  | 0.0000% | $56772.00          | $49261.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $3541936.00        | $2756543.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-04-15      | 3.4100%  | 0.0000% | $42928.00          | $38417.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $502084.00         | $409089.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $1290120.00        | $995170.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $5104768.00        | $2979116.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $1750000.00        | $1194253.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 5.0000%  | 0.0000% | $1205474.00        | $1060381.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $1000000.00        | $698051.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2058-05-15      | 4.7400%  | 0.0000% | $50000.00          | $48876.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $800000.00         | $568182.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-03-15      | 2.6500%  | 0.0000% | $1147282.00        | $966777.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-02-15      | 2.7800%  | 0.0000% | $53500.00          | $45730.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 5.5000%  | 0.0000% | $3079848.00        | $1620199.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $50000000.00       | $35323797.53       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $503368704.00      | $312747597.66      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $1629552.00        | $1488007.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-09-20      | 3.5000%  | 0.0000% | $3000000.00        | $471339.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 4.0000%  | 0.0000% | $1731356.00        | $577436.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 4.0000%  | 0.0000% | $2286596.00        | $208086.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 4.0000%  | 0.0000% | $73000.00          | $8055.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $1212326.00        | $1083800.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-20      | 5.5000%  | 0.0000% | $4280136.00        | $3134269.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 7.0000%  | 0.0000% | $1626416.00        | $1396509.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 7.0000%  | 0.0000% | $692226.00         | $510781.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-03-20      | 6.0000%  | 0.0000% | $124523.00         | $125233.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-06-20      | 6.0000%  | 0.0000% | $5995240.00        | $3417790.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 7.5000%  | 0.0000% | $1972870.00        | $1728302.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $5343424.00        | $5228284.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1115130.00        | $1149130.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $1126112.00        | $728716.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $3279504.00        | $310136.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $8486448.00        | $8747535.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $1917252.00        | $1782050.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $59690.00          | $60972.96          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $1235684.00        | $1226845.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-07-15      | 5.4500%  | 0.0000% | $32220.00          | $33171.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-07-15      | 5.8900%  | 0.0000% | $119943.00         | $127446.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 5.0000%  | 0.0000% | $638480.00         | $618352.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $5651080.00        | $5787222.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $1131066.00        | $1182015.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-15      | 5.4400%  | 0.0000% | $283695.00         | $290576.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.5000%  | 0.0000% | $27053600.00       | $27915298.56       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $2081208.00        | $1931067.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-02-15      | 5.3600%  | 0.0000% | $2546520.00        | $2619876.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $24484032.00       | $19965174.95       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $1032544.00        | $1087046.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $2002768.00        | $2048795.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $5378184.00        | $5500117.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $223756.00         | $232097.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 4.0000%  | 0.0000% | $1290340.00        | $1188168.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $3930460.00        | $4118636.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 7.0000%  | 0.0000% | $1358734.00        | $614262.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $2408188.00        | $2343611.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $1675332.00        | $1706525.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $1474844.00        | $1549416.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1208850.00        | $1261050.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $2274228.00        | $2357273.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-01-20      | 6.0000%  | 0.0000% | $1509830.00        | $1532684.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $9062592.00        | $9157550.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2062-05-20      | 2.5000%  | 0.0000% | $237612.00         | $191196.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1830260.00        | $1215193.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $3535528.00        | $3212686.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 2.5000%  | 0.0000% | $1159274.00        | $957109.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $2766432.00        | $2877020.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1494052.00        | $1566670.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1279106.00        | $1332012.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2035928.00        | $2119319.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1161864.00        | $1209486.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $3161540.00        | $3290268.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.0000%  | 0.0000% | $172105.00         | $174768.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $359666.00         | $370219.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1235678.00        | $1289845.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $3878440.00        | $3588223.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1141638.00        | $1187037.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1322340.00        | $1324935.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $2790512.00        | $2916684.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-05-15      | 5.1600%  | 0.0000% | $985155.00         | $1000338.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $10102928.00       | $10518949.35       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $20195040.00       | $20815497.97       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1114480.00        | $1149803.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $4110232.00        | $4240504.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1609590.00        | $1694488.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1089288.00        | $1134147.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $4250520.00        | $4313245.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1068494.00        | $1128823.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $3445048.00        | $3607321.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $2022784.00        | $2129822.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2370812.00        | $2467614.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 4.5000%  | 0.0000% | $10900064.00       | $10154798.63       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $2122384.00        | $2205731.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $3721404.00        | $3867825.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1317394.00        | $1387547.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1100850.00        | $1096827.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1545808.00        | $1611802.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $12897152.00       | $13052163.40       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $1754426.00        | $1805319.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1549660.00        | $1564400.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $2322224.00        | $2349112.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $1105274.00        | $1102048.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1368926.00        | $1454197.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $5313824.00        | $5528888.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $6423352.00        | $6385593.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1237000.00        | $1277437.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $4717832.00        | $4911072.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1221790.00        | $1276282.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $5911488.00        | $6158439.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $2308704.00        | $2359530.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $8282980.00        | $8392272.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $7370216.00        | $7463337.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $2394332.00        | $2552920.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 4.0000%  | 0.0000% | $9033088.00        | $8286542.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $2132024.00        | $2166093.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 6.5000%  | 0.0000% | $2689468.00        | $2767201.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $10415424.00       | $10561296.16       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $7234792.00        | $7517373.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1015812.00        | $1055486.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1722218.00        | $1797946.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1822384.00        | $1856841.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-11-20      | 4.0000%  | 0.0000% | $141063.00         | $130092.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 2.0000%  | 0.0000% | $299713.00         | $232402.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $1140722.00        | $1137216.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $4783432.00        | $4850591.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $8872912.00        | $8996480.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $10175808.00       | $10353549.49       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $2342372.00        | $2430990.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $10028304.00       | $10170439.12       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2640528.00        | $2766305.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1713318.00        | $1817628.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1363188.00        | $1429736.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $6301032.00        | $6395155.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 3.5000%  | 0.0000% | $1043364.00        | $944101.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $5776400.00        | $5909123.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $3725272.00        | $3787229.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $4223632.00        | $4511727.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $2109652.00        | $2144739.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $5010632.00        | $5098747.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-12-20      | 1.5000%  | 0.0000% | $44681.00          | $36724.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $615142400.00      | $596285686.89      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-04-20      | 6.5000%  | 0.0000% | $120961.00         | $123867.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-02-01      | 4.5000%  | 0.0000% | $3200000.00        | $570291.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-02-01      | 5.5000%  | 0.0000% | $10286080.00       | $9249696.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-12-01      | 5.0000%  | 0.0000% | $1890164.00        | $1741987.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-07-01      | 2.0000%  | 0.0000% | $41678208.00       | $38278956.53       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-09-01      | 3.0000%  | 0.0000% | $20913056.00       | $20040423.87       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-09-01      | 4.0000%  | 0.0000% | $68265984.00       | $67233605.10       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-08-01      | 4.5000%  | 0.0000% | $9756128.00        | $9767962.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-10-01      | 1.5000%  | 0.0000% | $1431744.00        | $583080.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-12-01      | 1.5000%  | 0.0000% | $9213872.00        | $5514472.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-10-01      | 4.5000%  | 0.0000% | $241000.00         | $206724.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 4.0000%  | 0.0000% | $6320008.00        | $2347155.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $195000.00         | $144241.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.0000%  | 0.0000% | $3525000.00        | $2757024.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.0000%  | 0.0000% | $37833408.00       | $25680574.75       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 4.5000%  | 0.0000% | $9163008.00        | $8033340.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $359256.00         | $326338.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.5000%  | 0.0000% | $1952874.00        | $1829645.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $24052.00          | $22107.26          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-02-01      | 3.0000%  | 0.0000% | $1175000.00        | $216061.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.0000%  | 0.0000% | $700000.00         | $516892.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 3.0000%  | 0.0000% | $750000.00         | $555630.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $2829312.00        | $2286040.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $425000.00         | $302138.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $525000.00         | $447172.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $500000.00         | $414254.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.5000%  | 0.0000% | $554925.00         | $362810.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $821813.00         | $570610.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $232913.00         | $194828.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $234300.00         | $169566.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $20710080.00       | $17731141.58       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $10820304.00       | $9650001.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $2070412.00        | $2052860.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 7.5000%  | 0.0000% | $766728.00         | $620684.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.5000%  | 0.0000% | $1215512.00        | $1192185.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.0000%  | 0.0000% | $1260162.00        | $1177276.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.5000%  | 0.0000% | $1188874.00        | $1154029.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-01-01      | 1.5000%  | 0.0000% | $3146960.00        | $1546866.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.0000%  | 0.0000% | $683122.00         | $494606.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $447341.00         | $411375.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-08-01      | 3.5000%  | 0.0000% | $10000000.00       | $594997.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $15393264.00       | $14133852.52       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 3.0000%  | 0.0000% | $220763.00         | $173550.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-06-01      | 5.5000%  | 0.0000% | $1049730.00        | $1069096.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-07-01      | 6.0000%  | 0.0000% | $2746516.00        | $2837545.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-09-01      | 5.5000%  | 0.0000% | $2128592.00        | $2186934.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-08-01      | 5.5000%  | 0.0000% | $1199596.00        | $1211993.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $1451854.00        | $1399273.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 4.5000%  | 0.0000% | $1092432.00        | $1050547.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1170510.00        | $1213990.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1892010.00        | $1904931.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $4702872.00        | $4083861.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1040522.00        | $1048005.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 3.5000%  | 0.0000% | $591567.00         | $536046.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.5000%  | 0.0000% | $10936912.00       | $11402913.88       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.5000%  | 0.0000% | $1881692.00        | $1919638.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $47371008.00       | $49383848.20       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $24845344.00       | $25622938.83       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $1433132.00        | $1505028.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $25638848.00       | $26070497.95       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.0000%  | 0.0000% | $2586532.00        | $2574638.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $8678816.00        | $8954764.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $150527488.00      | $151048462.62      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $25795904.00       | $23588434.77       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $111637504.00      | $107364331.24      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $42349952.00       | $42514463.26       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $7267224.00        | $7341151.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-05-20      | 3.5000%  | 0.0000% | $3554540.00        | $368980.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-08-20      | 5.8750%  | 0.0000% | $2980616.00        | $71160.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-09-20      | 3.0000%  | 0.0000% | $275000.00         | $28947.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 2.5000%  | 0.0000% | $75809.00          | $66426.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-09-20      | 7.0000%  | 0.0000% | $57108.00          | $56964.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 4.5000%  | 0.0000% | $30602048.00       | $29257498.19       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $41853.00          | $41608.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 4.5000%  | 0.0000% | $19965952.00       | $19143213.83       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $372606976.00      | $380003895.31      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $20000000.00       | $19740339.99       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1140930560.00     | $1174012224.12     | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.5000%  | 0.0000% | $4653264.00        | $4852219.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 4.0000%  | 0.0000% | $262893.00         | $245590.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-03-20      | 5.5000%  | 0.0000% | $908301.00         | $904169.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $15163376.00       | $16105089.03       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $53498.00          | $54447.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 3.0000%  | 0.0000% | $13622208.00       | $2119950.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-11-20      | 6.5000%  | 0.0000% | $35938301.00       | $32631.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-11-20      | 6.5000%  | 0.0000% | $4230245.00        | $15980.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-20      | 5.0000%  | 0.0000% | $1721916.00        | $62893.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-07-20      | 4.6250%  | 0.0000% | $100139008.00      | $7180.80           | Agency Mortgage-Backed Securities |

### Security 232: Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

- **C.1 - Title:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKPX7, C.3 - LEI: N/A, C.5 - Other ID: ARP1AKPX7_4.34_0902
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2025-10-30      | N/A      | 0.0000% | $700.00            | $695.33            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-10-21      | N/A      | 0.0000% | $700.00            | $696.05            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-11-04      | N/A      | 0.0000% | $100.00            | $99.29             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2036-02-15      | 4.5000%  | 0.0000% | $100.00            | $102.60            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-08-15      | 3.0000%  | 0.0000% | $109539000.00      | $79977633.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-11-15      | 3.3750%  | 0.0000% | $100.00            | $78.97             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 4.1250%  | 0.0000% | $545450000.00      | $495666938.37      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-02-15      | 4.7500%  | 0.0000% | $1000.00           | $985.88            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-15      | 1.6250%  | 0.0000% | $100.00            | $98.86             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 2.3750%  | 0.0000% | $27000000.00       | $26606475.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-31      | 1.6250%  | 0.0000% | $6000000.00        | $5883180.43        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-15      | 1.5000%  | 0.0000% | $6600000.00        | $6022029.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 1.1250%  | 0.0000% | $12000100.00       | $11618519.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-15      | 0.6250%  | 0.0000% | $200.00            | $172.29            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 2.6250%  | 0.0000% | $100000000.00      | $98872291.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-15      | 3.3750%  | 0.0000% | $200.00            | $193.58            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50415156.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 4.8750%  | 0.0000% | $19036000.00       | $20057342.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 4.3750%  | 0.0000% | $40568300.00       | $41949334.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 3.7500%  | 0.0000% | $44578400.00       | $44733115.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $3482400.00        | $3519591.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $118790000.00      | $121714124.91      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $400.00            | $405.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $12761600.00       | $12960739.33       | U.S. Treasuries (including strips) |

### Security 233: Northern Trust Co. - Fixed Income Clearing Corp.

- **C.1 - Title:** Northern Trust Co. - Fixed Income Clearing Corp. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKPY5, C.3 - LEI: N/A, C.5 - Other ID: ARP1AKPY5_4.34_0902
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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:** Northern Trust Co. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $51332536.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $51332536.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $51332536.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $51332536.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $51332536.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $51332536.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-01      | 1.8750%  | 0.0000% | $50000000.00       | $49151150.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-01      | 4.1250%  | 0.0000% | $10103000.00       | $10372252.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-01      | 1.8750%  | 0.0000% | $42723000.00       | $41997692.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-01      | 1.8750%  | 0.0000% | $50000000.00       | $49151150.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $51332536.36       | U.S. Treasuries (including strips) |

### Security 234: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKQ16, C.3 - LEI: KB1H1DSPRFMY, C.5 - Other ID: ARP1AKQ16_4.34_0902
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 Bond                       | 2052-05-15      | 2.8750%  | 0.0000% | $49998500.00       | $35178407.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-02-15      | 3.8750%  | 0.0000% | $49931500.00       | $44634975.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-01-31      | 1.7500%  | 0.0000% | $183863000.00      | $173131298.35      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-02-28      | 4.0000%  | 0.0000% | $415807700.00      | $429734184.75      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-11-15      | 4.2500%  | 0.0000% | $49999900.00       | $50994790.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-01-31      | 4.3750%  | 0.0000% | $43996300.00       | $45392200.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-07-31      | 3.8750%  | 0.0000% | $10694000.00       | $10766758.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2042-11-15      | N/A      | 0.0000% | $61537700.00       | $25845710.92       | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $482199.00         | $307421.41         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 5.5000%  | 0.0000% | $24136.00          | $17358.76          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $73.57             | U.S. Treasuries (including strips) |

### Security 235: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKQ24, C.3 - LEI: 549300H8L46O, C.5 - Other ID: ARP1AKQ24_4.33_0902
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 Bill               | 2025-12-18      | N/A      | 0.0000% | $100.00            | $98.81             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2029-04-15      | 3.8750%  | 0.0000% | $1702000.00        | $3722117.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2028-01-15      | 1.7500%  | 0.0000% | $3821900.00        | $6012689.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2055-02-15      | 2.3750%  | 0.0000% | $220900.00         | $213671.38         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-07-15      | 0.3750%  | 0.0000% | $137000.00         | $179753.15         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $98.11             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-05-15      | 2.8750%  | 0.0000% | $1036900.00        | $1026085.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-02-15      | 2.6250%  | 0.0000% | $2999700.00        | $2907026.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-15      | 0.1250%  | 0.0000% | $49999900.00       | $66982647.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2025-10-15      | 0.1250%  | 0.0000% | $5698700.00        | $7069205.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-04-30      | 0.7500%  | 0.0000% | $3002300.00        | $2946232.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-05-31      | 0.7500%  | 0.0000% | $300.00            | $293.50            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-06-30      | 1.2500%  | 0.0000% | $300.00            | $281.81            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-08-31      | 1.1250%  | 0.0000% | $100.00            | $93.59             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $94.20             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-15      | 0.1250%  | 0.0000% | $100.00            | $112.72            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-05-15      | 2.8750%  | 0.0000% | $100.00            | $94.71             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-06-30      | 3.2500%  | 0.0000% | $100.00            | $99.81             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-08-31      | 3.1250%  | 0.0000% | $2694400.00        | $2684681.74        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-10-15      | 1.6250%  | 0.0000% | $3608000.00        | $4026784.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-07-15      | 1.3750%  | 0.0000% | $76700000.00       | $80437583.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-10-15      | 2.3750%  | 0.0000% | $9228700.00        | $10260066.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-01-31      | 4.3884%  | 0.0000% | $900.00            | $903.71            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-07-15      | 1.8750%  | 0.0000% | $5287100.00        | $5521173.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-12-15      | 4.0000%  | 0.0000% | $32200.00          | $32745.36          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-04-15      | 1.6250%  | 0.0000% | $9587200.00        | $9975414.08        | U.S. Treasuries (including strips) |

### Security 236: Daiwa Capital Markets America, Inc.

- **C.1 - Title:** Daiwa Capital Markets America, Inc. 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKQ32, C.3 - LEI: M67H5PRC0NQK, C.5 - Other ID: ARP1AKQ32_4.33_0902
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 Bond | 2037-05-15      | 5.0000%  | 0.0000% | $6121200.00        | $6581447.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-05-15      | 3.6250%  | 0.0000% | $1913500.00        | $1549285.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 4.1250%  | 0.0000% | $2631600.00        | $2391414.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-02-15      | 2.3750%  | 0.0000% | $10718500.00       | $10367753.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-02-15      | 4.7500%  | 0.0000% | $4027800.00        | $3970895.51        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-28      | 2.5000%  | 0.0000% | $10116500.00       | $10164352.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-15      | 0.1250%  | 0.0000% | $110000.00         | $147362.12         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 0.5000%  | 0.0000% | $93932300.00       | $88552029.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 0.3750%  | 0.0000% | $44600.00          | $41796.22          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 0.5000%  | 0.0000% | $1571000.00        | $1472504.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-28      | 0.5000%  | 0.0000% | $1200.00           | $1182.22           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 1.2500%  | 0.0000% | $71776500.00       | $68024606.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-30      | 1.2500%  | 0.0000% | $2286800.00        | $2142802.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 1.5000%  | 0.0000% | $225000.00         | $211412.15         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-15      | 1.8750%  | 0.0000% | $300.00            | $265.86            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 1.8750%  | 0.0000% | $4196200.00        | $4122766.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 4.1250%  | 0.0000% | $6740000.00        | $6920796.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 3.8750%  | 0.0000% | $3761900.00        | $3816469.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-30      | 4.6250%  | 0.0000% | $72900.00          | $76445.81          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 4.8750%  | 0.0000% | $93100.00          | $98095.11          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 2.3750%  | 0.0000% | $627000.00         | $697071.29         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-11-30      | 4.8750%  | 0.0000% | $55492300.00       | $56241873.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-02-15      | 4.0000%  | 0.0000% | $19710000.00       | $19615997.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-03-31      | 4.1250%  | 0.0000% | $266800.00         | $275820.89         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-15      | 2.1250%  | 0.0000% | $1413300.00        | $1541472.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-31      | 4.3750%  | 0.0000% | $16100.00          | $16222.76          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-15      | 1.6250%  | 0.0000% | $41000.00          | $43355.47          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-15      | 4.2500%  | 0.0000% | $2404100.00        | $2451275.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-31      | 4.1250%  | 0.0000% | $3578500.00        | $3608118.09        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $8249000.00        | $8355096.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-31      | 3.8750%  | 0.0000% | $51000.00          | $51548.34          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-07-31      | 4.0000%  | 0.0000% | $2353000.00        | $2370125.55        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 3.6250%  | 0.0000% | $225000.00         | $225564.77         | U.S. Treasuries (including strips) |

### Security 237: Northwestern Mutual Life Insurance Co.

- **C.1 - Title:** Northwestern Mutual Life Insurance Co. 4.350000%
- **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: ARP1AKQ40, C.3 - LEI: 1DU7IM20QESY, C.5 - Other ID: ARP1AKQ40_4.35_0902
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2045-06-01      | 3.0000%  | 0.0000% | $61357200.00       | $13650263.91       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $58107100.00       | $13044821.40       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $56720600.00       | $11599745.56       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-07-01      | 3.5000%  | 0.0000% | $45831900.00       | $7807348.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $40860700.00       | $26121359.24       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-12-01      | 4.0000%  | 0.0000% | $12675900.00       | $495852.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $51500000.00       | $38078603.03       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-12-01      | 4.5000%  | 0.0000% | $28483000.00       | $22946584.69       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $37249000.00       | $30396612.50       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-01      | 5.0000%  | 0.0000% | $30225300.00       | $20979907.86       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $15155000.00       | $14700460.48       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $20173000.00       | $17018715.43       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-08-01      | 6.5000%  | 0.0000% | $37782000.00       | $29072919.54       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $34332000.00       | $26418967.01       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $47207100.00       | $28206453.27       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.0000%  | 0.0000% | $16120600.00       | $9206828.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $3137300.00        | $1804433.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $40000000.00       | $26423652.80       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 2.0000%  | 0.0000% | $55518700.00       | $33845643.56       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 2.0000%  | 0.0000% | $59599700.00       | $35968098.30       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.0000%  | 0.0000% | $57424200.00       | $35028176.27       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.0000%  | 0.0000% | $52714000.00       | $31326858.52       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.0000%  | 0.0000% | $21306700.00       | $12477544.21       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $4001000.00        | $2532118.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.5000%  | 0.0000% | $60592600.00       | $30366977.03       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.5000%  | 0.0000% | $19542900.00       | $12183823.04       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 3.0000%  | 0.0000% | $53108600.00       | $12818554.58       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-02-01      | 3.0000%  | 0.0000% | $58163400.00       | $10530096.20       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-11-01      | 3.0000%  | 0.0000% | $31560300.00       | $6837033.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.0000%  | 0.0000% | $63284500.00       | $11909120.22       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-09-01      | 3.5000%  | 0.0000% | $45311300.00       | $4810453.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-04-01      | 4.0000%  | 0.0000% | $33586300.00       | $3574086.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-12-01      | 4.0000%  | 0.0000% | $60605000.00       | $5666461.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-12-01      | 4.0000%  | 0.0000% | $51365000.00       | $5217100.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-11-01      | 4.0000%  | 0.0000% | $44399200.00       | $4324463.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-10-01      | 4.0000%  | 0.0000% | $56342200.00       | $5568921.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.0000%  | 0.0000% | $49852000.00       | $43876054.31       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.5000%  | 0.0000% | $1326000.00        | $1311775.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $16555600.00       | $9463624.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $18767000.00       | $10039273.03       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $17353200.00       | $9953580.86        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $31253000.00       | $19217463.76       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $14516400.00       | $9327325.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $7795600.00        | $4303248.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $1591500.00        | $818459.61         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $26080600.00       | $14352391.25       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $22737600.00       | $12863185.79       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $45449200.00       | $27470976.31       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-01      | 2.0000%  | 0.0000% | $45263300.00       | $29339236.53       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $18928600.00       | $10849505.17       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $34034600.00       | $18612529.27       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $43621500.00       | $28102625.74       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $8255200.00        | $4916540.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $23998200.00       | $12825787.83       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $30495100.00       | $19261318.42       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-01      | 2.5000%  | 0.0000% | $1631000.00        | $1144157.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $34429300.00       | $22172021.27       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $62836600.00       | $41225793.80       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $51491900.00       | $27974143.54       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $20596900.00       | $10492068.07       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-08-01      | 3.0000%  | 0.0000% | $42149900.00       | $8440868.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $54526200.00       | $8659279.65        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $55900000.00       | $12060047.68       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-02-01      | 3.0000%  | 0.0000% | $39583400.00       | $7967660.65        | Agency Collateralized Mortgage Obligation |

