# EDGAR Filing Document

**Accession Number:** 0001227155
**File Stem:** 0001145549-25-046101
**Filing Date:** 2025-7
**Character Count:** 1820187
**Document Hash:** a2653a01037028870ca0c9292692b22a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-046101.hdr.sgml**: 20250708

**ACCESSION NUMBER**: 0001145549-25-046101

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250708

**DATE AS OF CHANGE**: 20250708

**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:** 251110459

**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           |

# 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):** 2025-06-30

**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:** 12

**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:** 46 days

- **WAL:** 116 days

- **Total Value of Portfolio Securities:** $164219244696.45

- **Amortized Cost of Portfolio Securities:** $164203625875.01

- **Cash:** $7169066621.39

- **Total Other Assets:** $1024938680.15

- **Total Liabilities:** $5344341602.99

- **Net Assets of Series:** $167053289573.56

- **Number of Shares Outstanding (Series):** 167087315557.8700

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-06-02 | $113891509228.30          | $146874032511.85           | 65.2400%                  | 84.1300%                   |
| 2025-06-03 | $111403558237.94          | $147130869603.02           | 63.7200%                  | 84.1500%                   |
| 2025-06-04 | $110735353319.84          | $145648584961.57           | 63.6500%                  | 83.7200%                   |
| 2025-06-05 | $106733864278.07          | $143896940845.25           | 62.0900%                  | 83.7000%                   |
| 2025-06-06 | $106911447801.20          | $145130714280.49           | 62.0400%                  | 84.2100%                   |
| 2025-06-09 | $110924143213.37          | $146135704944.29           | 63.9900%                  | 84.3000%                   |
| 2025-06-10 | $110847390226.00          | $148297704261.57           | 63.1200%                  | 84.4400%                   |
| 2025-06-11 | $113706948675.48          | $149406564635.46           | 63.9900%                  | 84.0800%                   |
| 2025-06-12 | $108419459494.33          | $144917048460.24           | 62.4100%                  | 83.4200%                   |
| 2025-06-13 | $103948654960.77          | $140684825281.62           | 61.3700%                  | 83.0500%                   |
| 2025-06-16 | $105996413199.86          | $140179635245.99           | 62.6900%                  | 82.9000%                   |
| 2025-06-17 | $103137188316.88          | $138516236604.55           | 61.6000%                  | 82.7300%                   |
| 2025-06-18 | $104867753879.37          | $137083256741.03           | 63.1800%                  | 82.5900%                   |
| 2025-06-20 | $102371951706.21          | $138450612345.58           | 60.9900%                  | 82.4800%                   |
| 2025-06-23 | $106184451730.51          | $140564558071.99           | 62.4800%                  | 82.7000%                   |
| 2025-06-24 | $102320002057.08          | $139400121001.08           | 60.6200%                  | 82.5800%                   |
| 2025-06-25 | $108617381528.29          | $143185368502.22           | 63.1900%                  | 83.3000%                   |
| 2025-06-26 | $106059808515.90          | $143128833665.99           | 61.7200%                  | 83.2900%                   |
| 2025-06-27 | $103816449219.79          | $140985559119.34           | 61.1600%                  | 83.0600%                   |
| 2025-06-30 | $109248871674.02          | $143789172713.23           | 63.3600%                  | 83.4000%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-06-02 | 4.3700%             |
| 2025-06-03 | 4.3700%             |
| 2025-06-04 | 4.3700%             |
| 2025-06-05 | 4.3600%             |
| 2025-06-06 | 4.3500%             |
| 2025-06-09 | 4.3400%             |
| 2025-06-10 | 4.3400%             |
| 2025-06-11 | 4.3400%             |
| 2025-06-12 | 4.3400%             |
| 2025-06-13 | 4.3400%             |
| 2025-06-16 | 4.3400%             |
| 2025-06-17 | 4.3400%             |
| 2025-06-18 | 4.3400%             |
| 2025-06-20 | 4.3400%             |
| 2025-06-23 | 4.3400%             |
| 2025-06-24 | 4.3400%             |
| 2025-06-25 | 4.3400%             |
| 2025-06-26 | 4.3500%             |
| 2025-06-27 | 4.3700%             |
| 2025-06-30 | 4.3800%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-06-02 | 0.9998                      |
|  |  |
| 2025-06-03 | 0.9998                      |
|  |  |
| 2025-06-04 | 0.9999                      |
|  |  |
| 2025-06-05 | 0.9999                      |
|  |  |
| 2025-06-06 | 0.9998                      |
|  |  |
| 2025-06-09 | 0.9998                      |
|  |  |
| 2025-06-10 | 0.9998                      |
|  |  |
| 2025-06-11 | 0.9999                      |
|  |  |
| 2025-06-12 | 0.9999                      |
|  |  |
| 2025-06-13 | 0.9998                      |
|  |  |
| 2025-06-16 | 0.9998                      |
|  |  |
| 2025-06-17 | 0.9998                      |
|  |  |
| 2025-06-18 | 0.9998                      |
|  |  |
| 2025-06-20 | 0.9998                      |
|  |  |
| 2025-06-23 | 0.9999                      |
|  |  |
| 2025-06-24 | 0.9999                      |
|  |  |
| 2025-06-25 | 0.9999                      |
|  |  |
| 2025-06-26 | 0.9999                      |
|  |  |
| 2025-06-27 | 0.9999                      |
|  |  |
| 2025-06-30 | 0.9999                      |
|  |  |

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

### Class: Administrative Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $690653553.44

- **Number of Shares Outstanding:** 690740328.5900

- **Expense Reimbursement/Waiver:** 10151.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9996          |
|  |  |
| 2025-06-03 | 0.9996          |
|  |  |
| 2025-06-04 | 0.9997          |
|  |  |
| 2025-06-05 | 0.9997          |
|  |  |
| 2025-06-06 | 0.9996          |
|  |  |
| 2025-06-09 | 0.9996          |
|  |  |
| 2025-06-10 | 0.9996          |
|  |  |
| 2025-06-11 | 0.9997          |
|  |  |
| 2025-06-12 | 0.9997          |
|  |  |
| 2025-06-13 | 0.9996          |
|  |  |
| 2025-06-16 | 0.9996          |
|  |  |
| 2025-06-17 | 0.9996          |
|  |  |
| 2025-06-18 | 0.9996          |
|  |  |
| 2025-06-20 | 0.9996          |
|  |  |
| 2025-06-23 | 0.9997          |
|  |  |
| 2025-06-24 | 0.9997          |
|  |  |
| 2025-06-25 | 0.9997          |
|  |  |
| 2025-06-26 | 0.9997          |
|  |  |
| 2025-06-27 | 0.9997          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $1290701.16               | $0.00                   |
| 2025-06-03 | $4024326.73               | $0.00                   |
| 2025-06-04 | $2154372.17               | $0.00                   |
| 2025-06-05 | $874789.93                | $4213741.50             |
| 2025-06-06 | $249967.80                | $212765.05              |
| 2025-06-09 | $262492.53                | $462314.63              |
| 2025-06-10 | $349395.83                | $0.00                   |
| 2025-06-11 | $772880.86                | $2597703.36             |
| 2025-06-12 | $4629150.68               | $1500.00                |
| 2025-06-13 | $25371.50                 | $10570361.68            |
| 2025-06-16 | $3389.01                  | $3208536.14             |
| 2025-06-17 | $3990688.00               | $769753.51              |
| 2025-06-18 | $162658.20                | $0.00                   |
| 2025-06-20 | $0.00                     | $185796.52              |
| 2025-06-23 | $460371.00                | $470897.43              |
| 2025-06-24 | $0.00                     | $2939.72                |
| 2025-06-25 | $355383.83                | $0.00                   |
| 2025-06-26 | $4407390.70               | $0.00                   |
| 2025-06-27 | $2768823.76               | $0.00                   |
| 2025-06-30 | $472511032.84             | $183205.87              |

**Total Gross Subscriptions (Month):** $499293186.53

**Total Gross Redemptions (Month):** $22879515.41

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.0700%           |
| 2025-06-03 | 4.0700%           |
| 2025-06-04 | 4.0700%           |
| 2025-06-05 | 4.0600%           |
| 2025-06-06 | 4.0500%           |
| 2025-06-09 | 4.0400%           |
| 2025-06-10 | 4.0400%           |
| 2025-06-11 | 4.0400%           |
| 2025-06-12 | 4.0400%           |
| 2025-06-13 | 4.0400%           |
| 2025-06-16 | 4.0400%           |
| 2025-06-17 | 4.0400%           |
| 2025-06-18 | 4.0400%           |
| 2025-06-20 | 4.0400%           |
| 2025-06-23 | 4.0400%           |
| 2025-06-24 | 4.0400%           |
| 2025-06-25 | 4.0400%           |
| 2025-06-26 | 4.0500%           |
| 2025-06-27 | 4.0700%           |
| 2025-06-30 | 4.0800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 91.1600%         | 0.0000%              |

### Class: Advisory Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $5143071827.03

- **Number of Shares Outstanding:** 5143458335.7300

- **Expense Reimbursement/Waiver:** 175740.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9999          |
|  |  |
| 2025-06-03 | 0.9999          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 0.9999          |
|  |  |
| 2025-06-09 | 0.9999          |
|  |  |
| 2025-06-10 | 0.9999          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 0.9999          |
|  |  |
| 2025-06-17 | 0.9999          |
|  |  |
| 2025-06-18 | 0.9999          |
|  |  |
| 2025-06-20 | 0.9999          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $33470919.35              | $105925327.00           |
| 2025-06-03 | $19714318.78              | $15173098.84            |
| 2025-06-04 | $17457926.21              | $11945861.00            |
| 2025-06-05 | $50309317.62              | $25189317.15            |
| 2025-06-06 | $9774464.63               | $13634043.40            |
| 2025-06-09 | $17029903.29              | $3767310.57             |
| 2025-06-10 | $27237796.61              | $7337660.75             |
| 2025-06-11 | $7608215.11               | $114221918.43           |
| 2025-06-12 | $20464025.33              | $6870409.68             |
| 2025-06-13 | $131757703.76             | $16366114.62            |
| 2025-06-16 | $26153679.57              | $42064735.87            |
| 2025-06-17 | $48814491.08              | $19421705.69            |
| 2025-06-18 | $12632915.38              | $70654454.92            |
| 2025-06-20 | $36810625.72              | $124505517.94           |
| 2025-06-23 | $57118475.34              | $16232256.38            |
| 2025-06-24 | $60659162.33              | $49351228.06            |
| 2025-06-25 | $18348272.44              | $15567465.77            |
| 2025-06-26 | $41307328.47              | $32644374.27            |
| 2025-06-27 | $11332173.56              | $57661686.79            |
| 2025-06-30 | $1289054760.96            | $61360453.20            |

**Total Gross Subscriptions (Month):** $1937056475.54

**Total Gross Redemptions (Month):** $809894940.33

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.9700%           |
| 2025-06-03 | 3.9700%           |
| 2025-06-04 | 3.9700%           |
| 2025-06-05 | 3.9600%           |
| 2025-06-06 | 3.9500%           |
| 2025-06-09 | 3.9400%           |
| 2025-06-10 | 3.9400%           |
| 2025-06-11 | 3.9400%           |
| 2025-06-12 | 3.9400%           |
| 2025-06-13 | 3.9400%           |
| 2025-06-16 | 3.9400%           |
| 2025-06-17 | 3.9400%           |
| 2025-06-18 | 3.9400%           |
| 2025-06-20 | 3.9400%           |
| 2025-06-23 | 3.9400%           |
| 2025-06-24 | 3.9400%           |
| 2025-06-25 | 3.9500%           |
| 2025-06-26 | 3.9500%           |
| 2025-06-27 | 3.9800%           |
| 2025-06-30 | 3.9800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 27.9300%         | 0.0000%              |
| Depository institution or other banking institution |  | 43.4400%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.0700%          | 0.0000%              |
| Broker-dealer                                       |  | 7.9900%          | 0.0000%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $140059556160.59

- **Number of Shares Outstanding:** 140087323818.5250

- **Expense Reimbursement/Waiver:** 6167785.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9998          |
|  |  |
| 2025-06-03 | 0.9998          |
|  |  |
| 2025-06-04 | 0.9999          |
|  |  |
| 2025-06-05 | 0.9999          |
|  |  |
| 2025-06-06 | 0.9998          |
|  |  |
| 2025-06-09 | 0.9998          |
|  |  |
| 2025-06-10 | 0.9998          |
|  |  |
| 2025-06-11 | 0.9999          |
|  |  |
| 2025-06-12 | 0.9999          |
|  |  |
| 2025-06-13 | 0.9998          |
|  |  |
| 2025-06-16 | 0.9998          |
|  |  |
| 2025-06-17 | 0.9998          |
|  |  |
| 2025-06-18 | 0.9998          |
|  |  |
| 2025-06-20 | 0.9998          |
|  |  |
| 2025-06-23 | 0.9999          |
|  |  |
| 2025-06-24 | 0.9999          |
|  |  |
| 2025-06-25 | 0.9999          |
|  |  |
| 2025-06-26 | 0.9999          |
|  |  |
| 2025-06-27 | 0.9999          |
|  |  |
| 2025-06-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $6436638582.00            | $8744723515.00          |
| 2025-06-03 | $3076296256.80            | $3093487932.18          |
| 2025-06-04 | $1579333380.63            | $4566222877.86          |
| 2025-06-05 | $3988091543.02            | $3841110648.12          |
| 2025-06-06 | $3276556344.86            | $3697899542.46          |
| 2025-06-09 | $3022358598.74            | $3110179218.88          |
| 2025-06-10 | $3005106519.82            | $3099441703.14          |
| 2025-06-11 | $3568812195.10            | $2710935090.35          |
| 2025-06-12 | $5440873031.87            | $6832833636.19          |
| 2025-06-13 | $2803405386.48            | $6347702874.37          |
| 2025-06-16 | $4320449059.81            | $4764439666.79          |
| 2025-06-17 | $3996937335.32            | $3901767407.12          |
| 2025-06-18 | $3067056795.46            | $4769361249.50          |
| 2025-06-20 | $6180263721.41            | $3448750627.84          |
| 2025-06-23 | $4440925020.06            | $3043410070.46          |
| 2025-06-24 | $3914867709.71            | $3407898433.75          |
| 2025-06-25 | $4971125727.96            | $4365203851.15          |
| 2025-06-26 | $4315639741.53            | $3563169123.54          |
| 2025-06-27 | $3736737345.14            | $4082874786.40          |
| 2025-06-30 | $6821621397.74            | $8221977525.91          |

**Total Gross Subscriptions (Month):** $81963095693.46

**Total Gross Redemptions (Month):** $89613389781.01

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.2200%           |
| 2025-06-03 | 4.2200%           |
| 2025-06-04 | 4.2200%           |
| 2025-06-05 | 4.2100%           |
| 2025-06-06 | 4.2000%           |
| 2025-06-09 | 4.1900%           |
| 2025-06-10 | 4.1900%           |
| 2025-06-11 | 4.1900%           |
| 2025-06-12 | 4.1900%           |
| 2025-06-13 | 4.1900%           |
| 2025-06-16 | 4.1900%           |
| 2025-06-17 | 4.1900%           |
| 2025-06-18 | 4.1900%           |
| 2025-06-20 | 4.1900%           |
| 2025-06-23 | 4.1900%           |
| 2025-06-24 | 4.1900%           |
| 2025-06-25 | 4.1900%           |
| 2025-06-26 | 4.2000%           |
| 2025-06-27 | 4.2200%           |
| 2025-06-30 | 4.2300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 7.0800%          | 0.0000%              |
| Depository institution or other banking institution |  | 11.0100%         | 0.0000%              |
| Broker-dealer                                       |  | 26.1800%         | 0.0000%              |

### Class: Investor Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $6629909292.81

- **Number of Shares Outstanding:** 6630644049.0400

- **Expense Reimbursement/Waiver:** 296860.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9999          |
|  |  |
| 2025-06-03 | 0.9999          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 0.9999          |
|  |  |
| 2025-06-06 | 0.9999          |
|  |  |
| 2025-06-09 | 0.9999          |
|  |  |
| 2025-06-10 | 0.9999          |
|  |  |
| 2025-06-11 | 0.9999          |
|  |  |
| 2025-06-12 | 0.9999          |
|  |  |
| 2025-06-13 | 0.9999          |
|  |  |
| 2025-06-16 | 0.9999          |
|  |  |
| 2025-06-17 | 0.9999          |
|  |  |
| 2025-06-18 | 0.9999          |
|  |  |
| 2025-06-20 | 0.9999          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $122006229.84             | $29587847.05            |
| 2025-06-03 | $103417134.79             | $0.00                   |
| 2025-06-04 | $452409346.45             | $90.00                  |
| 2025-06-05 | $2142708.94               | $115000000.00           |
| 2025-06-06 | $94638098.40              | $0.00                   |
| 2025-06-09 | $6816700.93               | $36000080.00            |
| 2025-06-10 | $36000070.00              | $20834717.85            |
| 2025-06-11 | $0.00                     | $270764156.75           |
| 2025-06-12 | $21000000.00              | $774975.53              |
| 2025-06-13 | $0.00                     | $205068499.34           |
| 2025-06-16 | $0.00                     | $25934004.26            |
| 2025-06-17 | $20000000.00              | $210845.02              |
| 2025-06-18 | $119000000.00             | $9206037.06             |
| 2025-06-20 | $0.00                     | $40022816.93            |
| 2025-06-23 | $0.00                     | $84620845.97            |
| 2025-06-24 | $11489420.15              | $125000000.00           |
| 2025-06-25 | $156000000.00             | $35425984.53            |
| 2025-06-26 | $74589511.09              | $0.00                   |
| 2025-06-27 | $57000000.00              | $1756748.18             |
| 2025-06-30 | $7615033.13               | $112000000.00           |

**Total Gross Subscriptions (Month):** $1284124253.72

**Total Gross Redemptions (Month):** $1112207648.47

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.1200%           |
| 2025-06-03 | 4.1200%           |
| 2025-06-04 | 4.1200%           |
| 2025-06-05 | 4.1100%           |
| 2025-06-06 | 4.1000%           |
| 2025-06-09 | 4.0900%           |
| 2025-06-10 | 4.0900%           |
| 2025-06-11 | 4.0900%           |
| 2025-06-12 | 4.0900%           |
| 2025-06-13 | 4.0900%           |
| 2025-06-16 | 4.0900%           |
| 2025-06-17 | 4.0900%           |
| 2025-06-18 | 4.0900%           |
| 2025-06-20 | 4.0900%           |
| 2025-06-23 | 4.0900%           |
| 2025-06-24 | 4.0900%           |
| 2025-06-25 | 4.1000%           |
| 2025-06-26 | 4.1000%           |
| 2025-06-27 | 4.1300%           |
| 2025-06-30 | 4.1300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 6.5800%          | 0.0000%              |
| Depository institution or other banking institution |  | 93.3800%         | 0.0000%              |

### Class: Participant Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $3297817133.85

- **Number of Shares Outstanding:** 3298313278.9200

- **Expense Reimbursement/Waiver:** 145279.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9999          |
|  |  |
| 2025-06-03 | 0.9999          |
|  |  |
| 2025-06-04 | 0.9999          |
|  |  |
| 2025-06-05 | 0.9999          |
|  |  |
| 2025-06-06 | 0.9999          |
|  |  |
| 2025-06-09 | 0.9999          |
|  |  |
| 2025-06-10 | 0.9999          |
|  |  |
| 2025-06-11 | 0.9999          |
|  |  |
| 2025-06-12 | 0.9999          |
|  |  |
| 2025-06-13 | 0.9999          |
|  |  |
| 2025-06-16 | 0.9999          |
|  |  |
| 2025-06-17 | 0.9999          |
|  |  |
| 2025-06-18 | 0.9999          |
|  |  |
| 2025-06-20 | 0.9999          |
|  |  |
| 2025-06-23 | 0.9999          |
|  |  |
| 2025-06-24 | 0.9999          |
|  |  |
| 2025-06-25 | 0.9999          |
|  |  |
| 2025-06-26 | 0.9999          |
|  |  |
| 2025-06-27 | 0.9999          |
|  |  |
| 2025-06-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $948.45                   | $40995844.38            |
| 2025-06-03 | $41919345.08              | $0.00                   |
| 2025-06-04 | $21316672.84              | $0.00                   |
| 2025-06-05 | $5962778.04               | $0.00                   |
| 2025-06-06 | $17410709.35              | $0.00                   |
| 2025-06-09 | $33539495.34              | $0.00                   |
| 2025-06-10 | $35958718.47              | $0.00                   |
| 2025-06-11 | $57388482.85              | $0.00                   |
| 2025-06-12 | $101490820.11             | $0.00                   |
| 2025-06-13 | $0.00                     | $6758745.31             |
| 2025-06-16 | $3723.46                  | $209291428.57           |
| 2025-06-17 | $0.00                     | $70860361.71            |
| 2025-06-18 | $13280862.34              | $0.00                   |
| 2025-06-20 | $0.00                     | $88056950.56            |
| 2025-06-23 | $0.00                     | $92268394.70            |
| 2025-06-24 | $56334943.35              | $0.00                   |
| 2025-06-25 | $20632615.25              | $0.00                   |
| 2025-06-26 | $31277097.96              | $0.00                   |
| 2025-06-27 | $20658673.30              | $0.00                   |
| 2025-06-30 | $66078353.20              | $0.00                   |

**Total Gross Subscriptions (Month):** $523254239.39

**Total Gross Redemptions (Month):** $508231725.23

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.7200%           |
| 2025-06-03 | 3.7200%           |
| 2025-06-04 | 3.7200%           |
| 2025-06-05 | 3.7100%           |
| 2025-06-06 | 3.7000%           |
| 2025-06-09 | 3.6900%           |
| 2025-06-10 | 3.6900%           |
| 2025-06-11 | 3.6900%           |
| 2025-06-12 | 3.6900%           |
| 2025-06-13 | 3.6900%           |
| 2025-06-16 | 3.6900%           |
| 2025-06-17 | 3.6900%           |
| 2025-06-18 | 3.6900%           |
| 2025-06-20 | 3.6900%           |
| 2025-06-23 | 3.6900%           |
| 2025-06-24 | 3.6900%           |
| 2025-06-25 | 3.7000%           |
| 2025-06-26 | 3.7000%           |
| 2025-06-27 | 3.7300%           |
| 2025-06-30 | 3.7300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 99.9900%         | 0.0000%              |

### Class: Institutional Select Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $6037059995.44

- **Number of Shares Outstanding:** 6041291291.2800

- **Expense Reimbursement/Waiver:** 257190.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9993          |
|  |  |
| 2025-06-03 | 0.9993          |
|  |  |
| 2025-06-04 | 0.9993          |
|  |  |
| 2025-06-05 | 0.9993          |
|  |  |
| 2025-06-06 | 0.9993          |
|  |  |
| 2025-06-09 | 0.9993          |
|  |  |
| 2025-06-10 | 0.9994          |
|  |  |
| 2025-06-11 | 0.9993          |
|  |  |
| 2025-06-12 | 0.9993          |
|  |  |
| 2025-06-13 | 0.9993          |
|  |  |
| 2025-06-16 | 0.9993          |
|  |  |
| 2025-06-17 | 0.9993          |
|  |  |
| 2025-06-18 | 0.9993          |
|  |  |
| 2025-06-20 | 0.9993          |
|  |  |
| 2025-06-23 | 0.9993          |
|  |  |
| 2025-06-24 | 0.9994          |
|  |  |
| 2025-06-25 | 0.9994          |
|  |  |
| 2025-06-26 | 0.9993          |
|  |  |
| 2025-06-27 | 0.9994          |
|  |  |
| 2025-06-30 | 0.9994          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $61711565.77              | $66762426.61            |
| 2025-06-03 | $37555.03                 | $110324781.58           |
| 2025-06-04 | $49704237.51              | $1217640.40             |
| 2025-06-05 | $29785273.47              | $25029336.00            |
| 2025-06-06 | $10081442.07              | $5401284.22             |
| 2025-06-09 | $349253575.03             | $0.00                   |
| 2025-06-10 | $260789709.79             | $20936.90               |
| 2025-06-11 | $5005979.44               | $396797863.91           |
| 2025-06-12 | $59945.22                 | $42923176.59            |
| 2025-06-13 | $2683.16                  | $295031752.34           |
| 2025-06-16 | $452125138.64             | $605239.67              |
| 2025-06-17 | $85016734.26              | $229513792.38           |
| 2025-06-18 | $10505468.27              | $90000000.00            |
| 2025-06-20 | $58926.57                 | $30848985.97            |
| 2025-06-23 | $74721729.35              | $0.00                   |
| 2025-06-24 | $85098920.32              | $40150710.40            |
| 2025-06-25 | $12236.99                 | $3611693.10             |
| 2025-06-26 | $4871429.43               | $107490369.92           |
| 2025-06-27 | $118592447.94             | $2800000.00             |
| 2025-06-30 | $93879507.53              | $0.00                   |