### Security 238: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKQ65, C.3 - LEI: FOR8UP27PHTH, C.5 - Other ID: ARP1AKQ65_4.33_0902
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 Strip | 2026-08-15      | N/A      | 0.0000% | $691200.00         | $667092.33         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $75455000.00       | $32063847.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-05-15      | N/A      | 0.0000% | $34843100.00       | $14605635.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-11-15      | N/A      | 0.0000% | $18900900.00       | $7700831.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-11-15      | N/A      | 0.0000% | $33956200.00       | $9581590.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $3191500.00        | $868627.36         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-08-15      | N/A      | 0.0000% | $1541000.00        | $675304.72         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $2284200.00        | $557548.09         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-05-15      | N/A      | 0.0000% | $4245500.00        | $1027088.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2049-08-15      | 2.2500%  | 0.0000% | $9650000.00        | $6008147.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-02-15      | N/A      | 0.0000% | $102000.00         | $100132.79         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-02-15      | N/A      | 0.0000% | $537000.00         | $456173.98         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-08-15      | N/A      | 0.0000% | $439600.00         | $365894.91         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-02-28      | 0.5000%  | 0.0000% | $16679200.00       | $16424388.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-08-31      | 0.7500%  | 0.0000% | $10996900.00       | $10698215.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-07-31      | 2.6250%  | 0.0000% | $11562800.00       | $11159473.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-08-31      | 5.0000%  | 0.0000% | $4108800.00        | $4210152.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-08-31      | 3.7500%  | 0.0000% | $280000000.00      | $284120534.88      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-03-15      | 3.8750%  | 0.0000% | $23757300.00       | $24334719.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-08-15      | N/A      | 0.0000% | $44937600.00       | $35559302.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-08-15      | N/A      | 0.0000% | $44685440.00       | $33725710.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $32986368.00       | $22478032.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-05-15      | N/A      | 0.0000% | $25110528.00       | $19177261.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-11-15      | N/A      | 0.0000% | $5250088.96        | $3915631.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-08-15      | N/A      | 0.0000% | $37066816.00       | $35751685.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-02-15      | N/A      | 0.0000% | $33087569.92       | $31369266.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $1865446.40        | $1186431.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-02-15      | N/A      | 0.0000% | $34959424.00       | $30767684.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-05-15      | N/A      | 0.0000% | $12541870.08       | $10930026.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-08-15      | N/A      | 0.0000% | $27940608.00       | $23123758.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $102326067.20      | $59923577.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-11-15      | N/A      | 0.0000% | $224303185.90      | $127602717.90      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-02-15      | N/A      | 0.0000% | $10427351.04       | $5513242.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-05-15      | N/A      | 0.0000% | $21664608.00       | $5550710.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-08-15      | N/A      | 0.0000% | $18766624.00       | $4777306.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-05-15      | N/A      | 0.0000% | $8506828.80        | $4428816.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $14868398.08       | $7503634.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $36929126.40       | $18331544.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $23882112.00       | $5802469.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $1460000.00        | $533282.52         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $63934464.00       | $23352830.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $7094876.16        | $3218484.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-11-15      | N/A      | 0.0000% | $16230502.40       | $7254839.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-05-15      | N/A      | 0.0000% | $126000.00         | $51351.55          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-11-15      | N/A      | 0.0000% | $13931900.00       | $5511473.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-02-15      | N/A      | 0.0000% | $56034640.72       | $21867294.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $16966144.00       | $6440178.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $39375424.00       | $14157473.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $1239244.00        | $440868.49         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-11-15      | N/A      | 0.0000% | $12300984.32       | $4166933.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $1449000.00        | $478482.98         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $26917760.00       | $8888675.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $3386072.00        | $1060551.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $415669.00         | $128577.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-11-15      | N/A      | 0.0000% | $34118000.00       | $9404490.23        | U.S. Treasuries (including strips) |

### Security 239: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKQ73, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP1AKQ73_4.37_0902
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2041-12-20      | 5.0000%  | 0.0000% | $1000.00           | $869.38            | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2031-09-01      | 1.3040%  | 0.0000% | $20160000.00       | $17508553.13       | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2035-11-01      | 2.7000%  | 0.0000% | $632000.00         | $158842.24         | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2035-09-01      | 2.8200%  | 0.0000% | $851000.00         | $190089.94         | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2032-09-01      | 4.2620%  | 0.0000% | $37190000.00       | $32237927.48       | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2033-03-01      | 5.1680%  | 0.0000% | $52075000.00       | $49173169.66       | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2033-09-01      | 5.6880%  | 0.0000% | $29090000.00       | $27832332.86       | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2050-05-25      | 6.5550%  | 0.0000% | $33275000.00       | $35410075.92       | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2049-03-25      | 7.3250%  | 0.0000% | $450000.00         | $344081.90         | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2050-01-25      | 8.0550%  | 0.0000% | $8230000.00        | $9024031.92        | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2031-02-25      | 8.1330%  | 0.0000% | $3016308.00        | $980709.58         | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2035-03-25      | 8.2790%  | 0.0000% | $1195000.00        | $1232907.51        | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2031-07-25      | 8.8350%  | 0.0000% | $30151898.00       | $11037557.43       | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2032-02-25      | 8.8490%  | 0.0000% | $42817414.00       | $20871672.73       | Agency Mortgage-Backed Securities |

### Security 240: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKQ81, C.3 - LEI: 7TK5RJIZDFRO, C.5 - Other ID: ARP1AKQ81_4.33_0902
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-06-30      | 0.5000%  | 0.0000% | $1031900.00        | $975007.45         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 3.8750%  | 0.0000% | $197000.00         | $199891.35         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-11-15      | 4.5000%  | 0.0000% | $2880000.00        | $3009807.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $196964900.00      | $199815303.17      | U.S. Treasuries (including strips) |

### Security 241: Santander U.S. Capital Markets LLC

- **C.1 - Title:** Santander U.S. Capital Markets LLC 4.410000%
- **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: ARP1AKQ99, C.3 - LEI: 549300LGG2RL, C.5 - Other ID: ARP1AKQ99_4.41_0902
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.5000%  | 0.0000% | $900000.00         | $90897.94          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 3.0000%  | 0.0000% | $540000.00         | $62601.33          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-02-15      | 1.7428%  | 0.0000% | $20000000.00       | $594859.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-03-25      | 3.5000%  | 0.0000% | $310000.00         | $15338.02          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-01-15      | N/A      | 0.0000% | $500000.00         | $188484.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-09-25      | 3.5000%  | 0.0000% | $32528512.00       | $887229.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 3.0000%  | 0.0000% | $585000.00         | $55190.19          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-01-25      | 2.5000%  | 0.0000% | $2100000.00        | $249946.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 3.0000%  | 0.0000% | $1335000.00        | $152866.62         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 2.5000%  | 0.0000% | $9000000.00        | $1180616.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 3.0000%  | 0.0000% | $830000.00         | $92414.19          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-11-25      | 3.0000%  | 0.0000% | $5000000.00        | $461795.82         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-06-25      | 3.0000%  | 0.0000% | $4166664.00        | $252889.36         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 4.0000%  | 0.0000% | $36084320.00       | $5183080.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-05-25      | 0.1500%  | 0.0000% | $14000000.00       | $69851.31          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-15      | 4.0000%  | 0.0000% | $100000.00         | $18393.59          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 0.0500%  | 0.0000% | $13461504.00       | $10136.87          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | N/A      | 0.0000% | $6978392.00        | $3643936.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 6.5000%  | 0.0000% | $3104776.00        | $306737.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.1500%  | 0.0000% | $21500000.00       | $53267.86          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.0200%  | 0.0000% | $37969920.00       | $9859.19           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-03-15      | N/A      | 0.0000% | $766000.00         | $615249.67         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-01-15      | N/A      | 0.0000% | $1188000.00        | $1002669.62        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-01-25      | 3.0000%  | 0.0000% | $1362000.00        | $23063.20          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-03-25      | 4.0000%  | 0.0000% | $1044000.00        | $7062.35           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-03-25      | 3.0000%  | 0.0000% | $8575000.00        | $10688484.22       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-04-25      | 4.0000%  | 0.0000% | $1556168.00        | $13629.51          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-10-25      | N/A      | 0.0000% | $20000000.00       | $2787160.41        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | N/A      | 0.0000% | $5117040.00        | $198189.96         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | N/A      | 0.0000% | $4416072.00        | $156095.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-09-25      | 1.4371%  | 0.0000% | $50000000.00       | $865974.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 4.5000%  | 0.0000% | $38253120.00       | $1354786.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-04-25      | 3.0000%  | 0.0000% | $640000.00         | $14023.50          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-09-25      | 1.7371%  | 0.0000% | $55745280.00       | $493609.81         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-02-25      | 4.0000%  | 0.0000% | $3329500.00        | $49811.76          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 1.5871%  | 0.0000% | $15504700.00       | $476503.63         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 3.0000%  | 0.0000% | $5128896.00        | $305350.88         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 2.5000%  | 0.0000% | $2700000.00        | $324962.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 2.0000%  | 0.0000% | $1125000.00        | $105769.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 2.5000%  | 0.0000% | $2000000.00        | $212203.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-25      | 2.5000%  | 0.0000% | $1800000.00        | $220561.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 4.5000%  | 0.0000% | $66473280.00       | $4394829.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 3.0000%  | 0.0000% | $2752000.00        | $379473.51         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 3.0000%  | 0.0000% | $1260000.00        | $137518.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $6000000.00        | $670460.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | 0.0500%  | 0.0000% | $41078784.00       | $28285.20          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 0.0500%  | 0.0000% | $9959424.00        | $8730.97           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-07-25      | 6.0000%  | 0.0000% | $3306144.00        | $568194.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-03-25      | 3.5000%  | 0.0000% | $5600000.00        | $736833.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 2.0016%  | 0.0000% | $10000000.00       | $774547.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | N/A      | 0.0000% | $7692304.00        | $4369663.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-25      | 6.5000%  | 0.0000% | $5931720.00        | $781012.48         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 0.0500%  | 0.0000% | $20000000.00       | $26740.05          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.5516%  | 0.0000% | $14251040.00       | $799183.00         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.2500%  | 0.0000% | $13500000.00       | $65106.33          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.1300%  | 0.0000% | $10000000.00       | $25135.48          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 6.5000%  | 0.0000% | $2683012.00        | $469602.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 6.0000%  | 0.0000% | $14095664.00       | $3087454.59        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.1500%  | 0.0000% | $17000000.00       | $50161.96          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.0700%  | 0.0000% | $30000000.00       | $57104.89          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 6.0000%  | 0.0000% | $1065916.00        | $84618.64          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 0.0500%  | 0.0000% | $73060736.00       | $139322.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 0.0500%  | 0.0000% | $73060736.00       | $139322.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 1.6000%  | 0.0000% | $126309888.00      | $9492286.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 1.4516%  | 0.0000% | $56939584.00       | $4555411.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 1.5016%  | 0.0000% | $163403520.00      | $14049181.35       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.0300%  | 0.0000% | $195000000.00      | $242378.33         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.1000%  | 0.0000% | $8500000.00        | $35234.03          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 6.0000%  | 0.0000% | $1219578.00        | $263758.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 4.5000%  | 0.0000% | $17502900.00       | $15129607.49       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 1.4516%  | 0.0000% | $31175168.00       | $3206881.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 0.1000%  | 0.0000% | $18000000.00       | $79097.72          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-10-15      | 3.5000%  | 0.0000% | $365543.00         | $2253.02           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-04-15      | 3.5000%  | 0.0000% | $14720192.00       | $206188.10         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-03-15      | 3.0000%  | 0.0000% | $2500000.00        | $2855281.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 3.0000%  | 0.0000% | $43672000.00       | $2557831.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.0500%  | 0.0000% | $37000000.00       | $51759.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $38583296.00       | $6499001.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $89500000.00       | $14651712.36       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.1000%  | 0.0000% | $100000000.00      | $225728.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1295968.00        | $313524.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | N/A      | 0.0000% | $5833328.00        | $4264123.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.0500%  | 0.0000% | $19999900.00       | $24510.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $7457272.00        | $1020601.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $49956608.00       | $123611.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.1000%  | 0.0000% | $40000000.00       | $60466.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.0500%  | 0.0000% | $20000000.00       | $26286.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.0300%  | 0.0000% | $30000000.00       | $31547.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 6.0000%  | 0.0000% | $1792930.00        | $259825.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $4995000.00        | $7788.81           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $20782800.00       | $4033665.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.0500%  | 0.0000% | $42560960.00       | $79048.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | N/A      | 0.0000% | $4846008.00        | $3378816.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.0700%  | 0.0000% | $175000000.00      | $410279.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.6050%  | 0.0000% | $16666656.00       | $1369445.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $50000000.00       | $83920.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $4000000.00        | $8210.70           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | N/A      | 0.0000% | $4545448.00        | $3340501.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | N/A      | 0.0000% | $2727272.00        | $1987551.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $15000000.00       | $29739.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.9050%  | 0.0000% | $51732160.00       | $3254228.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.1550%  | 0.0000% | $95917952.00       | $8268570.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $24999900.00       | $39310.61          | Agency Collateralized Mortgage Obligation |
| Small Business Administration            | 2050-02-01      | 5.0100%  | 0.0000% | $15648000.00       | $15619486.75       | Agency Mortgage-Backed Securities         |
| U.S. Treasury Bill                       | 2025-10-09      | N/A      | 0.0000% | $50670000.00       | $50451460.29       | U.S. Treasuries (including strips)        |
| U.S. Treasury Bill                       | 2025-12-09      | N/A      | 0.0000% | $76700.00          | $75860.37          | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2028-01-15      | 1.7500%  | 0.0000% | $4000.00           | $6292.88           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-07-15      | 0.1250%  | 0.0000% | $77300.00          | $103555.38         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2025-08-31      | 0.2500%  | 0.0000% | $282600.00         | $282949.41         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-05-31      | 3.6250%  | 0.0000% | $436800.00         | $440944.77         | U.S. Treasuries (including strips)        |
| Government National Mortgage Association | 2065-07-16      | 0.9022%  | 0.0000% | $44000000.00       | $3187623.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-16      | 0.8965%  | 0.0000% | $105932032.00      | $7309740.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 0.8792%  | 0.0000% | $106796416.00      | $7943602.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 1.0393%  | 0.0000% | $100526720.00      | $8610081.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.5350%  | 0.0000% | $117142784.00      | $12217088.97       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $5814744.00        | $5407576.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.8350%  | 0.0000% | $79000000.00       | $4440466.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.0300%  | 0.0000% | $70000000.00       | $86780.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.5100%  | 0.0000% | $99820928.00       | $9475651.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.1900%  | 0.0000% | $124999000.00      | $9852608.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.0000%  | 0.0000% | $125000000.00      | $5491750.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.0500%  | 0.0000% | $30000000.00       | $56625.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.9100%  | 0.0000% | $130000000.00      | $6357715.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.2300%  | 0.0000% | $77860096.00       | $7634143.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.5800%  | 0.0000% | $30000000.00       | $3151680.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.5100%  | 0.0000% | $3436424.00        | $258898.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.9300%  | 0.0000% | $50000000.00       | $3254925.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 1.6451%  | 0.0000% | $48975936.00       | $205424.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.5000%  | 0.0000% | $4555552.00        | $228058.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 4.0000%  | 0.0000% | $9198250.00        | $637002.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | 4.0000%  | 0.0000% | $81120128.00       | $1365920.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $1083990.00        | $85887.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $89627904.00       | $5191087.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 3.5000%  | 0.0000% | $4337376.00        | $1395599.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $966000.00         | $70535.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 3.5000%  | 0.0000% | $2353000.00        | $184756.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $53001152.00       | $5241064.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $18254784.00       | $1987811.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $2000000.00        | $489278.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $5500000.00        | $530415.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $16642656.00       | $1260261.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $600000.00         | $55139.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $1500000.00        | $108581.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $500000.00         | $47934.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.5000%  | 0.0000% | $300000.00         | $30178.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.5000%  | 0.0000% | $400000.00         | $39353.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $11254848.00       | $829512.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 0.0500%  | 0.0000% | $17020928.00       | $10612.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 3.5000%  | 0.0000% | $34423000.00       | $3580138.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 1.3000%  | 0.0000% | $92709760.00       | $3777208.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 3.0000%  | 0.0000% | $12400000.00       | $1227230.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.5000%  | 0.0000% | $14480560.00       | $932031.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 5.0000%  | 0.0000% | $11595000.00       | $1098652.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $280000.00         | $38948.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 0.2500%  | 0.0000% | $2275224.00        | $14350.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $1259000.00        | $104098.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 1.8451%  | 0.0000% | $6318000.00        | $379401.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $534000.00         | $63179.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $150962.00         | $10683.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $1500000.00        | $126484.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 1.0289%  | 0.0000% | $147202048.00      | $7762997.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $2000000.00        | $219514.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 3.0000%  | 0.0000% | $2000000.00        | $148057.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 4.5000%  | 0.0000% | $14788800.00       | $1770544.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-01-20      | 4.0000%  | 0.0000% | $14750288.00       | $1738440.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $8100000.00        | $952431.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $15098528.00       | $8389868.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 5.0000%  | 0.0000% | $22361088.00       | $2882786.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.4550%  | 0.0000% | $45000000.00       | $1606485.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 1.4050%  | 0.0000% | $50000000.00       | $1522119.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 4.5000%  | 0.0000% | $7361000.00        | $1053729.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $3500000.00        | $4474.58           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.1000%  | 0.0000% | $25874624.00       | $43053.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $16966784.00       | $24279.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $21411840.00       | $19964.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $40812480.00       | $50861.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $25971584.00       | $32366.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0300%  | 0.0000% | $67094528.00       | $62124.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $12083200.00       | $11022.11          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $2721240.00        | $442508.53         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $3600836.00        | $594873.17         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $5418904.00        | $743400.32         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 6.5000%  | 0.0000% | $3769336.00        | $627547.31         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 6.5000%  | 0.0000% | $3290140.00        | $596488.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 2.7216%  | 0.0000% | $16611008.00       | $1823576.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 6.5000%  | 0.0000% | $24961536.00       | $4759159.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $28860416.00       | $20209.05          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 6.0000%  | 0.0000% | $337500.00         | $73774.04          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.2500%  | 0.0000% | $14000000.00       | $65000.34          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $16070656.00       | $11654.22          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-04-25      | 6.0000%  | 0.0000% | $833334.00         | $147668.18         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 6.0000%  | 0.0000% | $8456384.00        | $1631025.78        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.0500%  | 0.0000% | $5000000.00        | $9830.96           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 5.0000%  | 0.0000% | $3078332.00        | $2972201.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 2.3016%  | 0.0000% | $40000000.00       | $3926750.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.2016%  | 0.0000% | $15000000.00       | $763240.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 1.5516%  | 0.0000% | $52568000.00       | $3419894.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 2.2016%  | 0.0000% | $60000000.00       | $5663640.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.0500%  | 0.0000% | $87802240.00       | $120748.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.0500%  | 0.0000% | $87802240.00       | $120748.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 6.0000%  | 0.0000% | $3728068.00        | $784170.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 4.5000%  | 0.0000% | $6762984.00        | $5912908.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 1.4516%  | 0.0000% | $136855808.00      | $10948134.10       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 0.0200%  | 0.0000% | $34998272.00       | $26790.87          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 0.0500%  | 0.0000% | $181903872.00      | $400882.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 1.6000%  | 0.0000% | $63607168.00       | $4622764.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 1.5500%  | 0.0000% | $181476608.00      | $13641092.52       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | N/A      | 0.0000% | $150000000.00      | $14999850.00       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 0.9700%  | 0.0000% | $50000000.00       | $3255138.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 0.0500%  | 0.0000% | $91351040.00       | $57419.21          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-12-25      | N/A      | 0.0000% | $200000.00         | $1227.61           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-04-15      | 5.1072%  | 0.0000% | $35000000.00       | $1469061.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-08-15      | N/A      | 0.0000% | $100000.00         | $1174.46           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 1.4706%  | 0.0000% | $6215304.00        | $16170.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-06-16      | N/A      | 0.0000% | $17482752.00       | $444259.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-11-20      | 3.5000%  | 0.0000% | $727878.00         | $21120.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-16      | 1.0049%  | 0.0000% | $78618624.00       | $69295.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-11-20      | 4.0000%  | 0.0000% | $21233664.00       | $1552.33           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-11-20      | 4.0000%  | 0.0000% | $3000000.00        | $40806.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 4.0000%  | 0.0000% | $21203872.00       | $411639.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $60000000.00       | $421140.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-09-20      | 4.0000%  | 0.0000% | $12475000.00       | $213685.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 4.0000%  | 0.0000% | $430084.00         | $15936.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 1.5951%  | 0.0000% | $7000000.00        | $264068.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 1.6451%  | 0.0000% | $559956.00         | $19437.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $50000000.00       | $580562.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $1386598.00        | $46267.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-20      | 3.5000%  | 0.0000% | $15000000.00       | $297228.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 0.0004%  | 0.0000% | $265426944.00      | $5042567.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 0.1780%  | 0.0000% | $331784192.00      | $6515608.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-16      | 0.7457%  | 0.0000% | $70664064.00       | $4419469.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-16      | 0.5000%  | 0.0000% | $3276776.00        | $181860.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-16      | 0.5000%  | 0.0000% | $717590.00         | $46069.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-03-16      | 0.5000%  | 0.0000% | $5287440.00        | $233730.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.9277%  | 0.0000% | $50000000.00       | $3483618.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 0.7511%  | 0.0000% | $55369344.00       | $3982001.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.4495%  | 0.0000% | $13922768.00       | $743424.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.8573%  | 0.0000% | $121737856.00      | $8245110.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.5854%  | 0.0000% | $25000000.00       | $1454342.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0300%  | 0.0000% | $24999936.00       | $19524.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.0500%  | 0.0000% | $5500000.00        | $5980.32           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 0.1000%  | 0.0000% | $53703040.00       | $104531.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 0.0500%  | 0.0000% | $12498944.00       | $12066.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $2142856.00        | $1012303.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 0.0500%  | 0.0000% | $19140608.00       | $12919.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | N/A      | 0.0000% | $7081136.00        | $3555324.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.7050%  | 0.0000% | $68000000.00       | $4931363.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 0.0500%  | 0.0000% | $36999168.00       | $19432.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 0.1000%  | 0.0000% | $13000000.00       | $15852.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.7050%  | 0.0000% | $26698400.00       | $2506068.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.0400%  | 0.0000% | $55000000.00       | $63544.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.1000%  | 0.0000% | $14000000.00       | $21066.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $1269544.00        | $196180.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $75000000.00       | $77993.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $75000000.00       | $77941.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $51875000.00       | $9222632.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $128000000.00      | $191716.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $26275744.00       | $40464.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $125000.00         | $18586.97          | Agency Collateralized Mortgage Obligation |