**Total Gross Subscriptions (Month):** $1691314505.79

**Total Gross Redemptions (Month):** $1448529989.99

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.1700%           |
| 2025-06-03 | 4.1700%           |
| 2025-06-04 | 4.1700%           |
| 2025-06-05 | 4.1600%           |
| 2025-06-06 | 4.1400%           |
| 2025-06-09 | 4.1400%           |
| 2025-06-10 | 4.1400%           |
| 2025-06-11 | 4.1400%           |
| 2025-06-12 | 4.1400%           |
| 2025-06-13 | 4.1400%           |
| 2025-06-16 | 4.1400%           |
| 2025-06-17 | 4.1400%           |
| 2025-06-18 | 4.1400%           |
| 2025-06-20 | 4.1400%           |
| 2025-06-23 | 4.1400%           |
| 2025-06-24 | 4.1400%           |
| 2025-06-25 | 4.1400%           |
| 2025-06-26 | 4.1500%           |
| 2025-06-27 | 4.1700%           |
| 2025-06-30 | 4.1800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 96.4200%         | 0.0000%              |

### Class: Cash Management Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $200362.38

- **Number of Shares Outstanding:** 200358.4200

- **Expense Reimbursement/Waiver:** 8.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0001          |
|  |  |
| 2025-06-05 | 1.0001          |
|  |  |
| 2025-06-06 | 1.0000          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0001          |
|  |  |
| 2025-06-12 | 1.0001          |
|  |  |
| 2025-06-13 | 1.0001          |
|  |  |
| 2025-06-16 | 1.0001          |
|  |  |
| 2025-06-17 | 1.0001          |
|  |  |
| 2025-06-18 | 1.0001          |
|  |  |
| 2025-06-20 | 1.0001          |
|  |  |
| 2025-06-23 | 1.0001          |
|  |  |
| 2025-06-24 | 1.0001          |
|  |  |
| 2025-06-25 | 1.0001          |
|  |  |
| 2025-06-26 | 1.0001          |
|  |  |
| 2025-06-27 | 1.0001          |
|  |  |
| 2025-06-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $689.38                   | $0.00                   |

**Total Gross Subscriptions (Month):** $689.38

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.0700%           |
| 2025-06-03 | 4.0700%           |
| 2025-06-04 | 4.0700%           |
| 2025-06-05 | 4.0600%           |
| 2025-06-06 | 4.0500%           |
| 2025-06-09 | 4.0400%           |
| 2025-06-10 | 4.0400%           |
| 2025-06-11 | 4.0400%           |
| 2025-06-12 | 4.0400%           |
| 2025-06-13 | 4.0400%           |
| 2025-06-16 | 4.0400%           |
| 2025-06-17 | 4.0400%           |
| 2025-06-18 | 4.0400%           |
| 2025-06-20 | 4.0400%           |
| 2025-06-23 | 4.0400%           |
| 2025-06-24 | 4.0400%           |
| 2025-06-25 | 4.0500%           |
| 2025-06-26 | 4.0500%           |
| 2025-06-27 | 4.0700%           |
| 2025-06-30 | 4.0800%           |

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

### Class: Select Class

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $56370.84

- **Number of Shares Outstanding:** 56383.7200

- **Expense Reimbursement/Waiver:** 2.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9998          |
|  |  |
| 2025-06-03 | 0.9998          |
|  |  |
| 2025-06-04 | 0.9998          |
|  |  |
| 2025-06-05 | 0.9998          |
|  |  |
| 2025-06-06 | 0.9998          |
|  |  |
| 2025-06-09 | 0.9998          |
|  |  |
| 2025-06-10 | 0.9998          |
|  |  |
| 2025-06-11 | 0.9998          |
|  |  |
| 2025-06-12 | 0.9998          |
|  |  |
| 2025-06-13 | 0.9998          |
|  |  |
| 2025-06-16 | 0.9998          |
|  |  |
| 2025-06-17 | 0.9998          |
|  |  |
| 2025-06-18 | 0.9998          |
|  |  |
| 2025-06-20 | 0.9998          |
|  |  |
| 2025-06-23 | 0.9998          |
|  |  |
| 2025-06-24 | 0.9999          |
|  |  |
| 2025-06-25 | 0.9999          |
|  |  |
| 2025-06-26 | 0.9998          |
|  |  |
| 2025-06-27 | 0.9998          |
|  |  |
| 2025-06-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $163.12                   | $0.00                   |

**Total Gross Subscriptions (Month):** $163.12

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.4300%           |
| 2025-06-03 | 3.4300%           |
| 2025-06-04 | 3.4200%           |
| 2025-06-05 | 3.4100%           |
| 2025-06-06 | 3.4000%           |
| 2025-06-09 | 3.3900%           |
| 2025-06-10 | 3.3900%           |
| 2025-06-11 | 3.3900%           |
| 2025-06-12 | 3.3900%           |
| 2025-06-13 | 3.3900%           |
| 2025-06-16 | 3.3900%           |
| 2025-06-17 | 3.3900%           |
| 2025-06-18 | 3.3900%           |
| 2025-06-20 | 3.3900%           |
| 2025-06-23 | 3.3900%           |
| 2025-06-24 | 3.3900%           |
| 2025-06-25 | 3.3900%           |
| 2025-06-26 | 3.4000%           |
| 2025-06-27 | 3.4200%           |
| 2025-06-30 | 3.4300%           |

**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:** $2706595523.64

- **Number of Shares Outstanding:** 2706767706.4900

- **Expense Reimbursement/Waiver:** 142049.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 1.0000          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $111901100.26             | $0.00                   |
| 2025-06-03 | $102269511.84             | $0.00                   |
| 2025-06-04 | $40343135.00              | $6500000.00             |
| 2025-06-05 | $88000000.00              | $36157605.05            |
| 2025-06-06 | $122123935.00             | $14000000.00            |
| 2025-06-09 | $150394548.00             | $74865512.48            |
| 2025-06-10 | $80932144.00              | $0.00                   |
| 2025-06-11 | $60504955.00              | $25000000.00            |
| 2025-06-12 | $196000000.00             | $45000000.00            |
| 2025-06-13 | $249945233.00             | $223000000.00           |
| 2025-06-16 | $2837628.00               | $615200000.00           |
| 2025-06-17 | $0.00                     | $2144877.00             |
| 2025-06-18 | $0.00                     | $275959441.00           |
| 2025-06-20 | $58147789.00              | $0.00                   |
| 2025-06-23 | $255344101.00             | $18600.00               |
| 2025-06-24 | $0.00                     | $250468394.00           |
| 2025-06-25 | $99999651.47              | $63214111.00            |
| 2025-06-26 | $258000000.00             | $31261656.00            |
| 2025-06-27 | $36033158.00              | $468971183.66           |
| 2025-06-30 | $65000000.00              | $163180054.00           |

**Total Gross Subscriptions (Month):** $1977776889.57

**Total Gross Redemptions (Month):** $2294941434.19

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.2200%           |
| 2025-06-03 | 4.2200%           |
| 2025-06-04 | 4.2200%           |
| 2025-06-05 | 4.2100%           |
| 2025-06-06 | 4.2000%           |
| 2025-06-09 | 4.1900%           |
| 2025-06-10 | 4.1900%           |
| 2025-06-11 | 4.1900%           |
| 2025-06-12 | 4.1900%           |
| 2025-06-13 | 4.1900%           |
| 2025-06-16 | 4.1900%           |
| 2025-06-17 | 4.1900%           |
| 2025-06-18 | 4.1900%           |
| 2025-06-20 | 4.1900%           |
| 2025-06-23 | 4.1900%           |
| 2025-06-24 | 4.1900%           |
| 2025-06-25 | 4.2000%           |
| 2025-06-26 | 4.2000%           |
| 2025-06-27 | 4.2300%           |
| 2025-06-30 | 4.2300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 6.0900%          | 0.0000%              |
| Non-financial corporation                           |  | 8.7100%          | 0.0000%              |
| Depository institution or other banking institution |  | 43.9600%         | 0.0000%              |
| Broker-dealer                                       |  | 5.1500%          | 0.0000%              |
| Broker-dealer                                       |  | 11.0800%         | 0.0000%              |
| Broker-dealer                                       |  | 5.3200%          | 0.0000%              |
| Broker-dealer                                       |  | 9.3400%          | 0.0000%              |

### Class: Impact Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $1310395477.53

- **Number of Shares Outstanding:** 1310568494.0800

- **Expense Reimbursement/Waiver:** 67077.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9999          |
|  |  |
| 2025-06-03 | 0.9999          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 0.9999          |
|  |  |
| 2025-06-09 | 0.9999          |
|  |  |
| 2025-06-10 | 0.9999          |
|  |  |
| 2025-06-11 | 0.9999          |
|  |  |
| 2025-06-12 | 0.9999          |
|  |  |
| 2025-06-13 | 0.9999          |
|  |  |
| 2025-06-16 | 0.9999          |
|  |  |
| 2025-06-17 | 0.9999          |
|  |  |
| 2025-06-18 | 0.9999          |
|  |  |
| 2025-06-20 | 0.9999          |
|  |  |
| 2025-06-23 | 0.9999          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 0.9999          |
|  |  |
| 2025-06-26 | 0.9999          |
|  |  |
| 2025-06-27 | 0.9999          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $457985789.51             | $522000000.00           |
| 2025-06-03 | $476600000.00             | $438280000.00           |
| 2025-06-04 | $508000000.00             | $419000000.00           |
| 2025-06-05 | $568000000.00             | $467000000.00           |
| 2025-06-06 | $398620000.00             | $510000000.00           |
| 2025-06-09 | $341020000.00             | $385000000.00           |
| 2025-06-10 | $331200000.00             | $304260000.00           |
| 2025-06-11 | $498300000.00             | $705700000.00           |
| 2025-06-12 | $347000000.00             | $447042000.00           |
| 2025-06-13 | $473100000.00             | $415740000.00           |
| 2025-06-16 | $500000000.00             | $925920000.00           |
| 2025-06-17 | $453620000.00             | $549000000.00           |
| 2025-06-18 | $519000000.00             | $352080000.00           |
| 2025-06-20 | $545500000.00             | $518000000.00           |
| 2025-06-23 | $519000000.00             | $534800000.00           |
| 2025-06-24 | $529760000.00             | $502000000.00           |
| 2025-06-25 | $522999509.19             | $633020000.00           |
| 2025-06-26 | $480000000.00             | $522420000.00           |
| 2025-06-27 | $504000000.00             | $498000000.00           |
| 2025-06-30 | $701000000.00             | $584000000.00           |

**Total Gross Subscriptions (Month):** $9674705298.70

**Total Gross Redemptions (Month):** $10233262000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.2200%           |
| 2025-06-03 | 4.2200%           |
| 2025-06-04 | 4.2200%           |
| 2025-06-05 | 4.2100%           |
| 2025-06-06 | 4.2000%           |
| 2025-06-09 | 4.1900%           |
| 2025-06-10 | 4.1900%           |
| 2025-06-11 | 4.1900%           |
| 2025-06-12 | 4.1900%           |
| 2025-06-13 | 4.1900%           |
| 2025-06-16 | 4.1900%           |
| 2025-06-17 | 4.1900%           |
| 2025-06-18 | 4.1900%           |
| 2025-06-20 | 4.1900%           |
| 2025-06-23 | 4.1900%           |
| 2025-06-24 | 4.1900%           |
| 2025-06-25 | 4.2000%           |
| 2025-06-26 | 4.2000%           |
| 2025-06-27 | 4.2300%           |
| 2025-06-30 | 4.2300%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                                                   |  | 14.6300%         | 0.0000%              |
| Non-financial corporation                                                   |  | 22.8100%         | 0.0000%              |
| Non-financial corporation                                                   |  | 38.1500%         | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 14.7500%         | 0.0000%              |

### Class: Impact Partner Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $1115466469.08

- **Number of Shares Outstanding:** 1115444765.1300

- **Expense Reimbursement/Waiver:** 62568.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0001          |
|  |  |
| 2025-06-05 | 1.0001          |
|  |  |
| 2025-06-06 | 1.0000          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0001          |
|  |  |
| 2025-06-12 | 1.0001          |
|  |  |
| 2025-06-13 | 1.0001          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0001          |
|  |  |
| 2025-06-23 | 1.0001          |
|  |  |
| 2025-06-24 | 1.0001          |
|  |  |
| 2025-06-25 | 1.0001          |
|  |  |
| 2025-06-26 | 1.0001          |
|  |  |
| 2025-06-27 | 1.0001          |
|  |  |
| 2025-06-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $28142988.78              | $250000000.00           |
| 2025-06-03 | $0.00                     | $22000000.00            |
| 2025-06-05 | $0.00                     | $3000000.00             |
| 2025-06-06 | $3350000.00               | $0.00                   |
| 2025-06-09 | $98000000.00              | $0.00                   |
| 2025-06-10 | $152000000.00             | $2000000.00             |
| 2025-06-11 | $4733333.00               | $0.00                   |
| 2025-06-12 | $0.00                     | $5750000.00             |
| 2025-06-13 | $5380000.00               | $20000000.00            |
| 2025-06-16 | $20000000.00              | $4688889.00             |
| 2025-06-17 | $0.00                     | $300000.00              |
| 2025-06-18 | $3033333.00               | $4000000.00             |
| 2025-06-20 | $3377778.00               | $1800.00                |
| 2025-06-23 | $5300000.00               | $0.00                   |
| 2025-06-24 | $2466667.00               | $528191543.74           |
| 2025-06-25 | $0.00                     | $646.61                 |
| 2025-06-26 | $20255556.00              | $6916.05                |
| 2025-06-27 | $20000000.00              | $8888889.00             |
| 2025-06-30 | $1700000.00               | $10000000.00            |

**Total Gross Subscriptions (Month):** $367739655.78

**Total Gross Redemptions (Month):** $858828684.40

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.2200%           |
| 2025-06-03 | 4.2200%           |
| 2025-06-04 | 4.2200%           |
| 2025-06-05 | 4.2100%           |
| 2025-06-06 | 4.2000%           |
| 2025-06-09 | 4.1900%           |
| 2025-06-10 | 4.1900%           |
| 2025-06-11 | 4.1900%           |
| 2025-06-12 | 4.1900%           |
| 2025-06-13 | 4.1900%           |
| 2025-06-16 | 4.1900%           |
| 2025-06-17 | 4.1900%           |
| 2025-06-18 | 4.1900%           |
| 2025-06-20 | 4.1900%           |
| 2025-06-23 | 4.1900%           |
| 2025-06-24 | 4.1900%           |
| 2025-06-25 | 4.2000%           |
| 2025-06-26 | 4.2000%           |
| 2025-06-27 | 4.2300%           |
| 2025-06-30 | 4.2300%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 22.4200%         | 0.0000%              |
| Broker-dealer             |  | 55.5100%         | 0.0000%              |
| Broker-dealer             |  | 14.3900%         | 0.0000%              |

### Class: Advisor Class

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $62507406.93

- **Number of Shares Outstanding:** 62506747.9450

- **Expense Reimbursement/Waiver:** 2920.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0001          |
|  |  |
| 2025-06-05 | 1.0001          |
|  |  |
| 2025-06-06 | 1.0000          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0001          |
|  |  |
| 2025-06-12 | 1.0001          |
|  |  |
| 2025-06-13 | 1.0001          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0001          |
|  |  |
| 2025-06-23 | 1.0001          |
|  |  |
| 2025-06-24 | 1.0001          |
|  |  |
| 2025-06-25 | 1.0001          |
|  |  |
| 2025-06-26 | 1.0001          |
|  |  |
| 2025-06-27 | 1.0001          |
|  |  |
| 2025-06-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $436151.88                | $292212.62              |
| 2025-06-03 | $154852.37                | $148085.19              |
| 2025-06-04 | $623315.00                | $1089764.01             |
| 2025-06-05 | $1205521.00               | $661689.25              |
| 2025-06-06 | $12971.00                 | $1497219.03             |
| 2025-06-09 | $37561.00                 | $371786.68              |
| 2025-06-10 | $228810.00                | $927688.82              |
| 2025-06-11 | $5.00                     | $1372101.90             |
| 2025-06-12 | $3.00                     | $2025367.93             |
| 2025-06-13 | $320358.27                | $2557761.16             |
| 2025-06-16 | $564.41                   | $1830767.45             |
| 2025-06-17 | $172956.00                | $149192.00              |
| 2025-06-18 | $9615.00                  | $14456.72               |
| 2025-06-20 | $45645.00                 | $161371.06              |
| 2025-06-23 | $65000.00                 | $404619.01              |
| 2025-06-24 | $71091.00                 | $135516.58              |
| 2025-06-25 | $287945.81                | $264454.74              |
| 2025-06-26 | $136678.00                | $451.00                 |
| 2025-06-27 | $501830.00                | $204561.82              |
| 2025-06-30 | $214170.00                | $959509.94              |

**Total Gross Subscriptions (Month):** $4525043.74

**Total Gross Redemptions (Month):** $15068576.91

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.2200%           |
| 2025-06-03 | 4.2200%           |
| 2025-06-04 | 4.2200%           |
| 2025-06-05 | 4.2100%           |
| 2025-06-06 | 4.2000%           |
| 2025-06-09 | 4.1900%           |
| 2025-06-10 | 4.1900%           |
| 2025-06-11 | 4.1900%           |
| 2025-06-12 | 4.1900%           |
| 2025-06-13 | 4.1900%           |
| 2025-06-16 | 4.1900%           |
| 2025-06-17 | 4.1900%           |
| 2025-06-18 | 4.1900%           |
| 2025-06-20 | 4.1900%           |
| 2025-06-23 | 4.1900%           |
| 2025-06-24 | 4.1900%           |
| 2025-06-25 | 4.2000%           |
| 2025-06-26 | 4.2000%           |
| 2025-06-27 | 4.2300%           |
| 2025-06-30 | 4.2300%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9100%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: 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: 3130B1ZC4, C.4 - ISIN: US3130B1ZC43, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 3130B1ZC4
- **C.18 - Value (incl. sponsor support):** $91004521.79
- **C.18.a - Value (excl. sponsor support):** $91004521.79
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **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 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2FT7, C.4 - ISIN: US3130B2FT70, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $286041038.14
- **C.18.a - Value (excl. sponsor support):** $286041038.14
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **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 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.560000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2HG3, C.4 - ISIN: US3130B2HG32, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $575139845.75
- **C.18.a - Value (excl. sponsor support):** $575139845.75
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **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 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.570000%
- **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):** $240068971.20
- **C.18.a - Value (excl. sponsor support):** $240068971.20
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.580000%
- **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):** $480161688.00
- **C.18.a - Value (excl. sponsor support):** $480161688.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.565000%
- **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):** $200094444.00
- **C.18.a - Value (excl. sponsor support):** $200094444.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 7: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.565000%
- **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):** $732433819.80
- **C.18.a - Value (excl. sponsor support):** $732433819.80
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 8: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.565000%
- **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):** $341177756.48
- **C.18.a - Value (excl. sponsor support):** $341177756.48
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 9: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.580000%
- **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):** $488304482.72
- **C.18.a - Value (excl. sponsor support):** $488304482.72
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 10: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4HH7, C.4 - ISIN: US3130B4HH70, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $999994790.00
- **C.18.a - Value (excl. sponsor support):** $999994790.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-14
- **C.13 - Final Legal Maturity Date:** 2025-07-14
- **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 11: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4UJ8, C.4 - ISIN: US3130B4UJ89, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $483004801.02
- **C.18.a - Value (excl. sponsor support):** $483004801.02
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4VH1, C.4 - ISIN: US3130B4VH15, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $483997405.76
- **C.18.a - Value (excl. sponsor support):** $483997405.76
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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 13: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4WB3, C.4 - ISIN: US3130B4WB36, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $338004252.04
- **C.18.a - Value (excl. sponsor support):** $338004252.04
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-10
- **C.13 - Final Legal Maturity Date:** 2025-09-10
- **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 14: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.390000%
- **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):** $241005506.85
- **C.18.a - Value (excl. sponsor support):** $241005506.85
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 15: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.390000%
- **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):** $385016936.15
- **C.18.a - Value (excl. sponsor support):** $385016936.15
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 16: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VC9, C.4 - ISIN: US3130B5VC92, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $964032265.08
- **C.18.a - Value (excl. sponsor support):** $964032265.08
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B64U7, C.4 - ISIN: US3130B64U78, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $482007702.36
- **C.18.a - Value (excl. sponsor support):** $482007702.36
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **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 18: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.390000%
- **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):** $962033083.18
- **C.18.a - Value (excl. sponsor support):** $962033083.18
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 19: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.390000%
- **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):** $482019622.22
- **C.18.a - Value (excl. sponsor support):** $482019622.22
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 20: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.400000%
- **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):** $482030857.64
- **C.18.a - Value (excl. sponsor support):** $482030857.64
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 21: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.390000%
- **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):** $481022664.72
- **C.18.a - Value (excl. sponsor support):** $481022664.72
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 22: 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: 313313HZ4, C.4 - ISIN: US313313HZ43, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $48937715.61
- **C.18.a - Value (excl. sponsor support):** $48937715.61
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-07-11
- **C.12 - Maturity Date (WAL):** 2025-07-11
- **C.13 - Final Legal Maturity Date:** 2025-07-11
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: 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: 313313LT3, C.4 - ISIN: US313313LT37, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $192261383.64
- **C.18.a - Value (excl. sponsor support):** $192261383.64
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-09-15
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **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 24: 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):** $21693576.74
- **C.18.a - Value (excl. sponsor support):** $21693576.74
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **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 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: 313385JV9, C.4 - ISIN: US313385JV97, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385JV9
- **C.18 - Value (incl. sponsor support):** $933643459.86
- **C.18.a - Value (excl. sponsor support):** $933643459.86
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **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? No, C.15 Has Guarantee? No, C.16 Has 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: 313385KC9, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385KC9
- **C.18 - Value (incl. sponsor support):** $192142329.23
- **C.18.a - Value (excl. sponsor support):** $192142329.23
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, 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: 313385KH8, C.4 - ISIN: US313385KH84, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $238793133.60
- **C.18.a - Value (excl. sponsor support):** $238793133.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-08-12
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **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? Yes, 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: 313385KL9, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385KL9
- **C.18 - Value (incl. sponsor support):** $451557734.24
- **C.18.a - Value (excl. sponsor support):** $451557734.24
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **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? Yes, 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: 313385LP9, C.4 - ISIN: US313385LP91, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $303400104.66
- **C.18.a - Value (excl. sponsor support):** $303400104.66
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-09-11
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **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? 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: 313385ML7, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385ML7
- **C.18 - Value (incl. sponsor support):** $192907324.35
- **C.18.a - Value (excl. sponsor support):** $192907324.35
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **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? 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: 313385MQ6, C.4 - ISIN: US313385MQ65, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $713922025.74
- **C.18.a - Value (excl. sponsor support):** $713922025.74
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **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? 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: 313385NE2, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $283330225.71
- **C.18.a - Value (excl. sponsor support):** $283330225.71
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **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? 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: 313385NF9, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385NF9
- **C.18 - Value (incl. sponsor support):** $187548842.30
- **C.18.a - Value (excl. sponsor support):** $187548842.30
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **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? 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: 313385NQ5, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385NQ5
- **C.18 - Value (incl. sponsor support):** $475286544.94
- **C.18.a - Value (excl. sponsor support):** $475286544.94
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **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 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: 313385NX0, C.4 - ISIN: US313385NX08, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $983444998.34
- **C.18.a - Value (excl. sponsor support):** $983444998.34
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **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 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: 313385PB6, C.4 - ISIN: US313385PB69, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $94556506.56
- **C.18.a - Value (excl. sponsor support):** $94556506.56
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **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 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: 313385PD2, C.4 - ISIN: US313385PD26, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $40374237.50
- **C.18.a - Value (excl. sponsor support):** $40374237.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **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 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: 313385PF7, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $3938045.56
- **C.18.a - Value (excl. sponsor support):** $3938045.56
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **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 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: 313385QZ2, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385QZ2
- **C.18 - Value (incl. sponsor support):** $877177193.75
- **C.18.a - Value (excl. sponsor support):** $877177193.75
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **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 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: 313385RG3, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385RG3
- **C.18 - Value (incl. sponsor support):** $481946388.36
- **C.18.a - Value (excl. sponsor support):** $481946388.36
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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 41: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.545000%
- **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):** $192118792.32
- **C.18.a - Value (excl. sponsor support):** $192118792.32
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 42: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.555000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPT62, C.4 - ISIN: US3133EPT621, C.3 - LEI: 254900C5LP6D, C.5 - Other ID: 3133EPT62
- **C.18 - Value (incl. sponsor support):** $231006722.10
- **C.18.a - Value (excl. sponsor support):** $231006722.10
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **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 43: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.540000%
- **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):** $249209057.91
- **C.18.a - Value (excl. sponsor support):** $249209057.91
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 44: 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):** $166001069.04
- **C.18.a - Value (excl. sponsor support):** $166001069.04
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 45: 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):** $74981626.50
- **C.18.a - Value (excl. sponsor support):** $74981626.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 46: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.540000%
- **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):** $248213699.12
- **C.18.a - Value (excl. sponsor support):** $248213699.12
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 47: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.530000%
- **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):** $237262356.63
- **C.18.a - Value (excl. sponsor support):** $237262356.63
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 48: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.530000%
- **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):** $233269049.76
- **C.18.a - Value (excl. sponsor support):** $233269049.76
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 49: 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):** $48007121.76
- **C.18.a - Value (excl. sponsor support):** $48007121.76
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 50: 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):** $99121234.41
- **C.18.a - Value (excl. sponsor support):** $99121234.41
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 51: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.530000%
- **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):** $240267134.40
- **C.18.a - Value (excl. sponsor support):** $240267134.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 52: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.540000%
- **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):** $482387079.74
- **C.18.a - Value (excl. sponsor support):** $482387079.74
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 53: 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):** $96010215.36
- **C.18.a - Value (excl. sponsor support):** $96010215.36
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 54: 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: 3133ETKP1, C.4 - ISIN: US3133ETKP12, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $44007226.56
- **C.18.a - Value (excl. sponsor support):** $44007226.56
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-06-09
- **C.13 - Final Legal Maturity Date:** 2027-06-09
- **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 55: 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):** $147018807.18
- **C.18.a - Value (excl. sponsor support):** $147018807.18
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 56: 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):** $193030470.84
- **C.18.a - Value (excl. sponsor support):** $193030470.84
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 57: 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):** $97017559.91
- **C.18.a - Value (excl. sponsor support):** $97017559.91
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 58: 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: 3133ETMJ3, C.4 - ISIN: US3133ETMJ34, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $44009134.84
- **C.18.a - Value (excl. sponsor support):** $44009134.84
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 59: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBVX6, C.4 - ISIN: US3134HBVX64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $497097571.04
- **C.18.a - Value (excl. sponsor support):** $497097571.04
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **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 60: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.530000%
- **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):** $318339108.84
- **C.18.a - Value (excl. sponsor support):** $318339108.84
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 61: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.530000%
- **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):** $694789785.88
- **C.18.a - Value (excl. sponsor support):** $694789785.88
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 62: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.530000%
- **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):** $730951219.20
- **C.18.a - Value (excl. sponsor support):** $730951219.20
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 63: 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: 912797LW5, C.4 - ISIN: US912797LW51, C.3 - LEI: 254900HROIFW, C.5 - Other ID: 912797LW5
- **C.18 - Value (incl. sponsor support):** $88906846.37
- **C.18.a - Value (excl. sponsor support):** $88906846.37
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 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):** $2375810321.40
- **C.18.a - Value (excl. sponsor support):** $2375810321.40
- **C.19 - Percentage of Net Assets:** 1.4200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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 65: 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):** $741822540.00
- **C.18.a - Value (excl. sponsor support):** $741822540.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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 66: 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):** $2257840247.60
- **C.18.a - Value (excl. sponsor support):** $2257840247.60
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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 67: 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):** $2927848097.43
- **C.18.a - Value (excl. sponsor support):** $2927848097.43
- **C.19 - Percentage of Net Assets:** 1.7500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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 68: 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):** $1779140756.96
- **C.18.a - Value (excl. sponsor support):** $1779140756.96
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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 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: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $381119121.11
- **C.18.a - Value (excl. sponsor support):** $381119121.11
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **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 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: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $375488547.00
- **C.18.a - Value (excl. sponsor support):** $375488547.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **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 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: 912797PW1, C.4 - ISIN: US912797PW16, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1224543255.00
- **C.18.a - Value (excl. sponsor support):** $1224543255.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-11
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **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 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: 912797PX9, C.4 - ISIN: US912797PX98, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1195841055.67
- **C.18.a - Value (excl. sponsor support):** $1195841055.67
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **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? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: 912797PY7, C.4 - ISIN: US912797PY71, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1031780605.50
- **C.18.a - Value (excl. sponsor support):** $1031780605.50
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **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 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: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $855780050.39
- **C.18.a - Value (excl. sponsor support):** $855780050.39
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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 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: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $712643408.12
- **C.18.a - Value (excl. sponsor support):** $712643408.12
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **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 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: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $898675332.10
- **C.18.a - Value (excl. sponsor support):** $898675332.10
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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 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: 912797QG5, C.4 - ISIN: US912797QG56, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1810725243.75
- **C.18.a - Value (excl. sponsor support):** $1810725243.75
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **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 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: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $573967183.68
- **C.18.a - Value (excl. sponsor support):** $573967183.68
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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 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: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1672724917.50
- **C.18.a - Value (excl. sponsor support):** $1672724917.50
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **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 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: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $522276950.41
- **C.18.a - Value (excl. sponsor support):** $522276950.41
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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 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: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2107094720.09
- **C.18.a - Value (excl. sponsor support):** $2107094720.09
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **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 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: 912797QZ3, C.4 - ISIN: US912797QZ38, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1005076203.75
- **C.18.a - Value (excl. sponsor support):** $1005076203.75
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **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? 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: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1543113481.92
- **C.18.a - Value (excl. sponsor support):** $1543113481.92
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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 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: 912797RB5, C.4 - ISIN: US912797RB50, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $672228803.60
- **C.18.a - Value (excl. sponsor support):** $672228803.60
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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 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: 912797RC3, C.4 - ISIN: US912797RC34, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2290648624.89
- **C.18.a - Value (excl. sponsor support):** $2290648624.89
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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 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: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $911942927.28
- **C.18.a - Value (excl. sponsor support):** $911942927.28
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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 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: 912797RE9, C.4 - ISIN: US912797RE99, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1464413935.09
- **C.18.a - Value (excl. sponsor support):** $1464413935.09
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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 88: 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):** $313550636.60
- **C.18.a - Value (excl. sponsor support):** $313550636.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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 89: 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):** $156808831.68
- **C.18.a - Value (excl. sponsor support):** $156808831.68
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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 90: 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):** $430159761.36
- **C.18.a - Value (excl. sponsor support):** $430159761.36
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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 91: 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):** $280086031.94
- **C.18.a - Value (excl. sponsor support):** $280086031.94
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **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 92: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAB7, C.4 - ISIN: US91282CAB72, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $119596327.20
- **C.18.a - Value (excl. sponsor support):** $119596327.20
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **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 93: 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):** $342404758.54
- **C.18.a - Value (excl. sponsor support):** $342404758.54
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **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 94: 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):** $777537300.30
- **C.18.a - Value (excl. sponsor support):** $777537300.30
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **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 95: 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):** $302375094.30
- **C.18.a - Value (excl. sponsor support):** $302375094.30
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 96: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CFE6, C.4 - ISIN: US91282CFE66, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $117799353.98
- **C.18.a - Value (excl. sponsor support):** $117799353.98
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **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 97: 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):** $177104468.94
- **C.18.a - Value (excl. sponsor support):** $177104468.94
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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 98: 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):** $76950729.24
- **C.18.a - Value (excl. sponsor support):** $76950729.24
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **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 99: 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):** $1008692100.50
- **C.18.a - Value (excl. sponsor support):** $1008692100.50
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 100: 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):** $315128732.66
- **C.18.a - Value (excl. sponsor support):** $315128732.66
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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 101: 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):** $283284101.32
- **C.18.a - Value (excl. sponsor support):** $283284101.32
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **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 102: 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):** $300397056.00
- **C.18.a - Value (excl. sponsor support):** $300397056.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 103: 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):** $303620196.78
- **C.18.a - Value (excl. sponsor support):** $303620196.78
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 104: 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):** $217348358.78
- **C.18.a - Value (excl. sponsor support):** $217348358.78
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **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 105: 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):** $300637074.00
- **C.18.a - Value (excl. sponsor support):** $300637074.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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 106: 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):** $429948952.29
- **C.18.a - Value (excl. sponsor support):** $429948952.29
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 107: 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):** $760044437.20
- **C.18.a - Value (excl. sponsor support):** $760044437.20
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **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 108: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.485000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFW, C.5 - Other ID: 91282CJU6
- **C.18 - Value (incl. sponsor support):** $138156837.00
- **C.18.a - Value (excl. sponsor support):** $138156837.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 109: 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):** $475350179.52
- **C.18.a - Value (excl. sponsor support):** $475350179.52
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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 110: 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):** $303912109.98
- **C.18.a - Value (excl. sponsor support):** $303912109.98
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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 111: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFW, C.5 - Other ID: 91282CKM2
- **C.18 - Value (incl. sponsor support):** $844530344.28
- **C.18.a - Value (excl. sponsor support):** $844530344.28
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 112: 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):** $303178634.99
- **C.18.a - Value (excl. sponsor support):** $303178634.99
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **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 113: 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):** $305810812.48
- **C.18.a - Value (excl. sponsor support):** $305810812.48
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **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 114: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.422000%
- **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):** $2921938873.01
- **C.18.a - Value (excl. sponsor support):** $2921938873.01
- **C.19 - Percentage of Net Assets:** 1.7500%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 115: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.445000%
- **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):** $3336226908.56
- **C.18.a - Value (excl. sponsor support):** $3336226908.56
- **C.19 - Percentage of Net Assets:** 2.0000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 116: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.338000%
- **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):** $2685950995.20
- **C.18.a - Value (excl. sponsor support):** $2685950995.20
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 117: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.400000%
- **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):** $2497269825.82
- **C.18.a - Value (excl. sponsor support):** $2497269825.82
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 118: 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_0804
- **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):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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? 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.         | 2052-02-25      | N/A      | 0.0000% | $754388.00         | $123.11            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | N/A      | 0.0000% | $3000000.00        | $1637917.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | N/A      | 0.0000% | $3033154.00        | $1767316.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | N/A      | 0.0000% | $1439993.00        | $979900.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | N/A      | 0.0000% | $21754923.00       | $143374.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | N/A      | 0.0000% | $200000000.00      | $635915.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $81594413.00       | $27172.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $200000000.00      | $616394.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | N/A      | 0.0000% | $286730.00         | $163872.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | N/A      | 0.0000% | $100001.00         | $59493.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | N/A      | 0.0000% | $11964345.00       | $8124830.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $8960087.00        | $4612715.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $35081296.00       | $32809.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 0.0500%  | 0.0000% | $13873367.00       | $24013.76          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-11-25      | 0.1848%  | 0.0000% | $143131218.00      | $485863.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-04-25      | 0.2658%  | 0.0000% | $12686333.00       | $39766.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.3000%  | 0.0000% | $40000000.00       | $350450.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-12-20      | 0.6562%  | 0.0000% | $914558.00         | $60157.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-11-20      | 0.6681%  | 0.0000% | $65178829.00       | $3380177.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-09-20      | 0.7381%  | 0.0000% | $17331217.00       | $1034978.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.8282%  | 0.0000% | $4795457.00        | $201836.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-11-20      | 0.8548%  | 0.0000% | $5221347.00        | $363096.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 0.8872%  | 0.0000% | $19289517.00       | $1492462.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-10-25      | 0.8948%  | 0.0000% | $62712570.00       | $2826952.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.8982%  | 0.0000% | $261650.00         | $12344.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-10-20      | 0.9225%  | 0.0000% | $8488800.00        | $659939.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.9981%  | 0.0000% | $7218700.00        | $318152.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-02-20      | 1.0797%  | 0.0000% | $16752845.00       | $1330425.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.1181%  | 0.0000% | $67929951.00       | $4083198.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.1982%  | 0.0000% | $937765.00         | $50162.07          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-01-25      | 1.2299%  | 0.0000% | $5000000.00        | $203755.80         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 1.2448%  | 0.0000% | $146179.00         | $4940.54           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.2482%  | 0.0000% | $20436086.00       | $1157143.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.3982%  | 0.0000% | $2213420.00        | $49382.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.3982%  | 0.0000% | $11292541.00       | $460684.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 1.4022%  | 0.0000% | $1686767.00        | $18900.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.4482%  | 0.0000% | $4488970.00        | $222496.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-06-25      | 1.4804%  | 0.0000% | $100000000.00      | $863998.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.4982%  | 0.0000% | $34070534.00       | $1044060.65        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 1.4992%  | 0.0000% | $166409000.00      | $6022930.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-05-25      | 1.5004%  | 0.0000% | $83979859.00       | $1258450.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.5948%  | 0.0000% | $9270437.00        | $586733.81         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-07-25      | 1.6303%  | 0.0000% | $313178044.00      | $4949919.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-09-25      | 1.6303%  | 0.0000% | $32564675.00       | $318578.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 1.6679%  | 0.0000% | $56643908.00       | $2023898.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 1.6679%  | 0.0000% | $15622528.00       | $703266.38         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-05-25      | 1.6804%  | 0.0000% | $414842126.00      | $33716.32          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 1.6804%  | 0.0000% | $23002239.00       | $647272.84         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 1.6804%  | 0.0000% | $146920181.00      | $5682781.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-02-25      | 1.7304%  | 0.0000% | $69174285.00       | $981283.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.7582%  | 0.0000% | $227968.00         | $15043.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.7981%  | 0.0000% | $605376.00         | $49360.00          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2059-11-25      | 1.7991%  | 0.0000% | $100157.00         | $1268.75           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.8481%  | 0.0000% | $42213055.00       | $2535792.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-09-25      | 1.8948%  | 0.0000% | $44058832.00       | $2372280.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 1.9682%  | 0.0000% | $100007.00         | $6100.67           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-25      | 2.0000%  | 0.0000% | $199998.00         | $22133.32          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.0000%  | 0.0000% | $1000000.00        | $110390.92         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-25      | 2.0000%  | 0.0000% | $903370.00         | $94078.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $22500000.00       | $1908893.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-03-25      | 2.0409%  | 0.0000% | $82543545.00       | $1044569.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 2.0548%  | 0.0000% | $681317.00         | $41646.05          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 2.0804%  | 0.0000% | $3635360.00        | $32481.27          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2059-07-25      | 2.0954%  | 0.0000% | $100033.00         | $832.53            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-05-25      | 2.1051%  | 0.0000% | $100096.00         | $759.52            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-15      | 2.1443%  | 0.0000% | $138079093.00      | $6320909.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-06-25      | 2.1671%  | 0.0000% | $50000000.00       | $636225.93         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-08-15      | 2.1817%  | 0.0000% | $100000000.00      | $275163.48         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-04-25      | 2.2304%  | 0.0000% | $49999885.00       | $24525.08          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-02-15      | 2.2317%  | 0.0000% | $174598969.00      | $1645311.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 2.3078%  | 0.0000% | $18409200.00       | $519201.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-07-25      | 2.3400%  | 0.0000% | $2988.00           | $675.97            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 2.5000%  | 0.0000% | $100020.00         | $11547.67          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 2.5000%  | 0.0000% | $800448.00         | $97087.17          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.5000%  | 0.0000% | $200007.00         | $23378.86          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 2.5000%  | 0.0000% | $100000.00         | $9578.21           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $100000.00         | $12891.80          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-25      | 2.5000%  | 0.0000% | $299999.00         | $36908.40          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-25      | 2.5000%  | 0.0000% | $6071983.00        | $500058.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-25      | 2.5000%  | 0.0000% | $27938476.00       | $3275337.51        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-10-25      | 2.5000%  | 0.0000% | $200000.00         | $19736.67          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 2.5000%  | 0.0000% | $1468110.00        | $205723.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 2.5000%  | 0.0000% | $791790.00         | $95895.99          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.5000%  | 0.0000% | $100000.00         | $8578.07           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 2.5000%  | 0.0000% | $5329748.00        | $681587.19         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.5000%  | 0.0000% | $100000.00         | $10188.74          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 2.5000%  | 0.0000% | $399995.00         | $48480.42          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 2.5000%  | 0.0000% | $2099996.00        | $266285.19         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-05-25      | 2.5000%  | 0.0000% | $100112.00         | $12942.15          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-10-25      | 2.5000%  | 0.0000% | $16380003.00       | $1770673.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.5000%  | 0.0000% | $100000.00         | $9248.47           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 2.5000%  | 0.0000% | $100000.00         | $13928.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.5000%  | 0.0000% | $100000.00         | $9710.71           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $3200000.00        | $306954.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1001.00           | $633.03            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-02-15      | 2.7722%  | 0.0000% | $2800000.00        | $543908.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 2.8448%  | 0.0000% | $26477230.00       | $2043288.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.9682%  | 0.0000% | $54279073.00       | $4373098.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-06-25      | 3.0000%  | 0.0000% | $224235.00         | $11545.57          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $100000.00         | $9120.42           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $29495254.00       | $2594540.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $5694954.00        | $446977.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $100000.00         | $8713.39           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 4.0000%  | 0.0000% | $321227.00         | $25300.69          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-04-15      | 4.0000%  | 0.0000% | $665982.00         | $295025.70         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 4.0000%  | 0.0000% | $20142311.00       | $2376724.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 4.0000%  | 0.0000% | $100117.00         | $918.90            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 4.0000%  | 0.0000% | $4178375.00        | $173523.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-08-15      | 4.3317%  | 0.0000% | $132444.00         | $11.30             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 4.5000%  | 0.0000% | $78058.00          | $17813.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 4.5000%  | 0.0000% | $3447222.00        | $687082.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-20      | 5.0000%  | 0.0000% | $55887630.00       | $9751.42           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-06-20      | 5.0000%  | 0.0000% | $12817033.00       | $143260.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-16      | 5.0000%  | 0.0000% | $7885348.00        | $186867.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $1000.00           | $784.03            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $14070469.00       | $10995682.84       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.1818%  | 0.0000% | $27329823.00       | $20077715.19       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 5.2019%  | 0.0000% | $1040.00           | $720.03            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.2019%  | 0.0000% | $1001.00           | $778.89            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 5.2119%  | 0.0000% | $1275809.00        | $942295.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.3018%  | 0.0000% | $8343347.00        | $5748083.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 5.3018%  | 0.0000% | $16118855.00       | $7744209.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3018%  | 0.0000% | $1024.00           | $645.87            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.3018%  | 0.0000% | $43089086.00       | $22007757.37       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.3018%  | 0.0000% | $1000.00           | $673.66            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.3319%  | 0.0000% | $1024.00           | $770.11            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.3618%  | 0.0000% | $19406152.00       | $17086440.01       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.4018%  | 0.0000% | $1024.00           | $788.18            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.4018%  | 0.0000% | $1024.00           | $540.88            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4018%  | 0.0000% | $1000.00           | $877.85            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4119%  | 0.0000% | $21102651.00       | $17580023.26       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-05-25      | 5.5000%  | 0.0000% | $7124683.00        | $124007.26         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-05-01      | 5.5000%  | 0.0000% | $322060.00         | $687.70            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-01-01      | 5.5000%  | 0.0000% | $230520.00         | $668.39            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 5.5000%  | 0.0000% | $45617045.00       | $883259.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.5019%  | 0.0000% | $129480.00         | $68796.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.5518%  | 0.0000% | $239680.00         | $133315.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.5518%  | 0.0000% | $10002314.00       | $8518596.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.6018%  | 0.0000% | $12351299.00       | $9599574.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 5.7019%  | 0.0000% | $1001.00           | $417.13            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.8018%  | 0.0000% | $1839954.00        | $815506.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-04-25      | 6.0000%  | 0.0000% | $10620166.00       | $1623104.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-20      | 6.0000%  | 0.0000% | $5017156.00        | $75313.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 6.2019%  | 0.0000% | $23820228.00       | $10578949.62       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 7.0000%  | 0.0000% | $100100.00         | $1069.44           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 12.1109% | 0.0000% | $1102786.00        | $1230385.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 18.1328% | 0.0000% | $1221110.00        | $1626335.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 19.0738% | 0.0000% | $100000.00         | $120013.99         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 19.4328% | 0.0000% | $1107625.00        | $1070250.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 22.0328% | 0.0000% | $1320262.00        | $1307513.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-11-01      | 1.2200%  | 0.0000% | $1091.00           | $856.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-03-01      | 2.7700%  | 0.0000% | $634121.00         | $486294.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-09-01      | 3.7300%  | 0.0000% | $458227.00         | $445177.02         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 3.8300%  | 0.0000% | $228178.00         | $190969.49         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $5287679.00        | $2993613.49        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.0000%  | 0.0000% | $3606020.00        | $2278537.35        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 2.5000%  | 0.0000% | $1000.00           | $254.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $5544.00           | $3608.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 4.0000%  | 0.0000% | $1173617.00        | $200455.44         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.5000%  | 0.0000% | $1039218.00        | $206047.00         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 4.5000%  | 0.0000% | $268578.00         | $257917.44         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $1867640.00        | $1497450.71        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.0000%  | 0.0000% | $7120806.00        | $6882842.38        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $400000.00         | $351594.98         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $8136517.00        | $6678181.54        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1172513.00        | $1200466.41        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-02      | 6.0000%  | 0.0000% | $2829236.00        | $2823738.54        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1747897.00        | $1845192.00        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | N/A      | 0.0000% | $7952640.00        | $7983504.20        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 6.6160%  | 0.0000% | $1024.00           | $1023.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 6.8900%  | 0.0000% | $1028858.00        | $1046597.14        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 6.9230%  | 0.0000% | $573396.00         | $590274.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $500000.00         | $304275.11         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $300000.00         | $188007.52         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-05-01      | 3.0000%  | 0.0000% | $1000.00           | $644.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $384011.00         | $72637.52          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 3.5000%  | 0.0000% | $695490.00         | $167481.18         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $7323511.00        | $5499658.62        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $30995.00          | $23450.58          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 4.5000%  | 0.0000% | $593860.00         | $282333.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $181945.00         | $14601.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 5.0000%  | 0.0000% | $1358856.00        | $168943.48         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $215232.00         | $208050.52         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 5.0000%  | 0.0000% | $3351795.00        | $645266.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $2456798.00        | $2094160.06        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $3300676.00        | $3255599.84        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $301473.00         | $212432.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $223898.00         | $179140.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $1188498.00        | $1044678.13        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $3136109.00        | $2652166.78        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-09-01      | 6.5000%  | 0.0000% | $1147.00           | $12.91             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $1000.00           | $100.92            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $1195960.00        | $908614.50         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $2115.00           | $1794.62           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $2181700.00        | $2131656.43        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $4747576.00        | $4793231.33        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $1492553.00        | $1468663.12        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $9995987.00        | $6957957.39        | Agency Mortgage-Backed Securities         |
| U.S. Treasury Note                       | 2028-08-31      | 1.1250%  | 0.0000% | $658300.00         | $609574.36         | U.S. Treasuries (including strips)        |