### Security 242: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.410000%
- **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: ARP1AKQA6, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP1AKQA6_4.41_0902
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2053-10-20      | 0.2500%  | 0.0000% | $35000000.00       | $74089.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-16      | 0.2617%  | 0.0000% | $20580000.00       | $35432.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-20      | 0.2647%  | 0.0000% | $20000000.00       | $4468.91           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-16      | 0.2676%  | 0.0000% | $31600000.00       | $36990.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-16      | 0.3000%  | 0.0000% | $49244404.00       | $1454.39           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-16      | 0.3250%  | 0.0000% | $32233402.00       | $47621.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-16      | 0.3254%  | 0.0000% | $50710000.00       | $75836.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-03-20      | 0.3449%  | 0.0000% | $4669000.00        | $120304.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-04-16      | 0.3512%  | 0.0000% | $2570000.00        | $3997.74           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.3872%  | 0.0000% | $303269923.00      | $5321054.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-08-20      | 0.4258%  | 0.0000% | $15000000.00       | $612033.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-16      | 0.4384%  | 0.0000% | $60000000.00       | $66498.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.4877%  | 0.0000% | $244000.00         | $586.32            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-16      | 0.5023%  | 0.0000% | $69800000.00       | $31260.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-04-16      | 0.5024%  | 0.0000% | $7837000.00        | $53723.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.5029%  | 0.0000% | $98900000.00       | $788657.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-10-20      | 0.5148%  | 0.0000% | $110307599.00      | $5539141.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-12-16      | 0.5196%  | 0.0000% | $6270000.00        | $39888.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-16      | 0.5211%  | 0.0000% | $974000.00         | $616.41            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-02-16      | 0.5256%  | 0.0000% | $43504000.00       | $388211.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-11-20      | 0.5299%  | 0.0000% | $180000000.00      | $9300397.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.5509%  | 0.0000% | $141054479.00      | $6572741.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 0.5550%  | 0.0000% | $38424499.00       | $1462955.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.5577%  | 0.0000% | $18000000.00       | $175327.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.5735%  | 0.0000% | $10000000.00       | $138619.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-08-20      | 0.5818%  | 0.0000% | $125941392.00      | $6729111.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.6000%  | 0.0000% | $12666667.00       | $142131.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.6110%  | 0.0000% | $18000000.00       | $951981.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-03-16      | 0.6182%  | 0.0000% | $56065104.00       | $395734.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-07-20      | 0.6388%  | 0.0000% | $142018722.00      | $8266892.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-04-16      | 0.6517%  | 0.0000% | $70000000.00       | $846885.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6993%  | 0.0000% | $7720000.00        | $58856.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.6995%  | 0.0000% | $15800000.00       | $928023.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-06-20      | 0.7181%  | 0.0000% | $54201893.00       | $453371.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-04-16      | 0.7217%  | 0.0000% | $5905000.00        | $239792.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-08-16      | 0.7245%  | 0.0000% | $120000000.00      | $641226.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-16      | 0.7335%  | 0.0000% | $288270000.00      | $158871.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.7550%  | 0.0000% | $10000000.00       | $491173.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.7550%  | 0.0000% | $61034341.00       | $3451421.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.7570%  | 0.0000% | $15000000.00       | $74077.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-09-16      | 0.7869%  | 0.0000% | $34581000.00       | $268238.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 0.7969%  | 0.0000% | $4283780.00        | $162828.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 0.7976%  | 0.0000% | $6225000.00        | $272723.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.8050%  | 0.0000% | $250000000.00      | $6877329.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-03-20      | 0.8314%  | 0.0000% | $48280052.00       | $359631.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-11-16      | 0.8354%  | 0.0000% | $2487000.00        | $125983.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-16      | 0.8522%  | 0.0000% | $78000000.00       | $4950930.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 0.8550%  | 0.0000% | $25000000.00       | $742314.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 0.8550%  | 0.0000% | $219850000.00      | $5402530.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-07-16      | 0.8699%  | 0.0000% | $100000000.00      | $5904054.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-16      | 0.8754%  | 0.0000% | $378000.00         | $27004.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.8790%  | 0.0000% | $9148000.00        | $479065.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-06-16      | 0.8840%  | 0.0000% | $31982000.00       | $958429.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-16      | 0.8881%  | 0.0000% | $1315000.00        | $4244.85           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 0.8935%  | 0.0000% | $1874500.00        | $35299.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.9050%  | 0.0000% | $250000000.00      | $7479881.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-16      | 0.9072%  | 0.0000% | $27690000.00       | $2456.57           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.9534%  | 0.0000% | $770000.00         | $54929.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.9550%  | 0.0000% | $150000000.00      | $7548542.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.9550%  | 0.0000% | $200000000.00      | $5643433.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.9550%  | 0.0000% | $25000000.00       | $1012706.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.9667%  | 0.0000% | $1382000.00        | $86064.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 0.9716%  | 0.0000% | $1841518.00        | $38194.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-07-16      | 0.9810%  | 0.0000% | $3600000.00        | $202063.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 0.9834%  | 0.0000% | $45512037.00       | $941831.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-11-16      | 0.9900%  | 0.0000% | $150000000.00      | $787817.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 0.9958%  | 0.0000% | $4983354.00        | $219006.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 1.0050%  | 0.0000% | $90000000.00       | $5556685.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-16      | 1.0223%  | 0.0000% | $330000.00         | $22719.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 1.0414%  | 0.0000% | $130329474.00      | $6827354.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 1.0550%  | 0.0000% | $50000000.00       | $1007915.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.0550%  | 0.0000% | $20000000.00       | $394249.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-20      | 1.0550%  | 0.0000% | $128064500.00      | $109022.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.0750%  | 0.0000% | $213635303.00      | $8520391.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-09-20      | 1.0937%  | 0.0000% | $62385450.00       | $5239484.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 1.0951%  | 0.0000% | $45169891.00       | $568741.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-16      | 1.1007%  | 0.0000% | $661000.00         | $25539.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-06-16      | 1.1256%  | 0.0000% | $29120000.00       | $284606.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-01-20      | 1.1451%  | 0.0000% | $59403599.00       | $499906.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-12-20      | 1.2921%  | 0.0000% | $18285188.00       | $378010.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-05-20      | 1.2933%  | 0.0000% | $17778781.00       | $465674.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-04-16      | 1.2988%  | 0.0000% | $137015932.00      | $9135165.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.3550%  | 0.0000% | $14918139.00       | $372948.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-10-20      | 1.3580%  | 0.0000% | $50149207.00       | $424145.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-01-20      | 1.3838%  | 0.0000% | $64724603.00       | $953089.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 1.4150%  | 0.0000% | $105000000.00      | $1022541.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-11-20      | 1.4316%  | 0.0000% | $140061917.00      | $5088504.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-03-16      | 1.4373%  | 0.0000% | $85977069.00       | $5293665.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.5050%  | 0.0000% | $80000000.00       | $5491883.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-20      | 1.5050%  | 0.0000% | $50000000.00       | $797038.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-09-20      | 1.5051%  | 0.0000% | $1500000.00        | $2511.11           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 1.5152%  | 0.0000% | $20108000.00       | $110874.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-20      | 1.5562%  | 0.0000% | $58505000.00       | $50049.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-20      | 1.5806%  | 0.0000% | $13365000.00       | $64026.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 1.6050%  | 0.0000% | $69282160.00       | $2055240.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-12-20      | 1.6059%  | 0.0000% | $76106047.00       | $3003581.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.6350%  | 0.0000% | $100000000.00      | $6917929.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 1.6451%  | 0.0000% | $18715770.00       | $534764.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.6550%  | 0.0000% | $14419313.00       | $604012.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-05-20      | 1.6612%  | 0.0000% | $5900032.00        | $279423.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.7050%  | 0.0000% | $75000000.00       | $5469930.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 1.7324%  | 0.0000% | $23205000.00       | $600664.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-10-20      | 1.7443%  | 0.0000% | $51548315.00       | $234220.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 1.7451%  | 0.0000% | $48400735.00       | $144655.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 1.7555%  | 0.0000% | $9850000.00        | $66756.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-20      | 1.8065%  | 0.0000% | $116481213.00      | $844622.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 1.8075%  | 0.0000% | $22838000.00       | $130169.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-03-20      | 1.8181%  | 0.0000% | $51800918.00       | $243712.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-11-20      | 1.8267%  | 0.0000% | $7179000.00        | $60980.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 1.8451%  | 0.0000% | $475000.00         | $44857.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 1.8451%  | 0.0000% | $830000.00         | $54629.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-12-20      | 1.8571%  | 0.0000% | $107060003.00      | $983986.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-20      | 1.8947%  | 0.0000% | $80000000.00       | $420959.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-08-20      | 1.9028%  | 0.0000% | $50000001.00       | $351987.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-03-20      | 1.9035%  | 0.0000% | $22783581.00       | $153204.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 1.9301%  | 0.0000% | $23262877.00       | $391861.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.9550%  | 0.0000% | $1000000.00        | $43301.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.9550%  | 0.0000% | $1000000.00        | $42123.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.9550%  | 0.0000% | $1000000.00        | $42123.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-06-20      | 1.9661%  | 0.0000% | $40272922.00       | $237295.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-20      | 1.9854%  | 0.0000% | $10143000.00       | $88632.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 1.9992%  | 0.0000% | $2643000.00        | $20507.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-20      | 2.0251%  | 0.0000% | $300000.00         | $1341.29           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-20      | 2.0869%  | 0.0000% | $208000.00         | $4434.42           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-08-20      | 2.1251%  | 0.0000% | $31700000.00       | $4231.43           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 2.1368%  | 0.0000% | $5049054.00        | $36595.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-03-20      | 2.1491%  | 0.0000% | $87067583.00       | $126479.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-04-20      | 2.1560%  | 0.0000% | $9000000.00        | $98078.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-20      | 2.1673%  | 0.0000% | $12830316.00       | $257.39            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.3050%  | 0.0000% | $75000000.00       | $7782090.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.3050%  | 0.0000% | $75000000.00       | $5366282.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-01-20      | 2.3136%  | 0.0000% | $4410000.00        | $45015.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 2.3447%  | 0.0000% | $9026000.00        | $86275.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-09-20      | 2.3528%  | 0.0000% | $4500000.00        | $63862.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-20      | 2.3771%  | 0.0000% | $947000.00         | $1687.69           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-02-20      | 2.3898%  | 0.0000% | $27850322.00       | $441795.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-04-20      | 2.4640%  | 0.0000% | $4318000.00        | $123168.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-08-20      | 2.4991%  | 0.0000% | $13345000.00       | $129366.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $14432200.00       | $981886.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-01-20      | 2.5972%  | 0.0000% | $21066040.00       | $576135.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 2.6171%  | 0.0000% | $58119993.00       | $484632.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.6550%  | 0.0000% | $30000000.00       | $979589.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.6550%  | 0.0000% | $50000000.00       | $5195761.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-10-20      | 2.6884%  | 0.0000% | $40081161.00       | $189124.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 2.7050%  | 0.0000% | $15000000.00       | $494107.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-10-20      | 2.7268%  | 0.0000% | $2828000.00        | $28055.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.7550%  | 0.0000% | $51026426.00       | $5087028.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-20      | 2.7550%  | 0.0000% | $75000000.00       | $9464570.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-16      | 2.7887%  | 0.0000% | $9000000.00        | $80.69             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-06-20      | 3.1323%  | 0.0000% | $25816385.00       | $383369.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-06-20      | 3.1951%  | 0.0000% | $44300953.00       | $3533.46           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-20      | 3.5000%  | 0.0000% | $147515.00         | $839.42            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $43084023.00       | $6691420.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $1486248.00        | $259609.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 6.0000%  | 0.0000% | $166666.00         | $2152.53           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-12-20      | 6.0000%  | 0.0000% | $83333.00          | $806.28            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-20      | 6.0000%  | 0.0000% | $166666.00         | $2324.67           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1461536.00        | $199590.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 6.5000%  | 0.0000% | $461538.00         | $52865.97          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-02-25      | 0.4025%  | 0.0000% | $34500000.00       | $341893.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-25      | 2.1684%  | 0.0000% | $4850000.00        | $358606.92         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-12-15      | 2.5000%  | 0.0000% | $1395.00           | $1042.05           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-02-15      | 3.0000%  | 0.0000% | $4395482.00        | $5468545.70        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-08-15      | 4.0000%  | 0.0000% | $7905.00           | $109.57            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-07-15      | 7.5000%  | 0.0000% | $99857.00          | $1.21              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-02-25      | 0.3581%  | 0.0000% | $45750000.00       | $301992.94         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-02-25      | 0.4050%  | 0.0000% | $42120317.00       | $352338.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-10-25      | 1.2432%  | 0.0000% | $10498458.00       | $302599.89         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-08-25      | 1.4995%  | 0.0000% | $12800000.00       | $364081.22         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-12-25      | 4.5000%  | 0.0000% | $1085.00           | $26.88             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-10-25      | 4.9129%  | 0.0000% | $1767315.00        | $948.01            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 5.0000%  | 0.0000% | $7360.00           | $6822.14           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 5.2984%  | 0.0000% | $2820861.00        | $2627177.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 7.8830%  | 0.0000% | $2031900.00        | $1943319.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | N/A      | 0.0000% | $100000000.00      | $88362.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | N/A      | 0.0000% | $17799954.00       | $703935.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | N/A      | 0.0000% | $360000000.00      | $7665860.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-16      | N/A      | 0.0000% | $90217002.00       | $1040.18           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-16      | N/A      | 0.0000% | $154783353.00      | $0.28              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-16      | N/A      | 0.0000% | $73356939.00       | $7.21              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-16      | N/A      | 0.0000% | $162124239.00      | $30.64             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-16      | N/A      | 0.0000% | $41268846.00       | $6.10              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-16      | N/A      | 0.0000% | $200000000.00      | $4.96              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-16      | N/A      | 0.0000% | $290558680.00      | $0.30              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-16      | N/A      | 0.0000% | $25000000.00       | $6.08              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-16      | N/A      | 0.0000% | $2000000.00        | $1.98              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-16      | N/A      | 0.0000% | $16751815.00       | $2754.75           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-16      | N/A      | 0.0000% | $45000000.00       | $19.67             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-16      | N/A      | 0.0000% | $8240000.00        | $4.78              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-16      | N/A      | 0.0000% | $248116522.00      | $278.57            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-16      | N/A      | 0.0000% | $100000000.00      | $140.93            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-16      | N/A      | 0.0000% | $160000000.00      | $450.77            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-16      | N/A      | 0.0000% | $174273490.00      | $220.40            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-16      | N/A      | 0.0000% | $89505099.00       | $118.12            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | N/A      | 0.0000% | $50000000.00       | $47529.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-09-16      | N/A      | 0.0000% | $100000.00         | $7457.10           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | N/A      | 0.0000% | $45000000.00       | $260253.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-02-20      | N/A      | 0.0000% | $53010043.00       | $76660.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $118564246.00      | $741177.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | N/A      | 0.0000% | $36390000.00       | $756879.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $40315110.00       | $558602.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | N/A      | 0.0000% | $65000000.00       | $909929.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-16      | 0.0002%  | 0.0000% | $24000000.00       | $5.12              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-10-16      | 0.0002%  | 0.0000% | $92307606.00       | $0.06              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-16      | 0.0003%  | 0.0000% | $17200000.00       | $22.90             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-16      | 0.0030%  | 0.0000% | $225456174.00      | $103.01            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 0.0046%  | 0.0000% | $58002227.00       | $46.23             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0050%  | 0.0000% | $200000000.00      | $294554.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-16      | 0.0102%  | 0.0000% | $24000000.00       | $51.72             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-06-20      | 0.0233%  | 0.0000% | $44177162.00       | $991891.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-16      | 0.0433%  | 0.0000% | $186970000.00      | $4221.15           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.0500%  | 0.0000% | $70000000.00       | $101951.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $40000000.00       | $64264.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.0500%  | 0.0000% | $61000000.00       | $60330.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.0500%  | 0.0000% | $124056268.00      | $110596.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.0500%  | 0.0000% | $75000000.00       | $40516.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $50000000.00       | $42711.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.0500%  | 0.0000% | $100000000.00      | $197239.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $61179.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $60673.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 0.0500%  | 0.0000% | $48178998.00       | $27200.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 0.0500%  | 0.0000% | $48178998.00       | $27200.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.0510%  | 0.0000% | $10040000.00       | $2475.56           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0550%  | 0.0000% | $30000000.00       | $72859.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-20      | 0.0751%  | 0.0000% | $12068141.00       | $37.95             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0900%  | 0.0000% | $478292.00         | $1025.98           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $50000000.00       | $92552.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $50000000.00       | $66801.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $65000000.00       | $107769.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.1000%  | 0.0000% | $120500000.00      | $325121.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.1000%  | 0.0000% | $20000000.00       | $33243.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.1000%  | 0.0000% | $40000000.00       | $49333.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.1000%  | 0.0000% | $80000000.00       | $199671.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.1000%  | 0.0000% | $30000000.00       | $62961.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-16      | 0.1207%  | 0.0000% | $3419761.00        | $1.99              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-16      | 0.1255%  | 0.0000% | $52718564.00       | $34137.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.1386%  | 0.0000% | $5550000.00        | $38.91             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.1400%  | 0.0000% | $55000000.00       | $106005.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1500%  | 0.0000% | $24679500.00       | $82632.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1500%  | 0.0000% | $25000000.00       | $110282.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1500%  | 0.0000% | $110000000.00      | $293431.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-10-16      | 0.1588%  | 0.0000% | $188550000.00      | $57.62             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-16      | 0.1626%  | 0.0000% | $22730000.00       | $3994.43           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-16      | 0.1673%  | 0.0000% | $35300000.00       | $19131.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 0.2000%  | 0.0000% | $13410737.00       | $110342.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-10-20      | 6.5000%  | 0.0000% | $138461.00         | $2181.51           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $1538461.00        | $182227.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-09-20      | 6.5000%  | 0.0000% | $914462.00         | $834.11            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $1269230.00        | $172478.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $323076.00         | $56600.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $576923.00         | $110580.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $578569.00         | $82454.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $892857.00         | $53605.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $571428.00         | $34115.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $964285.00         | $122917.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $214285.00         | $39094.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $714285.00         | $128311.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $357142.00         | $25965.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $714285.00         | $126219.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 7.0001%  | 0.0000% | $392856.00         | $46680.20          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | N/A      | 0.0000% | $124303.00         | $94466.53          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-03-25      | 3.0000%  | 0.0000% | $1615.00           | $1026.40           | Agency Collateralized Mortgage Obligation |

### Security 243: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc. 4.410000%
- **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: ARP1AKQB4, C.3 - LEI: K5HU16E3LMSV, C.5 - Other ID: ARP1AKQB4_4.41_0902
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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.      | 2026-01-01      | 3.5000%  | 0.0000% | $73966.00          | $132.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2043-05-01      | 3.5000%  | 0.0000% | $390000.00         | $42812.48          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2044-10-01      | 3.5000%  | 0.0000% | $155000.00         | $13452.37          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2035-05-01      | 3.0000%  | 0.0000% | $4047000.00        | $488314.79         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2041-06-01      | 4.5000%  | 0.0000% | $361667.00         | $22332.63          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2048-02-01      | 3.0000%  | 0.0000% | $38458.00          | $5356.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2047-10-01      | 4.5000%  | 0.0000% | $2000.00           | $229.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2047-12-01      | 4.0000%  | 0.0000% | $2312268.00        | $293802.15         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2048-04-01      | 3.0000%  | 0.0000% | $8159424.00        | $1517667.88        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 3.5000%  | 0.0000% | $145000.00         | $10556.60          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2030-03-01      | 3.0000%  | 0.0000% | $4000.00           | $313.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2031-09-01      | 5.0000%  | 0.0000% | $73000.00          | $5295.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2048-12-01      | 4.5000%  | 0.0000% | $9000.00           | $641.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2038-01-01      | 3.5000%  | 0.0000% | $4000.00           | $2715.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2038-05-01      | 5.0000%  | 0.0000% | $22000.00          | $14242.09          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2039-03-01      | 6.0000%  | 0.0000% | $29000.00          | $18756.97          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2039-11-01      | 4.5000%  | 0.0000% | $6000.00           | $5206.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 4.0000%  | 0.0000% | $3645000.00        | $2481541.51        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.5000%  | 0.0000% | $104000.00         | $76827.79          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.0000%  | 0.0000% | $723000.00         | $574887.47         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 4.5000%  | 0.0000% | $229000.00         | $176619.55         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $600000.00         | $555425.00         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2048-06-01      | 4.5000%  | 0.0000% | $1493314.00        | $1317333.58        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.5000%  | 0.0000% | $16036864.00       | $14451973.13       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $160.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2050-09-01      | 2.0000%  | 0.0000% | $504000.00         | $241602.98         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 3.5000%  | 0.0000% | $3714116.00        | $2947847.02        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2050-12-01      | 3.0000%  | 0.0000% | $285000.00         | $112875.74         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-08-01      | 3.0000%  | 0.0000% | $524000.00         | $275905.13         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 6.0000%  | 0.0000% | $760000.00         | $554344.85         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-12-01      | 6.0000%  | 0.0000% | $3098224.00        | $2379450.22        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.0000%  | 0.0000% | $12000.00          | $10454.72          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $935.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $16000.00          | $15169.45          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 4.0000%  | 0.0000% | $75000.00          | $60648.35          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.0000%  | 0.0000% | $31663488.00       | $25601574.54       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 2.5000%  | 0.0000% | $564342.00         | $412678.95         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2050-05-01      | 3.0000%  | 0.0000% | $100000.00         | $43901.71          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 2.5000%  | 0.0000% | $711000.00         | $486314.91         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 4.5000%  | 0.0000% | $560000.00         | $405280.09         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 3.5000%  | 0.0000% | $75000.00          | $57418.36          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.5000%  | 0.0000% | $14818752.00       | $9284609.91        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $2955380.00        | $2262152.17        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.5000%  | 0.0000% | $400000.00         | $322892.02         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2043-01-25      | 5.0000%  | 0.0000% | $30000000.00       | $320951.20         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2045-04-25      | 3.0000%  | 0.0000% | $21128416.00       | $293804.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2044-09-25      | 4.0000%  | 0.0000% | $50000000.00       | $446118.38         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2045-12-25      | 4.0000%  | 0.0000% | $49303439.00       | $976870.62         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-08-25      | 3.5000%  | 0.0000% | $100000000.00      | $5562064.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-12-25      | 3.0000%  | 0.0000% | $88843008.00       | $8298855.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-01-25      | 2.0000%  | 0.0000% | $20650000.00       | $1872024.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-06-25      | 3.0000%  | 0.0000% | $35722304.00       | $4138215.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-12-25      | 4.0000%  | 0.0000% | $32175168.00       | $3833468.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-09-25      | 0.9016%  | 0.0000% | $67500000.00       | $3050615.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-04-25      | 1.5516%  | 0.0000% | $10999060.00       | $657666.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-11-25      | 0.6516%  | 0.0000% | $50000000.00       | $1600122.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-12-25      | 2.6516%  | 0.0000% | $16606304.00       | $1391480.91        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-12-25      | 2.6516%  | 0.0000% | $40458048.00       | $3235486.63        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2054-05-25      | 2.8516%  | 0.0000% | $55928256.00       | $5052836.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2054-12-25      | 2.7516%  | 0.0000% | $17235360.00       | $2400367.47        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-02-25      | 1.5516%  | 0.0000% | $104121088.00      | $6346406.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-04-25      | 2.7516%  | 0.0000% | $12500000.00       | $1256525.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-08-25      | 0.7516%  | 0.0000% | $116505472.00      | $6150648.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-06-25      | 1.4816%  | 0.0000% | $30000000.00       | $3026316.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-07-25      | 1.4516%  | 0.0000% | $149627392.00      | $12499004.17       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-08-25      | 0.7516%  | 0.0000% | $158132736.00      | $6181925.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2043-01-15      | 4.0000%  | 0.0000% | $31514368.00       | $227009.68         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2044-09-15      | 4.0000%  | 0.0000% | $24336416.00       | $352065.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2044-09-15      | 4.0000%  | 0.0000% | $31063520.00       | $449384.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2042-06-15      | N/A      | 0.0000% | $69362688.00       | $177298.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2044-10-15      | 4.0000%  | 0.0000% | $50000000.00       | $403966.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2050-08-25      | 2.5000%  | 0.0000% | $43213440.00       | $3094039.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-05-15      | 3.5000%  | 0.0000% | $22612928.00       | $1468939.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2035-08-25      | 2.5000%  | 0.0000% | $10000000.00       | $313289.61         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-09-25      | 3.0000%  | 0.0000% | $83333248.00       | $8679625.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2048-07-25      | 3.5000%  | 0.0000% | $30977120.00       | $3331501.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-09-25      | 2.5000%  | 0.0000% | $25564120.00       | $2071168.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-10-25      | 3.0000%  | 0.0000% | $97207000.00       | $9087859.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-01-25      | 3.0000%  | 0.0000% | $39817472.00       | $4645054.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-11-25      | 2.5000%  | 0.0000% | $39672128.00       | $2972095.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-02-25      | 3.5000%  | 0.0000% | $51428544.00       | $7224823.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-01-25      | 3.0000%  | 0.0000% | $22384640.00       | $1491139.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-03-25      | 3.0000%  | 0.0000% | $59883200.00       | $8635994.68        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-08-25      | 0.8516%  | 0.0000% | $23488448.00       | $1008810.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2045-03-15      | 4.5000%  | 0.0000% | $47851520.00       | $5564476.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-10-25      | 0.8516%  | 0.0000% | $55660000.00       | $3060393.91        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-10-25      | 0.2516%  | 0.0000% | $76948000.00       | $2430889.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-09-25      | 0.8316%  | 0.0000% | $48317696.00       | $2340058.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-04-25      | 1.4016%  | 0.0000% | $50000000.00       | $2418193.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-08-25      | 1.5516%  | 0.0000% | $44342208.00       | $2002346.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-09-25      | 1.3016%  | 0.0000% | $35000000.00       | $1117488.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-10-25      | 1.4016%  | 0.0000% | $100000000.00      | $4794282.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-10-25      | 2.8516%  | 0.0000% | $43876352.00       | $3229872.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-10-25      | 2.1516%  | 0.0000% | $105000000.00      | $6051472.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-12-25      | 1.1016%  | 0.0000% | $50557440.00       | $1419033.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-12-25      | 2.6516%  | 0.0000% | $44895424.00       | $3560327.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2054-07-25      | 2.7016%  | 0.0000% | $50000000.00       | $4150231.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2054-05-25      | 1.6516%  | 0.0000% | $57553600.00       | $3684121.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2054-12-25      | 1.5516%  | 0.0000% | $40685376.00       | $3221933.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-02-25      | N/A      | 0.0000% | $75000000.00       | $1526040.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-03-25      | 1.5516%  | 0.0000% | $25000000.00       | $2512604.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-03-25      | 1.5516%  | 0.0000% | $76631808.00       | $6851156.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-07-25      | 2.0516%  | 0.0000% | $50000000.00       | $5380863.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $1140908.00        | $1154478.85        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $1924099.00        | $1946985.73        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $3022764.00        | $3178564.98        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1559840.00        | $1578105.38        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-09-25      | 1.3016%  | 0.0000% | $100000000.00      | $4002491.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 7.0000%  | 0.0000% | $17109400.00       | $13158306.74       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.0000%  | 0.0000% | $13671920.00       | $12319124.86       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 7.0000%  | 0.0000% | $12537860.00       | $8596096.68        | Agency Mortgage-Backed Securities         |