### Security 119: 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_0804
- **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):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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? 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 | 2054-02-20      | 1.4982%  | 0.0000% | $4986326.00        | $152801.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 1.5348%  | 0.0000% | $219014.00         | $13478.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 1.6281%  | 0.0000% | $37185299.00       | $3039330.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 1.6448%  | 0.0000% | $27129727.00       | $2050013.78        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 1.6448%  | 0.0000% | $2061335.00        | $129599.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 1.6679%  | 0.0000% | $20000000.00       | $492348.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.6982%  | 0.0000% | $42264000.00       | $2726218.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.7448%  | 0.0000% | $7353057.00        | $533610.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.7682%  | 0.0000% | $295178.00         | $23548.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 1.8581%  | 0.0000% | $14625000.00       | $742518.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 1.8679%  | 0.0000% | $100000.00         | $9977.83           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 1.8982%  | 0.0000% | $4354581.00        | $376093.82         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-02-25      | 1.9041%  | 0.0000% | $471641.00         | $4565.00           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2058-01-25      | 1.9318%  | 0.0000% | $5214225.00        | $549629.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 1.9482%  | 0.0000% | $31098064.00       | $1959841.47        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-25      | 2.0000%  | 0.0000% | $999999.00         | $110667.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-25      | 2.0000%  | 0.0000% | $599010.00         | $62382.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $100161.00         | $6234.49           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2059-08-25      | 2.0009%  | 0.0000% | $52871645.00       | $664624.24         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 2.0804%  | 0.0000% | $109723.00         | $980.35            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-05-25      | 2.1051%  | 0.0000% | $1231114.00        | $9341.54           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-10-25      | 2.1803%  | 0.0000% | $78142947.00       | $152698.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.3681%  | 0.0000% | $100000.00         | $6474.06           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 2.5000%  | 0.0000% | $1700000.00        | $196271.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 2.5000%  | 0.0000% | $4499544.00        | $545754.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.5000%  | 0.0000% | $199999.00         | $23377.92          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 2.5000%  | 0.0000% | $2622802.00        | $277522.30         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 2.5000%  | 0.0000% | $29019525.00       | $2779552.63        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-25      | 2.5000%  | 0.0000% | $701104.00         | $72333.91          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-25      | 2.5000%  | 0.0000% | $862872.00         | $71061.81          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.5000%  | 0.0000% | $3484810.00        | $339633.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 2.5000%  | 0.0000% | $899810.00         | $81319.53          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-01-25      | 2.5000%  | 0.0000% | $300000.00         | $36746.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $600000.00         | $68184.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $132889.00         | $83200.96          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 2.5948%  | 0.0000% | $84906499.00       | $6091565.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 2.6948%  | 0.0000% | $65891400.00       | $3112856.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.7481%  | 0.0000% | $1865262.00        | $78712.72          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 2.7948%  | 0.0000% | $100038.00         | $6057.31           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.7982%  | 0.0000% | $23356308.00       | $2169540.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 2.8448%  | 0.0000% | $15314606.00       | $1181851.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.0000%  | 0.0000% | $616964.00         | $57678.84          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 3.7948%  | 0.0000% | $4945755.00        | $401101.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 4.0000%  | 0.0000% | $28180898.00       | $2911941.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 4.0000%  | 0.0000% | $100006.00         | $13236.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 4.0000%  | 0.0000% | $2585519.00        | $23730.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 4.5000%  | 0.0000% | $28786.00          | $5737.48           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-05-25      | 5.0000%  | 0.0000% | $100096.00         | $12052.46          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-05-15      | 5.0000%  | 0.0000% | $26421375.00       | $433526.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-06-20      | 5.0000%  | 0.0000% | $4064417.00        | $45429.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3018%  | 0.0000% | $2440115.00        | $1147268.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.4018%  | 0.0000% | $9861370.00        | $5208851.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4018%  | 0.0000% | $16137.00          | $14165.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4119%  | 0.0000% | $3421183.00        | $2850091.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | N/A      | 0.0000% | $198140653.00      | $32335.11          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | N/A      | 0.0000% | $6309550.00        | $3749397.35        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | N/A      | 0.0000% | $133155950.00      | $10495.96          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | N/A      | 0.0000% | $3503392.00        | $2041308.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | N/A      | 0.0000% | $35459010.00       | $299273.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | N/A      | 0.0000% | $105356031.00      | $1176160.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | N/A      | 0.0000% | $32972200.00       | $19616086.57       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | N/A      | 0.0000% | $8015.00           | $5053.18           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.5981%  | 0.0000% | $49899982.00       | $1095334.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-12-20      | 0.6562%  | 0.0000% | $980703.00         | $64508.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-09-20      | 0.7381%  | 0.0000% | $6033256.00        | $360291.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.7948%  | 0.0000% | $21276671.00       | $616144.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-05-20      | 0.8276%  | 0.0000% | $3717738.00        | $253467.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.8982%  | 0.0000% | $77837599.00       | $3672433.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.9482%  | 0.0000% | $100000.00         | $4585.92           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-01-20      | 0.9999%  | 0.0000% | $12259486.00       | $994974.68         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 1.0448%  | 0.0000% | $100000.00         | $5604.24           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.0981%  | 0.0000% | $87144393.00       | $5125472.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.1181%  | 0.0000% | $4807702.00        | $288985.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.1482%  | 0.0000% | $49578608.00       | $2252836.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.2482%  | 0.0000% | $435743.00         | $24672.90          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 1.3948%  | 0.0000% | $7541172.00        | $262435.23         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 1.4022%  | 0.0000% | $46801258.00       | $524418.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.4482%  | 0.0000% | $628621.00         | $31157.76          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2061-09-25      | 5.5000%  | 0.0000% | $3308994.00        | $514809.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $1067840.00        | $1093571.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.5019%  | 0.0000% | $488573.00         | $259591.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.5518%  | 0.0000% | $5818210.00        | $3236209.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.6018%  | 0.0000% | $796848.00         | $619319.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.6018%  | 0.0000% | $629502.00         | $621967.97         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 18.1328% | 0.0000% | $622233.00         | $828721.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-06-01      | 3.3700%  | 0.0000% | $8687.00           | $7949.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-01-01      | 3.5000%  | 0.0000% | $6002449.00        | $1069110.48        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $1690910.00        | $1400862.39        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $6471821.00        | $6495483.51        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $1483087.00        | $1510883.81        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $31400.00          | $18529.21          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $12544.00          | $12902.89          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-07-20      | 5.5000%  | 0.0000% | $8958976.00        | $26509.61          | Agency Mortgage-Backed Securities         |
| U.S. Treasury Note                       | 2027-07-31      | 2.7500%  | 0.0000% | $405800.00         | $402276.04         | U.S. Treasuries (including strips)        |

### Security 120: 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_0829
- **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):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **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? 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    | 2055-03-25      | 1.5348%  | 0.0000% | $15060743.00       | $926834.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-12-16      | 1.6738%  | 0.0000% | $5700586.00        | $40229.69          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.7448%  | 0.0000% | $18685960.00       | $1356038.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.7482%  | 0.0000% | $30599181.00       | $2265721.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 1.8679%  | 0.0000% | $6327192.00        | $631316.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 1.9682%  | 0.0000% | $100000.00         | $6100.24           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.0000%  | 0.0000% | $200000.00         | $20577.26          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 2.0000%  | 0.0000% | $799997.00         | $87169.28          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2061-03-25      | 2.0275%  | 0.0000% | $385837405.00      | $13753425.69       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-05-25      | 2.1051%  | 0.0000% | $23542048.00       | $178634.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-02-25      | 2.1294%  | 0.0000% | $8238591.00        | $216242.25         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-06-25      | 2.1604%  | 0.0000% | $285232406.00      | $609444.45         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-11-15      | 2.1817%  | 0.0000% | $68564196.00       | $426133.72         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-03-15      | 2.2199%  | 0.0000% | $100003.00         | $889.22            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 2.2260%  | 0.0000% | $32470263.00       | $789850.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 0.8872%  | 0.0000% | $35991745.00       | $2784742.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-10-20      | 0.9225%  | 0.0000% | $34511200.00       | $2682983.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.1181%  | 0.0000% | $12271150.00       | $828160.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.1482%  | 0.0000% | $7106557.00        | $305619.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.2482%  | 0.0000% | $102390.00         | $5797.58           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.4982%  | 0.0000% | $17389408.00       | $740753.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-01-15      | 2.2317%  | 0.0000% | $20278823.00       | $4844.40           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 2.3078%  | 0.0000% | $75388158.00       | $2126200.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-07-25      | 2.3400%  | 0.0000% | $1349.00           | $305.18            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 2.5000%  | 0.0000% | $100000.00         | $11545.36          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 2.5000%  | 0.0000% | $300000.00         | $31743.41          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 2.5000%  | 0.0000% | $5000000.00        | $529899.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-10-25      | 2.5000%  | 0.0000% | $899986.00         | $109831.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-25      | 2.5000%  | 0.0000% | $10953663.00       | $1284141.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 2.5000%  | 0.0000% | $3700021.00        | $448452.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-08-25      | 2.5000%  | 0.0000% | $26853568.00       | $2694555.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 2.5000%  | 0.0000% | $3300000.00        | $459637.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 2.5000%  | 0.0000% | $23356428.00       | $2081212.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.7481%  | 0.0000% | $17363600.00       | $732731.48         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 2.7948%  | 0.0000% | $5637789.00        | $471885.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 2.7948%  | 0.0000% | $22798176.00       | $1380431.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.7982%  | 0.0000% | $24667971.00       | $2087252.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 2.8448%  | 0.0000% | $9332398.00        | $720195.58         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $13825857.00       | $1260976.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $2619574.00        | $230419.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $7179775.00        | $562420.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $63088.00          | $40481.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $617072.00         | $36027.88          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-05-25      | 4.0000%  | 0.0000% | $4504800.00        | $195720.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 4.5000%  | 0.0000% | $3437736.00        | $784534.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 4.5000%  | 0.0000% | $24545218.00       | $953978.92         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-05-15      | 5.0000%  | 0.0000% | $7101848.00        | $116528.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.3018%  | 0.0000% | $551135.00         | $379700.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3018%  | 0.0000% | $11897.00          | $9398.19           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.3018%  | 0.0000% | $29587.00          | $15111.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.4119%  | 0.0000% | $1000.00           | $544.02            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.5518%  | 0.0000% | $256575.00         | $142712.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 6.2019%  | 0.0000% | $1024.00           | $454.78            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 19.0738% | 0.0000% | $848509.00         | $1018329.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-09-25      | N/A      | 0.0000% | $259128.00         | $151285.17         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | N/A      | 0.0000% | $809314.00         | $471303.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | N/A      | 0.0000% | $117243.00         | $64250.94          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | N/A      | 0.0000% | $204441.00         | $121487.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | N/A      | 0.0000% | $1164160.00        | $678316.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | N/A      | 0.0000% | $164540990.00      | $1388723.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | N/A      | 0.0000% | $8154753.00        | $104133.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | N/A      | 0.0000% | $661040.00         | $377797.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | N/A      | 0.0000% | $4301536.00        | $2921117.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $5730575.00        | $2950139.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | N/A      | 0.0000% | $2783752.00        | $1755057.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.0500%  | 0.0000% | $39912581.00       | $63027.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 0.0679%  | 0.0000% | $20000000.00       | $210611.53         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-11-25      | 0.1848%  | 0.0000% | $48985945.00       | $166284.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-05-20      | 0.6482%  | 0.0000% | $24855088.00       | $489418.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-11-20      | 0.6681%  | 0.0000% | $60155325.00       | $3119658.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-01-20      | 0.7291%  | 0.0000% | $114548400.00      | $7617435.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-11-01      | 1.7500%  | 0.0000% | $3346444.00        | $2877469.07        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 3.8300%  | 0.0000% | $1146822.00        | $959812.16         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-03-01      | 4.4700%  | 0.0000% | $52762.00          | $52727.54          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 5.1300%  | 0.0000% | $392584.00         | $384808.74         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-11-01      | 5.2500%  | 0.0000% | $228000.00         | $229582.78         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 2.5000%  | 0.0000% | $202995.00         | $155628.30         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $320826.00         | $212369.34         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 3.5000%  | 0.0000% | $24000.00          | $20615.95          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.5000%  | 0.0000% | $14457.00          | $2866.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-03-01      | 4.5000%  | 0.0000% | $1006.00           | $278.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $43770.00          | $32391.67          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $66608.00          | $55182.50          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 5.0000%  | 0.0000% | $2656595.00        | $1865421.17        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $2115383.00        | $2127377.30        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $100000.00         | $84573.40          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.0000%  | 0.0000% | $167676.00         | $147466.93         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.0000%  | 0.0000% | $946492.00         | $899251.26         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $13000.00          | $13211.70          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 6.5000%  | 0.0000% | $4674956.00        | $3507335.30        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.5000%  | 0.0000% | $1337608.00        | $1077560.75        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $687912.00         | $702613.25         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.5000%  | 0.0000% | $734478.00         | $648593.66         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 7.0000%  | 0.0000% | $5523.00           | $5935.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-09-01      | 3.4600%  | 0.0000% | $3800000.00        | $3394829.64        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 6.9230%  | 0.0000% | $503826.00         | $518656.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $1794697.00        | $971992.08         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-08-01      | 2.0000%  | 0.0000% | $800000.00         | $615439.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $2711.00           | $1247.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $8000.00           | $6232.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $1368118.00        | $1162741.88        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 3.5000%  | 0.0000% | $67300.00          | $34928.66          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 3.5000%  | 0.0000% | $17000.00          | $14847.01          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 4.0000%  | 0.0000% | $11823.00          | $10413.62          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $587827.00         | $452849.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $224165.00         | $162508.57         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.0000%  | 0.0000% | $121017.00         | $94406.40          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $1637444.00        | $194749.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 4.5000%  | 0.0000% | $2185749.00        | $131496.85         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $26398.00          | $22678.83          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-01-01      | 5.0000%  | 0.0000% | $841246.00         | $182596.30         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1010.00           | $1008.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $437581.00         | $441405.70         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 5.5000%  | 0.0000% | $7706.00           | $2042.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $58237.00          | $58018.36          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-08-01      | 6.5000%  | 0.0000% | $15045767.00       | $651479.16         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-04-15      | 4.7300%  | 0.0000% | $2021743.00        | $1967220.87        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-10-15      | 5.6700%  | 0.0000% | $455162.00         | $469989.57         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2059-09-15      | 5.6900%  | 0.0000% | $1060.00           | $1103.95           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $598232.00         | $588656.67         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $2604621.00        | $2584676.04        | Agency Mortgage-Backed Securities         |
| U.S. Treasury Bill                       | 2025-12-04      | N/A      | 0.0000% | $431100.00         | $423370.38         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-10-15      | 2.3750%  | 0.0000% | $100.00            | $109.02            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-07-31      | 2.7500%  | 0.0000% | $917000.00         | $909036.80         | U.S. Treasuries (including strips)        |

### Security 121: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.550000%
- **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_4.55_0929
- **C.18 - Value (incl. sponsor support):** $1125000000.00
- **C.18.a - Value (excl. sponsor support):** $1125000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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? 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 | 2047-01-20      | 4.5000%  | 0.0000% | $6880000.00        | $171452.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 4.5000%  | 0.0000% | $58916800.00       | $56268938.76       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 4.5000%  | 0.0000% | $12364256.00       | $10453131.79       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 4.5714%  | 0.0000% | $30607000.00       | $7688586.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-04-25      | 4.6200%  | 0.0000% | $2548000.00        | $2605935.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $3137364.00        | $2928032.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-08-25      | 5.0000%  | 0.0000% | $31474800.00       | $307102.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-10-25      | 5.0000%  | 0.0000% | $7000000.00        | $7396830.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-06-25      | 5.0000%  | 0.0000% | $10154896.00       | $9166706.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-20      | 5.0000%  | 0.0000% | $15000000.00       | $2081323.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $8812704.00        | $7832383.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-08-16      | 5.5000%  | 0.0000% | $8003232.00        | $28835.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 5.5000%  | 0.0000% | $63392448.00       | $1546455.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-03-25      | 5.5000%  | 0.0000% | $65493632.00       | $1742964.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-04-25      | N/A      | 0.0000% | $35000000.00       | $118237.82         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | N/A      | 0.0000% | $41250000.00       | $755446.08         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | N/A      | 0.0000% | $28851776.00       | $16253726.95       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | N/A      | 0.0000% | $34498688.00       | $19706236.30       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-08-15      | N/A      | 0.0000% | $31527000.00       | $8914132.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-04-15      | N/A      | 0.0000% | $4340000.00        | $1488203.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | N/A      | 0.0000% | $39156000.00       | $29386186.44       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-05-25      | N/A      | 0.0000% | $30613408.00       | $419023.25         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-10-25      | N/A      | 0.0000% | $4640000.00        | $116500.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-07-25      | N/A      | 0.0000% | $16000000.00       | $2368441.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | N/A      | 0.0000% | $66411904.00       | $411745.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | N/A      | 0.0000% | $74186560.00       | $322099.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $110000000.00      | $1112486.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | N/A      | 0.0000% | $73687296.00       | $324151.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | N/A      | 0.0000% | $61568640.00       | $134131.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | N/A      | 0.0000% | $37291200.00       | $528895.48         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 0.0500%  | 0.0000% | $189472768.00      | $124120.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 0.0500%  | 0.0000% | $100000000.00      | $151502.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.0510%  | 0.0000% | $158089216.00      | $39324.31          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 1.3948%  | 0.0000% | $93750000.00       | $5229161.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.3982%  | 0.0000% | $34801088.00       | $2502868.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.3982%  | 0.0000% | $74014208.00       | $1853162.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.4282%  | 0.0000% | $70000000.00       | $2826588.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 1.4448%  | 0.0000% | $32822000.00       | $1661006.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.4482%  | 0.0000% | $50000000.00       | $2496260.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 1.4614%  | 0.0000% | $16006048.00       | $73510.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 1.4614%  | 0.0000% | $16748032.00       | $92158.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-09-20      | 1.4614%  | 0.0000% | $17018360.00       | $80508.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-20      | 1.4614%  | 0.0000% | $17474880.00       | $131799.17         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 1.4948%  | 0.0000% | $65696896.00       | $2917418.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.4948%  | 0.0000% | $104634880.00      | $6295218.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 1.4982%  | 0.0000% | $74330752.00       | $4071513.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.4982%  | 0.0000% | $50466480.00       | $3762618.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.5448%  | 0.0000% | $94911488.00       | $6097633.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 1.5448%  | 0.0000% | $194427392.00      | $10221595.10       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 1.5448%  | 0.0000% | $186150000.00      | $9963055.79        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-06-15      | 1.5817%  | 0.0000% | $3000000.00        | $36803.00          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-06-15      | 1.5817%  | 0.0000% | $108854272.00      | $1329545.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-10-15      | 1.5817%  | 0.0000% | $74866304.00       | $1911521.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-15      | 1.5817%  | 0.0000% | $114609024.00      | $8361613.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 1.5948%  | 0.0000% | $50000000.00       | $2019449.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 1.5961%  | 0.0000% | $161878528.00      | $9494286.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-20      | 1.5981%  | 0.0000% | $75000000.00       | $976035.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.6179%  | 0.0000% | $39560000.00       | $703902.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 1.6179%  | 0.0000% | $43600000.00       | $699792.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-01-15      | 1.6317%  | 0.0000% | $26666656.00       | $309541.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.6482%  | 0.0000% | $56367120.00       | $2528827.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.6482%  | 0.0000% | $67507456.00       | $5155375.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 1.6679%  | 0.0000% | $20257568.00       | $616380.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-02-20      | 1.6679%  | 0.0000% | $24395776.00       | $8941.74           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 1.6679%  | 0.0000% | $62000000.00       | $496931.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-11-16      | 1.6738%  | 0.0000% | $35446784.00       | $26856.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-02-16      | 1.6738%  | 0.0000% | $32671744.00       | $172890.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 1.6804%  | 0.0000% | $25798144.00       | $548035.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-02-25      | 1.6804%  | 0.0000% | $35357248.00       | $419887.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-12-25      | 1.6804%  | 0.0000% | $54672000.00       | $1842887.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-01-25      | 1.6804%  | 0.0000% | $98595840.00       | $3290963.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-15      | 1.6817%  | 0.0000% | $185693952.00      | $2272779.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-05-15      | 1.6817%  | 0.0000% | $30000000.00       | $338627.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 1.6948%  | 0.0000% | $50000000.00       | $1478986.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 1.6948%  | 0.0000% | $40000000.00       | $3028555.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.6948%  | 0.0000% | $45594816.00       | $2815314.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.6982%  | 0.0000% | $75000000.00       | $5104286.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 1.6982%  | 0.0000% | $30178304.00       | $3809206.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-06-20      | 1.7179%  | 0.0000% | $33568000.00       | $36845.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-06-20      | 1.7179%  | 0.0000% | $64075000.00       | $524995.46         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-09-25      | 1.7304%  | 0.0000% | $3511552.00        | $46870.42          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | 1.7304%  | 0.0000% | $7500000.00        | $218330.84         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.7448%  | 0.0000% | $73699584.00       | $4176866.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 1.7482%  | 0.0000% | $33599488.00       | $1778166.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.7482%  | 0.0000% | $56238976.00       | $3490683.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.7482%  | 0.0000% | $102250624.00      | $4343212.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | 1.7614%  | 0.0000% | $34400000.00       | $933202.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | 1.7679%  | 0.0000% | $11563344.00       | $163843.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 1.7679%  | 0.0000% | $47757504.00       | $902936.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 1.7679%  | 0.0000% | $52186688.00       | $1502012.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-03-20      | 1.7679%  | 0.0000% | $215529728.00      | $1078708.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-20      | 1.7679%  | 0.0000% | $41322624.00       | $233091.92         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-05-15      | 1.7817%  | 0.0000% | $97046080.00       | $1542292.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 1.7948%  | 0.0000% | $15000000.00       | $866964.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.7981%  | 0.0000% | $30749952.00       | $1696518.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.7981%  | 0.0000% | $50280896.00       | $3176889.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 1.8179%  | 0.0000% | $77205000.00       | $845576.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 1.8679%  | 0.0000% | $25000000.00       | $2479861.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 1.8679%  | 0.0000% | $14875000.00       | $1437190.08        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-10-25      | 1.8803%  | 0.0000% | $133024000.00      | $4977278.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-01-20      | 1.9482%  | 0.0000% | $138083584.00      | $1885661.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 2.0000%  | 0.0000% | $3000000.00        | $1608260.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $2295000.00        | $124237.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.8448%  | 0.0000% | $168074752.00      | $6570618.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.8448%  | 0.0000% | $40000000.00       | $1742886.45        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.8448%  | 0.0000% | $140664576.00      | $5571379.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.8448%  | 0.0000% | $94243840.00       | $2915868.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-02-25      | 0.8500%  | 0.0000% | $11324432.00       | $33602.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.8519%  | 0.0000% | $50471440.00       | $3401402.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | 0.8784%  | 0.0000% | $93704800.00       | $7292339.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.8786%  | 0.0000% | $450000000.00      | $24416918.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 0.8796%  | 0.0000% | $303501000.00      | $16155921.63       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 0.8834%  | 0.0000% | $662500000.00      | $36960754.83       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-05-16      | 0.8936%  | 0.0000% | $151204000.00      | $1754532.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.8948%  | 0.0000% | $50000000.00       | $3143642.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-05-16      | 0.8954%  | 0.0000% | $85872384.00       | $889065.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.9362%  | 0.0000% | $50000000.00       | $2544052.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.9482%  | 0.0000% | $40000000.00       | $1511839.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.9482%  | 0.0000% | $40000000.00       | $1300573.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.9482%  | 0.0000% | $50000000.00       | $1625716.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.9493%  | 0.0000% | $252959000.00      | $16090054.91       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.9969%  | 0.0000% | $200000000.00      | $13777515.79       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.9981%  | 0.0000% | $82806528.00       | $2478812.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 1.0434%  | 0.0000% | $15000000.00       | $1049170.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.0481%  | 0.0000% | $133425000.00      | $7305444.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.0948%  | 0.0000% | $80910336.00       | $6322399.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.0981%  | 0.0000% | $100970112.00      | $6917717.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 1.1000%  | 0.0000% | $6694270.00        | $3313547.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.1482%  | 0.0000% | $100000000.00      | $3556557.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 1.1482%  | 0.0000% | $65611008.00       | $1866987.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.2482%  | 0.0000% | $20000000.00       | $809873.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-16      | 1.2500%  | 0.0000% | $166658045.00      | $7529.84           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 1.2948%  | 0.0000% | $50000000.00       | $1388081.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.2981%  | 0.0000% | $115921152.00      | $4692498.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.3081%  | 0.0000% | $50396544.00       | $3143524.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-06-25      | 4.0000%  | 0.0000% | $3924464.00        | $3570753.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-11-16      | 4.2500%  | 0.0000% | $12828500.00       | $1179568.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-25      | 4.5000%  | 0.0000% | $4637584.00        | $4644907.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-06-25      | 4.5000%  | 0.0000% | $5000000.00        | $5045303.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-11-16      | 4.5000%  | 0.0000% | $50000000.00       | $17611068.76       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-02-16      | 4.5000%  | 0.0000% | $20000000.00       | $5342899.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-05-20      | 4.5000%  | 0.0000% | $17715744.00       | $514918.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $105852928.00      | $86159.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $125000000.00      | $1174238.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $104000000.00      | $116403.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | N/A      | 0.0000% | $24993792.00       | $13819.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | N/A      | 0.0000% | $99999744.00       | $44080.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $49995776.00       | $19906.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $30000000.00       | $44379.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | N/A      | 0.0000% | $123290368.00      | $142159.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | N/A      | 0.0000% | $49999872.00       | $48133.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | N/A      | 0.0000% | $99999744.00       | $78727.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | N/A      | 0.0000% | $500000000.00      | $6718132.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | N/A      | 0.0000% | $100000000.00      | $1592799.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | N/A      | 0.0000% | $100000000.00      | $1702070.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | N/A      | 0.0000% | $200000000.00      | $3293312.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | N/A      | 0.0000% | $1170000.00        | $670436.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 0.0200%  | 0.0000% | $99991552.00       | $21898.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 0.0300%  | 0.0000% | $22691840.00       | $7707.84           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0481%  | 0.0000% | $220000000.00      | $2771601.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 0.0500%  | 0.0000% | $139997184.00      | $132028.23         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-25      | 0.0500%  | 0.0000% | $64999424.00       | $61648.97          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.0500%  | 0.0000% | $283005440.00      | $701375.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | 0.0800%  | 0.0000% | $459177984.00      | $315770.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-04-25      | 0.0800%  | 0.0000% | $295837696.00      | $133672.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-16      | 0.0910%  | 0.0000% | $320471040.00      | $31293.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.1000%  | 0.0000% | $42396224.00       | $102385.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.1000%  | 0.0000% | $223702528.00      | $687799.23         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.1250%  | 0.0000% | $36634800.00       | $23913772.26       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.1482%  | 0.0000% | $50000000.00       | $803775.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 0.1500%  | 0.0000% | $163796992.00      | $445868.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 0.1500%  | 0.0000% | $11690224.00       | $29858.14          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-04-25      | 0.1915%  | 0.0000% | $440751000.00      | $1409374.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.1981%  | 0.0000% | $200000000.00      | $3603668.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-16      | 0.2231%  | 0.0000% | $87560192.00       | $66299.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-16      | 0.2262%  | 0.0000% | $125943808.00      | $64592.60          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-03-25      | 0.2734%  | 0.0000% | $39165952.00       | $28493.58          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-10-25      | 0.2735%  | 0.0000% | $699016192.00      | $4652256.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 0.2948%  | 0.0000% | $20000000.00       | $658183.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.2982%  | 0.0000% | $70000000.00       | $2297741.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 0.3179%  | 0.0000% | $19338304.00       | $100125.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.3382%  | 0.0000% | $86608768.00       | $782362.56         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-09-25      | 0.3448%  | 0.0000% | $61672480.00       | $2478618.64        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-01-25      | 0.3482%  | 0.0000% | $35132544.00       | $51966.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.3532%  | 0.0000% | $149111000.00      | $641928.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-03-15      | 0.3739%  | 0.0000% | $39666304.00       | $222599.80         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-03-25      | 0.3804%  | 0.0000% | $28571424.00       | $131404.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.3982%  | 0.0000% | $60000000.00       | $2688869.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.3982%  | 0.0000% | $75000000.00       | $2630978.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.3982%  | 0.0000% | $100000000.00      | $3165867.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-16      | 0.4093%  | 0.0000% | $138044672.00      | $185049.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-16      | 0.4105%  | 0.0000% | $135525000.00      | $137620.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-16      | 0.4154%  | 0.0000% | $157089792.00      | $139163.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.4257%  | 0.0000% | $100152704.00      | $1416890.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.4493%  | 0.0000% | $150000000.00      | $7106582.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.4659%  | 0.0000% | $97075840.00       | $767975.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.4876%  | 0.0000% | $65159000.00       | $156545.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.4981%  | 0.0000% | $100000000.00      | $3993082.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-06-16      | 0.5167%  | 0.0000% | $74964480.00       | $659785.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-07-16      | 0.5380%  | 0.0000% | $118446336.00      | $1531637.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.5603%  | 0.0000% | $125000000.00      | $5738606.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | 0.5830%  | 0.0000% | $113438000.00      | $3866257.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 0.5894%  | 0.0000% | $60738304.00       | $131433.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.5991%  | 0.0000% | $114434080.00      | $1188878.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-05-04      | 0.6100%  | 0.0000% | $32500000.00       | $433265.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-10-16      | 0.6126%  | 0.0000% | $205095424.00      | $711583.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.6203%  | 0.0000% | $72822912.00       | $1543149.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-12-16      | 0.6445%  | 0.0000% | $100017664.00      | $1113898.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-02-15      | 0.6500%  | 0.0000% | $10428416.00       | $8795.80           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-16      | 0.6551%  | 0.0000% | $90340096.00       | $1006615.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.6624%  | 0.0000% | $61467328.00       | $835796.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.6841%  | 0.0000% | $128725000.00      | $1370543.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6932%  | 0.0000% | $117551616.00      | $1274146.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 0.6982%  | 0.0000% | $53622208.00       | $996645.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.6992%  | 0.0000% | $200000000.00      | $11077115.18       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-16      | 0.6994%  | 0.0000% | $85128960.00       | $962746.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 0.7179%  | 0.0000% | $50000000.00       | $883063.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-03-16      | 0.7189%  | 0.0000% | $90056832.00       | $1033328.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-06-16      | 0.7444%  | 0.0000% | $170005504.00      | $2625801.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.7448%  | 0.0000% | $9750000.00        | $644703.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.7448%  | 0.0000% | $160028928.00      | $9389129.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-16      | 0.7477%  | 0.0000% | $237500000.00      | $11788526.17       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.7481%  | 0.0000% | $40000000.00       | $1387804.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.7498%  | 0.0000% | $44516000.00       | $1242480.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-16      | 0.7559%  | 0.0000% | $215806000.00      | $10700598.94       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-08-16      | 0.7735%  | 0.0000% | $150000000.00      | $2315648.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 0.7982%  | 0.0000% | $51000000.00       | $2599149.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.7982%  | 0.0000% | $135000000.00      | $4572324.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.8448%  | 0.0000% | $150000000.00      | $5176372.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 5.5000%  | 0.0000% | $1823078.00        | $1906571.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 5.5000%  | 0.0000% | $21504416.00       | $10475733.41       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-06-25      | 5.5000%  | 0.0000% | $1236152.00        | $1163427.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-06-25      | 5.5000%  | 0.0000% | $162996224.00      | $151341.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-08-15      | 5.5000%  | 0.0000% | $22500000.00       | $1923424.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-10-16      | 5.5000%  | 0.0000% | $46553040.00       | $7644718.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-09-16      | 5.5000%  | 0.0000% | $19473888.00       | $569947.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | 5.5000%  | 0.0000% | $46903424.00       | $3995375.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $3294324.00        | $3459333.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.5000%  | 0.0000% | $12542384.00       | $10982931.82       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 5.8052%  | 0.0000% | $394900.00         | $396288.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-10-16      | 6.0000%  | 0.0000% | $16765696.00       | $585138.01         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 6.0000%  | 0.0000% | $8000000.00        | $7455729.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-03-25      | 6.0000%  | 0.0000% | $6500000.00        | $4585474.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 6.0000%  | 0.0000% | $1946992.00        | $1797124.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-09-25      | 6.0000%  | 0.0000% | $124093000.00      | $236883.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-09-16      | 6.0000%  | 0.0000% | $229294080.00      | $46185.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-03-20      | 6.0000%  | 0.0000% | $33925120.00       | $599818.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $729614.00         | $68056.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 6.0000%  | 0.0000% | $5751856.00        | $706782.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $9000000.00        | $10239083.81       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 6.5000%  | 0.0000% | $19649728.00       | $205883.62         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 6.5000%  | 0.0000% | $29064896.00       | $6014643.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-04-25      | 6.5000%  | 0.0000% | $19558912.00       | $2228895.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 6.5000%  | 0.0000% | $9821760.00        | $1868911.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-12-25      | 2.0489%  | 0.0000% | $18835000.00       | $536128.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-05-25      | 2.0804%  | 0.0000% | $40000000.00       | $315562.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-07-25      | 2.1303%  | 0.0000% | $330000000.00      | $956766.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 2.1448%  | 0.0000% | $15000000.00       | $468552.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 2.1448%  | 0.0000% | $50000000.00       | $3319887.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 2.1679%  | 0.0000% | $27887040.00       | $143959.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-12-25      | 2.1803%  | 0.0000% | $142568698.00      | $272787.88         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-08-15      | 2.1817%  | 0.0000% | $48358400.00       | $1221081.45        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.1948%  | 0.0000% | $58676000.00       | $2996581.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-05-25      | 2.2163%  | 0.0000% | $11760000.00       | $446482.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-01-20      | 2.2179%  | 0.0000% | $42925000.00       | $721944.86         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-02-15      | 2.2317%  | 0.0000% | $36225024.00       | $191720.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.2982%  | 0.0000% | $91762048.00       | $1933267.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.3481%  | 0.0000% | $30100000.00       | $3533279.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-06-20      | 2.3679%  | 0.0000% | $43569152.00       | $33956.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.3981%  | 0.0000% | $150000000.00      | $5430881.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-08-20      | 2.4284%  | 0.0000% | $22894640.00       | $91323.47          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 2.6948%  | 0.0000% | $150000000.00      | $18423193.57       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 2.6982%  | 0.0000% | $9336000.00        | $397131.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.6982%  | 0.0000% | $32781440.00       | $1709361.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-02-25      | 2.7100%  | 0.0000% | $29818000.00       | $3582008.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-02-25      | 2.7175%  | 0.0000% | $32364000.00       | $3827919.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 2.7481%  | 0.0000% | $44000000.00       | $5783397.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.7948%  | 0.0000% | $49689400.00       | $3385521.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 2.7982%  | 0.0000% | $33871600.00       | $1741260.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-09-25      | 2.8217%  | 0.0000% | $28000000.00       | $3469453.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 2.8481%  | 0.0000% | $45370112.00       | $2195806.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 2.8981%  | 0.0000% | $25955520.00       | $2728299.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.9482%  | 0.0000% | $81793536.00       | $6424179.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-01-25      | 2.9767%  | 0.0000% | $2623000.00        | $389426.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-16      | 3.0000%  | 0.0000% | $11224848.00       | $9703759.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $20367392.00       | $13397297.06       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 3.0000%  | 0.0000% | $1600000.00        | $2132539.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-07-25      | 3.0000%  | 0.0000% | $4100000.00        | $4704500.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-11-25      | 3.0000%  | 0.0000% | $19870000.00       | $688525.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-03-25      | 3.0000%  | 0.0000% | $2000000.00        | $1455570.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-10-15      | 3.0000%  | 0.0000% | $7826000.00        | $8996895.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-05-15      | 3.0000%  | 0.0000% | $1107000.00        | $1122474.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-15      | 3.0000%  | 0.0000% | $31890000.00       | $14356288.71       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-03-15      | 3.0000%  | 0.0000% | $31293000.00       | $24429523.98       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-11-15      | 3.0000%  | 0.0000% | $3156312.00        | $3389885.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-04-25      | 3.0000%  | 0.0000% | $17325500.00       | $263756.84         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-11-25      | 3.0000%  | 0.0000% | $7141448.00        | $4428529.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-04-16      | 3.0000%  | 0.0000% | $9564000.00        | $7719143.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 3.0000%  | 0.0000% | $15463000.00       | $13600468.13       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $16729600.00       | $1532616.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $45857360.00       | $3865080.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $54750000.00       | $5159880.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $30000000.00       | $3679855.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $67833216.00       | $6180752.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $70666624.00       | $7492137.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $3660000.00        | $323004.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 3.0000%  | 0.0000% | $18879360.00       | $14285586.67       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $17994000.00       | $5166656.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-05-25      | 3.5000%  | 0.0000% | $9117872.00        | $9683340.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-02-25      | 3.5000%  | 0.0000% | $5680000.00        | $4134931.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-06-25      | 3.5000%  | 0.0000% | $1425000.00        | $1266953.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-03-25      | 3.5000%  | 0.0000% | $2314000.00        | $2666387.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-05-25      | 3.5000%  | 0.0000% | $7393224.00        | $111831.09         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-04-25      | 3.5000%  | 0.0000% | $2000000.00        | $1694369.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-02-15      | 3.5000%  | 0.0000% | $2500000.00        | $3151646.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-07-15      | 3.5000%  | 0.0000% | $15598576.00       | $12411977.77       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-03-15      | 3.5000%  | 0.0000% | $2700000.00        | $1934256.30        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-07-25      | 3.5000%  | 0.0000% | $40267200.00       | $1270673.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-06-25      | 3.5000%  | 0.0000% | $73432704.00       | $6773837.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-10-25      | 3.5000%  | 0.0000% | $15659888.00       | $12384989.56       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-02-20      | 3.5000%  | 0.0000% | $8444576.00        | $2640363.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 3.5000%  | 0.0000% | $10609632.00       | $588474.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-04-20      | 3.5000%  | 0.0000% | $22360416.00       | $158247.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $98055552.00       | $8635055.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $14897216.00       | $1639396.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-10-25      | 3.7147%  | 0.0000% | $24188000.00       | $22139103.80       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-08-25      | 4.0000%  | 0.0000% | $18413000.00       | $5483446.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-05-25      | 4.0000%  | 0.0000% | $62496768.00       | $26737.05          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-06-25      | 4.0000%  | 0.0000% | $5400000.00        | $3520222.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-12-15      | 4.0000%  | 0.0000% | $24277536.00       | $7009491.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 4.0000%  | 0.0000% | $19000000.00       | $1621257.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-05-25      | 4.0000%  | 0.0000% | $5000000.00        | $4712971.31        | Agency Collateralized Mortgage Obligation |