### Security 244: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.100000%
- **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: ARP1AKRC1, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1AKRC1_4.10_0302
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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 | 2046-08-01      | 3.0000%  | 0.0000% | $233196451.00      | $32997220.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $559792607.00      | $70002779.98       | Agency Mortgage-Backed Securities |

### Security 245: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 4.420000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: ARP1AKRT4, C.3 - LEI: 549300LGG2RLWD21SU97, C.5 - Other ID: ARP1AKRT4_4.42_0903
- **C.18 - Value (incl. sponsor support):** $1000409509.80
- **C.18.a - Value (excl. sponsor support):** $1000409509.80
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 246: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc. 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL4L4, C.3 - LEI: CYYGQCGNHMHP, C.5 - Other ID: ARP1AL4L4_4.33_0902
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2031-05-31      | 4.6250%  | 0.0000% | $10699700.00       | $11271940.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-15      | 4.2500%  | 0.0000% | $99652400.00       | $101607880.12      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $140501200.00      | $142242916.25      | U.S. Treasuries (including strips) |

### Security 247: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL4P5, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1AL4P5_4.34_0902
- **C.18 - Value (incl. sponsor support):** $6000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank                | 2026-07-30      | 0.8700%  | 0.0000% | $900000.00         | $875483.85         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2025-09-30      | 4.2500%  | 0.0000% | $473000.00         | $481201.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 4.5000%  | 0.0000% | $32338138.00       | $4810013.42        | Agency Mortgage-Backed Securities |

### Security 248: Santander U.S. Capital Markets LLC

- **C.1 - Title:** Santander U.S. Capital Markets LLC 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL4S9, C.3 - LEI: 549300LGG2RL, C.5 - Other ID: ARP1AL4S9_4.33_0902
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 Bill | 2026-03-19      | N/A      | 0.0000% | $16427900.00       | $16086610.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-11-20      | N/A      | 0.0000% | $600.00            | $594.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-12-04      | N/A      | 0.0000% | $6576400.00        | $6507979.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-09      | N/A      | 0.0000% | $300.00            | $290.40            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-11-12      | N/A      | 0.0000% | $3837300.00        | $3806766.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-12-15      | 4.0000%  | 0.0000% | $50685800.00       | $51086254.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-31      | 3.7500%  | 0.0000% | $277300.00         | $280502.62         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-15      | 4.6250%  | 0.0000% | $12925900.00       | $13219162.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 4.6250%  | 0.0000% | $281800.00         | $295662.36         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-11-30      | 4.1250%  | 0.0000% | $369300.00         | $379697.80         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $10185700.00       | $10336526.07       | U.S. Treasuries (including strips) |

### Security 249: Daiwa Capital Markets America, Inc.

- **C.1 - Title:** Daiwa Capital Markets America, Inc. 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL4T7, C.3 - LEI: M67H5PRC0NQK, C.5 - Other ID: ARP1AL4T7_4.34_0902
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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.         | 2034-11-01      | 6.0000%  | 0.0000% | $3552401.00        | $47970.24          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-05-01      | 6.0000%  | 0.0000% | $6204.00           | $89.17             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-12-01      | 3.5000%  | 0.0000% | $1000.00           | $59.85             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 2.5000%  | 0.0000% | $18026.00          | $12597.22          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-05-01      | 2.0000%  | 0.0000% | $1000.00           | $525.51            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-04-01      | 2.0000%  | 0.0000% | $5000000.00        | $3806215.36        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 4.0000%  | 0.0000% | $264939.00         | $180372.32         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $26552087.00       | $19770582.42       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $30526920.00       | $22763268.77       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 4.0000%  | 0.0000% | $60000.00          | $48745.68          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 4.0000%  | 0.0000% | $243664.00         | $197959.46         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $39000.00          | $29951.97          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $738.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $1051.00           | $964.91            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $197000.00         | $177653.33         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $1001.00           | $929.74            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 7.0000%  | 0.0000% | $13751984.00       | $12085629.08       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $28427164.00       | $26122385.31       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-06-01      | 2.5000%  | 0.0000% | $100000.00         | $33694.90          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 3.0000%  | 0.0000% | $1717548.00        | $1008840.15        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $2214.00           | $1795.46           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $524.39            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $566.54            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.5000%  | 0.0000% | $1031041.00        | $822126.14         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $860.94            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $37980546.00       | $32743933.68       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 4.0000%  | 0.0000% | $1043257.00        | $936865.98         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.0000%  | 0.0000% | $15003070.00       | $13599758.02       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.5000%  | 0.0000% | $33025373.00       | $30096797.77       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $24111537.00       | $22280454.42       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $1220772.00        | $1141618.33        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $42026309.00       | $40601148.88       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.0000%  | 0.0000% | $414157.00         | $374746.05         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.0000%  | 0.0000% | $585416.00         | $554345.73         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $2152768.00        | $2041019.08        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1809.76           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $221831.00         | $212687.04         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $15551792.00       | $14679172.28       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 4.5000%  | 0.0000% | $2219223.00        | $2101826.85        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $4327839.00        | $3618853.22        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $1045.00           | $884.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $801.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-03-01      | 3.0000%  | 0.0000% | $1000.00           | $98.97             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 3.5000%  | 0.0000% | $1009.00           | $561.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-12-20      | 5.8750%  | 0.0000% | $1990.00           | $219.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-08-20      | 5.0000%  | 0.0000% | $1999.00           | $316.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $223.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 2.0000%  | 0.0000% | $3325.00           | $1684.36           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $839.03            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1389.59           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $660.62            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $6002160.00        | $5516161.61        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $670.24            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $1012.00           | $865.34            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.0000%  | 0.0000% | $4039.00           | $2800.87           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $877.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.5000%  | 0.0000% | $3027.00           | $2715.30           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 6.0000%  | 0.0000% | $1010.00           | $948.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $1038.00           | $904.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $608364.00         | $595412.25         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $24256.00          | $22190.41          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $2691079.00        | $2259821.94        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $1018.00           | $993.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $531.23            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 3.0000%  | 0.0000% | $3000.00           | $2104.37           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $1009.00           | $631.77            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $232912.00         | $180764.05         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $1094544.00        | $924547.41         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-03-01      | 6.0000%  | 0.0000% | $345000.00         | $327945.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-09-01      | 4.5000%  | 0.0000% | $3386.00           | $54.18             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-03-01      | 3.5000%  | 0.0000% | $125041464.00      | $18566074.51       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-08-01      | 3.5000%  | 0.0000% | $3099787.00        | $302995.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $6728000.00        | $6404422.29        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-10-01      | 4.0000%  | 0.0000% | $72511569.00       | $14793501.20       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $2850163.00        | $2742812.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $4597000.00        | $4372121.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $3435000.00        | $3218280.15        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $131372.00         | $125012.76         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $35676.00          | $31526.72          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $49600.00          | $47514.91          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $13749779.00       | $13533528.04       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $161863.00         | $126547.01         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1761.00           | $1774.78           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 4.5000%  | 0.0000% | $876157.00         | $681807.69         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $318233.00         | $315876.45         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1349330.00        | $1376264.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1067147.00        | $1011004.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $323208.00         | $339302.34         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $1952238.00        | $2055664.47        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $9682277.00        | $9940846.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $4739102.00        | $4789416.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 7.0000%  | 0.0000% | $150097.00         | $159056.96         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $279752.00         | $289833.68         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $3055096.00        | $3139198.72        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $3647905.00        | $3689829.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-03-01      | 4.0000%  | 0.0000% | $2551486.00        | $1020511.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-11-01      | 1.5000%  | 0.0000% | $725000.00         | $352108.12         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $1055939.00        | $989031.74         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $23682350.00       | $23558457.01       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 4.5000%  | 0.0000% | $47095.00          | $45177.32          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1433.78           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $31454.00          | $26480.24          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $2499762.00        | $1646395.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $25606839.00       | $17029421.64       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $360960.00         | $70578.18          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $1034.00           | $588.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1150.00           | $804.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $1008.00           | $742.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $3971.00           | $3249.86           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 4.5000%  | 0.0000% | $158994.00         | $133097.92         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $495648.00         | $466973.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1003.00           | $937.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $132544.00         | $125580.99         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $6350272.00        | $6102861.07        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $954.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.0000%  | 0.0000% | $10143.00          | $9950.14           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 3.5000%  | 0.0000% | $27712188.00       | $24807439.08       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-01-01      | 2.0000%  | 0.0000% | $18124789.00       | $14809095.86       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $12763700.00       | $12642913.26       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 4.5000%  | 0.0000% | $16099332.00       | $15352879.73       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1036.00           | $878.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-10-01      | 2.0000%  | 0.0000% | $2500000.00        | $2136647.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $1058447.00        | $684878.75         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $3990717.00        | $2382258.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-11-01      | 3.0000%  | 0.0000% | $170000.00         | $79596.43          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $35105350.00       | $27652673.04       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.5000%  | 0.0000% | $34330284.00       | $26200204.26       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 3.0000%  | 0.0000% | $14000.00          | $10841.08          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $15364216.00       | $14491137.33       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $1309522.00        | $1250874.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $39000.00          | $30419.77          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $847496.00         | $820811.53         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-25      | 3.5000%  | 0.0000% | $7000.00           | $5621.41           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-11-01      | 6.0000%  | 0.0000% | $9859121.00        | $211699.44         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $5000.00           | $3066.40           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 2.0000%  | 0.0000% | $2000.00           | $1205.48           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 6.5000%  | 0.0000% | $72444.00          | $48624.10          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $1071.00           | $708.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1247104.00        | $819724.12         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $678.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $6000.00           | $4431.91           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $734.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $128180.00         | $100282.99         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-12-01      | 5.0000%  | 0.0000% | $7000.00           | $3118.05           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $4000.00           | $3422.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $2968042.00        | $2796339.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $106899.00         | $101362.39         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $5635463.00        | $5394516.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 4.5000%  | 0.0000% | $448236.00         | $420748.91         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.0000%  | 0.0000% | $3824156.00        | $3667449.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $74440.00          | $70166.05          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $29363106.00       | $28316620.26       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $2009286.00        | $1931493.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-04-01      | 6.0000%  | 0.0000% | $767901.00         | $753483.90         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 4.5000%  | 0.0000% | $101461.00         | $95784.88          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $5835413.00        | $5737193.98        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $40000.00          | $39172.81          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 4.0000%  | 0.0000% | $4184154.00        | $3869725.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 4.5000%  | 0.0000% | $1625253.00        | $1543830.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $22486200.00       | $22223807.94       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 4.0000%  | 0.0000% | $815838.00         | $762481.48         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 4.5000%  | 0.0000% | $20240769.00       | $19472125.53       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $3015345.00        | $3078425.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $44539969.00       | $44993064.22       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-08-01      | 5.5000%  | 0.0000% | $557500.00         | $572041.15         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.0000%  | 0.0000% | $441633.00         | $434129.54         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $7934126.00        | $7299403.94        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.0000%  | 0.0000% | $1109236.00        | $1091909.63        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 4.5000%  | 0.0000% | $70881.00          | $66793.07          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1553698.00        | $1572887.19        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.0000%  | 0.0000% | $1672408.00        | $1651689.73        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 4.5000%  | 0.0000% | $59216.00          | $56994.47          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $9632.00           | $9627.26           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $256883.00         | $256561.10         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $2486625.00        | $2551022.81        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $500000.00         | $512903.81         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.39           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.11           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $1707208.00        | $1752532.10        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.16           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $4609.00           | $4662.40           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.0000%  | 0.0000% | $101222.00         | $94482.93          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $3103361.00        | $2973235.63        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $41608.00          | $37936.12          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.55           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $618414.00         | $620816.28         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $1022982.00        | $1010173.04        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $371188.00         | $349088.31         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 4.0000%  | 0.0000% | $999900.00         | $936772.42         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $4014640.00        | $4055480.04        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $12849897.00       | $13187125.42       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-07-01      | 5.0000%  | 0.0000% | $44405.00          | $43526.27          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-10-15      | 5.0000%  | 0.0000% | $2275.00           | $36.51             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $4600001.00        | $2089696.02        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $7400000.00        | $1228934.23        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $129376.00         | $83736.10          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $1194591.00        | $806190.90         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 2.0000%  | 0.0000% | $758845.00         | $489200.96         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $535820.00         | $351954.19         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $988053.00         | $605838.96         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $24797346.00       | $19736644.75       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $8049687.00        | $6105865.38        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $5329904.00        | $1734871.52        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-07-20      | 6.5000%  | 0.0000% | $830231.00         | $854661.37         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $2007094.00        | $1945568.09        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2047-11-15      | 2.7500%  | 0.0000% | $390300.00         | $276733.70         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-04-30      | 1.2500%  | 0.0000% | $1100.00           | $1039.64           | U.S. Treasuries (including strips) |

### Security 250: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL4U4, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1AL4U4_4.33_0902
- **C.18 - Value (incl. sponsor support):** $2549000000.00
- **C.18.a - Value (excl. sponsor support):** $2549000000.00
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-07-15      | 0.7500%  | 0.0000% | $393658800.00      | $505843826.58      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 2.7500%  | 0.0000% | $746588000.00      | $728764924.90      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-15      | 2.1250%  | 0.0000% | $113036800.00      | $123288148.65      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 4.1250%  | 0.0000% | $1211631900.00     | $1243334024.24     | U.S. Treasuries (including strips) |

### Security 251: Santander U.S. Capital Markets LLC

- **C.1 - Title:** Santander U.S. Capital Markets LLC 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL517, C.3 - LEI: 549300LGG2RL, C.5 - Other ID: ARP1AL517_4.34_0902
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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.      | 2032-07-15      | N/A      | 0.0000% | $434000.00         | $325189.26         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-05-15      | N/A      | 0.0000% | $143000.00         | $119143.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-11-15      | N/A      | 0.0000% | $65000.00          | $53035.58          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2025-10-02      | N/A      | 0.0000% | $100.00            | $99.65             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-02-19      | N/A      | 0.0000% | $100.00            | $98.17             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2025-10-09      | N/A      | 0.0000% | $58699000.00       | $58445831.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2025-09-16      | N/A      | 0.0000% | $48197100.00       | $48117189.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-08-06      | N/A      | 0.0000% | $339900.00         | $328100.71         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-01-29      | N/A      | 0.0000% | $1441000.00        | $1417771.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2025-11-04      | N/A      | 0.0000% | $7204200.00        | $7152819.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2030-05-15      | 6.2500%  | 0.0000% | $1000.00           | $1126.89           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-08-15      | 2.2500%  | 0.0000% | $3500.00           | $2160.82           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2051-11-15      | 1.8750%  | 0.0000% | $40720600.00       | $22366962.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-01-15      | 0.8750%  | 0.0000% | $999600.00         | $1274103.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-04-30      | 2.3750%  | 0.0000% | $850100.00         | $847707.91         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-09-30      | 0.8750%  | 0.0000% | $100.00            | $97.23             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2025-12-15      | 4.0000%  | 0.0000% | $100.00            | $100.79            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-06-15      | 4.1250%  | 0.0000% | $23774900.00       | $24007011.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-07-15      | 1.3750%  | 0.0000% | $1000100.00        | $1048834.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-09-15      | 4.6250%  | 0.0000% | $2843900.00        | $2925777.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-09-30      | 4.6250%  | 0.0000% | $1133100.00        | $1201383.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2025-10-31      | 5.0000%  | 0.0000% | $1242900.00        | $1264836.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-11-30      | 4.3750%  | 0.0000% | $273200.00         | $282500.33         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-06-15      | 4.6250%  | 0.0000% | $100.00            | $102.58            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-08-15      | 4.2500%  | 0.0000% | $100.00            | $100.30            | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2038-11-15      | N/A      | 0.0000% | $5000.00           | $2642.05           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2038-11-15      | N/A      | 0.0000% | $3994000.00        | $2110469.54        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-03-15      | N/A      | 0.0000% | $38249000.00       | $30704805.49       | Agency Mortgage-Backed Securities  |

### Security 252: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL533, C.3 - LEI: 549300H8L46O, C.5 - Other ID: ARP1AL533_4.34_0902
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 3.1620%  | 0.0000% | $1058.00           | $914.99            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-04-01      | 5.5000%  | 0.0000% | $28727.00          | $1224.04           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $4227.00           | $3164.13           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.5000%  | 0.0000% | $8064.00           | $6285.19           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 7.0000%  | 0.0000% | $1001.00           | $860.06            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $1515.00           | $1022.59           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $5120.00           | $4546.33           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 6.5000%  | 0.0000% | $9008.00           | $7424.92           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $808.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-03-01      | 5.4100%  | 0.0000% | $1675206.00        | $1208818.07        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-06-01      | 6.0000%  | 0.0000% | $3974.00           | $68.40             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-12-01      | 3.4000%  | 0.0000% | $1000.00           | $724.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-09-01      | 3.4600%  | 0.0000% | $1035.00           | $855.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-09-01      | 3.3700%  | 0.0000% | $1310.00           | $1039.17           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-08-01      | 2.5700%  | 0.0000% | $1095.00           | $957.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-12-01      | 3.0200%  | 0.0000% | $1009.00           | $886.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-10-01      | 2.9400%  | 0.0000% | $1000.00           | $841.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-08-01      | 3.2100%  | 0.0000% | $1000.00           | $904.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-05-01      | 3.3300%  | 0.0000% | $1794977.00        | $1541920.06        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-04-01      | 6.0000%  | 0.0000% | $4055.00           | $38.72             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $8000.00           | $6327.08           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-06-01      | 2.5000%  | 0.0000% | $10307.00          | $4672.82           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 2.0000%  | 0.0000% | $1000.00           | $487.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 4.5000%  | 0.0000% | $5000.00           | $3915.21           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1922.79           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $793.36            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $4000.00           | $3943.85           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1013.26           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.5000%  | 0.0000% | $7000.00           | $6589.19           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $7000.00           | $6206.65           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $6406.00           | $6058.68           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $591352.00         | $590912.39         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $8000.00           | $7746.23           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $953.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.5000%  | 0.0000% | $10275.00          | $5722.45           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $178805.00         | $135897.48         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-11-01      | 6.0000%  | 0.0000% | $1000.00           | $865.01            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.5000%  | 0.0000% | $7000.00           | $4836.04           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $39360.00          | $38565.46          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2050-08-15      | 1.3750%  | 0.0000% | $36734300.00       | $17749650.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $56.49             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2052-08-15      | 3.0000%  | 0.0000% | $391700.00         | $277273.97         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2053-05-15      | 3.6250%  | 0.0000% | $6953800.00        | $5630217.71        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-08-15      | 4.3750%  | 0.0000% | $627000.00         | $593118.43         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-05-31      | 0.5000%  | 0.0000% | $1868300.00        | $1771541.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-01-15      | 0.1250%  | 0.0000% | $1472800.00        | $1720607.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-04-30      | 0.7500%  | 0.0000% | $204200.00         | $200386.57         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-08-31      | 1.1250%  | 0.0000% | $200.00            | $187.16            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-09-30      | 0.8750%  | 0.0000% | $100.00            | $97.23             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-04-15      | 0.1250%  | 0.0000% | $176300.00         | $198723.49         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-03-31      | 3.6250%  | 0.0000% | $300.00            | $304.71            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-05-31      | 3.6250%  | 0.0000% | $61400.00          | $61982.63          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-09-30      | 4.6250%  | 0.0000% | $56800.00          | $60222.90          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2033-11-15      | 4.5000%  | 0.0000% | $1601100.00        | $1671293.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note         | 2026-01-31      | 4.3884%  | 0.0000% | $1385100.00        | $1390821.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-01-31      | 4.0000%  | 0.0000% | $1999900.00        | $2029372.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-07-15      | 1.8750%  | 0.0000% | $543000.00         | $567039.95         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-08-15      | 3.8750%  | 0.0000% | $8855500.00        | $8690258.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-09-30      | 3.5000%  | 0.0000% | $224100.00         | $226503.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-10-31      | 4.1250%  | 0.0000% | $100.00            | $103.15            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-12-31      | 4.3750%  | 0.0000% | $2999900.00        | $3105370.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-01-15      | 4.2500%  | 0.0000% | $100.00            | $101.96            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-01-31      | 4.2500%  | 0.0000% | $1112200.00        | $1141763.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-03-15      | 3.8750%  | 0.0000% | $100.00            | $102.46            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-04-15      | 1.6250%  | 0.0000% | $153700.00         | $159923.77         | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2042-07-20      | 4.0000%  | 0.0000% | $1181991.00        | $472237.92         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-06-20      | 5.0000%  | 0.0000% | $3583368.00        | $2041372.42        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-06-20      | 4.0000%  | 0.0000% | $1711084.00        | $1005167.20        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-02-20      | 4.5000%  | 0.0000% | $1649507.00        | $1034799.09        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $1638207.00        | $981271.44         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-12-20      | 4.5000%  | 0.0000% | $3999892.00        | $1968489.75        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-05-20      | 4.5000%  | 0.0000% | $1282942.00        | $850246.15         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 4.0000%  | 0.0000% | $1124391.00        | $674039.57         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2072-05-20      | 6.6750%  | 0.0000% | $2993176.00        | $2039125.38        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-15      | 6.5000%  | 0.0000% | $4000.00           | $4247.73           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $5000.00           | $5271.76           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $3000.00           | $2833.87           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $5000.00           | $2379.39           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $834.05            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1008.00           | $884.94            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $5000.00           | $4578.09           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2073-08-20      | 6.5340%  | 0.0000% | $1001.00           | $391.58            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2073-08-20      | 6.5580%  | 0.0000% | $1003.00           | $421.18            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2073-11-20      | 6.5750%  | 0.0000% | $1000.00           | $607.62            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 7.3750%  | 0.0000% | $21836.00          | $23716.19          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.5000%  | 0.0000% | $6048.00           | $6520.17           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2075-04-20      | 6.6400%  | 0.0000% | $1000.00           | $1063.65           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $29000.00          | $30668.15          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1310633.00        | $1377218.98        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-01-20      | 4.5000%  | 0.0000% | $6146.00           | $313.94            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-06-20      | 4.5000%  | 0.0000% | $5122.00           | $212.18            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-06-20      | 5.0000%  | 0.0000% | $5040.00           | $3400.68           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $3000.00           | $2369.30           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-11-15      | 6.0000%  | 0.0000% | $6998.00           | $96.64             | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip                      | 2026-11-15      | N/A      | 0.0000% | $190900.00         | $183240.71         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-02-15      | 2.5000%  | 0.0000% | $1408100.00        | $980841.75         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2046-02-15      | 2.5000%  | 0.0000% | $7535100.00        | $5165304.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2047-02-15      | 3.0000%  | 0.0000% | $100.00            | $74.26             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $47.41             | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $6000.00           | $4763.51           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $715.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $7008.00           | $6327.35           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $34336.00          | $34367.10          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $9000.00           | $8716.46           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1015.86           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $8000.00           | $8291.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $994938.00         | $1038141.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $2347202.00        | $2374704.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $7000.00           | $7257.93           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $3000.00           | $3043.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $34616.00          | $35146.66          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2061-09-01      | 5.0000%  | 0.0000% | $4000.00           | $2569.51           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2061-09-01      | 5.5000%  | 0.0000% | $8149296.00        | $6148140.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-11-01      | 4.0000%  | 0.0000% | $9000.00           | $1359.41           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-10-01      | 3.5100%  | 0.0000% | $1000.00           | $958.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-06-01      | 2.9600%  | 0.0000% | $1072.00           | $910.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-09-01      | 2.3800%  | 0.0000% | $1000.00           | $941.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-09-01      | 2.3800%  | 0.0000% | $1055.00           | $952.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-04-01      | 4.0000%  | 0.0000% | $6048.00           | $3097.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-08-01      | 1.7546%  | 0.0000% | $1014.00           | $874.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $4096.00           | $1762.26           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-04-01      | 1.9800%  | 0.0000% | $1011.00           | $905.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-02-01      | 1.3400%  | 0.0000% | $1002.00           | $846.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-03-01      | 1.3800%  | 0.0000% | $1000.00           | $864.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-02-01      | 1.4800%  | 0.0000% | $1000.00           | $871.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-04-01      | 4.3850%  | 0.0000% | $61076.00          | $61096.80          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $9217.00           | $6424.66           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.5000%  | 0.0000% | $6000.00           | $4703.81           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $759.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $8064.00           | $5816.60           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 6.0000%  | 0.0000% | $8000.00           | $7191.82           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-10-01      | 5.2000%  | 0.0000% | $233270.00         | $242049.62         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-01-01      | 5.2400%  | 0.0000% | $1892283.00        | $1976651.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-12-01      | 4.4000%  | 0.0000% | $154783.00         | $155812.35         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-03-01      | 4.4200%  | 0.0000% | $9010.00           | $9077.89           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-11-01      | 4.4900%  | 0.0000% | $10001.00          | $10178.73          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-03-01      | 5.0700%  | 0.0000% | $2672991.00        | $2758447.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-11-01      | 4.9350%  | 0.0000% | $110620.00         | $113792.31         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-01-01      | 4.4500%  | 0.0000% | $16000.00          | $16263.00          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-02-01      | 5.1400%  | 0.0000% | $10000.00          | $10359.95          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-08-01      | 5.3600%  | 0.0000% | $13000.00          | $13713.55          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-04-01      | 4.7400%  | 0.0000% | $11230.00          | $11382.90          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-05-01      | 4.7700%  | 0.0000% | $40349.00          | $41098.44          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-05-01      | 5.0400%  | 0.0000% | $10000.00          | $10302.04          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-05-01      | 5.1200%  | 0.0000% | $6000.00           | $6245.75           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-05-01      | 5.1500%  | 0.0000% | $9000.00           | $9319.07           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-05-01      | 4.8900%  | 0.0000% | $13000.00          | $13313.07          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-08-01      | 4.6100%  | 0.0000% | $2126102.00        | $2172949.72        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-09-01      | 4.0000%  | 0.0000% | $6176.00           | $848.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $10128.00          | $5000.29           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $2000.00           | $1185.56           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $1130132.00        | $655089.75         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $1400000.00        | $878951.77         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $5000.00           | $4055.82           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 6.0000%  | 0.0000% | $5120.00           | $4071.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $794.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 7.0000%  | 0.0000% | $1024.00           | $852.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $57307.00          | $50141.03          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $6000.00           | $5494.63           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $135573.00         | $125161.72         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $3000.00           | $2789.36           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $30835072.00       | $28454850.04       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $61141007.00       | $61221851.21       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $484.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $893300.00         | $271613.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $5000.00           | $3116.59           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 3.0000%  | 0.0000% | $1001.00           | $470.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 3.5000%  | 0.0000% | $9000.00           | $5294.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $253500.00         | $206424.02         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 4.5000%  | 0.0000% | $106643.00         | $88493.71          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 4.5000%  | 0.0000% | $22008.00          | $17045.18          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 6.5000%  | 0.0000% | $1008.00           | $798.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 6.5000%  | 0.0000% | $1104.00           | $865.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $17840002.00       | $14153530.56       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 7.0000%  | 0.0000% | $2000.00           | $1667.76           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 6.5000%  | 0.0000% | $10000.00          | $8736.41           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $6475188.00        | $6683006.36        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $2239.00           | $2297.73           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 7.0000%  | 0.0000% | $4078.00           | $2665.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 6.0000%  | 0.0000% | $6000.00           | $4786.21           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-01-01      | 6.0000%  | 0.0000% | $7009.00           | $116.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-04-01      | 6.5000%  | 0.0000% | $7001.00           | $516.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-09-01      | 6.0000%  | 0.0000% | $8001.00           | $65.91             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $1811.00           | $299.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $1998.00           | $1067.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $5000.00           | $4399.45           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $9000.00           | $8065.17           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $7056.00           | $5469.42           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $8192.00           | $7583.50           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-12-01      | 6.0000%  | 0.0000% | $1000.00           | $826.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-04-01      | 6.0000%  | 0.0000% | $9004.00           | $127.40            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $6000.00           | $5880.24           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $6000.00           | $6071.31           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $9072.00           | $8920.35           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $64392.00          | $62594.47          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $5089.00           | $4673.28           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $3000.00           | $2902.61           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $5000.00           | $5138.71           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $48496949.00       | $48895101.39       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $8064.00           | $8268.84           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $2207636.00        | $2218098.41        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.0000%  | 0.0000% | $10096.00          | $9870.34           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $6144.00           | $6124.98           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.5000%  | 0.0000% | $1399.00           | $1371.71           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $775840.00         | $729648.25         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-12-20      | 3.0000%  | 0.0000% | $5045.00           | $714.34            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $7000.00           | $512.32            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $24305984.00       | $17187287.24       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 3.5000%  | 0.0000% | $6000.00           | $4232.19           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 3.5000%  | 0.0000% | $3072.00           | $2182.26           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $5040.00           | $3514.29           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $2696181.00        | $1593165.87        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $15889607.00       | $3495439.93        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $50077478.00       | $11120052.48       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $1001.00           | $329.49            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $4994.00           | $1312.97           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $379654.00         | $31426.32          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-15      | 2.5000%  | 0.0000% | $4053.00           | $2738.89           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 3.5000%  | 0.0000% | $3000.00           | $1564.20           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 4.0000%  | 0.0000% | $4000.00           | $3243.28           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $4195966.00        | $3070215.44        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $1377983.00        | $1161918.81        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $2726279.00        | $2050816.88        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $1703378.00        | $1094012.72        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-01-20      | 4.5000%  | 0.0000% | $3788593.00        | $1121519.14        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-11-20      | 4.0000%  | 0.0000% | $2003.00           | $896.22            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 4.0000%  | 0.0000% | $1236821.00        | $709602.12         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-10-20      | 3.5000%  | 0.0000% | $1885392.00        | $1342313.68        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-10-20      | 4.5000%  | 0.0000% | $1452815.00        | $312814.28         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-11-20      | 5.0000%  | 0.0000% | $10114531.00       | $6874845.09        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 4.0000%  | 0.0000% | $1110277.00        | $847455.69         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-06-20      | 5.0000%  | 0.0000% | $4213627.00        | $1684364.80        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 5.0000%  | 0.0000% | $3657595.00        | $1856325.94        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $2052147.00        | $977789.35         | Agency Mortgage-Backed Securities  |

### Security 253: Nomura Securities International, Inc.

- **C.1 - Title:** Nomura Securities International, Inc. 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL558, C.3 - LEI: OXTKY6Q8X53C, C.5 - Other ID: ARP1AL558_4.34_0902
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 Strip                      | 2031-11-15      | N/A      | 0.0000% | $31564164.00       | $24683839.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2026-02-15      | N/A      | 0.0000% | $62774010.00       | $61674460.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2027-08-15      | N/A      | 0.0000% | $39170000.14       | $36431742.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2027-11-15      | N/A      | 0.0000% | $52343.60          | $48262.58          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2028-05-15      | N/A      | 0.0000% | $52343.68          | $47405.58          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2029-05-15      | N/A      | 0.0000% | $90113.50          | $78532.38          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2029-11-15      | N/A      | 0.0000% | $55224270.00       | $47167214.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2030-05-15      | N/A      | 0.0000% | $8237600.68        | $6888866.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2037-05-15      | N/A      | 0.0000% | $99443336.74       | $58235410.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2037-08-15      | N/A      | 0.0000% | $38774784.06       | $22392476.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2052-02-15      | N/A      | 0.0000% | $8308840.98        | $2161520.05        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2039-05-15      | N/A      | 0.0000% | $52343.68          | $27251.11          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2052-11-15      | N/A      | 0.0000% | $25000000.00       | $6296425.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2044-02-15      | N/A      | 0.0000% | $52112.49          | $20336.69          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2044-05-15      | N/A      | 0.0000% | $52343.68          | $20142.58          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2044-08-15      | N/A      | 0.0000% | $58581740.00       | $22237042.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2046-11-15      | N/A      | 0.0000% | $43572731.00       | $14760175.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2049-02-15      | N/A      | 0.0000% | $10362300.00       | $3124440.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2051-02-15      | N/A      | 0.0000% | $283458.09         | $76997.14          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2051-08-15      | N/A      | 0.0000% | $24905185.90       | $6606150.37        | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2027-02-01      | 5.0000%  | 0.0000% | $4999900.00        | $11015.79          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-12-11      | 2.6250%  | 0.0000% | $20000.00          | $19785.97          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-06-12      | 0.8750%  | 0.0000% | $130000.00         | $127174.00         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-03-01      | 6.0000%  | 0.0000% | $151112400.00      | $286451.52         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-08-01      | 6.5000%  | 0.0000% | $40000000.00       | $28839.43          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2026-08-13      | 0.6700%  | 0.0000% | $20000.00          | $19390.56          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2036-09-02      | 2.2000%  | 0.0000% | $12567000.00       | $9965186.97        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-02-01      | 4.2570%  | 0.0000% | $117266400.00      | $225609.74         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2025-09-30      | 0.5500%  | 0.0000% | $2997000.00        | $2993752.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-06-01      | 6.5000%  | 0.0000% | $55000000.00       | $31689.61          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-08-01      | 6.5000%  | 0.0000% | $51638300.00       | $33387.59          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-02-01      | 7.0000%  | 0.0000% | $32033600.00       | $48925.81          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-12-01      | 7.0000%  | 0.0000% | $8167200.00        | $17580.84          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-02-01      | 6.5620%  | 0.0000% | $104323550.00      | $225751.82         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-04-01      | 4.2930%  | 0.0000% | $190762700.00      | $133825.96         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-11-01      | 4.2640%  | 0.0000% | $275160385.00      | $300103.33         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-12-01      | 4.2600%  | 0.0000% | $295388100.00      | $577678.48         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-07-01      | 6.5000%  | 0.0000% | $8878200.00        | $17793.23          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-08-01      | 6.5000%  | 0.0000% | $6319500.00        | $12730.46          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-12-01      | 8.0000%  | 0.0000% | $28433300.00       | $15512.73          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-05-01      | 6.5000%  | 0.0000% | $167397183.00      | $44532.15          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-03-01      | 4.7440%  | 0.0000% | $56014400.00       | $110870.96         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-08-01      | 7.0000%  | 0.0000% | $63716300.00       | $46253.39          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-05-01      | 7.0000%  | 0.0000% | $42087700.00       | $63148.72          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-07-01      | 6.5000%  | 0.0000% | $191997600.00      | $286288.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-07-01      | 7.0000%  | 0.0000% | $41480700.00       | $53201.32          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-11-01      | 7.0000%  | 0.0000% | $48880000.00       | $91930.87          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-09-01      | 5.7000%  | 0.0000% | $151496900.00      | $323592.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-12-01      | 7.0000%  | 0.0000% | $7564900.00        | $14201.37          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-09-01      | 6.6350%  | 0.0000% | $7697000.00        | $103989.25         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-12-01      | 6.4280%  | 0.0000% | $93140294.00       | $194164.86         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-05-01      | 4.6880%  | 0.0000% | $121679749.00      | $2872600.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-05-01      | 4.1880%  | 0.0000% | $65500000.00       | $1738522.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2063-03-01      | 5.0000%  | 0.0000% | $10967500.00       | $8630982.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-01-01      | 6.3630%  | 0.0000% | $9616900.00        | $169436.43         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2026-04-01      | 4.0000%  | 0.0000% | $6634100.00        | $12820.37          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-03-01      | 7.1980%  | 0.0000% | $2500000.00        | $41451.95          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $13300.00          | $10060.70          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-07-01      | 6.7470%  | 0.0000% | $2461900.00        | $56536.93          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-10-15      | 2.5000%  | 0.0000% | $627000.00         | $11812.63          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-12-20      | 4.7500%  | 0.0000% | $3058500.00        | $100929.51         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-11-20      | 3.0000%  | 0.0000% | $749000.00         | $25198.70          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-06-20      | 4.5000%  | 0.0000% | $485400.00         | $15550.79          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-01-20      | 5.0000%  | 0.0000% | $636300.00         | $17633.64          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-10-15      | 7.0000%  | 0.0000% | $536500.00         | $15147.72          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-04-15      | 6.0000%  | 0.0000% | $68709600.00       | $136343.19         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-04-15      | 6.0000%  | 0.0000% | $7312300.00        | $16212.63          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2032-06-15      | 7.0000%  | 0.0000% | $5682900.00        | $11124.34          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $1544424.00        | $44859.34          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-10-20      | 6.0000%  | 0.0000% | $1082400.00        | $24922.70          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-04-20      | 6.0000%  | 0.0000% | $467600.00         | $14266.57          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2026-04-20      | 4.5000%  | 0.0000% | $8244300.00        | $12289.21          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-12-15      | 7.0000%  | 0.0000% | $95307700.00       | $11698.98          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2030-07-20      | 5.0000%  | 0.0000% | $2000000.00        | $63336.93          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-09-15      | 7.0000%  | 0.0000% | $13396200.00       | $11850.96          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-12-15      | 8.0000%  | 0.0000% | $106672200.00      | $27170.03          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-07-15      | 7.0000%  | 0.0000% | $81876200.00       | $13839.20          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-11-15      | 4.7500%  | 0.0000% | $4074100.00        | $96346.92          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip                      | 2028-08-15      | N/A      | 0.0000% | $334400.00         | $301201.77         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2029-08-15      | N/A      | 0.0000% | $1499000.00        | $1298580.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2047-02-15      | N/A      | 0.0000% | $518300.00         | $177001.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2049-02-15      | N/A      | 0.0000% | $200000.00         | $61473.00          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2052-11-15      | N/A      | 0.0000% | $78999800.00       | $20435352.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2053-02-15      | N/A      | 0.0000% | $123100000.00      | $31374620.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2053-05-15      | N/A      | 0.0000% | $170200000.00      | $42865380.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-02-15      | 1.5000%  | 0.0000% | $1335000.00        | $1217906.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-02-29      | 1.1250%  | 0.0000% | $9481200.00        | $8974324.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-08-31      | 0.7500%  | 0.0000% | $523100.00         | $508892.20         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-05-15      | 4.2500%  | 0.0000% | $16277000.00       | $16549995.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2031-08-15      | N/A      | 0.0000% | $30204929.99       | $23901281.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2031-05-15      | N/A      | 0.0000% | $23616780.00       | $18898477.99       | U.S. Treasuries (including strips) |

### Security 254: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets Securities, Inc. 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL566, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP1AL566_4.33_0902
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-08-31      | 1.1250%  | 0.0000% | $7930600.00        | $7421692.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 2.6250%  | 0.0000% | $45471700.00       | $43894132.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-15      | 4.5000%  | 0.0000% | $1128400.00        | $1140107.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-15      | 4.2500%  | 0.0000% | $41056200.00       | $42169918.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-09-30      | 3.5000%  | 0.0000% | $43170900.00       | $43552482.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-15      | 3.8750%  | 0.0000% | $38894000.00       | $39650095.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 4.1250%  | 0.0000% | $41551700.00       | $42488516.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.8750%  | 0.0000% | $41933200.00       | $42525797.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-08-15      | 4.2500%  | 0.0000% | $43175900.00       | $43304557.62       | U.S. Treasuries (including strips) |

### Security 255: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL590, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1AL590_4.34_0902
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2046-05-01      | 3.0000%  | 0.0000% | $407803026.00      | $60078277.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $217713653.00      | $59481500.60       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $143613832.00      | $41385165.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.0000%  | 0.0000% | $119444970.00      | $36146923.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $456079774.00      | $60408132.77       | Agency Mortgage-Backed Securities |

### Security 256: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets Securities, Inc. 4.350000%
- **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: ARP1AL5A7, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP1AL5A7_4.35_0902
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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.      | 2048-09-01      | 4.5000%  | 0.0000% | $304050600.00      | $49033672.39       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 4.5000%  | 0.0000% | $121656574.00      | $96832453.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $150804954.00      | $54345413.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $85308817.00       | $66477512.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $64211211.00       | $52231797.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $49216510.00       | $40995215.60       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $98307652.00       | $83010040.23       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $70994075.00       | $65890312.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $113709198.00      | $106968802.27      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $99193823.00       | $101780433.53      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $66973178.00       | $68421257.19       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.0000%  | 0.0000% | $90183542.00       | $89936248.71       | Agency Mortgage-Backed Securities |