### Security 122: Natixis SA

- **C.1 - Title:** Natixis 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: ARP0RWG15, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP0RWG15_4.44_0707
- **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:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **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? 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. | 2055-07-01      | 6.0000%  | 0.0000% | $1010.00           | $1030.99           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill               | 2025-09-04      | N/A      | 0.0000% | $900.00            | $892.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-02-28      | 0.5000%  | 0.0000% | $100.00            | $97.76             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-12-31      | 1.3750%  | 0.0000% | $9048100.00        | $8348310.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2049-05-15      | 2.8750%  | 0.0000% | $100.00            | $71.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2052-08-15      | 3.0000%  | 0.0000% | $200.00            | $145.11            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2039-02-15      | 3.5000%  | 0.0000% | $41803100.00       | $37996362.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-07-31      | 4.0000%  | 0.0000% | $1000.00           | $1023.52           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-02-28      | 4.2500%  | 0.0000% | $100.00            | $103.06            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-01-31      | 4.2500%  | 0.0000% | $1780300.00        | $1844053.43        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-05-15      | 4.2500%  | 0.0000% | $100.00            | $100.26            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-04-30      | 4.6250%  | 0.0000% | $27121000.00       | $28307718.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-02-15      | 4.7500%  | 0.0000% | $100.00            | $100.49            | U.S. Treasuries (including strips) |

### Security 123: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.550000%
- **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_4.55_0929
- **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:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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? 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.         | 2049-12-25      | N/A      | 0.0000% | $89817047.00       | $10074.94          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | N/A      | 0.0000% | $100000000.00      | $1577300.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-01-15      | N/A      | 0.0000% | $500000.00         | $193483.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-08-25      | N/A      | 0.0000% | $40810000.00       | $31860530.24       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | N/A      | 0.0000% | $200000000.00      | $2119675.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | N/A      | 0.0000% | $650000000.00      | $8121750.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | N/A      | 0.0000% | $21013780.00       | $97478.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | N/A      | 0.0000% | $63717888.00       | $351432.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | N/A      | 0.0000% | $22500000.00       | $393266.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | N/A      | 0.0000% | $34196864.00       | $287095.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $100000000.00      | $1232207.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0481%  | 0.0000% | $100000000.00      | $233217.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.0481%  | 0.0000% | $100000000.00      | $233217.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 0.0500%  | 0.0000% | $117633024.00      | $117427.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 0.0500%  | 0.0000% | $112956160.00      | $152285.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $99999744.00       | $85274.79          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-01-25      | 0.1000%  | 0.0000% | $202808320.00      | $688038.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.1000%  | 0.0000% | $97238000.00       | $447932.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 0.1000%  | 0.0000% | $55000000.00       | $121099.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $44600000.00       | $107347.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.1000%  | 0.0000% | $50000000.00       | $188743.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-16      | 0.1412%  | 0.0000% | $155451392.00      | $23941.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.2487%  | 0.0000% | $195172352.00      | $1552595.39        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-02-25      | 0.2845%  | 0.0000% | $63927424.00       | $96690.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.3164%  | 0.0000% | $225298000.00      | $7148629.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-16      | 0.3607%  | 0.0000% | $139558912.00      | $102088.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-12-16      | 0.3769%  | 0.0000% | $113007488.00      | $909905.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 0.3804%  | 0.0000% | $26071488.00       | $133157.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.4481%  | 0.0000% | $149632000.00      | $1808826.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-16      | 0.5111%  | 0.0000% | $134575360.00      | $284047.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-05-25      | 0.5239%  | 0.0000% | $67000000.00       | $239265.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-07-16      | 0.5661%  | 0.0000% | $105112704.00      | $1772983.31        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-09-25      | 0.5804%  | 0.0000% | $67766016.00       | $119554.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-16      | 0.6252%  | 0.0000% | $144291584.00      | $8846545.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.6390%  | 0.0000% | $88723072.00       | $1197833.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-16      | 0.6440%  | 0.0000% | $50000000.00       | $2750525.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-11-16      | 0.6441%  | 0.0000% | $137614336.00      | $1153500.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-12-16      | 0.7351%  | 0.0000% | $127549440.00      | $1749243.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.7440%  | 0.0000% | $297500000.00      | $11923625.21       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.7448%  | 0.0000% | $50000000.00       | $1089762.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 0.7465%  | 0.0000% | $74609152.00       | $2979940.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 0.7717%  | 0.0000% | $42105680.00       | $1232701.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.7761%  | 0.0000% | $139356672.00      | $1865763.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.7948%  | 0.0000% | $25000000.00       | $611235.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.8033%  | 0.0000% | $11670000.00       | $223913.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-16      | 0.8155%  | 0.0000% | $26286112.00       | $1385052.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.8448%  | 0.0000% | $75000000.00       | $1755510.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.8448%  | 0.0000% | $86153728.00       | $2475791.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 0.8448%  | 0.0000% | $77648896.00       | $3406017.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-06-16      | 0.8838%  | 0.0000% | $8500000.00        | $256806.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.8948%  | 0.0000% | $82000000.00       | $3152263.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.9482%  | 0.0000% | $100000000.00      | $4869306.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.9948%  | 0.0000% | $100000000.00      | $4058319.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 1.0182%  | 0.0000% | $100000000.00      | $2563232.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-20      | 1.0182%  | 0.0000% | $26326208.00       | $397123.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 1.0448%  | 0.0000% | $100000000.00      | $3274962.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 1.0528%  | 0.0000% | $50000000.00       | $3645711.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-16      | 1.1438%  | 0.0000% | $63160320.00       | $643022.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-03-20      | 1.1679%  | 0.0000% | $46718592.00       | $223872.10         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.1948%  | 0.0000% | $100000000.00      | $3431086.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 1.2500%  | 0.0000% | $16055392.00       | $7765853.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-12-25      | 1.2948%  | 0.0000% | $100000000.00      | $4354526.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.3481%  | 0.0000% | $25000000.00       | $1183091.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 1.3982%  | 0.0000% | $71201536.00       | $2705437.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.3982%  | 0.0000% | $10000000.00       | $288112.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.4448%  | 0.0000% | $50000000.00       | $2550730.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-20      | 1.4614%  | 0.0000% | $17885152.00       | $65483.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-12-20      | 1.4614%  | 0.0000% | $16131168.00       | $85572.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-06-20      | 1.4614%  | 0.0000% | $14301500.00       | $182183.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 1.4614%  | 0.0000% | $15679616.00       | $264753.18         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-06-25      | 1.5344%  | 0.0000% | $72083000.00       | $1037480.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 1.5978%  | 0.0000% | $106385408.00      | $6168855.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 1.6179%  | 0.0000% | $25609312.00       | $440931.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 1.6179%  | 0.0000% | $21565152.00       | $535008.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-16      | 1.6238%  | 0.0000% | $43921728.00       | $1149831.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.6679%  | 0.0000% | $9801000.00        | $222200.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 1.6679%  | 0.0000% | $44539776.00       | $1192057.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-11-25      | 1.6804%  | 0.0000% | $21600000.00       | $301549.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-05-25      | 1.6804%  | 0.0000% | $244333312.00      | $4163619.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-05-15      | 1.6817%  | 0.0000% | $614344704.00      | $9172763.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-20      | 1.7179%  | 0.0000% | $17510080.00       | $433578.75         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 1.7304%  | 0.0000% | $37500000.00       | $1011397.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 1.7304%  | 0.0000% | $26615872.00       | $296703.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 1.7482%  | 0.0000% | $50000000.00       | $3397076.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-05-20      | 1.7679%  | 0.0000% | $27092256.00       | $182768.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 1.7679%  | 0.0000% | $10613104.00       | $166284.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-06-20      | 1.8179%  | 0.0000% | $14500000.00       | $311627.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 1.8679%  | 0.0000% | $130398720.00      | $9898649.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 1.8679%  | 0.0000% | $50000000.00       | $4876320.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-02-25      | 2.1490%  | 0.0000% | $24839000.00       | $820032.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-04-20      | 2.1679%  | 0.0000% | $25000000.00       | $94637.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-05-16      | 2.1738%  | 0.0000% | $20000000.00       | $745179.10         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-02-25      | 2.2057%  | 0.0000% | $14411000.00       | $799003.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 2.2304%  | 0.0000% | $8333328.00        | $140349.56         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-09-25      | 2.3304%  | 0.0000% | $37575296.00       | $171099.10         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $144902000.00      | $18099301.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-06-16      | 2.5000%  | 0.0000% | $1983898.00        | $1726860.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.5000%  | 0.0000% | $64143200.00       | $5842655.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-02-15      | 2.5817%  | 0.0000% | $50000000.00       | $88967.83          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-01-15      | 3.0000%  | 0.0000% | $26735552.00       | $210108.41         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-01-25      | 3.0000%  | 0.0000% | $9107360.00        | $789403.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $27651000.00       | $1727880.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $14083328.00       | $1571336.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-08-16      | 3.5000%  | 0.0000% | $5042000.00        | $201527.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-05-20      | 3.5000%  | 0.0000% | $2500000.00        | $2256451.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $28716032.00       | $1511028.64        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-11-25      | 4.0000%  | 0.0000% | $10270000.00       | $331830.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-07-25      | 4.0000%  | 0.0000% | $33843456.00       | $1062529.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 4.0000%  | 0.0000% | $72732416.00       | $5134052.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-03-15      | 4.0000%  | 0.0000% | $5082000.00        | $4527249.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2034-04-25      | 4.4100%  | 0.0000% | $7312000.00        | $1504973.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-01-25      | 4.5000%  | 0.0000% | $1869332.00        | $255537.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-16      | 4.5000%  | 0.0000% | $25617792.00       | $10149924.94       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-12-20      | 4.5000%  | 0.0000% | $56978500.00       | $279599.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 4.5000%  | 0.0000% | $33538368.00       | $17065025.40       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-11-25      | 5.0000%  | 0.0000% | $10318736.00       | $11045879.02       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 5.0000%  | 0.0000% | $2094000.00        | $1958483.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-03-25      | 5.0000%  | 0.0000% | $1164604.00        | $220127.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-01-15      | 5.0000%  | 0.0000% | $7000000.00        | $1144279.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-01-20      | 5.0000%  | 0.0000% | $50000000.00       | $837805.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-20      | 5.0000%  | 0.0000% | $30000000.00       | $538036.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-20      | 5.0000%  | 0.0000% | $21703072.00       | $159996.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-05-16      | 5.0000%  | 0.0000% | $5000000.00        | $4545223.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $1427110.00        | $1364520.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-12-25      | 6.0000%  | 0.0000% | $4415368.00        | $5301055.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | 6.0000%  | 0.0000% | $12722048.00       | $1749150.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2060-04-26      | 6.5000%  | 0.0000% | $11970176.00       | $11429233.10       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-01-25      | 1.7804%  | 0.0000% | $29194336.00       | $356679.85         | Agency Collateralized Mortgage Obligation |