### Security 257: MUFG Securities Canada Ltd.

- **C.1 - Title:** MUFG Securities Canada Ltd. 4.350000%
- **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: ARP1AL5B5, C.3 - LEI: 549300Y1PMK3, C.5 - Other ID: ARP1AL5B5_4.35_0902
- **C.18 - Value (incl. sponsor support):** $1700000000.00
- **C.18.a - Value (excl. sponsor support):** $1700000000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $338773.00         | $237962.23         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 3.0000%  | 0.0000% | $1014.00           | $706.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $9171040.00        | $7090615.98        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $4192764.00        | $2697268.38        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $818.38            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $141900.00         | $108840.99         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $1016.00           | $1055.46           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.5000%  | 0.0000% | $6642589.00        | $3355910.11        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 2.5000%  | 0.0000% | $5678252.00        | $3812059.77        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $24000000.00       | $21167750.25       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $863.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $5370.00           | $4510.88           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-08-06      | 4.0000%  | 0.0000% | $5000.00           | $4983.14           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2026-08-26      | 4.0000%  | 0.0000% | $4259000.00        | $4254312.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-11-05      | 4.6200%  | 0.0000% | $20301000.00       | $20409864.11       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 4.5000%  | 0.0000% | $11336443.00       | $964851.55         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-12-01      | 3.0300%  | 0.0000% | $25644.00          | $23998.85          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-09-01      | 3.5000%  | 0.0000% | $1097214.00        | $254283.70         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-02-01      | 4.0000%  | 0.0000% | $10392623.00       | $820022.97         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-03-01      | 4.4870%  | 0.0000% | $1424.00           | $19.85             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-08-01      | 6.2900%  | 0.0000% | $83619541.00       | $381351.39         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $21419920.00       | $21007736.81       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $10048.00          | $9874.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-12-01      | 4.0000%  | 0.0000% | $976199.00         | $217246.70         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2064-06-01      | 2.5000%  | 0.0000% | $8125260.00        | $6405233.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-06-01      | 3.5000%  | 0.0000% | $1000.00           | $344.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2057-01-01      | 3.5000%  | 0.0000% | $50988201.00       | $14868061.44       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2058-01-01      | 3.5000%  | 0.0000% | $1000.00           | $416.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-10-01      | 2.0000%  | 0.0000% | $11933993.00       | $4937771.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $9320000.00        | $5258498.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $14395616.00       | $4791818.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $15000000.00       | $4185082.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $197.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $5178774.00        | $1715575.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $1011.00           | $350.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $195.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $16587604.00       | $6656010.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $27624672.00       | $16025273.53       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $1024.00           | $589.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $14997000.00       | $8821058.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $9466.00           | $5549.25           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $166900.00         | $107614.43         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1024.00           | $633.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $1114.00           | $791.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $2024.00           | $1515.05           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $2465172.00        | $1971721.91        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $549.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $2720781.00        | $1066897.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $794.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $1023.00           | $856.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-05-01      | 3.5000%  | 0.0000% | $1000.00           | $176.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $185.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1008.00           | $529.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-01-01      | 1.5000%  | 0.0000% | $5680222.00        | $3325660.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-01-01      | 2.0000%  | 0.0000% | $1001.00           | $566.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $2030.00           | $1556.58           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $3924304.00        | $3120061.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $3713728.00        | $2985161.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $30801568.00       | $23321900.99       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1769700.00        | $1496004.38        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 6.5000%  | 0.0000% | $12320.00          | $10584.73          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $285328.00         | $221945.33         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $6652622.00        | $5442285.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $24302202.00       | $21644896.99       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.0000%  | 0.0000% | $66834528.00       | $63008951.17       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $40313492.00       | $38196069.50       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-02-01      | 3.5000%  | 0.0000% | $25000000.00       | $5735541.19        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $12451703.00       | $3693532.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $7862256.00        | $4941106.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 4.5000%  | 0.0000% | $1000.00           | $550.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $21747240.00       | $15753638.99       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $46002856.00       | $35287733.10       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $129930.00         | $105754.41         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $2008.00           | $1412.92           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $11204608.00       | $7930918.81        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $848549.00         | $661653.63         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $7805100.00        | $6085869.28        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1575552.00        | $1413958.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $12072432.00       | $11757099.64       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 5.5000%  | 0.0000% | $72751432.00       | $701078.87         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-09-01      | 7.4800%  | 0.0000% | $20003606.00       | $566221.54         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 1.5000%  | 0.0000% | $41207400.00       | $25082455.80       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-07-01      | 2.0000%  | 0.0000% | $14993000.00       | $8856209.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-05-01      | 2.5000%  | 0.0000% | $1000.00           | $596.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-06-01      | 2.5000%  | 0.0000% | $1226920.00        | $611333.14         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $14994000.00       | $8733281.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-05-01      | 2.5000%  | 0.0000% | $1000.00           | $684.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $5577900.00        | $4293196.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $28632117.00       | $23760645.00       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $2304.00           | $1833.54           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1207.00           | $1217.80           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $24446792.00       | $23626937.80       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 7.5000%  | 0.0000% | $13968400.00       | $8281547.91        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 7.0000%  | 0.0000% | $1146.00           | $1043.92           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $80589133.00       | $73980985.84       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $340300.00         | $344186.49         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $7898816.00        | $8083926.52        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $29992900.00       | $3619818.99        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 2.5000%  | 0.0000% | $22744876.00       | $4650611.46        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $2000.00           | $332.14            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $48189056.00       | $11775304.51       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $191751000.00      | $48755183.88       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $9994000.00        | $6371580.19        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $1750329.00        | $1114369.95        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $14055079.00       | $9800319.79        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $6500.00           | $5173.46           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $203933113.00      | $162615199.59      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 4.0000%  | 0.0000% | $15713319.00       | $11731353.76       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $367465.00         | $280350.56         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $3023584.00        | $2307378.99        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $1077986.00        | $641897.62         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $23128992.00       | $17543851.29       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $48248200.00       | $44803382.66       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $26292900.00       | $17251008.48       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2026-12-31      | 1.2500%  | 0.0000% | $100.00            | $96.95             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-11-30      | 3.8750%  | 0.0000% | $999800.00         | $1017413.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-03-15      | 4.6250%  | 0.0000% | $409900.00         | $419929.21         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-04-15      | 3.7500%  | 0.0000% | $100.00            | $101.24            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-11-30      | 4.1250%  | 0.0000% | $1989300.00        | $2038110.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-01-15      | 2.1250%  | 0.0000% | $9216300.00        | $9702578.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-03-15      | 3.8750%  | 0.0000% | $13888000.00       | $14229865.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-05-31      | 4.0000%  | 0.0000% | $600.00            | $613.99            | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2037-07-01      | 5.5000%  | 0.0000% | $21485063.00       | $518229.53         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 4.0000%  | 0.0000% | $37394852.00       | $1806003.10        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-01-01      | 3.5000%  | 0.0000% | $5476855.00        | $843795.06         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 4.0000%  | 0.0000% | $430100.00         | $66987.83          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-07-01      | 3.0000%  | 0.0000% | $127957797.00      | $20726661.61       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-06-01      | 4.0000%  | 0.0000% | $165199.00         | $43630.09          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-01-01      | 1.5000%  | 0.0000% | $25686390.00       | $12162391.16       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-02-01      | 2.0000%  | 0.0000% | $19321332.00       | $11816807.48       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 2.5000%  | 0.0000% | $9684514.00        | $4644787.30        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $36858900.00       | $22818268.15       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-03-01      | 3.0000%  | 0.0000% | $12273726.00       | $2112389.98        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 2.0000%  | 0.0000% | $19989800.00       | $14068500.09       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $17995000.00       | $14060581.65       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 6.0000%  | 0.0000% | $3817220.00        | $2952463.20        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $36793454.00       | $30042438.20       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $70100.00          | $65142.19          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 5.5000%  | 0.0000% | $3088.00           | $2815.68           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $19999000.00       | $18117202.52       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.0000%  | 0.0000% | $33644800.00       | $30605762.87       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 5.5000%  | 0.0000% | $1024.00           | $945.85            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 1.5000%  | 0.0000% | $1001.00           | $544.07            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $63323483.00       | $48458645.59       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.0000%  | 0.0000% | $2188152.00        | $1769234.54        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 4.5000%  | 0.0000% | $1000.00           | $865.51            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-06-01      | 4.5000%  | 0.0000% | $50006515.00       | $1840227.61        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 4.0000%  | 0.0000% | $1026.00           | $210.28            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.5000%  | 0.0000% | $35930832.00       | $15207711.37       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $502.85            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.5000%  | 0.0000% | $3171184.00        | $1603216.27        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 3.0000%  | 0.0000% | $13263828.00       | $7481613.00        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2053-02-15      | 1.5000%  | 0.0000% | $4999900.00        | $4195004.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-02-15      | 3.8750%  | 0.0000% | $200.00            | $177.76            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2055-02-15      | 2.3750%  | 0.0000% | $1000.00           | $967.27            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-05-15      | 5.0000%  | 0.0000% | $28892000.00       | $29757984.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-05-15      | 2.3750%  | 0.0000% | $9643400.00        | $9293479.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-07-15      | 0.1250%  | 0.0000% | $200.00            | $267.93            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-05-15      | 2.3750%  | 0.0000% | $42658800.00       | $42037049.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-08-31      | 0.5000%  | 0.0000% | $727800.00         | $686112.94         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-02-28      | 0.5000%  | 0.0000% | $11804600.00       | $11629700.99       | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $76662.00          | $61742.49          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 5.0000%  | 0.0000% | $229373207.00      | $198249604.60      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $5657474.00        | $2994918.58        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $16654206.00       | $13981448.89       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 4.5000%  | 0.0000% | $70210600.00       | $63917448.09       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $14782477.00       | $13269644.91       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1008.00           | $596.89            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $1000.00           | $746.64            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 3.5000%  | 0.0000% | $27952350.00       | $23211652.99       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 4.0000%  | 0.0000% | $14826720.00       | $11813592.55       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 5.0000%  | 0.0000% | $2131200.00        | $2034550.01        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 4.5000%  | 0.0000% | $2024.00           | $1889.78           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $43487300.00       | $41617077.48       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $1601189.00        | $1433824.15        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $6834742.00        | $6705708.92        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $4706000.00        | $4661077.90        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $21888221.00       | $15860849.71       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $3321884.00        | $2648563.75        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $50000000.00       | $9075794.77        | Agency Mortgage-Backed Securities  |

### Security 258: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL5D1, C.3 - LEI: VYVVCKR63DVZ, C.5 - Other ID: ARP1AL5D1_4.33_0902
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 Bill               | 2026-03-19      | N/A      | 0.0000% | $100.00            | $97.86             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-12-23      | N/A      | 0.0000% | $1200.00           | $1184.43           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2037-02-15      | 4.7500%  | 0.0000% | $493400.00         | $514952.73         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2039-08-15      | 4.5000%  | 0.0000% | $10932300.00       | $10901481.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-05-15      | 4.3750%  | 0.0000% | $9554900.00        | $9362243.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-08-15      | 3.6250%  | 0.0000% | $68766200.00       | $59011650.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-11-15      | 3.0000%  | 0.0000% | $65621000.00       | $50881493.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-08-15      | 1.1250%  | 0.0000% | $41588100.00       | $25711967.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2052-08-15      | 3.0000%  | 0.0000% | $26472900.00       | $18906714.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2055-02-15      | 4.6250%  | 0.0000% | $334000.00         | $321331.22         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2025-09-30      | 3.0000%  | 0.0000% | $14547400.00       | $14709706.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-05-15      | 0.6250%  | 0.0000% | $8540100.00        | $7433254.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-30      | 2.7500%  | 0.0000% | $21414500.00       | $21276892.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-06-30      | 4.0000%  | 0.0000% | $110030200.00      | $111925551.55      | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2025-10-31      | 4.3134%  | 0.0000% | $16213000.00       | $16271925.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-11-30      | 4.2500%  | 0.0000% | $67311700.00       | $68359798.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-02-29      | 4.1250%  | 0.0000% | $5581900.00        | $5774480.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-04-30      | 4.3034%  | 0.0000% | $900.00            | $902.54            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-30      | 3.7500%  | 0.0000% | $12559900.00       | $12723055.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-04-30      | 4.0000%  | 0.0000% | $9428600.00        | $9610403.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-06-15      | 3.8750%  | 0.0000% | $65298300.00       | $66300927.58       | U.S. Treasuries (including strips) |

### Security 259: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL5E9, C.3 - LEI: 254900QX5Y2Z, C.5 - Other ID: ARP1AL5E9_4.34_0902
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 3.0000%  | 0.0000% | $33100596.00       | $25367387.34       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 7.0000%  | 0.0000% | $25784780.00       | $20100387.58       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $28390943.00       | $24690662.27       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $29511873.00       | $23216583.95       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 4.5000%  | 0.0000% | $79016442.00       | $22168848.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $33884694.00       | $23864590.48       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 4.0000%  | 0.0000% | $100054389.00      | $24416782.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 3.0000%  | 0.0000% | $35491033.00       | $25436992.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $26912127.00       | $23984406.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $53000000.00       | $25629857.31       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $28971901.00       | $25484426.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $21227960.00       | $19966796.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $25260177.00       | $24672278.72       | Agency Mortgage-Backed Securities |

### Security 260: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL5J8, C.3 - LEI: SUVUFHICNZMP, C.5 - Other ID: ARP1AL5J8_4.34_0902
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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.      | 2054-11-01      | 7.5000%  | 0.0000% | $27728408.00       | $22795402.59       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $28808335.00       | $25284846.24       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.5000%  | 0.0000% | $33586132.00       | $26569376.98       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $33594390.00       | $25725337.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2059-01-01      | 4.5000%  | 0.0000% | $71829752.00       | $25440705.39       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $49452000.00       | $26331124.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 2.0000%  | 0.0000% | $37587000.00       | $23969892.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $35074000.00       | $22989276.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 7.0000%  | 0.0000% | $29605000.00       | $23010765.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.5000%  | 0.0000% | $25320000.00       | $22949423.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.0000%  | 0.0000% | $7858411.00        | $7348689.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $26442047.00       | $22899522.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 7.0000%  | 0.0000% | $28834000.00       | $23634216.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 7.0000%  | 0.0000% | $28891822.00       | $23620189.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $15494561.00       | $15485928.95       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 2.0000%  | 0.0000% | $56273000.00       | $24099762.62       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $26406239.00       | $26031594.88       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $23534771.00       | $23813944.15       | Agency Mortgage-Backed Securities |

### Security 261: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL5M1, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1AL5M1_4.34_0902
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2060-01-15      | 4.7500%  | 0.0000% | $1000.00           | $987.56            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2025-08-31      | 2.7500%  | 0.0000% | $100.00            | $101.35            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-09-30      | 3.0000%  | 0.0000% | $4847800.00        | $4901887.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-09-30      | 0.2500%  | 0.0000% | $96400.00          | $96159.14          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-10-15      | 0.1250%  | 0.0000% | $201571500.00      | $249999981.94      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-09-15      | 3.5000%  | 0.0000% | $1800.00           | $1828.00           | U.S. Treasuries (including strips) |

### Security 262: Deutsche Bank Securities, Inc.

- **C.1 - Title:** Deutsche Bank Securities, Inc. 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL5N9, C.3 - LEI: 9J6MBOOO7BEC, C.5 - Other ID: ARP1AL5N9_4.33_0902
- **C.18 - Value (incl. sponsor support):** $2110000000.00
- **C.18.a - Value (excl. sponsor support):** $2110000000.00
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 Bond | 2028-04-15      | 3.6250%  | 0.0000% | $22693500.00       | $48989590.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2029-04-15      | 3.8750%  | 0.0000% | $2770500.00        | $6061263.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2032-04-15      | 3.3750%  | 0.0000% | $2062100.00        | $4270455.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2026-01-15      | 2.0000%  | 0.0000% | $240878600.00      | $392634187.17      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2027-01-15      | 2.3750%  | 0.0000% | $3474700.00        | $5681700.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2028-01-15      | 1.7500%  | 0.0000% | $15469300.00       | $24330970.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2029-01-15      | 2.5000%  | 0.0000% | $3421400.00        | $5413016.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-02-15      | 2.1250%  | 0.0000% | $7147400.00        | $10653554.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-02-15      | 2.1250%  | 0.0000% | $3244400.00        | $4713607.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 0.7500%  | 0.0000% | $9828900.00        | $10963109.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 0.6250%  | 0.0000% | $81585700.00       | $85438706.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-02-15      | 1.3750%  | 0.0000% | $27575100.00       | $32063618.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-02-15      | 0.7500%  | 0.0000% | $18549900.00       | $18523701.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-02-15      | 1.0000%  | 0.0000% | $4371000.00        | $4485876.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-02-15      | 0.8750%  | 0.0000% | $13996700.00       | $13489691.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-02-15      | 1.0000%  | 0.0000% | $11467100.00       | $10968108.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-02-15      | 1.0000%  | 0.0000% | $1429900.00        | $1318546.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-02-15      | 0.2500%  | 0.0000% | $11763400.00       | $8456321.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-02-15      | 0.1250%  | 0.0000% | $18152700.00       | $12075554.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-02-15      | 0.1250%  | 0.0000% | $45566800.00       | $27683931.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-02-15      | 1.5000%  | 0.0000% | $196138000.00      | $165888441.27      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-02-15      | 2.1250%  | 0.0000% | $33376600.00       | $31615965.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-15      | 0.2500%  | 0.0000% | $194615500.00      | $239077110.81      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-10-15      | 0.1250%  | 0.0000% | $547872300.00      | $679501145.20      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-15      | 0.1250%  | 0.0000% | $262426000.00      | $307901825.82      | U.S. Treasuries (including strips) |

### Security 263: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL5O7, C.3 - LEI: SUVUFHICNZMP, C.5 - Other ID: ARP1AL5O7_4.33_0902
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 Strip              | 2053-08-15      | N/A      | 0.0000% | $396000.00         | $98804.38          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-05-15      | 2.8750%  | 0.0000% | $34044000.00       | $33679193.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-08-15      | 2.8750%  | 0.0000% | $398800.00         | $391076.74         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-11-15      | 3.1250%  | 0.0000% | $79400.00          | $78930.38          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2025-11-30      | 2.8750%  | 0.0000% | $76000.00          | $76284.98          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-02-28      | 2.5000%  | 0.0000% | $5958800.00        | $5985460.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-06-30      | 1.8750%  | 0.0000% | $96600.00          | $95241.81          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-31      | 1.8750%  | 0.0000% | $71902500.00       | $70685735.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-08-15      | 1.6250%  | 0.0000% | $4486800.00        | $4165420.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-10-31      | 1.6250%  | 0.0000% | $63900.00          | $62627.18          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-12-31      | 1.7500%  | 0.0000% | $384800.00         | $375749.21         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-05-15      | 0.6250%  | 0.0000% | $2343200.00        | $2039507.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-07-31      | 0.3750%  | 0.0000% | $7671200.00        | $7209328.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2025-10-31      | 0.2500%  | 0.0000% | $1227100.00        | $1219396.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-11-30      | 0.6250%  | 0.0000% | $752000.00         | $704811.92         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2025-12-31      | 0.3750%  | 0.0000% | $277000.00         | $273678.05         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-02-29      | 1.1250%  | 0.0000% | $70000000.00       | $66257720.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-02-28      | 0.5000%  | 0.0000% | $2315500.00        | $2280125.71        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-03-31      | 1.2500%  | 0.0000% | $371100.00         | $351511.89         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-05-31      | 1.2500%  | 0.0000% | $905500.00         | $852662.96         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-08-15      | 1.2500%  | 0.0000% | $3716500.00        | $3212637.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-08-31      | 1.1250%  | 0.0000% | $25563400.00       | $23910697.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-08-31      | 0.7500%  | 0.0000% | $7315300.00        | $7116610.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-09-30      | 1.2500%  | 0.0000% | $4859400.00        | $4550940.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-09-30      | 0.8750%  | 0.0000% | $9476500.00        | $9210598.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-10-31      | 1.3750%  | 0.0000% | $90400.00          | $84784.35          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-02-28      | 1.8750%  | 0.0000% | $5900200.00        | $5794404.09        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-03-31      | 2.3750%  | 0.0000% | $5000000.00        | $4838832.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-04-30      | 2.8750%  | 0.0000% | $57030200.00       | $56087840.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-05-15      | 2.8750%  | 0.0000% | $80845600.00       | $76623135.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-31      | 2.6250%  | 0.0000% | $30000.00          | $29649.60          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-06-30      | 3.2500%  | 0.0000% | $384100.00         | $380762.52         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-06-30      | 3.2500%  | 0.0000% | $43116000.00       | $43021227.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-08-15      | 2.7500%  | 0.0000% | $21893000.00       | $20356028.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-09-30      | 4.1250%  | 0.0000% | $14849000.00       | $15242965.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-10-31      | 4.0000%  | 0.0000% | $17681100.00       | $18146080.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-11-15      | 4.1250%  | 0.0000% | $4900.00           | $5014.32           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-11-30      | 3.8750%  | 0.0000% | $619900.00         | $630818.72         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2025-12-15      | 4.0000%  | 0.0000% | $47000.00          | $47371.95          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-01-31      | 3.5000%  | 0.0000% | $573100.00         | $570606.53         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-03-31      | 3.6250%  | 0.0000% | $13835000.00       | $14007323.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-05-31      | 3.7500%  | 0.0000% | $8606100.00        | $8706286.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-06-30      | 3.7500%  | 0.0000% | $11699400.00       | $11796553.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-06-30      | 4.0000%  | 0.0000% | $1140000.00        | $1159637.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-15      | 4.5000%  | 0.0000% | $10400.00          | $10508.02          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-07-31      | 4.0000%  | 0.0000% | $13241700.00       | $13455171.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-09-30      | 4.6250%  | 0.0000% | $14593900.00       | $15300993.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2025-09-30      | 5.0000%  | 0.0000% | $100.00            | $102.11            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-11-30      | 4.3750%  | 0.0000% | $20645900.00       | $21487389.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-11-30      | 4.3750%  | 0.0000% | $25918300.00       | $26796546.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-12-31      | 3.7500%  | 0.0000% | $18538700.00       | $18654940.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-01-31      | 4.2500%  | 0.0000% | $14897300.00       | $14950113.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-01-31      | 4.0000%  | 0.0000% | $93623500.00       | $95030115.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-02-28      | 4.2500%  | 0.0000% | $103474900.00      | $108151864.30      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-02-28      | 4.2500%  | 0.0000% | $9559900.00        | $9956521.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-15      | 4.5000%  | 0.0000% | $39300.00          | $40438.69          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-15      | 4.5000%  | 0.0000% | $27170300.00       | $27875775.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-05-31      | 4.8750%  | 0.0000% | $11394900.00       | $11604494.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-05-31      | 4.5000%  | 0.0000% | $44228600.00       | $46041290.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-05-31      | 4.6250%  | 0.0000% | $95846900.00       | $101002787.60      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-06-30      | 4.2500%  | 0.0000% | $55442600.00       | $57019905.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-06-30      | 4.6250%  | 0.0000% | $4063700.00        | $4116490.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-31      | 4.3750%  | 0.0000% | $22023100.00       | $22186460.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-08-31      | 3.6250%  | 0.0000% | $517500.00         | $526353.38         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-09-15      | 3.3750%  | 0.0000% | $3200.00           | $3232.40           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-09-30      | 3.5000%  | 0.0000% | $15751700.00       | $15916461.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-10-31      | 4.3484%  | 0.0000% | $3353800.00        | $3366271.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-02-29      | 4.1250%  | 0.0000% | $78529400.00       | $81238728.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-07-31      | 3.8750%  | 0.0000% | $4875300.00        | $4928653.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $94000.00          | $58949.47          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-11-15      | N/A      | 0.0000% | $106000.00         | $67416.42          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-05-15      | N/A      | 0.0000% | $3000.00           | $1756.84           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2038-05-15      | N/A      | 0.0000% | $10000.00          | $5527.47           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2038-08-15      | N/A      | 0.0000% | $12000.00          | $6546.65           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-11-15      | N/A      | 0.0000% | $5000.00           | $2295.49           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-05-15      | N/A      | 0.0000% | $20000.00          | $8383.66           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $200000.00         | $75970.40          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-05-15      | N/A      | 0.0000% | $7000.00           | $2359.62           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-02-15      | N/A      | 0.0000% | $60000.00          | $19400.10          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2049-02-15      | N/A      | 0.0000% | $9000.00           | $2766.28           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-05-15      | N/A      | 0.0000% | $13000.00          | $3819.11           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-02-15      | N/A      | 0.0000% | $22000.00          | $11632.04          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-05-15      | N/A      | 0.0000% | $8000.00           | $4164.95           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-08-15      | N/A      | 0.0000% | $80395.91          | $41197.68          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-05-15      | N/A      | 0.0000% | $10000.00          | $2479.89           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-08-15      | N/A      | 0.0000% | $40000.00          | $9826.48           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $44000.00          | $21186.70          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-11-15      | N/A      | 0.0000% | $117943.26         | $55958.30          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-02-15      | N/A      | 0.0000% | $90108.24          | $42130.29          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-08-15      | N/A      | 0.0000% | $5000.00           | $2268.18           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-11-15      | N/A      | 0.0000% | $150000.00         | $67048.20          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-11-15      | N/A      | 0.0000% | $40000.00          | $16799.92          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-02-15      | N/A      | 0.0000% | $14000.00          | $5794.18           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-05-15      | N/A      | 0.0000% | $100000.00         | $40755.20          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-08-15      | N/A      | 0.0000% | $262287.64         | $105326.32         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-02-15      | N/A      | 0.0000% | $18000.00          | $7024.43           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-05-15      | N/A      | 0.0000% | $95000.00          | $36557.33          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-08-15      | N/A      | 0.0000% | $645000.00         | $244835.55         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-11-15      | N/A      | 0.0000% | $630000.00         | $236445.30         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $310000.00         | $114710.54         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-11-15      | N/A      | 0.0000% | $167000.00         | $59411.25          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-02-15      | N/A      | 0.0000% | $36000.00          | $12665.66          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-05-15      | N/A      | 0.0000% | $82000.00          | $28513.29          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-08-15      | N/A      | 0.0000% | $776000.00         | $266624.29         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-11-15      | N/A      | 0.0000% | $240000.00         | $81299.52          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-02-15      | N/A      | 0.0000% | $79000.00          | $26407.17          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-11-15      | N/A      | 0.0000% | $7000.00           | $2253.97           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-08-15      | N/A      | 0.0000% | $62000.00          | $19178.21          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-11-15      | N/A      | 0.0000% | $27000.00          | $8249.42           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-08-15      | N/A      | 0.0000% | $10000.00          | $2795.73           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-08-15      | N/A      | 0.0000% | $100000.00         | $26525.20          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2055-05-15      | N/A      | 0.0000% | $300000.00         | $69110.70          | U.S. Treasuries (including strips) |

### Security 264: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL7D9, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1AL7D9_4.33_0902
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 Bond | 2055-02-15      | 2.3750%  | 0.0000% | $1000.00           | $975.13            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 0.8750%  | 0.0000% | $1000.00           | $971.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $97766000.00       | $101997041.47      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 3.5000%  | 0.0000% | $200.00            | $202.09            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $800.00            | $810.03            | U.S. Treasuries (including strips) |

### Security 265: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL7F4, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP1AL7F4_4.33_0902
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2034-11-15      | 4.2500%  | 0.0000% | $60006100.00       | $61200092.26       | U.S. Treasuries (including strips) |

### Security 266: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL7H0, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP1AL7H0_4.33_0902
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-02-15      | 2.2500%  | 0.0000% | $201382000.00      | $197269372.36      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 4.1250%  | 0.0000% | $106370100.00      | $108730643.21      | U.S. Treasuries (including strips) |

### Security 267: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL7J6, C.3 - LEI: VYVVCKR63DVZ, C.5 - Other ID: ARP1AL7J6_4.34_0902
- **C.18 - Value (incl. sponsor support):** $2826000000.00
- **C.18.a - Value (excl. sponsor support):** $2826000000.00
- **C.19 - Percentage of Net Assets:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-06-20      | 4.0000%  | 0.0000% | $289879423.00      | $270427562.36      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $614975718.00      | $620750723.57      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1212412381.00     | $1196671630.77     | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-02-20      | 3.5000%  | 0.0000% | $3608690.00        | $341332.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 3.5000%  | 0.0000% | $2585846.00        | $345688.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $500000.00         | $365780.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 4.5000%  | 0.0000% | $3507000.00        | $379308.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 6.0000%  | 0.0000% | $1145332.00        | $382800.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 2.5000%  | 0.0000% | $2575000.00        | $443866.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $429718.00         | $444542.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 3.5000%  | 0.0000% | $1164859.00        | $447519.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 3.5000%  | 0.0000% | $5613817.00        | $571878.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $800000.00         | $578968.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-04-20      | 3.5000%  | 0.0000% | $6404034.00        | $583891.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 4.0000%  | 0.0000% | $6950423.00        | $589899.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-20      | 4.0000%  | 0.0000% | $638071.00         | $621803.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $1522090.00        | $674990.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 2.5000%  | 0.0000% | $1018454.00        | $688384.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $1245354.00        | $778222.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $1049979.00        | $784201.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $964350.00         | $831907.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-11-20      | 4.0000%  | 0.0000% | $15931449.00       | $851677.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $1180000.00        | $880032.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 4.0000%  | 0.0000% | $1078000.00        | $896719.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-07-20      | 3.0000%  | 0.0000% | $8340000.00        | $919359.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $4327689.00        | $1017963.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1010628.00        | $1022007.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $1323963.00        | $1044474.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-05-20      | 1.5000%  | 0.0000% | $223418.00         | $137453.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 4.0000%  | 0.0000% | $475000.00         | $69309.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $90000.00          | $73891.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-04-20      | 2.0000%  | 0.0000% | $2000000.00        | $74309.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $165000.00         | $75945.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 6.0000%  | 0.0000% | $134160.00         | $80452.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 3.0000%  | 0.0000% | $115859.00         | $80712.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-09-20      | 4.0000%  | 0.0000% | $1180250.00        | $81756.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-08-20      | 4.5000%  | 0.0000% | $1783910.00        | $82316.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 6.5000%  | 0.0000% | $110000.00         | $84546.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 1.5000%  | 0.0000% | $135401.00         | $85660.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 7.0000%  | 0.0000% | $228000.00         | $93077.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-03-20      | 5.5000%  | 0.0000% | $930000.00         | $95638.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 4.5000%  | 0.0000% | $159275.00         | $101934.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-04-20      | 3.0000%  | 0.0000% | $2973556.00        | $106992.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-08-20      | 3.0000%  | 0.0000% | $960326.00         | $112494.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-02-20      | 3.5000%  | 0.0000% | $143992.00         | $120621.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $1590000.00        | $1088001.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1053430.00        | $1096495.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 6.5000%  | 0.0000% | $1504364.00        | $1101321.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-20      | 3.5000%  | 0.0000% | $13000000.00       | $1136854.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $1739531.00        | $1147599.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1101443.00        | $1160090.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 7.0000%  | 0.0000% | $1223611.00        | $1171331.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1136031.00        | $1185701.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1181374.00        | $1196162.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-04-20      | 3.5000%  | 0.0000% | $16056977.00       | $1197797.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1314460.00        | $1210527.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1171749.00        | $1224725.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1509444.00        | $1240533.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $1251358.00        | $1272922.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $2710928.00        | $1276340.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 4.0000%  | 0.0000% | $4196470.00        | $1286042.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $5715142.00        | $1292136.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-06-20      | 3.5000%  | 0.0000% | $14921445.00       | $1309538.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1243618.00        | $1312873.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1288815.00        | $1314878.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $1389642.00        | $1321887.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1874697.00        | $1322454.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $1286371.00        | $1328898.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1277476.00        | $1329336.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $1327862.00        | $1340398.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1294363.00        | $1354834.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $2041050.00        | $1395205.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $1513776.00        | $1445981.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 6.5000%  | 0.0000% | $2924969.00        | $1452673.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-03-20      | 4.0000%  | 0.0000% | $14650000.00       | $1459896.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1439791.00        | $1475090.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1463247.00        | $1512313.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-03-20      | 4.0000%  | 0.0000% | $28907631.00       | $1515568.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1477151.00        | $1552349.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 5.0000%  | 0.0000% | $1057719.00        | $135843.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $1673022.00        | $1609950.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1525770.00        | $1618566.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1571470.00        | $1632246.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1741465.00        | $1642046.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1598721.00        | $1684275.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $1638032.00        | $1698763.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-12-20      | 2.5000%  | 0.0000% | $4800000.00        | $1704542.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $1793209.00        | $1707627.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1631877.00        | $1710041.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1739332.00        | $1759081.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1710464.00        | $1760859.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1721512.00        | $1788991.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.5000%  | 0.0000% | $1821450.00        | $1805765.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1787746.00        | $1807003.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1764831.00        | $1823338.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $1922670.00        | $1881691.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $1823895.00        | $1901014.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 4.0000%  | 0.0000% | $2245677.00        | $1916637.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $1816275.00        | $1925789.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 3.0000%  | 0.0000% | $3597129.00        | $2004788.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $2012867.00        | $2040423.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-05-20      | 5.0000%  | 0.0000% | $35514285.00       | $2058447.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-02-20      | 4.0000%  | 0.0000% | $3011060.00        | $2154794.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 5.5000%  | 0.0000% | $2248957.00        | $2191192.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $3126871.00        | $2209127.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 3.0000%  | 0.0000% | $12860000.00       | $2226646.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $2282081.00        | $2386250.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $2320077.00        | $2386981.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $7285367.00        | $5594348.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-10-20      | 5.0000%  | 0.0000% | $200120000.00      | $5614532.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 3.0000%  | 0.0000% | $50000000.00       | $6189055.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $13000000.00       | $7062331.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-11-20      | 4.0000%  | 0.0000% | $130000000.00      | $7387700.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $7468500.00        | $7428925.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $8394854.00        | $7662157.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $50250251.00       | $52000199.26       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $106432201.00      | $81865599.87       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $109731293.00      | $108683830.05      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $167856510.00      | $172383076.50      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $425000000.00      | $245039302.69      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-20      | 3.0000%  | 0.0000% | $189550.00         | $20408.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 6.0000%  | 0.0000% | $250681.00         | $40699.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-06-20      | 4.0000%  | 0.0000% | $355435.00         | $42357.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 3.5000%  | 0.0000% | $60000.00          | $43146.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-20      | 4.0000%  | 0.0000% | $984140.00         | $44770.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.5000%  | 0.0000% | $50000.00          | $48890.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-08-20      | 4.5000%  | 0.0000% | $587965.00         | $54594.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-06-20      | 2.0000%  | 0.0000% | $152354.00         | $60808.30          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-10-20      | 4.0000%  | 0.0000% | $924132.00         | $60879.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-20      | 5.5000%  | 0.0000% | $512061.00         | $64540.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-10-20      | 7.0000%  | 0.0000% | $646757.00         | $583.18            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-06-20      | 5.5000%  | 0.0000% | $50000.00          | $621.95            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-12-20      | 5.0000%  | 0.0000% | $46000.00          | $774.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-08-20      | 7.0000%  | 0.0000% | $692384.00         | $1383.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-20      | 6.0000%  | 0.0000% | $150000.00         | $1883.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-20      | 4.0000%  | 0.0000% | $50000.00          | $2057.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 6.0000%  | 0.0000% | $25000.00          | $2709.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-09-20      | 5.0000%  | 0.0000% | $220238.00         | $3013.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-02-20      | 7.0000%  | 0.0000% | $107500.00         | $3082.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-07-20      | 5.0000%  | 0.0000% | $205000.00         | $3105.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-20      | 6.5000%  | 0.0000% | $70000.00          | $4421.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-09-20      | 3.0000%  | 0.0000% | $160000.00         | $9612.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-12-20      | 4.5000%  | 0.0000% | $285000.00         | $11112.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 3.0000%  | 0.0000% | $19000.00          | $13005.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-01-20      | 4.5000%  | 0.0000% | $349000.00         | $13418.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 7.0000%  | 0.0000% | $316746.00         | $14146.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-08-20      | 6.0000%  | 0.0000% | $527360.00         | $14334.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-08-20      | 4.0000%  | 0.0000% | $250000.00         | $16317.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-20      | 5.5000%  | 0.0000% | $123542.00         | $17879.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-08-20      | 6.0000%  | 0.0000% | $1679378.00        | $19956.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 5.0000%  | 0.0000% | $277000.00         | $64720.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-02-20      | 3.5000%  | 0.0000% | $975000.00         | $66811.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $500000.00         | $69230.73          | Agency Mortgage-Backed Securities |

### Security 268: Natixis SA

- **C.1 - Title:** Natixis SA 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL7O5, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1AL7O5_4.33_0902
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note  | 2030-12-31      | 3.7500%  | 0.0000% | $25000000.00       | $25156753.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-05-15      | 3.8750%  | 0.0000% | $32260600.00       | $29084630.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-05-15      | 4.2500%  | 0.0000% | $28963900.00       | $29449678.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-02-29      | 4.1250%  | 0.0000% | $34726800.00       | $35924902.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-01-31      | 4.2500%  | 0.0000% | $35957600.00       | $36085076.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2025-09-04      | N/A      | 0.0000% | $36262000.00       | $36236253.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-09-30      | 4.1250%  | 0.0000% | $39096400.00       | $40133683.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-02-15      | 3.5000%  | 0.0000% | $44999900.00       | $43695781.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $91.41             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-01-15      | 0.5000%  | 0.0000% | $100.00            | $129.58            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-08-15      | N/A      | 0.0000% | $157.08            | $135.55            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2046-05-15      | 2.5000%  | 0.0000% | $200.00            | $138.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2048-02-15      | 3.0000%  | 0.0000% | $200.00            | $147.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-05-15      | 3.3750%  | 0.0000% | $200.00            | $165.63            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-05-15      | 3.2500%  | 0.0000% | $200.00            | $167.00            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-11-15      | 3.7500%  | 0.0000% | $200.00            | $176.11            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-08-15      | 3.8750%  | 0.0000% | $200.00            | $196.54            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-07-31      | 1.8750%  | 0.0000% | $200.00            | $196.62            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-12-31      | 2.6250%  | 0.0000% | $200.00            | $199.81            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-05-15      | 3.6250%  | 0.0000% | $200.00            | $201.62            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-12-31      | 3.8750%  | 0.0000% | $200.00            | $202.37            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-05-31      | 4.8750%  | 0.0000% | $200.00            | $203.68            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-11-15      | N/A      | 0.0000% | $239.00            | $212.43            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-10-31      | 4.8750%  | 0.0000% | $200.00            | $213.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-05-15      | 1.1250%  | 0.0000% | $400.00            | $251.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2025-10-09      | N/A      | 0.0000% | $300.00            | $298.56            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-11-15      | 4.1250%  | 0.0000% | $300.00            | $307.00            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-02-15      | 2.6250%  | 0.0000% | $400.00            | $387.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-06-30      | 1.8750%  | 0.0000% | $500.00            | $492.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-11-15      | 4.5000%  | 0.0000% | $600.00            | $608.06            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-01-15      | 0.1250%  | 0.0000% | $600.00            | $700.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-11-15      | 3.0000%  | 0.0000% | $1000.00           | $766.31            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-03-31      | 2.5000%  | 0.0000% | $900.00            | $892.37            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-11-15      | 1.6250%  | 0.0000% | $1700.00           | $892.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-08-15      | 1.3750%  | 0.0000% | $2000.00           | $975.70            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2051-11-15      | 1.8750%  | 0.0000% | $2800.00           | $1552.38           | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-04-16      | N/A      | 0.0000% | $1700.00           | $1658.98           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-08-15      | 1.2500%  | 0.0000% | $2000.00           | $1728.85           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-07-15      | 1.8750%  | 0.0000% | $2900.00           | $3031.65           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-05-15      | 4.3750%  | 0.0000% | $12200.00          | $12602.99          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2030-05-15      | 6.2500%  | 0.0000% | $879400.00         | $991294.61         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-05-15      | 3.0000%  | 0.0000% | $3998700.00        | $3218906.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-02-28      | 4.6250%  | 0.0000% | $18399000.00       | $18869161.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-04-30      | 2.8750%  | 0.0000% | $20165100.00       | $19831894.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-07-31      | 4.0000%  | 0.0000% | $19624000.00       | $19938026.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2053-08-15      | 4.1250%  | 0.0000% | $25000100.00       | $22105520.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-06-30      | 3.7500%  | 0.0000% | $22585900.00       | $22753128.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $78207526.16       | $24495379.27       | U.S. Treasuries (including strips) |

### Security 269: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL7P2, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1AL7P2_4.34_0902
- **C.18 - Value (incl. sponsor support):** $210000000.00
- **C.18.a - Value (excl. sponsor support):** $210000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2030-12-01      | 4.0000%  | 0.0000% | $351886.00         | $11035.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $77061.00          | $11140.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $15000.00          | $11230.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 7.0000%  | 0.0000% | $10515.00          | $11347.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $14000.00          | $11559.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $12210.00          | $11634.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-09-01      | 6.3000%  | 0.0000% | $1502140.00        | $12047.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-07-01      | 5.1260%  | 0.0000% | $3856159.00        | $12779.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $13982.00          | $12936.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-20      | 5.5000%  | 0.0000% | $146838.00         | $13337.75          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 5.5000%  | 0.0000% | $15999.00          | $13391.95          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $18999.00          | $13406.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-10-20      | 5.5000%  | 0.0000% | $164377.00         | $13975.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $19000.00          | $14392.06          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 3.5000%  | 0.0000% | $72684.00          | $14690.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $15646.00          | $15933.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 2.0000%  | 0.0000% | $25407.00          | $17963.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 6.0000%  | 0.0000% | $136000.00         | $18035.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-02-01      | 3.5000%  | 0.0000% | $126416.00         | $18327.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $30000.00          | $18398.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-07-01      | 4.0000%  | 0.0000% | $114815.00         | $18636.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $24933.00          | $20153.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 5.0000%  | 0.0000% | $55000.00          | $20260.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $54000.00          | $21903.62          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $23729.00          | $22832.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-05-20      | 5.6250%  | 0.0000% | $1000000.00        | $22851.18          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $22976.00          | $24033.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-12-01      | 6.5000%  | 0.0000% | $817553.00         | $24039.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-01-01      | 3.7500%  | 0.0000% | $27022.00          | $25498.06          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $35000.00          | $27858.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $39000.00          | $28380.93          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-11-01      | 7.3650%  | 0.0000% | $3956527.00        | $28532.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-06-01      | 6.5000%  | 0.0000% | $753650.00         | $29147.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $174000.00         | $31758.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-04-20      | 4.5000%  | 0.0000% | $425000.00         | $31915.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-20      | 6.0000%  | 0.0000% | $102975.00         | $34214.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-06-20      | 6.0000%  | 0.0000% | $98005.00          | $34751.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-03-01      | 2.7700%  | 0.0000% | $45600.00          | $35482.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 6.0000%  | 0.0000% | $69000.00          | $37060.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $129000.00         | $37784.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-04-01      | 6.5400%  | 0.0000% | $4000000.00        | $39044.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 5.5000%  | 0.0000% | $338395.00         | $40549.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $219531.00         | $40584.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-01-01      | 3.1750%  | 0.0000% | $49000.00          | $43756.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-03-01      | 4.4700%  | 0.0000% | $43623.00          | $44016.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $55000.00          | $45548.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-05-01      | 6.3850%  | 0.0000% | $1533437.00        | $47126.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-04-20      | 6.0000%  | 0.0000% | $558666.00         | $47694.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.5000%  | 0.0000% | $66000.00          | $48719.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 5.0000%  | 0.0000% | $322601.00         | $49045.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $93000.00          | $49184.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 3.0000%  | 0.0000% | $79465.00          | $49601.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 5.0000%  | 0.0000% | $54206.00          | $50937.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-10-01      | 3.5000%  | 0.0000% | $420995.00         | $52485.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $1544290.00        | $53716.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $57010.00          | $57454.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $61987.00          | $57802.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $100000.00         | $58248.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 2.5000%  | 0.0000% | $99000.00          | $58277.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $78996.00          | $60073.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-06-01      | 3.0000%  | 0.0000% | $206967.00         | $61291.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $75000.00          | $64587.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-03-01      | 2.0000%  | 0.0000% | $100000.00         | $65018.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-11-20      | 5.8750%  | 0.0000% | $1982927.00        | $65662.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-01-01      | 6.5120%  | 0.0000% | $1000000.00        | $66292.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-04-20      | 5.5000%  | 0.0000% | $235999.00         | $66724.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $102000.00         | $67044.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $100000.00         | $67173.34          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $92999.00          | $67764.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.0000%  | 0.0000% | $84997.00          | $72869.97          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-11-01      | 1.2200%  | 0.0000% | $92382.00          | $73511.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $70674.00          | $73535.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-09-01      | 6.5000%  | 0.0000% | $2298599.00        | $74012.39          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-09-01      | 4.9400%  | 0.0000% | $75000.00          | $76034.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $91168.00          | $76536.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 5.0000%  | 0.0000% | $90000.00          | $78072.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $94985.00          | $79917.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $80858.00          | $80088.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-12-20      | 4.0000%  | 0.0000% | $1070612.00        | $80167.42          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $157217.00         | $86828.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-11-01      | 3.5000%  | 0.0000% | $364000.00         | $103209.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-12-01      | 4.9900%  | 0.0000% | $102727.00         | $105612.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $167661.00         | $106890.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-15      | 3.0000%  | 0.0000% | $658635.00         | $108422.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.0000%  | 0.0000% | $121975.00         | $113884.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $232000.00         | $116630.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $347155.00         | $121048.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-08-01      | 4.0000%  | 0.0000% | $1152117.00        | $121396.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $140290.00         | $122646.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.5000%  | 0.0000% | $160623.00         | $125862.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 3.5000%  | 0.0000% | $131406.00         | $125958.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $132733.00         | $127860.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.0000%  | 0.0000% | $175000.00         | $133823.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-05-20      | 4.5000%  | 0.0000% | $3059936.00        | $140802.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $193874.00         | $145731.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $200010.00         | $147204.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-10-01      | 4.0000%  | 0.0000% | $2218365.00        | $147695.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-07-01      | 4.0000%  | 0.0000% | $1125000.00        | $147821.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $152092.00         | $157978.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $200000.00         | $158015.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 4.5000%  | 0.0000% | $2095760.00        | $159775.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 5.4130%  | 0.0000% | $200000.00         | $164999.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 6.0000%  | 0.0000% | $232316.00         | $172152.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-12-01      | 4.4500%  | 0.0000% | $174000.00         | $173043.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $176775.00         | $175087.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $281757.00         | $182210.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $199000.00         | $185248.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $265000.00         | $185573.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.0000%  | 0.0000% | $185517.00         | $185604.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $725000.00         | $186362.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-03-20      | 3.5000%  | 0.0000% | $2072849.00        | $188661.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $832695.00         | $192276.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $549000.00         | $194207.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $1122963.00        | $205257.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $235360.00         | $207875.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $263125.00         | $209425.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $319000.00         | $211109.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $403000.00         | $217053.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-09-01      | 3.0000%  | 0.0000% | $1043000.00        | $221876.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 6.5000%  | 0.0000% | $278120.00         | $222616.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $222908.00         | $225721.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-07-01      | 5.0000%  | 0.0000% | $1078000.00        | $237649.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.5000%  | 0.0000% | $300000.00         | $242286.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $237588.00         | $245680.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 2.5000%  | 0.0000% | $399000.00         | $245788.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $320100.00         | $246211.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 6.5000%  | 0.0000% | $454015.00         | $268917.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-09-01      | 6.7240%  | 0.0000% | $21509541.00       | $272409.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-05-01      | 6.0000%  | 0.0000% | $2371496.00        | $275813.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-08-01      | 5.0000%  | 0.0000% | $1740300.00        | $277124.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 4.8960%  | 0.0000% | $300000.00         | $283376.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.0000%  | 0.0000% | $543000.00         | $296905.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-03-01      | 6.7370%  | 0.0000% | $5752000.00        | $305597.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $532000.00         | $309952.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $305198.00         | $312495.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.0000%  | 0.0000% | $400000.00         | $330026.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-05-01      | 2.1700%  | 0.0000% | $359882.00         | $330291.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $1219770.00        | $333233.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $596000.00         | $337102.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $519859.00         | $349327.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-11-01      | 4.9900%  | 0.0000% | $362078.00         | $359104.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-10-20      | 6.5000%  | 0.0000% | $412619.00         | $368438.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 4.5000%  | 0.0000% | $998000.00         | $375226.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.5000%  | 0.0000% | $444246.00         | $378801.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $1232297.00        | $379288.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $734000.00         | $383346.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.0000%  | 0.0000% | $742862.00         | $403128.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $497999.00         | $405136.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-08-01      | 2.0000%  | 0.0000% | $686868.00         | $418571.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 6.0000%  | 0.0000% | $541226.00         | $432493.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.0000%  | 0.0000% | $446288.00         | $436438.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $930000.00         | $445162.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 5.0000%  | 0.0000% | $4690834.00        | $447518.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $569780.00         | $451821.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-01-01      | 4.0000%  | 0.0000% | $498999.00         | $451885.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 3.5000%  | 0.0000% | $548000.00         | $454250.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $444571.00         | $457086.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-03-01      | 2.8120%  | 0.0000% | $3399999.00        | $465165.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $505526.00         | $479284.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $848000.00         | $480061.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-02-01      | 3.5900%  | 0.0000% | $499000.00         | $480112.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $491142.00         | $488792.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $530592.00         | $493419.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $1741828.00        | $496986.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $1070000.00        | $531477.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-01-01      | 5.0000%  | 0.0000% | $4635422.00        | $537591.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $503688.00         | $538279.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 5.0000%  | 0.0000% | $2270332.00        | $546841.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $597000.00         | $557744.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 6.0000%  | 0.0000% | $657925.00         | $574828.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $783001.00         | $576956.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-01-01      | 5.6490%  | 0.0000% | $1500000.00        | $587077.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.5000%  | 0.0000% | $578271.00         | $608442.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.0000%  | 0.0000% | $800000.00         | $610376.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $627688.00         | $625827.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-03-01      | 3.5000%  | 0.0000% | $2090060.00        | $629352.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $810000.00         | $636347.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $877123.00         | $641992.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 7.0000%  | 0.0000% | $611187.00         | $653230.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $659680.00         | $680588.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 4.0000%  | 0.0000% | $887503.00         | $684435.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.5000%  | 0.0000% | $1067736.00        | $691140.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-04-01      | 4.4000%  | 0.0000% | $705756.00         | $711594.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.0000%  | 0.0000% | $1309000.00        | $716549.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $5443015.00        | $727764.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $1200000.00        | $736712.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $3592552.00        | $739663.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $723115.00         | $743503.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $802124.00         | $744733.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-02-01      | 6.5490%  | 0.0000% | $15645133.00       | $768702.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.0000%  | 0.0000% | $998007.00         | $781278.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-11-01      | 5.0000%  | 0.0000% | $3907051.00        | $781689.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $896991.00         | $783053.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $1528000.00        | $813897.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-10-01      | 3.6900%  | 0.0000% | $905440.00         | $864755.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $1649000.00        | $868552.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $866648.00         | $893293.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1499000.00        | $908206.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-12-01      | 6.8500%  | 0.0000% | $24987887.00       | $910808.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 2.0000%  | 0.0000% | $1699000.00        | $926281.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.9680%  | 0.0000% | $999993.00         | $927322.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $1872729.00        | $932412.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.0000%  | 0.0000% | $1013031.00        | $946640.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $1440736.00        | $955347.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $1823000.00        | $969929.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1499000.00        | $999739.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-06-01      | 4.7600%  | 0.0000% | $982835.00         | $1008926.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-03-01      | 3.0000%  | 0.0000% | $17638847.00       | $1019156.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $1058659.00        | $1021497.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1205187.00        | $1040747.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.0000%  | 0.0000% | $1297316.00        | $1090262.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $1052062.00        | $1090860.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 7.0000%  | 0.0000% | $1028887.00        | $1098941.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $1433050.00        | $1099277.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $1091756.00        | $1100215.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $1199000.00        | $1117812.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1375662.00        | $1123345.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $2148000.00        | $1130652.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $2069000.00        | $1131648.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-11-01      | 3.5000%  | 0.0000% | $10185180.00       | $1146911.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.0000%  | 0.0000% | $2350000.00        | $1151336.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $1113600.00        | $1159431.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 3.2500%  | 0.0000% | $1244460.00        | $1163551.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $1447374.00        | $1174760.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $1395000.00        | $1182197.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $1444757.00        | $1205969.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1169817.00        | $1220986.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $1288784.00        | $1233524.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $3373187.00        | $1259883.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 6.5000%  | 0.0000% | $1228553.00        | $1271450.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 2.5000%  | 0.0000% | $7700000.00        | $1275449.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $1274355.00        | $1275571.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $2088436.00        | $1276407.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $1948922.00        | $1290007.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-12-01      | 4.5000%  | 0.0000% | $1281671.00        | $1292936.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $2309743.00        | $1304532.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $1397000.00        | $1333878.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $1763096.00        | $1347022.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.0000%  | 0.0000% | $1429206.00        | $1395261.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1377241.00        | $1416919.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $2203348.00        | $1461033.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $1699000.00        | $1494318.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 4.5000%  | 0.0000% | $6701972.00        | $1499103.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1505372.00        | $1574659.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1616850.00        | $1598224.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.5000%  | 0.0000% | $6604859.00        | $1689033.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 6.0000%  | 0.0000% | $2205588.00        | $1715036.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 7.0000%  | 0.0000% | $1620142.00        | $1721152.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $5198000.00        | $1759013.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $2678548.00        | $1761853.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 2.5000%  | 0.0000% | $2598860.00        | $1814094.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 6.5000%  | 0.0000% | $2370940.00        | $1839740.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $2010880.00        | $1845377.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $1910365.00        | $1863550.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $2230825.00        | $1915137.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $2513878.00        | $1936193.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 5.5000%  | 0.0000% | $2298000.00        | $1999618.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.5000%  | 0.0000% | $2621136.00        | $2022040.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.0000%  | 0.0000% | $2352631.00        | $2060909.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-12-15      | 4.5000%  | 0.0000% | $2351161.00        | $2123504.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 4.1310%  | 0.0000% | $2500000.00        | $2153404.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.5000%  | 0.0000% | $10994977.00       | $2153978.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $3212643.00        | $2186563.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $13607151.00       | $2352884.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $2581032.00        | $2367173.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 5.0000%  | 0.0000% | $6380644.00        | $2381572.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $7625859.00        | $2547521.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $2413261.00        | $2550052.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $2565900.00        | $2597021.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 3.4680%  | 0.0000% | $3136179.00        | $2955632.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $7358986.00        | $6628495.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $8048215.00        | $6865223.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $33367328.00       | $7183542.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-07-15      | 4.0000%  | 0.0000% | $8492167.00        | $7308002.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $7423452.00        | $7538539.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $10000000.00       | $7691829.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $91382421.00       | $7934064.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $11494119.00       | $8572200.10        | Agency Mortgage-Backed Securities |