### Security 124: 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_0829
- **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):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **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? 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.         | 2053-08-25      | N/A      | 0.0000% | $8257096.00        | $4602519.79        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | N/A      | 0.0000% | $4760704.00        | $2772395.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | N/A      | 0.0000% | $110000.00         | $56557.95          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | N/A      | 0.0000% | $4187534.00        | $2294831.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | N/A      | 0.0000% | $14659898.00       | $8711521.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-09-15      | N/A      | 0.0000% | $3793583.00        | $615740.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | N/A      | 0.0000% | $3231808.00        | $1883065.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | N/A      | 0.0000% | $100251.00         | $1119.17           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $12844115.00       | $49798.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | N/A      | 0.0000% | $10871049.00       | $101546.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | N/A      | 0.0000% | $5302230.00        | $3030332.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | N/A      | 0.0000% | $1865456.00        | $1171231.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $1217271.00        | $626659.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | N/A      | 0.0000% | $1901186.00        | $1198630.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 0.0100%  | 0.0000% | $99893351.00       | $11337.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 0.0171%  | 0.0000% | $145040096.00      | $92525.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0481%  | 0.0000% | $173333333.00      | $2627271.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.1000%  | 0.0000% | $17121342.00       | $30042.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-12-20      | 0.6562%  | 0.0000% | $42106880.00       | $2769693.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-11-20      | 0.6681%  | 0.0000% | $11513757.00       | $597104.01         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.7448%  | 0.0000% | $97509316.00       | $2925894.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.7948%  | 0.0000% | $50473881.00       | $2203861.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 0.8872%  | 0.0000% | $2866458.00        | $221782.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-09-20      | 0.8927%  | 0.0000% | $800000.00         | $61812.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-04-20      | 0.9066%  | 0.0000% | $40176915.00       | $2854387.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-01-20      | 0.9999%  | 0.0000% | $22208484.00       | $1802431.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.0448%  | 0.0000% | $26597226.00       | $1446229.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 1.0448%  | 0.0000% | $100001.00         | $5604.29           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.1181%  | 0.0000% | $74358947.00       | $5018369.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-12-16      | 1.1238%  | 0.0000% | $32895914.00       | $322350.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.1482%  | 0.0000% | $89844999.00       | $3863804.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.1982%  | 0.0000% | $100000000.00      | $3182708.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.2482%  | 0.0000% | $31506001.00       | $1783951.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 1.3948%  | 0.0000% | $42358498.00       | $1474089.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.3982%  | 0.0000% | $13850939.00       | $565055.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 1.4022%  | 0.0000% | $51069984.00       | $572250.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.4482%  | 0.0000% | $50000000.00       | $2184047.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.4982%  | 0.0000% | $534262.00         | $16371.97          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 1.5948%  | 0.0000% | $100000.00         | $7172.97           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 1.5948%  | 0.0000% | $50515583.00       | $2984913.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 1.5948%  | 0.0000% | $41591340.00       | $2725572.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 1.6448%  | 0.0000% | $39259107.00       | $2468283.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-20      | 1.6679%  | 0.0000% | $4617800.00        | $71951.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 1.6679%  | 0.0000% | $3160500.00        | $112925.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.6682%  | 0.0000% | $26521534.00       | $1182918.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.6717%  | 0.0000% | $69848516.00       | $3212116.97        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-05-15      | 1.6817%  | 0.0000% | $92000000.00       | $1354602.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 1.6948%  | 0.0000% | $15000000.00       | $858075.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.6982%  | 0.0000% | $16903501.00       | $1015478.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.7448%  | 0.0000% | $41562471.00       | $3016185.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-10-25      | 1.7500%  | 0.0000% | $2907.00           | $188.95            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.7582%  | 0.0000% | $143854811.00      | $9492996.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 1.7679%  | 0.0000% | $34848257.00       | $1562263.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.7682%  | 0.0000% | $66274492.00       | $5287157.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.7981%  | 0.0000% | $3317878.00        | $270526.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.8481%  | 0.0000% | $3657347.00        | $229916.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2059-02-25      | 1.8800%  | 0.0000% | $21158243.00       | $210120.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 1.8982%  | 0.0000% | $25947488.00       | $2241016.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-02-25      | 1.9041%  | 0.0000% | $329134.00         | $3185.67           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-25      | 2.0000%  | 0.0000% | $499995.00         | $52070.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $41460150.00       | $2580671.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-25      | 2.0175%  | 0.0000% | $475897.00         | $25106.98          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2061-03-25      | 2.0275%  | 0.0000% | $75671138.00       | $2697347.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-03-25      | 2.0309%  | 0.0000% | $129096691.00      | $659750.90         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 2.0548%  | 0.0000% | $100000.00         | $6112.58           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 2.0804%  | 0.0000% | $2488925.00        | $22238.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.0981%  | 0.0000% | $128832.00         | $5729.63           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 2.0981%  | 0.0000% | $903507.00         | $36524.42          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-05-15      | 2.1141%  | 0.0000% | $119267492.00      | $540224.48         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 2.1948%  | 0.0000% | $100001.00         | $3157.58           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.1982%  | 0.0000% | $49500000.00       | $2917116.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-03-15      | 2.2199%  | 0.0000% | $1845412.00        | $16409.35          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 2.2312%  | 0.0000% | $137608095.00      | $3917980.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-02-15      | 2.2317%  | 0.0000% | $200831.00         | $1892.51           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 2.2681%  | 0.0000% | $16274976.00       | $1290259.08        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 2.3078%  | 0.0000% | $178492945.00      | $5034104.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.3981%  | 0.0000% | $268213.00         | $21323.76          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 2.5000%  | 0.0000% | $5647585.00        | $721550.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 2.5000%  | 0.0000% | $378169.00         | $43660.97          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 2.5000%  | 0.0000% | $100000.00         | $12129.10          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.5000%  | 0.0000% | $1484840.00        | $173563.23         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 2.5000%  | 0.0000% | $1277109.00        | $135132.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $1958924.00        | $244683.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-25      | 2.5000%  | 0.0000% | $3211542.00        | $376501.71         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-10-25      | 2.5000%  | 0.0000% | $1199995.00        | $118419.53         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 2.5000%  | 0.0000% | $14720915.00       | $1500200.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 2.5000%  | 0.0000% | $1980765.00        | $277560.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 2.5000%  | 0.0000% | $991192.00         | $120046.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-06-25      | 2.5000%  | 0.0000% | $75454016.00       | $3806986.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-10-25      | 2.5000%  | 0.0000% | $799997.00         | $86479.42          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.5000%  | 0.0000% | $3038880.00        | $281049.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 2.5000%  | 0.0000% | $2700000.00        | $307769.14         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 2.5000%  | 0.0000% | $670662.00         | $81090.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $99900000.00       | $8707004.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1230500.00        | $749564.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 2.6948%  | 0.0000% | $36491149.00       | $2487590.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.6982%  | 0.0000% | $30417194.00       | $2198351.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.7481%  | 0.0000% | $5404418.00        | $228062.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 2.7948%  | 0.0000% | $6766906.00        | $566392.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 2.7948%  | 0.0000% | $44854906.00       | $3990357.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.7982%  | 0.0000% | $4632564.00        | $391979.10         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 2.8448%  | 0.0000% | $18177024.00       | $1402749.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 3.0000%  | 0.0000% | $98793.00          | $33616.64          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.0000%  | 0.0000% | $50000045.00       | $4674413.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $11342126.00       | $1034449.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $2039876.00        | $179428.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 3.0000%  | 0.0000% | $817836.00         | $172613.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 3.0000%  | 0.0000% | $1000.00           | $1092.70           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $20504746.00       | $1803693.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $126161.00         | $9901.94           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $2184237.00        | $272600.76         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-09-15      | 3.5000%  | 0.0000% | $2842939.00        | $1843201.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 3.5000%  | 0.0000% | $3287355.00        | $363032.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.5000%  | 0.0000% | $31116000.00       | $2132421.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $68732386.00       | $4012954.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 3.7948%  | 0.0000% | $12909029.00       | $1046924.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-11-25      | 3.8025%  | 0.0000% | $15100.00          | $13263.58          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 4.0000%  | 0.0000% | $3814102.00        | $394112.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-05-25      | 4.0000%  | 0.0000% | $14678200.00       | $637724.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $14829551.00       | $10677944.01       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.1818%  | 0.0000% | $17872691.00       | $13130081.36       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 5.3018%  | 0.0000% | $43246365.00       | $20777463.34       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3018%  | 0.0000% | $9219234.00        | $5814892.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3018%  | 0.0000% | $93303.00          | $73705.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.3018%  | 0.0000% | $5260947.00        | $2687029.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.3219%  | 0.0000% | $738051.00         | $634718.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.4018%  | 0.0000% | $4523159.00        | $3481507.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4018%  | 0.0000% | $10143699.00       | $8904635.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4119%  | 0.0000% | $12352.00          | $10290.10          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-12-01      | 5.5000%  | 0.0000% | $63962022.00       | $186194.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 5.5000%  | 0.0000% | $17088939.00       | $773133.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $89151.00          | $89496.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.5019%  | 0.0000% | $11882221.00       | $6313329.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.5518%  | 0.0000% | $879524.00         | $489209.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.8018%  | 0.0000% | $41175467.00       | $18249829.60       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 6.0000%  | 0.0000% | $4934166.00        | $1065942.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 6.0000%  | 0.0000% | $7299665.00        | $602775.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 9.1926%  | 0.0000% | $676734.00         | $695378.14         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-01-25      | 1.3935%  | 0.0000% | $134069.00         | $7718.83           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-12-01      | 3.0000%  | 0.0000% | $32000.00          | $6200.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 3.0000%  | 0.0000% | $666969.00         | $127565.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1577492.00        | $1012480.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.0000%  | 0.0000% | $50000.00          | $11886.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $3538832.00        | $1535503.44        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $27999.00          | $15469.35          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-06-01      | 3.0000%  | 0.0000% | $71915.00          | $33857.19          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $33000.00          | $5859.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-11-01      | 3.5000%  | 0.0000% | $600000.00         | $45118.41          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-11-01      | 3.5000%  | 0.0000% | $2870000.00        | $424023.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-12-01      | 3.5000%  | 0.0000% | $1000000.00        | $121085.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $7001.00           | $5166.91           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $875447.00         | $730759.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $205498.00         | $180066.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 3.5000%  | 0.0000% | $16998.00          | $13216.08          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 4.0000%  | 0.0000% | $1949.00           | $63.02             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-08-01      | 4.0000%  | 0.0000% | $1730592.00        | $181872.27         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 4.0000%  | 0.0000% | $919123.00         | $150968.26         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-09-01      | 4.0000%  | 0.0000% | $100000.00         | $12728.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $9207842.00        | $1616481.43        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-01-01      | 4.0000%  | 0.0000% | $2441000.00        | $261458.34         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $1377532.00        | $148511.13         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $259323361.00      | $19721149.27       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $719702.00         | $521748.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 4.0000%  | 0.0000% | $44000.00          | $37202.98          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-09-01      | 4.5000%  | 0.0000% | $1216128.00        | $156695.82         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-01-01      | 4.5000%  | 0.0000% | $1104037.00        | $60403.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $1812085.00        | $1886291.33        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $2418121.00        | $2135546.49        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 6.5000%  | 0.0000% | $3278877.00        | $3034742.96        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1399139.00        | $1495126.81        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 7.5000%  | 0.0000% | $143932.00         | $153555.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 7.5000%  | 0.0000% | $170452.00         | $182647.59         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-03-20      | 6.3750%  | 0.0000% | $2982627.00        | $24108.07          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $3833136.00        | $988195.83         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $488960.00         | $251638.23         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $143776.00         | $106178.77         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $1000.00           | $740.74            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 4.5000%  | 0.0000% | $1712996.00        | $204125.87         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $125415.00         | $101215.58         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $16023.00          | $12995.24          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $3960247.00        | $3008744.31        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $3075536.00        | $3026308.81        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $693429.00         | $688079.35         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $2903549.00        | $1785782.81        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $855631.00         | $886050.49         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $121408.00         | $69529.99          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $7000.00           | $5235.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $1327482.00        | $1099774.45        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.0000%  | 0.0000% | $6000.00           | $5540.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $296000.00         | $222044.31         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $13288751.00       | $10035106.38       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 5.0000%  | 0.0000% | $509004.00         | $491251.17         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $1017492.00        | $835123.47         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $22000.00          | $17967.34          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.5000%  | 0.0000% | $29000.00          | $23811.06          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $796894.00         | $753611.10         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $2083690.00        | $2093937.92        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1212923.00        | $1220865.38        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.0000%  | 0.0000% | $7000.00           | $5455.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $45000.00          | $42849.70          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $2769752.00        | $2812509.34        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.0000%  | 0.0000% | $411150.00         | $390628.93         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $2124008.00        | $2168725.73        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $1361847.00        | $1328204.86        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 6.5000%  | 0.0000% | $400000.00         | $277688.43         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $6808109.00        | $7187075.81        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 7.0000%  | 0.0000% | $1250048.00        | $1224944.31        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2031-08-01      | 7.5000%  | 0.0000% | $1095808.00        | $5349.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-06-01      | 5.0000%  | 0.0000% | $71000.00          | $5988.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-01-01      | 2.5970%  | 0.0000% | $2000000.00        | $341656.53         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.4550%  | 0.0000% | $4579491.00        | $4614776.56        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-03-01      | 6.3650%  | 0.0000% | $2094174.00        | $29164.82          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-09-01      | 7.1880%  | 0.0000% | $2000000.00        | $41266.87          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 4.1840%  | 0.0000% | $123308.00         | $113855.27         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 4.2400%  | 0.0000% | $2446980.00        | $279601.52         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 4.8610%  | 0.0000% | $2263720.00        | $1928655.83        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-10-01      | 5.6150%  | 0.0000% | $1322239.00        | $6700.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-01      | 6.0240%  | 0.0000% | $2249983.00        | $83680.84          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 6.1350%  | 0.0000% | $10000000.00       | $133370.71         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-03-01      | 6.1750%  | 0.0000% | $25065000.00       | $266451.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-02-01      | 6.1980%  | 0.0000% | $1500000.00        | $15073.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 6.3320%  | 0.0000% | $68017058.00       | $313315.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 6.4350%  | 0.0000% | $398000.00         | $47426.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.5750%  | 0.0000% | $5590605.00        | $77061.29          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 6.6790%  | 0.0000% | $7001016.00        | $710782.56         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-04-01      | 6.9140%  | 0.0000% | $115000.00         | $23264.52          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 6.9230%  | 0.0000% | $206847.00         | $212935.87         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-03-01      | 7.4230%  | 0.0000% | $1500000.00        | $27355.82          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-07-01      | 7.6520%  | 0.0000% | $5093886.00        | $83481.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 1.5000%  | 0.0000% | $137000.00         | $75801.05          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $900000.00         | $574327.89         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $100000.00         | $51450.37          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $63131.00          | $29061.31          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $210000.00         | $111194.27         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.5000%  | 0.0000% | $1511.00           | $822.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-12-01      | 2.0000%  | 0.0000% | $100000.00         | $49763.89          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $280465.00         | $177836.87         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $52000.00          | $34504.28          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $99000.00          | $64910.33          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 3.0000%  | 0.0000% | $790000.00         | $394218.23         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-05-01      | 3.5000%  | 0.0000% | $2130000.00        | $237194.95         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 3.5000%  | 0.0000% | $95000.00          | $11461.77          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $7000.00           | $5229.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-02-01      | 4.0000%  | 0.0000% | $555000.00         | $58303.81          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 4.0000%  | 0.0000% | $1475000.00        | $249752.14         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.0000%  | 0.0000% | $23019114.00       | $3357350.48        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-05-01      | 4.5000%  | 0.0000% | $600000.00         | $67505.15          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 4.5000%  | 0.0000% | $106000.00         | $24275.36          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 4.5000%  | 0.0000% | $139983.00         | $121097.48         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 5.0000%  | 0.0000% | $164446.00         | $11876.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 4.5000%  | 0.0000% | $200000.00         | $31962.53          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $8135296.00        | $655504.16         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $6555374.00        | $6070771.74        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 4.5000%  | 0.0000% | $909180.00         | $432243.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-11-01      | 4.5000%  | 0.0000% | $135000.00         | $14280.17          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-10-01      | 5.0000%  | 0.0000% | $2375710.00        | $583947.72         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 5.0000%  | 0.0000% | $2200000.00        | $253931.85         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1578153.00        | $1322997.31        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 5.0000%  | 0.0000% | $21912626.00       | $4103516.22        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $9735281.00        | $7175841.07        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 5.0000%  | 0.0000% | $790393.00         | $195994.47         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 5.0000%  | 0.0000% | $176201.00         | $12287.18          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $86206.00          | $86959.49          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 5.5000%  | 0.0000% | $46414124.00       | $12304296.57       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $8541807.00        | $7508164.92        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $14207.00          | $11147.35          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $737161.00         | $665847.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1078004.00        | $1073956.85        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $340584.00         | $346792.85         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1397.00           | $1422.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $7000.00           | $7174.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 6.0000%  | 0.0000% | $1064949.00        | $44490.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $1079745.00        | $872087.56         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $7985.00           | $6020.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.5000%  | 0.0000% | $5792647.00        | $69205.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $1095600.00        | $992253.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 2.5000%  | 0.0000% | $134877.00         | $94639.09          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-11-01      | 1.2200%  | 0.0000% | $989021.00         | $776616.65         | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                 | 2036-07-14      | 2.3100%  | 0.0000% | $3082000.00        | $2444228.39        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-11-01      | 2.4750%  | 0.0000% | $360283.00         | $327628.63         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 2.8900%  | 0.0000% | $345075.00         | $302637.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 3.6900%  | 0.0000% | $1059538.00        | $1003607.64        | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                 | 2042-03-24      | 3.7000%  | 0.0000% | $5002000.00        | $4104474.47        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-09-01      | 3.7300%  | 0.0000% | $22415.00          | $21776.64          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 4.3900%  | 0.0000% | $3410949.00        | $3434895.19        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-01-01      | 4.5200%  | 0.0000% | $134900.00         | $135004.03         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2033-12-01      | 4.5800%  | 0.0000% | $355467.00         | $353388.85         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-11-01      | 4.9000%  | 0.0000% | $149855.00         | $152790.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-01-01      | 5.2800%  | 0.0000% | $150000.00         | $155263.70         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-12-01      | 5.3100%  | 0.0000% | $137420.00         | $143053.46         | Agency Mortgage-Backed Securities         |

### Security 125: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.550000%
- **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_4.55_0929
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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? 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.         | 2060-04-26      | 6.5000%  | 0.0000% | $87762816.00       | $83796736.33       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-12-20      | 1.7679%  | 0.0000% | $29461760.00       | $234052.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 1.7679%  | 0.0000% | $38751424.00       | $766106.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-03-16      | 1.7738%  | 0.0000% | $315000000.00      | $2461216.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 1.7781%  | 0.0000% | $30500000.00       | $2403226.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.7781%  | 0.0000% | $100000000.00      | $4019336.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-08-25      | 1.7804%  | 0.0000% | $34494080.00       | $538995.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.7981%  | 0.0000% | $20000000.00       | $1381882.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $4727528.00        | $906996.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $44955000.00       | $65124.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $334389248.00      | $133937.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $73110400.00       | $119665.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $174133248.00      | $161879.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | N/A      | 0.0000% | $16525696.00       | $288325.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | N/A      | 0.0000% | $84996096.00       | $53861.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $20000000.00       | $244950.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | N/A      | 0.0000% | $99999744.00       | $72956.10          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0100%  | 0.0000% | $1094238208.00     | $306487.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.0481%  | 0.0000% | $156250000.00      | $2526858.09        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-09-25      | 0.0500%  | 0.0000% | $46776320.00       | $42688.67          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | 0.0500%  | 0.0000% | $49999872.00       | $37900.00          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-07-25      | 0.0500%  | 0.0000% | $132077824.00      | $218927.06         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 0.0500%  | 0.0000% | $64847744.00       | $73644.17          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 0.0500%  | 0.0000% | $75000000.00       | $185525.01         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0500%  | 0.0000% | $24997888.00       | $24554.88          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.0500%  | 0.0000% | $158960121.00      | $175053.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 0.0500%  | 0.0000% | $49999872.00       | $46629.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 0.0500%  | 0.0000% | $96972800.00       | $78539.59          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-08-25      | 0.1000%  | 0.0000% | $489726000.00      | $1476223.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.1000%  | 0.0000% | $20070624.00       | $44186.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 0.1000%  | 0.0000% | $24997888.00       | $24070.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-07-16      | 0.1167%  | 0.0000% | $22085632.00       | $6541.56           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.1500%  | 0.0000% | $23000000.00       | $70525.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-16      | 0.1527%  | 0.0000% | $101285888.00      | $49356.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-05-20      | 0.2251%  | 0.0000% | $38000000.00       | $113675.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.2470%  | 0.0000% | $123456512.00      | $358931.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.2643%  | 0.0000% | $161174528.00      | $1076220.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-16      | 0.3673%  | 0.0000% | $30793376.00       | $100750.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.4481%  | 0.0000% | $100000000.00      | $3530388.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-10-25      | 0.4675%  | 0.0000% | $27424224.00       | $114345.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.4981%  | 0.0000% | $200000000.00      | $6508796.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-16      | 0.5301%  | 0.0000% | $177569786.00      | $26137.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.5443%  | 0.0000% | $89989504.00       | $1388351.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-02-16      | 0.5443%  | 0.0000% | $72000000.00       | $811646.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-12-16      | 0.5532%  | 0.0000% | $85335552.00       | $1258030.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-16      | 0.6170%  | 0.0000% | $26992640.00       | $12923.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.6542%  | 0.0000% | $81695104.00       | $5105586.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.6920%  | 0.0000% | $125925888.00      | $6742699.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-20      | 0.6982%  | 0.0000% | $37044800.00       | $417243.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-07-16      | 0.7044%  | 0.0000% | $80019328.00       | $1170911.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.7256%  | 0.0000% | $185404480.00      | $1827531.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.7325%  | 0.0000% | $133131008.00      | $3988683.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-05-16      | 0.7331%  | 0.0000% | $116062720.00      | $1659724.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.7355%  | 0.0000% | $150000000.00      | $8422838.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 0.7938%  | 0.0000% | $150202112.00      | $8699143.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-16      | 0.8152%  | 0.0000% | $75000000.00       | $4358861.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-16      | 0.8355%  | 0.0000% | $11800000.00       | $573880.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 0.8481%  | 0.0000% | $2000000.00        | $51565.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 0.8749%  | 0.0000% | $16300000.00       | $1016458.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-08-16      | 0.8930%  | 0.0000% | $11700000.00       | $578519.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.8982%  | 0.0000% | $56000000.00       | $2388313.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.8982%  | 0.0000% | $170000000.00      | $8807444.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 0.9403%  | 0.0000% | $24278016.00       | $1553826.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.9655%  | 0.0000% | $300000000.00      | $17767355.74       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-03-16      | 0.9926%  | 0.0000% | $104827008.00      | $1328506.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.9981%  | 0.0000% | $35000000.00       | $863086.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.9981%  | 0.0000% | $32500000.00       | $613129.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-07-16      | 1.0480%  | 0.0000% | $65512064.00       | $2098298.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.0481%  | 0.0000% | $19863392.00       | $1161202.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.0481%  | 0.0000% | $50000000.00       | $3503102.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.0481%  | 0.0000% | $139664128.00      | $4361012.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 1.0512%  | 0.0000% | $17500000.00       | $1198606.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 1.0981%  | 0.0000% | $85500000.00       | $3097345.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.0981%  | 0.0000% | $30000000.00       | $580048.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 1.1482%  | 0.0000% | $121094656.00      | $3320489.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.1782%  | 0.0000% | $98816640.00       | $5189506.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.1982%  | 0.0000% | $100000000.00      | $1927978.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.3982%  | 0.0000% | $89176832.00       | $5412327.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.4982%  | 0.0000% | $100000000.00      | $1760478.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.4982%  | 0.0000% | $100000000.00      | $6989828.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-08-25      | 1.5803%  | 0.0000% | $55000000.00       | $641760.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-10-25      | 1.5803%  | 0.0000% | $23365792.00       | $584288.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-01-25      | 1.5803%  | 0.0000% | $39259968.00       | $973137.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 1.5981%  | 0.0000% | $120000000.00      | $2748929.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.5981%  | 0.0000% | $100000000.00      | $8065323.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.6179%  | 0.0000% | $56361920.00       | $1363581.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 1.6179%  | 0.0000% | $79855360.00       | $920060.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-03-15      | 1.6317%  | 0.0000% | $15546760.00       | $384330.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.6482%  | 0.0000% | $83339136.00       | $4260078.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.6482%  | 0.0000% | $469099520.00      | $32576143.37       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.6482%  | 0.0000% | $109452960.00      | $5590652.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 1.6679%  | 0.0000% | $45476720.00       | $718900.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 1.6679%  | 0.0000% | $25000000.00       | $471209.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.6679%  | 0.0000% | $54609408.00       | $4413185.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-02-16      | 1.6738%  | 0.0000% | $22448320.00       | $799924.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-07-16      | 1.6738%  | 0.0000% | $25000000.00       | $243238.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-10-16      | 1.6738%  | 0.0000% | $9535168.00        | $128722.23         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-01-25      | 1.6804%  | 0.0000% | $59090000.00       | $1139364.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-09-25      | 1.6804%  | 0.0000% | $33000000.00       | $376032.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 1.6804%  | 0.0000% | $67082240.00       | $393071.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-02-15      | 1.6817%  | 0.0000% | $131500000.00      | $1035468.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 1.6979%  | 0.0000% | $64086528.00       | $852432.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.6982%  | 0.0000% | $30000000.00       | $1198528.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 1.6982%  | 0.0000% | $41785088.00       | $5202389.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-04-25      | 1.7000%  | 0.0000% | $25541000.00       | $339245.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.7482%  | 0.0000% | $50209152.00       | $1624497.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-05-25      | N/A      | 0.0000% | $12500000.00       | $18190.29          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2061-03-25      | N/A      | 0.0000% | $119399296.00      | $139328.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | N/A      | 0.0000% | $37910272.00       | $62973.50          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | N/A      | 0.0000% | $900000.00         | $523998.97         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | N/A      | 0.0000% | $270278144.00      | $277225.32         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | N/A      | 0.0000% | $44593200.00       | $30371135.32       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-01-25      | N/A      | 0.0000% | $42024000.00       | $30900205.18       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | N/A      | 0.0000% | $1879172.00        | $1110427.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-11-16      | N/A      | 0.0000% | $212992000.00      | $19705.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | N/A      | 0.0000% | $25000000.00       | $35008.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | N/A      | 0.0000% | $150000000.00      | $351822.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | N/A      | 0.0000% | $170000000.00      | $317542.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $26381440.00       | $264781.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.8481%  | 0.0000% | $30870944.00       | $1893681.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 1.8679%  | 0.0000% | $10440192.00       | $1056470.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-11-15      | 2.0317%  | 0.0000% | $76636672.00       | $899329.88         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-05-25      | 2.0804%  | 0.0000% | $60000000.00       | $1115398.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-02-15      | 2.0817%  | 0.0000% | $105159424.00      | $1029770.68        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.2448%  | 0.0000% | $50000000.00       | $2403760.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-02-25      | 2.2803%  | 0.0000% | $19216992.00       | $1050590.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.3481%  | 0.0000% | $57307584.00       | $3785137.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $41239936.00       | $4478019.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $4858500.00        | $608597.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 2.5000%  | 0.0000% | $5178296.00        | $3276245.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-16      | 2.6670%  | 0.0000% | $101561000.00      | $121231.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.6982%  | 0.0000% | $25000000.00       | $2079237.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-02-25      | 2.7434%  | 0.0000% | $9230000.00        | $1146310.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-10-25      | 2.7849%  | 0.0000% | $10819696.00       | $1257480.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.7881%  | 0.0000% | $150000000.00      | $4212258.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 2.7948%  | 0.0000% | $88367744.00       | $6043517.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.7982%  | 0.0000% | $50670000.00       | $3593943.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-10-15      | 3.0000%  | 0.0000% | $13364912.00       | $4085439.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-12-15      | 3.0000%  | 0.0000% | $1091578.00        | $1058577.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-12-15      | 3.0000%  | 0.0000% | $1100000.00        | $1156277.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $5000000.00        | $470366.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $4519840.00        | $2793913.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $1158000.00        | $762717.98         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-05-25      | 3.4993%  | 0.0000% | $43001344.00       | $6048134.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-10-25      | 3.5000%  | 0.0000% | $2581000.00        | $829217.48         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-11-25      | 3.5000%  | 0.0000% | $6500000.00        | $4395884.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-12-15      | 3.5000%  | 0.0000% | $4681592.00        | $153944.98         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-05-15      | 3.5000%  | 0.0000% | $1600000.00        | $2240049.24        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-03-15      | 3.5000%  | 0.0000% | $2088452.00        | $2136949.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-02-15      | 3.5000%  | 0.0000% | $1300000.00        | $1024814.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-09-25      | 3.5000%  | 0.0000% | $12464448.00       | $482339.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $1000000.00        | $954762.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $5560000.00        | $1461384.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 3.5000%  | 0.0000% | $1893434.00        | $1610514.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $44701056.00       | $4095672.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $78000000.00       | $5670309.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $10000000.00       | $5601364.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-05-15      | 4.0000%  | 0.0000% | $8464000.00        | $5606469.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-06-25      | 4.0000%  | 0.0000% | $3000000.00        | $2663547.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-05-20      | 4.0000%  | 0.0000% | $35105000.00       | $1410428.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-05-25      | 4.5000%  | 0.0000% | $12166656.00       | $334663.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | 4.5000%  | 0.0000% | $7061984.00        | $6829803.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-16      | 4.5000%  | 0.0000% | $33566720.00       | $3859388.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 4.5000%  | 0.0000% | $23158240.00       | $1804162.68        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 5.0000%  | 0.0000% | $3643980.00        | $3264638.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 5.0000%  | 0.0000% | $3785872.00        | $3400276.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-04-25      | 5.0000%  | 0.0000% | $1267500.00        | $81480.59          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-01-15      | 5.0000%  | 0.0000% | $6000000.00        | $1079237.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-01-16      | 5.0000%  | 0.0000% | $19435616.00       | $4053591.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-10-20      | 5.0000%  | 0.0000% | $5795344.00        | $156295.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.0000%  | 0.0000% | $670000.00         | $542213.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 5.0000%  | 0.0000% | $3495136.00        | $3369317.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-12-25      | 5.5000%  | 0.0000% | $6000000.00        | $6754356.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-02-20      | 5.5000%  | 0.0000% | $40000000.00       | $2824037.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-16      | 5.5000%  | 0.0000% | $109284858.00      | $955768.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $17100192.00       | $3883865.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-07-15      | 6.0000%  | 0.0000% | $39759104.00       | $576544.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $51312256.00       | $98029.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $7000000.00        | $146179.36         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-01-15      | 6.0000%  | 0.0000% | $26603424.00       | $1401614.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $11347152.00       | $1280494.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $33333312.00       | $3987082.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-11-25      | 6.5000%  | 0.0000% | $22956736.00       | $1134530.22        | Agency Collateralized Mortgage Obligation |