### Security 270: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL7U1, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1AL7U1_4.33_0902
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 Strip | 2036-02-15      | N/A      | 0.0000% | $11180.24          | $7011.37           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-11-15      | N/A      | 0.0000% | $6.27              | $3.77              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-02-15      | N/A      | 0.0000% | $295.96            | $260.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $567.38            | $397.13            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $1300.00           | $438.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-02-15      | N/A      | 0.0000% | $2103.60           | $1112.23           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-02-15      | N/A      | 0.0000% | $5700.00           | $1333.20           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-11-15      | N/A      | 0.0000% | $2635.81           | $2157.92           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-05-15      | N/A      | 0.0000% | $17.92             | $9.33              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-08-15      | N/A      | 0.0000% | $100.00            | $23.90             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $93.79             | $64.81             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $92.91             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-05-15      | 2.3750%  | 0.0000% | $100.00            | $96.34             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2032-04-15      | 3.3750%  | 0.0000% | $4200.00           | $8697.89           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-11-15      | N/A      | 0.0000% | $23679.24          | $13470.76          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-08-15      | N/A      | 0.0000% | $206492.70         | $133190.06         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $273100.00         | $137547.91         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $402310.42         | $152713.01         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $967500.00         | $362857.01         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-02-15      | N/A      | 0.0000% | $772841.97         | $458876.47         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-02-15      | N/A      | 0.0000% | $1091819.48        | $480056.65         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2031-02-15      | 5.3750%  | 0.0000% | $444700.00         | $480565.87         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-08-15      | N/A      | 0.0000% | $536768.71         | $499244.82         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $1226900.00        | $528617.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-12-31      | 4.5000%  | 0.0000% | $632200.00         | $659363.71         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $2087200.00        | $763234.77         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-05-15      | 3.3750%  | 0.0000% | $982100.00         | $813365.85         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-11-15      | 4.2500%  | 0.0000% | $907000.00         | $879332.74         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-02-15      | N/A      | 0.0000% | $2302370.79        | $1290011.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $3028339.06        | $1373760.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-15      | 4.5000%  | 0.0000% | $2294200.00        | $2360672.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $6400915.10        | $2402327.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-01-31      | 1.5000%  | 0.0000% | $2768000.00        | $2684506.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $6561030.66        | $2715413.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2051-02-15      | 1.8750%  | 0.0000% | $6409500.00        | $3560671.55        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $14580200.00       | $3878143.66        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-08-15      | N/A      | 0.0000% | $5413098.36        | $3891108.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $10699900.00       | $4064378.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-08-31      | 3.1250%  | 0.0000% | $4382100.00        | $4365264.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-15      | 1.2500%  | 0.0000% | $4032000.00        | $4387097.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-05-15      | 3.7500%  | 0.0000% | $4515700.00        | $4581049.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $8460854.54        | $5165749.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-10-31      | 4.8750%  | 0.0000% | $4923500.00        | $5186657.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-02-15      | N/A      | 0.0000% | $7818123.44        | $6041751.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2053-02-15      | 3.6250%  | 0.0000% | $8451800.00        | $6831244.05        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $15191600.00       | $7764320.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $22419600.00       | $11091379.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-11-15      | N/A      | 0.0000% | $12697800.00       | $11311784.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-08-15      | 3.6250%  | 0.0000% | $62827700.00       | $53915532.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-08-15      | 4.2500%  | 0.0000% | $73092100.00       | $66014142.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-01-15      | 1.7500%  | 0.0000% | $72500800.00       | $76667030.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-10-15      | 2.3750%  | 0.0000% | $80607100.00       | $89602056.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-08-15      | N/A      | 0.0000% | $147981170.50      | $122469808.60      | U.S. Treasuries (including strips) |

### Security 271: Natixis SA

- **C.1 - Title:** Natixis SA 4.350000%
- **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: ARP1AL7W7, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1AL7W7_4.35_0902
- **C.18 - Value (incl. sponsor support):** $1900000000.00
- **C.18.a - Value (excl. sponsor support):** $1900000000.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2040-07-13      | 2.1500%  | 0.0000% | $1374000.00        | $952264.74         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2042-01-27      | 2.8400%  | 0.0000% | $15000.00          | $11107.49          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-07-01      | 3.8300%  | 0.0000% | $1485.00           | $1456.57           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-07-01      | 3.8300%  | 0.0000% | $2192.00           | $2150.03           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2033-05-25      | 4.0800%  | 0.0000% | $15000.00          | $14663.00          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-08-01      | 4.2700%  | 0.0000% | $39809000.00       | $40164379.36       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-06-01      | 4.5200%  | 0.0000% | $27702000.00       | $28253229.80       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-07-01      | 4.7650%  | 0.0000% | $3991.00           | $4087.83           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-06-01      | 4.8500%  | 0.0000% | $33886800.00       | $33339908.46       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-01-01      | 5.1550%  | 0.0000% | $3591018.00        | $3723520.98        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-08-15      | 5.2400%  | 0.0000% | $852031.00         | $863917.31         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-08-15      | 5.5000%  | 0.0000% | $1003.00           | $1022.01           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-12-15      | 5.6500%  | 0.0000% | $2660287.00        | $2761432.29        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-05-01      | 2.0000%  | 0.0000% | $2119749.00        | $1362316.47        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $1001.00           | $616.67            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $398.33            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $290.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $148.95            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 3.0000%  | 0.0000% | $900000.00         | $554758.66         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-03-01      | 3.5000%  | 0.0000% | $1000.00           | $109.76            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-08-01      | 3.5000%  | 0.0000% | $1000.00           | $131.00            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-05-01      | 3.5000%  | 0.0000% | $1000.00           | $116.61            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-01-01      | 3.5000%  | 0.0000% | $1067.00           | $135.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 3.5000%  | 0.0000% | $5044416.00        | $3902138.34        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 3.5000%  | 0.0000% | $603000.00         | $135535.63         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-11-01      | 4.0000%  | 0.0000% | $1000.00           | $106.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-12-01      | 4.0000%  | 0.0000% | $467247766.00      | $35343458.35       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 4.0000%  | 0.0000% | $1176000.00        | $937655.91         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $1024.00           | $788.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 4.5000%  | 0.0000% | $1052.00           | $1029.96           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $941103.00         | $915974.90         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $780.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.0000%  | 0.0000% | $2351160.00        | $2284996.86        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $2267056.00        | $1947798.54        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 5.5000%  | 0.0000% | $35871936.00       | $31418195.71       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $887.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1834.01           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $1063145.00        | $900903.17         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $11720192.00       | $11303146.87       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1002.00           | $998.76            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $897.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $4000.00           | $3273.13           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $1006.00           | $1032.89           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $1274848.00        | $1315177.39        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-02-01      | 6.5000%  | 0.0000% | $1001.00           | $878.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $1067212.00        | $1111333.25        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.42           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1060.81           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 7.0000%  | 0.0000% | $1164111.00        | $1049935.60        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 7.0000%  | 0.0000% | $398704.00         | $365921.10         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1011.87           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-09-01      | 1.5000%  | 0.0000% | $80374303.00       | $48497328.44       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $610.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $546.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $2048.00           | $1071.98           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $101780992.00      | $53446773.26       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $2048.00           | $1106.29           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1144.88           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $143604247.00      | $60084423.21       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $36073425.00       | $19101149.03       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $654.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $2000.00           | $465.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 3.0000%  | 0.0000% | $2240.00           | $1600.62           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1001.00           | $730.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $680.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 3.5000%  | 0.0000% | $99000.00          | $50684.55          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-03-01      | 4.0000%  | 0.0000% | $2000.00           | $133.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-01-01      | 4.0000%  | 0.0000% | $1000.00           | $254.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1548.19           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 4.0000%  | 0.0000% | $1000.00           | $955.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $59000.00          | $46508.51          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $1024.00           | $853.45            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1050.55           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-10-15      | 6.5000%  | 0.0000% | $1000.00           | $8.04              | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2075-03-20      | 6.7080%  | 0.0000% | $2530711.00        | $2646051.16        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2072-04-20      | 6.7790%  | 0.0000% | $6301000.00        | $4473577.11        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $2160.00           | $2217.94           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1000.00           | $1040.78           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2026-01-15      | N/A      | 0.0000% | $124206300.00      | $122320848.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2028-02-15      | N/A      | 0.0000% | $100.00            | $91.50             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2028-11-15      | N/A      | 0.0000% | $23.36             | $20.76             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2029-08-15      | N/A      | 0.0000% | $17.48             | $15.08             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-07-15      | 0.1250%  | 0.0000% | $3640800.00        | $4106966.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-07-15      | 0.2500%  | 0.0000% | $100.00            | $122.85            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-08-15      | 0.6250%  | 0.0000% | $800.00            | $689.19            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $86.44             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-02-15      | 1.3750%  | 0.0000% | $100.00            | $116.28            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-10-31      | 1.3750%  | 0.0000% | $1000.00           | $937.88            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-12-31      | 1.3750%  | 0.0000% | $27670400.00       | $25802477.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-08-15      | 1.5000%  | 0.0000% | $400.00            | $391.15            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $88.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-02-15      | 2.6250%  | 0.0000% | $1100.00           | $1065.65           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-08-15      | 2.7500%  | 0.0000% | $600.00            | $458.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-05-15      | 2.8750%  | 0.0000% | $100.00            | $77.64             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-05-15      | 3.0000%  | 0.0000% | $100.00            | $77.05             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-09-30      | 3.5000%  | 0.0000% | $400.00            | $403.48            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-05-15      | 3.6250%  | 0.0000% | $100.00            | $100.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-05-15      | 3.7500%  | 0.0000% | $286628800.00      | $290776785.94      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $98.27             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-12-15      | 4.0000%  | 0.0000% | $100.00            | $101.66            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-03-31      | 4.0000%  | 0.0000% | $100.00            | $102.99            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-04-30      | 4.0000%  | 0.0000% | $100.00            | $101.93            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-07-31      | 4.0000%  | 0.0000% | $100.00            | $100.82            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-09-30      | 4.1250%  | 0.0000% | $400.00            | $410.62            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-12-31      | 4.2500%  | 0.0000% | $100.00            | $100.71            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-06-30      | 4.2500%  | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-05-15      | 4.2500%  | 0.0000% | $100.00            | $101.67            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-12-31      | 4.3750%  | 0.0000% | $100.00            | $103.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2039-08-15      | 4.5000%  | 0.0000% | $100.00            | $99.72             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-11-15      | 4.5000%  | 0.0000% | $200.00            | $202.68            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-09-30      | 4.6250%  | 0.0000% | $100.00            | $106.05            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-04-30      | 4.6250%  | 0.0000% | $100.00            | $105.79            | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $758662.00         | $746395.90         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $4184000.00        | $4189561.70        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1047.96           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-07-20      | 6.0000%  | 0.0000% | $1000.00           | $10.70             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $4798000.00        | $3957257.30        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 6.0000%  | 0.0000% | $10120912.00       | $7889096.18        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $1193139.00        | $942663.01         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $2176.00           | $2253.44           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-06-15      | 6.2500%  | 0.0000% | $3131005.00        | $3416805.85        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-05-20      | 6.5000%  | 0.0000% | $214000.00         | $32046.25          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 6.5000%  | 0.0000% | $2225868.00        | $2346175.98        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 6.5000%  | 0.0000% | $3827084.00        | $3907182.04        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1038.78           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1054.95           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1350376.00        | $1420405.90        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1051.86           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1052.50           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1029.84           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1044.53           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $199974.00         | $208511.40         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $2332.00           | $2294.37           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $1000.00           | $891.58            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-10-20      | 5.0000%  | 0.0000% | $12425000.00       | $162857.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $900000.00         | $698360.32         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.0000%  | 0.0000% | $500000.00         | $394928.33         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-12-15      | 5.0000%  | 0.0000% | $1000.00           | $50.82             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-01-15      | 5.0000%  | 0.0000% | $1000.00           | $52.97             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $1976799.00        | $1255172.28        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $1629727.00        | $1659239.62        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1015.11           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1000.00           | $1024.52           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $4510572.00        | $4614400.98        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $4318615.00        | $4400551.13        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $1024.00           | $1014.23           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $1000.00           | $998.96            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1024.00           | $1023.88           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $99000.00          | $99376.15          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1018.54           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1009.89           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $801824.00         | $827237.55         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $5753497.00        | $5939166.18        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1045.28           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-05-20      | 6.0000%  | 0.0000% | $1000.00           | $1017.90           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1005.00           | $1036.85           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $9325760.00        | $9621327.54        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1031.70           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1582072.00        | $1658431.76        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $2171.00           | $2192.23           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1000.00           | $1014.05           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-11-15      | 5.5000%  | 0.0000% | $1000.00           | $93.10             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 5.5000%  | 0.0000% | $1024.00           | $983.34            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $2363193.00        | $2293528.58        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-12-20      | 5.5000%  | 0.0000% | $1000.00           | $36.26             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-12-15      | 5.5000%  | 0.0000% | $1005.00           | $12.29             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-07-15      | 5.5000%  | 0.0000% | $1378642.00        | $55479.84          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-02-15      | 5.5000%  | 0.0000% | $1927239.00        | $46023.89          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-07-15      | 5.5000%  | 0.0000% | $490195.00         | $40360.71          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2072-05-20      | 5.8210%  | 0.0000% | $13000000.00       | $13654339.66       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2072-01-20      | 5.8290%  | 0.0000% | $1411465.00        | $1537489.41        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-06-15      | 5.8400%  | 0.0000% | $1000.00           | $1062.62           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-04-20      | 6.0000%  | 0.0000% | $182000.00         | $28162.01          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-20      | 6.0000%  | 0.0000% | $1000.00           | $198.58            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $46158.00          | $31157.64          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $1000.00           | $479.42            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-15      | 6.0000%  | 0.0000% | $2335912.00        | $2452258.18        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1000.00           | $1019.98           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $2168.00           | $2215.84           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $6046904.00        | $6238558.61        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $4398136.00        | $4472071.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $2048.00           | $1553.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $1100.00           | $900.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $1013982.00        | $931816.65         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $2000.00           | $2071.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $472054.00         | $488694.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $1060000.00        | $798968.65         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $747.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $61154080.00       | $48822495.69       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $788.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $32711448.00       | $28080410.77       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.0000%  | 0.0000% | $1011.00           | $996.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.0000%  | 0.0000% | $1008.00           | $1004.94           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $1004.00           | $1009.50           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1076024.00        | $1091909.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $1321837.00        | $981570.18         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2035-02-15      | 4.6250%  | 0.0000% | $100.00            | $103.73            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-10-31      | 5.0000%  | 0.0000% | $100.00            | $101.76            | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $174016000.00      | $169727207.47      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $1055.00           | $208.04            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $51496000.00       | $22056681.35       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-12-20      | 3.5000%  | 0.0000% | $1024.00           | $350.13            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 3.5000%  | 0.0000% | $400000.00         | $224136.01         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-09-20      | 4.0000%  | 0.0000% | $493119.00         | $53020.22          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-10-20      | 4.0000%  | 0.0000% | $330766.00         | $101365.91         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-15      | 4.0000%  | 0.0000% | $1000.00           | $328.44            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-15      | 4.0000%  | 0.0000% | $107000.00         | $55080.04          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-15      | 4.0000%  | 0.0000% | $266000.00         | $118324.81         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 4.0000%  | 0.0000% | $1000.00           | $698.31            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-01-20      | 4.0000%  | 0.0000% | $1000.00           | $54.01             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-04-20      | 4.0000%  | 0.0000% | $1000.00           | $52.32             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-07-20      | 4.0000%  | 0.0000% | $1000.00           | $43.61             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-09-20      | 4.0000%  | 0.0000% | $1000.00           | $49.37             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-02-20      | 4.0000%  | 0.0000% | $1024.00           | $208.04            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $1120.00           | $85.44             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-11-20      | 4.5000%  | 0.0000% | $121225768.00      | $9166453.17        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 4.5000%  | 0.0000% | $30000.00          | $25374.76          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 4.5000%  | 0.0000% | $887250.00         | $437353.70         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $29000.00          | $25017.17          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-11-20      | 4.5000%  | 0.0000% | $10000.00          | $9029.25           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 4.5000%  | 0.0000% | $43000.00          | $40010.04          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $72000.00          | $67470.42          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 4.5000%  | 0.0000% | $13860416.00       | $12941270.21       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $374511104.00      | $352170463.60      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-08-20      | 4.5000%  | 0.0000% | $11201816.00       | $11199967.70       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-01-20      | 4.5000%  | 0.0000% | $766000.00         | $29451.69          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-06-20      | 4.5000%  | 0.0000% | $1000.00           | $33.97             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-07-15      | 4.5000%  | 0.0000% | $1000.00           | $29.62             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-10-15      | 4.5000%  | 0.0000% | $1000.00           | $37.41             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-11-15      | 4.5000%  | 0.0000% | $1000.00           | $43.17             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-05-20      | 4.5000%  | 0.0000% | $1000.00           | $29.13             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-03-15      | 4.5000%  | 0.0000% | $5000000.00        | $368055.69         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2058-04-15      | 4.5200%  | 0.0000% | $1000.00           | $949.69            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-07-20      | 5.0000%  | 0.0000% | $61000.00          | $37483.35          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 5.0000%  | 0.0000% | $79000.00          | $68280.51          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-15      | 5.0000%  | 0.0000% | $1537486.00        | $1127847.83        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $1532630.00        | $1590040.62        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1000.00           | $982.39            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $38155264.00       | $36687734.34       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $45757184.00       | $32718174.30       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $500000.00         | $320090.29         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $1753456.00        | $1284397.95        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $89289088.00       | $56393109.96       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $552534.00         | $107918.96         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-09-15      | 3.5000%  | 0.0000% | $1000.00           | $200.65            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 3.5000%  | 0.0000% | $1662286.00        | $1208420.87        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 3.5000%  | 0.0000% | $99900.00          | $91308.62          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-01-15      | 3.5000%  | 0.0000% | $856046.00         | $448574.06         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-04-20      | 3.5000%  | 0.0000% | $3149000.00        | $961069.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1847177.00        | $1899499.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1326056.00        | $1361017.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $69198918.00       | $53377568.20       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $1024.00           | $861.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $807.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $797078.00         | $592526.11         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $65839488.00       | $49255442.77       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $32000.00          | $32262.77          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-06-01      | 6.3860%  | 0.0000% | $8798032.00        | $800628.41         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $2000.00           | $2086.14           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $1060450.00        | $709751.49         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1056.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.41           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1005374.00        | $1045515.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1024.00           | $1070.93           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1002.00           | $1047.93           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.61           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $2014895.00        | $2112126.89        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-06-01      | 6.5820%  | 0.0000% | $2009.00           | $62.35             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $4001.00           | $2833.17           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1060.98           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 7.0000%  | 0.0000% | $999586.00         | $1060292.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 7.0000%  | 0.0000% | $1245216.00        | $1319246.38        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 7.0000%  | 0.0000% | $1530.00           | $1624.63           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 7.0000%  | 0.0000% | $2000.00           | $2119.27           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 7.0000%  | 0.0000% | $2260574.00        | $2395938.40        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $1075416.00        | $438449.16         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $1021.00           | $689.60            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-06-15      | 2.5000%  | 0.0000% | $1819000.00        | $33564.91          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-05-20      | 2.5000%  | 0.0000% | $1000.00           | $17.03             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-10-20      | 2.5000%  | 0.0000% | $164387.00         | $87012.85          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $66020022.00       | $42044923.33       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $1000.00           | $663.30            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $1000.00           | $607.10            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-11-20      | 2.5000%  | 0.0000% | $1166403.00        | $359474.88         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $8073840.00        | $3822237.86        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $1000.00           | $178.14            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $1000.00           | $512.94            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-10-20      | 2.5000%  | 0.0000% | $1000.00           | $326.91            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1000.00           | $627.37            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-09-15      | 3.0000%  | 0.0000% | $1000.00           | $87.05             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-09-15      | 3.0000%  | 0.0000% | $251262.00         | $26676.55          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $2500000.00        | $465075.41         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $95223400.00       | $48301451.37       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-08-20      | 3.0000%  | 0.0000% | $144707.00         | $65020.19          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $41000.00          | $28596.26          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $2468184.00        | $1214062.15        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $1000.00           | $597.88            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $1001.00           | $440.30            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $1000.00           | $635.50            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $4800.00           | $2230.81           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $1024.00           | $535.31            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 3.0000%  | 0.0000% | $1000.00           | $555.23            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $28739166.00       | $19096235.63       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $1024.00           | $668.96            | Agency Mortgage-Backed Securities  |

## N-MFP: Signatures

**Registrant:** Morgan Stanley Institutional Liquidity Funds

**Date:** 2025-09-08

**By:** Lonnie Bae

**Name of Signing Officer:** Lonnie Bae

**Title of Signing Officer:** Vice President