### Security 126: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.550000%
- **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_4.55_0929
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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? 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    | 2051-04-25      | N/A      | 0.0000% | $5378000.00        | $54586.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | N/A      | 0.0000% | $320000000.00      | $2292587.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | N/A      | 0.0000% | $325000000.00      | $5228107.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | N/A      | 0.0000% | $62312128.00       | $165056.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $55205500.00       | $245896.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | N/A      | 0.0000% | $26956864.00       | $283495.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | N/A      | 0.0000% | $11000000.00       | $46554.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $32216832.00       | $279520.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | N/A      | 0.0000% | $8000000.00        | $24814.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | N/A      | 0.0000% | $9000000.00        | $108097.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $73814272.00       | $889504.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | N/A      | 0.0000% | $60000000.00       | $385865.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | N/A      | 0.0000% | $30000000.00       | $39831.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 0.0300%  | 0.0000% | $27295744.00       | $8500.34           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0500%  | 0.0000% | $24997888.00       | $24224.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 0.0500%  | 0.0000% | $101780800.00      | $117894.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $20000000.00       | $26575.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.1000%  | 0.0000% | $5000000.00        | $14674.64          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.1000%  | 0.0000% | $424846000.00      | $1813689.11        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 0.1000%  | 0.0000% | $75000000.00       | $225956.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 0.1000%  | 0.0000% | $14208624.00       | $21961.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.1000%  | 0.0000% | $26400640.00       | $96477.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-09-20      | 0.1096%  | 0.0000% | $28190944.00       | $119905.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-20      | 0.1585%  | 0.0000% | $17314528.00       | $22334.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.2254%  | 0.0000% | $114397056.00      | $130575.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-16      | 0.2520%  | 0.0000% | $35232384.00       | $67271.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-16      | 0.3502%  | 0.0000% | $5760896.00        | $9261.79           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 0.3780%  | 0.0000% | $211332000.00      | $7771102.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.3982%  | 0.0000% | $50000000.00       | $1893165.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.4316%  | 0.0000% | $175000000.00      | $6568685.40        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 0.4911%  | 0.0000% | $16684896.00       | $56473.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.4996%  | 0.0000% | $225000000.00      | $9987762.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2030-03-16      | 0.5000%  | 0.0000% | $244516000.00      | $1482939.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-04-16      | 0.5091%  | 0.0000% | $150000000.00      | $9435251.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-01-15      | 0.5412%  | 0.0000% | $24906720.00       | $169378.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-10-16      | 0.5926%  | 0.0000% | $186330000.00      | $955800.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-02-25      | 0.6108%  | 0.0000% | $543958016.00      | $5445406.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-01-25      | 0.6680%  | 0.0000% | $427597312.00      | $468664.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-16      | 0.6811%  | 0.0000% | $6855000.00        | $21554.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.6933%  | 0.0000% | $285230080.00      | $11564214.05       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.7357%  | 0.0000% | $190534656.00      | $2506375.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-16      | 0.7615%  | 0.0000% | $100000000.00      | $6182428.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.7648%  | 0.0000% | $69175936.00       | $2373398.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-16      | 0.7784%  | 0.0000% | $116691712.00      | $7207880.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-16      | 0.7898%  | 0.0000% | $12200000.00       | $636589.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 0.7948%  | 0.0000% | $155315968.00      | $10736023.32       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 0.8033%  | 0.0000% | $312500000.00      | $13250812.39       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.8448%  | 0.0000% | $137591040.00      | $3868584.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.8448%  | 0.0000% | $154768640.00      | $5801860.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.8481%  | 0.0000% | $30000000.00       | $1507995.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-07-16      | 0.8701%  | 0.0000% | $245000000.00      | $11725415.23       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-05-25      | 0.8920%  | 0.0000% | $160520448.00      | $2636670.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | 0.8948%  | 0.0000% | $73500000.00       | $3267105.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.8948%  | 0.0000% | $68734080.00       | $2681365.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.8982%  | 0.0000% | $20000000.00       | $333768.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.8982%  | 0.0000% | $100000000.00      | $1278829.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 0.9361%  | 0.0000% | $150000000.00      | $11646205.72       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.9448%  | 0.0000% | $66098048.00       | $2960669.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.9448%  | 0.0000% | $66055552.00       | $3393823.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.9482%  | 0.0000% | $71627520.00       | $4108158.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-01-25      | 0.9662%  | 0.0000% | $8022000.00        | $153460.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.9948%  | 0.0000% | $114158080.00      | $4370704.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 1.0182%  | 0.0000% | $75000000.00       | $992378.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 1.0182%  | 0.0000% | $42559296.00       | $608424.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-16      | 1.0210%  | 0.0000% | $21000000.00       | $76066.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.0481%  | 0.0000% | $100000000.00      | $5050160.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.0481%  | 0.0000% | $50000000.00       | $2561541.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.0948%  | 0.0000% | $110047488.00      | $4872017.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-11-16      | 1.1238%  | 0.0000% | $66782592.00       | $475030.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.1482%  | 0.0000% | $150000000.00      | $3117180.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-08-16      | 1.1488%  | 0.0000% | $12700000.00       | $763610.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-01-16      | 1.1703%  | 0.0000% | $85000000.00       | $93495.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.1982%  | 0.0000% | $400000000.00      | $7597001.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-07-16      | 1.2007%  | 0.0000% | $63829952.00       | $2726229.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-20      | 1.2079%  | 0.0000% | $30193344.00       | $309514.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.2482%  | 0.0000% | $30000000.00       | $1245716.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-20      | 1.2679%  | 0.0000% | $25515744.00       | $517571.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-09-16      | 1.2712%  | 0.0000% | $118610432.00      | $9548056.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 1.2879%  | 0.0000% | $43805824.00       | $295879.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-16      | 1.3924%  | 0.0000% | $41423000.00       | $73574.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.3982%  | 0.0000% | $73207936.00       | $3226334.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 1.4614%  | 0.0000% | $17141696.00       | $99836.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-02-16      | 1.5238%  | 0.0000% | $57450000.00       | $111591.49         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.5448%  | 0.0000% | $50000000.00       | $4516688.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-06-25      | 1.5803%  | 0.0000% | $49314688.00       | $1305091.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-10-25      | 1.6303%  | 0.0000% | $13630992.00       | $275915.49         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-10-25      | 1.6303%  | 0.0000% | $5921000.00        | $203462.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | 1.6317%  | 0.0000% | $13148352.00       | $89702.46          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-04-15      | 1.6317%  | 0.0000% | $13558848.00       | $157460.55         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 1.6448%  | 0.0000% | $70000000.00       | $2775698.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.6482%  | 0.0000% | $50000000.00       | $2590030.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-01-20      | 1.6679%  | 0.0000% | $13613296.00       | $87953.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 1.6679%  | 0.0000% | $7225312.00        | $155874.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 1.6804%  | 0.0000% | $147449856.00      | $2880215.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.6982%  | 0.0000% | $101984896.00      | $4821236.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 6.5000%  | 0.0000% | $25366816.00       | $5199544.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $8642960.00        | $9813663.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.5000%  | 0.0000% | $8815504.00        | $9790050.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-09-20      | 6.0000%  | 0.0000% | $35697088.00       | $686432.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-20      | 6.0000%  | 0.0000% | $5040880.00        | $5731763.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $11543456.00       | $13281937.30       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-25      | 6.5000%  | 0.0000% | $18101376.00       | $3660953.30        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 6.5000%  | 0.0000% | $60444992.00       | $8756668.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 6.5000%  | 0.0000% | $11141000.00       | $2004157.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-11-15      | 1.7317%  | 0.0000% | $109641728.00      | $15350.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.7482%  | 0.0000% | $20000000.00       | $797989.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-05-20      | 1.7679%  | 0.0000% | $28603872.00       | $104979.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-20      | 1.7679%  | 0.0000% | $1000000.00        | $29285.86          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-01-25      | 1.8303%  | 0.0000% | $134349000.00      | $1460799.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-16      | 1.8671%  | 0.0000% | $57656896.00       | $5838281.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-25      | 1.9556%  | 0.0000% | $16038000.00       | $1160595.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-03-15      | 2.0317%  | 0.0000% | $26508896.00       | $237310.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.0981%  | 0.0000% | $27777760.00       | $1223052.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-08-25      | 2.1353%  | 0.0000% | $25142000.00       | $583570.84         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-06-25      | 2.1803%  | 0.0000% | $49987584.00       | $13974.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.2982%  | 0.0000% | $200000000.00      | $9726789.64        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-06-25      | 2.3104%  | 0.0000% | $186379264.00      | $307585.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 2.3481%  | 0.0000% | $50000000.00       | $4985762.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 2.3481%  | 0.0000% | $45988544.00       | $2541888.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-10-15      | 2.5000%  | 0.0000% | $1000000.00        | $1153794.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.5000%  | 0.0000% | $75000000.00       | $8992348.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-11-25      | 2.5000%  | 0.0000% | $20400000.00       | $1346253.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-06-16      | 2.5000%  | 0.0000% | $29338944.00       | $5030580.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 2.7748%  | 0.0000% | $81417344.00       | $5871518.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 2.7948%  | 0.0000% | $87986880.00       | $5498221.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 2.8481%  | 0.0000% | $47100928.00       | $4602164.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 2.8502%  | 0.0000% | $1700000.00        | $1678186.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-04-25      | 2.8768%  | 0.0000% | $14600000.00       | $1898648.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 2.8981%  | 0.0000% | $37067904.00       | $5958481.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 2.8981%  | 0.0000% | $50000000.00       | $3404551.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 2.8981%  | 0.0000% | $70000000.00       | $7525053.82        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-02-25      | 3.0000%  | 0.0000% | $1944000.00        | $1054903.45        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | 3.0000%  | 0.0000% | $200000.00         | $119432.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-01-15      | 3.0000%  | 0.0000% | $6236488.00        | $6773529.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-05-15      | 3.0000%  | 0.0000% | $8662832.00        | $10163306.83       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 3.0000%  | 0.0000% | $50000000.00       | $4675364.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $2825000.00        | $1692787.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 3.0000%  | 0.0000% | $30557568.00       | $42297.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $23236096.00       | $1748152.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 3.0000%  | 0.0000% | $58030500.00       | $4895181.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $22158080.00       | $2380008.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $27289600.00       | $2519457.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-06-25      | 3.5000%  | 0.0000% | $24798000.00       | $9067359.30        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-01-15      | 3.5000%  | 0.0000% | $3791908.00        | $1270636.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-02-15      | 3.5000%  | 0.0000% | $15199904.00       | $131799.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-03-16      | 3.5000%  | 0.0000% | $18249600.00       | $21686066.53       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $15661680.00       | $37901.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 3.5000%  | 0.0000% | $1516974.00        | $375627.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $33114048.00       | $12326972.33       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $9178560.00        | $663240.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 3.5000%  | 0.0000% | $714285.00         | $34448.93          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-07-25      | 4.0000%  | 0.0000% | $9366750.00        | $33614.55          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 4.0000%  | 0.0000% | $15096000.00       | $12403264.19       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-11-15      | 4.0000%  | 0.0000% | $1921346.00        | $304447.23         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-05-15      | 4.0000%  | 0.0000% | $4138885.00        | $4396.92           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 4.5000%  | 0.0000% | $12596688.00       | $100372.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 4.5000%  | 0.0000% | $23733720.00       | $334304.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 4.5299%  | 0.0000% | $20180000.00       | $4993502.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-20      | 4.7500%  | 0.0000% | $51993088.00       | $8528559.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-09-25      | 5.0000%  | 0.0000% | $6256250.00        | $24627.74          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-12-25      | 5.0000%  | 0.0000% | $850000.00         | $31092.49          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-01-15      | 5.0000%  | 0.0000% | $337270.00         | $61343.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | 5.0000%  | 0.0000% | $15067800.00       | $331222.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 5.2500%  | 0.0000% | $27818800.00       | $26547919.30       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-20      | 5.3518%  | 0.0000% | $4712144.00        | $3345606.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 5.5000%  | 0.0000% | $4656000.00        | $4644676.27        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 5.5000%  | 0.0000% | $7352960.00        | $7219264.37        | Agency Collateralized Mortgage Obligation |

### Security 127: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.470000%
- **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_4.47_0707
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **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? 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 | 2051-02-20      | 2.0000%  | 0.0000% | $37500000.00       | $3314398.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-03-25      | 4.5000%  | 0.0000% | $44006575.00       | $8386125.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 1.7679%  | 0.0000% | $3823000.00        | $225736.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 1.7679%  | 0.0000% | $10000000.00       | $686809.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-07-20      | 1.7679%  | 0.0000% | $17800000.00       | $544628.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 1.7679%  | 0.0000% | $53766308.00       | $4982109.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-06-25      | 1.7804%  | 0.0000% | $55413670.00       | $943396.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 1.7940%  | 0.0000% | $7200001.00        | $559934.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 1.8179%  | 0.0000% | $10863366.00       | $674286.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 1.8179%  | 0.0000% | $36932087.00       | $2930417.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.8448%  | 0.0000% | $8104064.00        | $751843.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.8481%  | 0.0000% | $53191489.00       | $4131347.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 1.8679%  | 0.0000% | $53398000.00       | $4053475.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 1.8679%  | 0.0000% | $7396000.00        | $712380.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 1.8679%  | 0.0000% | $7559000.00        | $649621.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 1.8679%  | 0.0000% | $41488602.00       | $3264892.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 1.8679%  | 0.0000% | $64225682.00       | $4517807.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 1.8679%  | 0.0000% | $8000000.00        | $668715.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 1.8679%  | 0.0000% | $10000000.00       | $782986.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 1.8679%  | 0.0000% | $59297822.00       | $5271924.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 1.8679%  | 0.0000% | $2848000.00        | $255451.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 1.8679%  | 0.0000% | $31827550.00       | $3142282.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 1.8679%  | 0.0000% | $45853393.00       | $3234727.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 1.8679%  | 0.0000% | $25197327.00       | $2442357.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 1.8679%  | 0.0000% | $45451507.00       | $5723871.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 1.8681%  | 0.0000% | $58536982.00       | $3846269.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 1.8982%  | 0.0000% | $56262306.00       | $4438073.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 1.8982%  | 0.0000% | $27284020.00       | $3413789.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 1.8982%  | 0.0000% | $40000000.00       | $3594511.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 1.9179%  | 0.0000% | $4137000.00        | $391198.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 1.9179%  | 0.0000% | $54503825.00       | $6664703.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 1.9448%  | 0.0000% | $8909091.00        | $749395.03         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 1.9448%  | 0.0000% | $62000000.00       | $3416260.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 1.9482%  | 0.0000% | $33162715.00       | $3941222.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 1.9948%  | 0.0000% | $9600000.00        | $1109907.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-12-25      | 1.9948%  | 0.0000% | $21000000.00       | $2050263.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-04-15      | 2.0000%  | 0.0000% | $10000000.00       | $1180682.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 2.0000%  | 0.0000% | $125000000.00      | $10844471.95       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-25      | 2.0000%  | 0.0000% | $20650000.00       | $1892532.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-12-25      | 2.0000%  | 0.0000% | $12347131.00       | $950997.64         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-04-25      | 2.0000%  | 0.0000% | $15140396.00       | $999911.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 2.0000%  | 0.0000% | $31718171.00       | $2206203.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.0000%  | 0.0000% | $10000000.00       | $828136.45         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.0000%  | 0.0000% | $8750000.00        | $697801.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | 2.0000%  | 0.0000% | $23640096.00       | $2645967.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 2.0000%  | 0.0000% | $15000000.00       | $1684866.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-01      | 2.0000%  | 0.0000% | $200611345.00      | $22945384.76       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $50000000.00       | $5722768.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $6087343.00        | $596318.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-12-16      | 2.0000%  | 0.0000% | $2440.00           | $2237.94           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $2200000.00        | $178270.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $2330000.00        | $194626.26         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 2.0000%  | 0.0000% | $24654901.00       | $2356736.82        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $27988058.00       | $2713637.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $17000000.00       | $1781293.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $18750000.00       | $1840445.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $17381626.00       | $1643571.68        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 2.0448%  | 0.0000% | $63461538.00       | $4094519.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.0482%  | 0.0000% | $100000000.00      | $4058417.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 2.1448%  | 0.0000% | $109913370.00      | $3980074.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.1481%  | 0.0000% | $37566540.00       | $1801309.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 2.1648%  | 0.0000% | $62302519.00       | $3078555.57        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 2.1948%  | 0.0000% | $100000000.00      | $3094151.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 2.2448%  | 0.0000% | $100000000.00      | $3208421.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.2481%  | 0.0000% | $79604902.00       | $1967440.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.2982%  | 0.0000% | $14883077.00       | $1572748.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.2982%  | 0.0000% | $78965220.00       | $5281743.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 2.3481%  | 0.0000% | $40689000.00       | $4057313.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.3481%  | 0.0000% | $78000000.00       | $5759282.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.3481%  | 0.0000% | $59747227.00       | $4133364.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.0948%  | 0.0000% | $17023597.00       | $1344800.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.0948%  | 0.0000% | $100000000.00      | $5486947.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.0948%  | 0.0000% | $135326134.00      | $4857338.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.0948%  | 0.0000% | $39906276.00       | $1482319.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.0948%  | 0.0000% | $36184199.00       | $2385874.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 1.0981%  | 0.0000% | $85000000.00       | $2518504.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.0981%  | 0.0000% | $100000000.00      | $4659875.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 1.0981%  | 0.0000% | $20000000.00       | $691045.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 1.1118%  | 0.0000% | $43800000.00       | $2842719.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.1482%  | 0.0000% | $64958117.00       | $3388549.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-02-20      | 1.1679%  | 0.0000% | $27000000.00       | $788848.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 1.1948%  | 0.0000% | $100000000.00      | $3811518.79        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.1948%  | 0.0000% | $100000000.00      | $3717666.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 1.1982%  | 0.0000% | $100000000.00      | $3681929.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.1982%  | 0.0000% | $50000000.00       | $3507192.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.1982%  | 0.0000% | $129491602.00      | $5293812.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-05-16      | 1.2908%  | 0.0000% | $37994480.00       | $3393599.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-04-16      | 1.2987%  | 0.0000% | $61800000.00       | $4134655.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 1.3481%  | 0.0000% | $14000000.00       | $476514.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 1.3982%  | 0.0000% | $30000000.00       | $621519.99         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 1.4448%  | 0.0000% | $115000000.00      | $3964337.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 1.4948%  | 0.0000% | $135500000.00      | $3676006.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-11-15      | N/A      | 0.0000% | $93000000.00       | $1069109.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-10-25      | N/A      | 0.0000% | $10001.00          | $5922.82           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | N/A      | 0.0000% | $141714000.00      | $739104.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | N/A      | 0.0000% | $72000000.00       | $911634.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $191853621.00      | $2178162.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $133375001.00      | $462378.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $50000000.00       | $204756.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $75000000.00       | $128938.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $111124000.00      | $432682.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $250000000.00      | $736282.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $200000000.00      | $57138.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $50000000.00       | $60455.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $250000000.00      | $4183700.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $20000000.00       | $385394.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | N/A      | 0.0000% | $41110865.00       | $27737623.95       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $30000000.00       | $54739.50          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 0.1000%  | 0.0000% | $451764000.00      | $298796.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-10-25      | 0.1000%  | 0.0000% | $703865000.00      | $3405253.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.2448%  | 0.0000% | $84000000.00       | $1924769.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.2982%  | 0.0000% | $70000000.00       | $3180339.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-10-25      | 0.3948%  | 0.0000% | $79356709.00       | $2301305.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.3948%  | 0.0000% | $78411805.00       | $1988113.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-20      | 0.3955%  | 0.0000% | $138116787.00      | $635950.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.3982%  | 0.0000% | $100000000.00      | $4141572.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.5981%  | 0.0000% | $200000000.00      | $7272060.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-08-16      | 0.6242%  | 0.0000% | $330471.00         | $2653.45           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-01-16      | 0.6519%  | 0.0000% | $127690139.00      | $8125662.65        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.6948%  | 0.0000% | $53000000.00       | $1456146.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-11-25      | 0.7448%  | 0.0000% | $75000000.00       | $2846349.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.7498%  | 0.0000% | $127000000.00      | $3544681.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 0.7948%  | 0.0000% | $23953010.00       | $1238223.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.7948%  | 0.0000% | $310000000.00      | $7611482.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.7948%  | 0.0000% | $10500000.00       | $287191.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-16      | 0.8155%  | 0.0000% | $78800000.00       | $4152084.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.8248%  | 0.0000% | $6779153.00        | $282923.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-02-16      | 0.8327%  | 0.0000% | $110800000.00      | $5995714.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 0.8381%  | 0.0000% | $50000000.00       | $636961.07         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.8448%  | 0.0000% | $28400000.00       | $683177.28         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.8448%  | 0.0000% | $6571000.00        | $363525.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.8481%  | 0.0000% | $26860919.00       | $1102462.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.8481%  | 0.0000% | $60000000.00       | $3254068.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 0.8948%  | 0.0000% | $9503195.00        | $550427.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.8982%  | 0.0000% | $100000000.00      | $3567528.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-11-16      | 0.9157%  | 0.0000% | $140000000.00      | $841567.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.9182%  | 0.0000% | $100000000.00      | $3378053.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 0.9403%  | 0.0000% | $100000000.00      | $6400139.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.9482%  | 0.0000% | $50000000.00       | $872333.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.9482%  | 0.0000% | $150000000.00      | $5103639.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.9482%  | 0.0000% | $102000000.00      | $4286423.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.9681%  | 0.0000% | $50000000.00       | $2175335.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.9681%  | 0.0000% | $90000000.00       | $4228963.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.9681%  | 0.0000% | $100000000.00      | $5191503.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.9802%  | 0.0000% | $33296039.00       | $2454507.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.9855%  | 0.0000% | $53425000.00       | $3604297.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.9895%  | 0.0000% | $52000200.00       | $2877807.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | 0.9948%  | 0.0000% | $50477142.00       | $3145830.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-09-25      | 0.9948%  | 0.0000% | $60739852.00       | $3778172.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.9948%  | 0.0000% | $77784860.00       | $3129586.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 1.0120%  | 0.0000% | $27100000.00       | $1565957.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.0148%  | 0.0000% | $150000000.00      | $4349800.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 1.0380%  | 0.0000% | $93000000.00       | $5131975.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.0448%  | 0.0000% | $10673897.00       | $790380.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.0481%  | 0.0000% | $100000000.00      | $4994483.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.0481%  | 0.0000% | $93000000.00       | $5359037.87        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-06-25      | 1.0500%  | 0.0000% | $34769874.00       | $969401.22         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-06-25      | 1.0500%  | 0.0000% | $40019492.00       | $1114783.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 1.0512%  | 0.0000% | $71213976.00       | $4877573.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 2.3481%  | 0.0000% | $45837200.00       | $4087685.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.3981%  | 0.0000% | $66820527.00       | $7467204.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-10-15      | 2.5000%  | 0.0000% | $60000000.00       | $7730648.09        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 2.5000%  | 0.0000% | $41500000.00       | $3979570.86        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-02-25      | 2.5000%  | 0.0000% | $20000000.00       | $1841702.61        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 2.5000%  | 0.0000% | $57231059.00       | $5078813.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 2.5000%  | 0.0000% | $27276520.00       | $2775583.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $885000.00         | $118269.82         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-25      | 2.5000%  | 0.0000% | $35552900.00       | $2140423.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-25      | 2.5000%  | 0.0000% | $12171500.00       | $629236.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-12-25      | 2.5000%  | 0.0000% | $22800000.00       | $2277881.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.5000%  | 0.0000% | $88532400.00       | $8996908.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.5000%  | 0.0000% | $12076634.00       | $955311.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.5000%  | 0.0000% | $48440000.00       | $4607159.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-12-25      | 2.5000%  | 0.0000% | $11099121.00       | $1010290.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-12-25      | 2.5000%  | 0.0000% | $6250000.00        | $589033.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.5000%  | 0.0000% | $27000000.00       | $2889459.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.5000%  | 0.0000% | $55000000.00       | $5712073.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.5000%  | 0.0000% | $12500000.00       | $904634.81         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-04-25      | 2.5000%  | 0.0000% | $28642603.00       | $4106143.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-01      | 2.5000%  | 0.0000% | $25000000.00       | $3005808.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-09-25      | 2.5000%  | 0.0000% | $25564130.00       | $2106469.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 2.5000%  | 0.0000% | $21864966.00       | $1821911.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $21014707.00       | $2118074.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $44820000.00       | $3469559.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $62219008.00       | $7285867.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $29775000.00       | $3543621.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $35549830.00       | $4500648.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $68463353.00       | $6082103.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 2.5448%  | 0.0000% | $75000000.00       | $4176758.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.5482%  | 0.0000% | $27543477.00       | $4109984.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 2.6948%  | 0.0000% | $50000000.00       | $2437422.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.6982%  | 0.0000% | $57420708.00       | $4598121.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 2.7448%  | 0.0000% | $22000000.00       | $1582493.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.7448%  | 0.0000% | $50000000.00       | $3967532.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 2.7948%  | 0.0000% | $75000000.00       | $3556401.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 2.7948%  | 0.0000% | $17235379.00       | $2382884.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.7948%  | 0.0000% | $33195302.00       | $3503481.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.7982%  | 0.0000% | $71250000.00       | $4122294.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.7982%  | 0.0000% | $26962927.00       | $4267229.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.7982%  | 0.0000% | $23993616.00       | $3890208.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 2.7982%  | 0.0000% | $100000.00         | $15199.30          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-11-25      | 2.8350%  | 0.0000% | $2357000.00        | $283921.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 2.8448%  | 0.0000% | $38559235.00       | $2798028.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 2.8481%  | 0.0000% | $55620961.00       | $3187131.59        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 2.8948%  | 0.0000% | $26000000.00       | $1953497.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.8981%  | 0.0000% | $91390760.00       | $7568334.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 2.9482%  | 0.0000% | $42086484.00       | $4478349.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-15      | 3.0000%  | 0.0000% | $30592246.00       | $976194.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-12-25      | 3.0000%  | 0.0000% | $1000.00           | $1241.89           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 3.0000%  | 0.0000% | $34000000.00       | $3512192.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-25      | 3.0000%  | 0.0000% | $16179000.00       | $1896620.09        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 3.0000%  | 0.0000% | $22300000.00       | $2579670.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 3.0000%  | 0.0000% | $75425232.00       | $8333077.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-04-25      | 3.0000%  | 0.0000% | $40084736.00       | $4199590.68        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 3.0000%  | 0.0000% | $32302666.00       | $3603795.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-12-25      | 3.0000%  | 0.0000% | $19000000.00       | $2159761.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 3.0000%  | 0.0000% | $21700000.00       | $1727897.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 3.0000%  | 0.0000% | $21222181.00       | $2197512.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.0000%  | 0.0000% | $8159241.00        | $954697.70         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.0000%  | 0.0000% | $7500000.00        | $701161.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.0000%  | 0.0000% | $26500000.00       | $2973502.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 3.0000%  | 0.0000% | $25000000.00       | $2934907.70        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 3.0000%  | 0.0000% | $35000000.00       | $3105640.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | 3.0000%  | 0.0000% | $30000000.00       | $3562999.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | 3.0000%  | 0.0000% | $17186251.00       | $1800195.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 3.0000%  | 0.0000% | $50042183.00       | $4925903.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $41662874.00       | $3143952.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $37916667.00       | $3680470.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $68833333.00       | $6546412.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $8366886.00        | $614541.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-12-25      | 3.0000%  | 0.0000% | $11644739.00       | $1220825.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-01-25      | 3.0000%  | 0.0000% | $15244249.00       | $1156794.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 3.0000%  | 0.0000% | $14000000.00       | $1624149.43        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-01-01      | 3.0000%  | 0.0000% | $46752497.00       | $7385564.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $11130983.00       | $1299658.81        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-06-25      | 3.0000%  | 0.0000% | $8333333.00        | $843508.48         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-06-25      | 3.0000%  | 0.0000% | $9400000.00        | $945365.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 3.0000%  | 0.0000% | $39818336.00       | $3578801.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 3.0000%  | 0.0000% | $64890986.00       | $6741591.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-01-25      | 3.0000%  | 0.0000% | $24780470.00       | $3175206.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-11-01      | 3.0000%  | 0.0000% | $38158553.00       | $987947.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $31623990.00       | $2805665.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.0000%  | 0.0000% | $79419692.00       | $6415419.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $50000000.00       | $4227637.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $3100000.00        | $345675.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $53247092.00       | $4487117.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $33333333.00       | $2981711.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $18758179.00       | $2687967.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $3125000.00        | $384118.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $10465467.00       | $1433066.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $100000000.00      | $6221383.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $42897337.00       | $3912716.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $39920014.00       | $5069685.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $66052542.00       | $5708320.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $50030784.00       | $7337674.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-01-15      | 3.5000%  | 0.0000% | $44045604.00       | $986472.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-03-25      | 3.5000%  | 0.0000% | $1879.00           | $772.01            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-04-25      | 3.5000%  | 0.0000% | $25000000.00       | $3418807.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 3.5000%  | 0.0000% | $33691833.00       | $4203425.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 3.5000%  | 0.0000% | $41375933.00       | $3194220.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-05-25      | 3.5000%  | 0.0000% | $9400000.00        | $753985.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 3.5000%  | 0.0000% | $19357142.00       | $2278876.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 3.5000%  | 0.0000% | $28098819.00       | $775723.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $10731815.00       | $625813.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 3.5000%  | 0.0000% | $19139211.00       | $1215748.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 3.5000%  | 0.0000% | $8400000.00        | $420649.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 3.5000%  | 0.0000% | $58495984.00       | $3853920.78        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-04-25      | 3.5000%  | 0.0000% | $25764420.00       | $1490062.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $44016000.00       | $3233274.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-06-25      | 3.5000%  | 0.0000% | $13915215.00       | $1138615.91        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-06-25      | 3.5000%  | 0.0000% | $26646000.00       | $2662666.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 3.5000%  | 0.0000% | $23000000.00       | $1785531.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-25      | 3.5000%  | 0.0000% | $12500000.00       | $1146797.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | 3.5000%  | 0.0000% | $23202878.00       | $3514425.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-05-25      | 3.5000%  | 0.0000% | $26716189.00       | $4667491.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-07-01      | 3.5000%  | 0.0000% | $154054922.00      | $4217602.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 3.5000%  | 0.0000% | $16818861.00       | $524255.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 3.5000%  | 0.0000% | $11455473.00       | $377752.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $8370000.00        | $343265.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $37846775.00       | $4685664.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $64957500.00       | $5680166.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $32013000.00       | $3505155.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $56943429.00       | $5285492.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $58300239.00       | $9741942.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 3.7445%  | 0.0000% | $5639773.00        | $4144781.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 4.0000%  | 0.0000% | $31500000.00       | $2506933.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-25      | 4.0000%  | 0.0000% | $100000.00         | $12699.12          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-12-25      | 4.0000%  | 0.0000% | $37889063.00       | $4674749.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 4.0000%  | 0.0000% | $37000000.00       | $3308021.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 4.0000%  | 0.0000% | $16000000.00       | $1491292.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $99902625.00       | $6092483.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.0000%  | 0.0000% | $110207694.00      | $5670628.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.0000%  | 0.0000% | $6021688.00        | $455158.41         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-11-25      | 4.0000%  | 0.0000% | $6000004.00        | $786975.61         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-10-01      | 4.0000%  | 0.0000% | $30000000.00       | $6059688.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-07-25      | 4.0000%  | 0.0000% | $19000000.00       | $3870449.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 4.0000%  | 0.0000% | $25496981.00       | $5333068.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.0000%  | 0.0000% | $644858.00         | $43858.53          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 4.0000%  | 0.0000% | $22430225.00       | $3535801.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 4.0000%  | 0.0000% | $20431000.00       | $489872.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $7500000.00        | $218846.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 4.0000%  | 0.0000% | $30811165.00       | $3474716.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $23484380.00       | $3364974.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-15      | 4.5000%  | 0.0000% | $55393100.00       | $3130804.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-05-15      | 4.5000%  | 0.0000% | $19469225.00       | $1131180.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | 4.5000%  | 0.0000% | $53714422.00       | $3722665.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 4.5000%  | 0.0000% | $39141711.00       | $2979366.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-25      | 4.5000%  | 0.0000% | $41560342.00       | $7325626.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $18513275.00       | $3473603.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $25469583.00       | $5022408.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-01      | 4.5000%  | 0.0000% | $21447567.00       | $4679268.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-08-25      | 4.5000%  | 0.0000% | $20000000.00       | $4277061.30        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-12-25      | 4.5000%  | 0.0000% | $19326866.00       | $2442278.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 4.5000%  | 0.0000% | $90954488.00       | $4790885.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 4.5000%  | 0.0000% | $17217275.00       | $813898.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-07-25      | 4.7697%  | 0.0000% | $3560.00           | $103.11            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-09-25      | 4.8197%  | 0.0000% | $1024.00           | $0.18              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-07-20      | 4.8321%  | 0.0000% | $1000.00           | $14.43             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-02-15      | 4.9183%  | 0.0000% | $203739.00         | $99.78             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-11-15      | 5.0000%  | 0.0000% | $73211702.00       | $13087071.30       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $11619075.00       | $2086404.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $38192470.00       | $7339245.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-06-25      | 5.0000%  | 0.0000% | $25000000.00       | $5405110.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-02-16      | 5.0000%  | 0.0000% | $55310692.00       | $2706511.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $1035.00           | $401.58            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $118394156.00      | $20735200.70       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.5000%  | 0.0000% | $39919303.00       | $5651225.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 1.4948%  | 0.0000% | $100000000.00      | $3410245.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.4982%  | 0.0000% | $102500000.00      | $5292831.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 1.4982%  | 0.0000% | $18000000.00       | $1406165.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-12-25      | 1.5000%  | 0.0000% | $33333333.00       | $744678.33         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-01      | 1.5000%  | 0.0000% | $38876064.00       | $3113336.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-02-01      | 1.5000%  | 0.0000% | $33391708.00       | $1996589.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-04-25      | 1.5000%  | 0.0000% | $13940869.00       | $1105434.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-02-01      | 1.5000%  | 0.0000% | $56651742.00       | $3340206.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-01      | 1.5000%  | 0.0000% | $20000000.00       | $1766257.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 1.5248%  | 0.0000% | $30000000.00       | $3026314.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 1.5448%  | 0.0000% | $75870163.00       | $5208275.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.5448%  | 0.0000% | $60000000.00       | $3733013.65        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 1.5448%  | 0.0000% | $37982080.00       | $2566524.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 1.5448%  | 0.0000% | $75000000.00       | $3936594.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.5481%  | 0.0000% | $50000000.00       | $1579031.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 1.5679%  | 0.0000% | $15292399.00       | $585620.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-25      | 1.5803%  | 0.0000% | $22000000.00       | $741769.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-10-25      | 1.5803%  | 0.0000% | $24112500.00       | $1052530.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-11-25      | 1.5803%  | 0.0000% | $12825500.00       | $684450.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-11-25      | 1.5803%  | 0.0000% | $12870000.00       | $724659.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 1.5879%  | 0.0000% | $50308129.00       | $4941483.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.5881%  | 0.0000% | $100000000.00      | $7351249.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 1.5948%  | 0.0000% | $96663731.00       | $6285621.68        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 1.5948%  | 0.0000% | $73405076.00       | $3033889.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 1.5948%  | 0.0000% | $40685425.00       | $2545879.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.5948%  | 0.0000% | $25000000.00       | $2435710.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.5948%  | 0.0000% | $38315939.00       | $3399761.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.5981%  | 0.0000% | $4914900.00        | $300333.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.5981%  | 0.0000% | $130000000.00      | $4552709.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.5981%  | 0.0000% | $100000000.00      | $6584209.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.5981%  | 0.0000% | $100000000.00      | $6250136.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.6179%  | 0.0000% | $3356000.00        | $91868.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 1.6179%  | 0.0000% | $12656000.00       | $394998.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 1.6179%  | 0.0000% | $74202080.00       | $3255238.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 1.6179%  | 0.0000% | $96961925.00       | $5058146.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 1.6179%  | 0.0000% | $10560142.00       | $665650.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 1.6179%  | 0.0000% | $190928873.00      | $4767486.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 1.6179%  | 0.0000% | $9000000.00        | $329593.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.6179%  | 0.0000% | $103203159.00      | $5543023.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 1.6179%  | 0.0000% | $54720340.00       | $4944563.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 1.6179%  | 0.0000% | $42604540.00       | $4354351.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 1.6179%  | 0.0000% | $97582703.00       | $9339486.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 1.6179%  | 0.0000% | $73151725.00       | $7758361.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 1.6179%  | 0.0000% | $44500075.00       | $4858234.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.6181%  | 0.0000% | $24000000.00       | $2498652.77        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2059-07-25      | 1.6303%  | 0.0000% | $15000000.00       | $665327.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-25      | 1.6303%  | 0.0000% | $21189621.00       | $710271.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | 1.6303%  | 0.0000% | $15000000.00       | $640297.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 1.6379%  | 0.0000% | $9390125.00        | $310707.06         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | 1.6448%  | 0.0000% | $50085972.00       | $3649472.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.6482%  | 0.0000% | $100000000.00      | $7310988.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.6482%  | 0.0000% | $209800000.00      | $9480287.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.6482%  | 0.0000% | $27206488.00       | $2133210.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.6482%  | 0.0000% | $115612010.00      | $4024266.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.6482%  | 0.0000% | $37000000.00       | $2766087.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.6482%  | 0.0000% | $56307525.00       | $4336125.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.6482%  | 0.0000% | $13844358.00       | $1190848.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.6482%  | 0.0000% | $100000000.00      | $7815766.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.6582%  | 0.0000% | $27259840.00       | $2550476.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 1.6679%  | 0.0000% | $8149158.00        | $205508.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 1.6679%  | 0.0000% | $16245490.00       | $454293.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 1.6679%  | 0.0000% | $7640000.00        | $201113.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 1.6679%  | 0.0000% | $8141610.00        | $248199.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 1.6679%  | 0.0000% | $19160664.00       | $537451.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 1.6679%  | 0.0000% | $2254000.00        | $69268.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 1.6679%  | 0.0000% | $8144000.00        | $299883.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-10-20      | 1.6679%  | 0.0000% | $54019000.00       | $557189.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 1.6679%  | 0.0000% | $28666666.00       | $620878.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-01-20      | 1.6679%  | 0.0000% | $25259773.00       | $855364.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 1.6679%  | 0.0000% | $100224619.00      | $2908680.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 1.6679%  | 0.0000% | $230000.00         | $6213.94           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-20      | 1.6679%  | 0.0000% | $50920532.00       | $4249053.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 1.6804%  | 0.0000% | $8000008.00        | $804586.82         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 1.6804%  | 0.0000% | $10000000.00       | $671707.92         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.6948%  | 0.0000% | $43700638.00       | $3569070.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.6948%  | 0.0000% | $5405656.00        | $550432.97         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.6948%  | 0.0000% | $9506621.00        | $839753.45         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 1.6948%  | 0.0000% | $57553607.00       | $3477969.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 1.6982%  | 0.0000% | $150000000.00      | $3113506.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.6982%  | 0.0000% | $42880594.00       | $2566678.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.6982%  | 0.0000% | $90000000.00       | $4738664.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.6982%  | 0.0000% | $100000000.00      | $4265558.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.6982%  | 0.0000% | $25000000.00       | $2150765.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 1.7179%  | 0.0000% | $30597675.00       | $780138.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 1.7179%  | 0.0000% | $28890599.00       | $2997242.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.7448%  | 0.0000% | $40192872.00       | $1420025.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 1.7482%  | 0.0000% | $15004079.00       | $1115150.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 1.7679%  | 0.0000% | $75209809.00       | $4290270.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 1.7679%  | 0.0000% | $3037000.00        | $229471.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 1.7679%  | 0.0000% | $46200000.00       | $3995950.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 1.7679%  | 0.0000% | $49592185.00       | $3152171.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 1.7679%  | 0.0000% | $2722000.00        | $163971.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-02-01      | 3.5000%  | 0.0000% | $6312.00           | $511.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-05-01      | 5.0000%  | 0.0000% | $7579.00           | $527.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-07-01      | 5.5000%  | 0.0000% | $63175.00          | $560.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2027-12-01      | 6.0000%  | 0.0000% | $16026.00          | $56.33             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 6.0000%  | 0.0000% | $16181.00          | $28.74             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2028-03-01      | 6.5000%  | 0.0000% | $36574.00          | $117.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-11-01      | 6.5000%  | 0.0000% | $1750.00           | $16.18             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 3.5000%  | 0.0000% | $199938.00         | $68131.29          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-06-01      | 5.0000%  | 0.0000% | $617918.00         | $0.83              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2064-12-15      | 4.3900%  | 0.0000% | $189000.00         | $180127.85         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-03-15      | 4.7500%  | 0.0000% | $17000.00          | $16549.91          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-15      | 5.4700%  | 0.0000% | $462497.00         | $477187.93         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-11-15      | 2.5000%  | 0.0000% | $60295.00          | $13174.15          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-06-15      | 3.5000%  | 0.0000% | $2916533.00        | $344900.28         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-02-15      | 3.5000%  | 0.0000% | $1787832.00        | $145204.42         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $193246.00         | $97172.73          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-20      | 4.0000%  | 0.0000% | $183833.00         | $32290.58          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-07-20      | 4.5000%  | 0.0000% | $191369.00         | $13281.56          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $149000.00         | $109568.93         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $144695.00         | $100450.61         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 6.0000%  | 0.0000% | $2461770.00        | $1658171.48        | Agency Mortgage-Backed Securities         |

### Security 128: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.320000%
- **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: ARP15LCP2, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP15LCP2_4.32_0708
- **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:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-08
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **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? 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 | 2028-01-31      | 0.7500%  | 0.0000% | $215069300.00      | $199999982.39      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-15      | 2.2500%  | 0.0000% | $900.00            | $885.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 3.5000%  | 0.0000% | $3887100.00        | $3920718.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.8750%  | 0.0000% | $1500.00           | $1505.22           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $100.00            | $100.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-15      | 4.2500%  | 0.0000% | $74500.00          | $76863.06          | U.S. Treasuries (including strips) |

### Security 129: Bank of America NA

- **C.1 - Title:** Bank of America NA 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: ARP15OKC6, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP15OKC6_4.40_0715
- **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:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-15
- **C.12 - Maturity Date (WAL):** 2025-07-15
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-12-31      | 1.3750%  | 0.0000% | $224676000.00      | $207299333.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 1.7500%  | 0.0000% | $50733500.00       | $47700721.43       | U.S. Treasuries (including strips) |

### Security 130: 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: ARP15SGX6, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP15SGX6_4.34_0716
- **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):** 2025-07-16
- **C.12 - Maturity Date (WAL):** 2025-07-16
- **C.13 - Final Legal Maturity Date:** 2025-07-16
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-01-31      | 0.7500%  | 0.0000% | $107534600.00      | $99999944.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-15      | 2.2500%  | 0.0000% | $400.00            | $393.44            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 3.5000%  | 0.0000% | $1943600.00        | $1960409.74        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.8750%  | 0.0000% | $800.00            | $802.78            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $100.00            | $100.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-15      | 4.2500%  | 0.0000% | $37200.00          | $38379.95          | U.S. Treasuries (including strips) |

### Security 131: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.280000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP15T6C1, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP15T6C1_4.28_0707
- **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:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-16
- **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 Strip | 2051-08-15      | N/A      | 0.0000% | $32.00             | $8.51              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-11-15      | N/A      | 0.0000% | $199.65            | $47.69             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $37248368.64       | $23015431.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-02-15      | N/A      | 0.0000% | $2700.00           | $2366.57           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-04-30      | 0.7500%  | 0.0000% | $400.00            | $389.57            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-08-31      | 0.7500%  | 0.0000% | $100.00            | $96.60             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-09-15      | 3.3750%  | 0.0000% | $100.00            | $100.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-03-31      | 3.6250%  | 0.0000% | $100.00            | $100.64            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-06-30      | 3.7500%  | 0.0000% | $231936000.00      | $231981459.50      | U.S. Treasuries (including strips) |

### Security 132: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP15YYQ8, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP15YYQ8_4.33_0725
- **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):** 2025-07-25
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-01-31      | 0.7500%  | 0.0000% | $27462600.00       | $25538370.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-15      | 2.2500%  | 0.0000% | $100.00            | $98.36             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 3.5000%  | 0.0000% | $496400.00         | $500693.24         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.8750%  | 0.0000% | $200.00            | $200.70            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $175264500.00      | $177950776.22      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $100.00            | $100.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-15      | 4.2500%  | 0.0000% | $9500.00           | $9801.33           | U.S. Treasuries (including strips) |

### Security 133: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP15Z595, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP15Z595_4.25_0707
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **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? 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  | 2026-05-14      | N/A      | 0.0000% | $319749000.00      | $308899916.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-08-15      | N/A      | 0.0000% | $589974.80         | $438299.95         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $1314000.00        | $951914.16         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $118663952.00      | $79464976.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $23267715.16       | $15164523.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $51160199.36       | $31611426.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $49.74             | $29.90             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $1329204.80        | $902087.43         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-02-15      | N/A      | 0.0000% | $38421665.39       | $36152251.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-08-15      | N/A      | 0.0000% | $1987222.55        | $1693910.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-05-15      | N/A      | 0.0000% | $2124000.00        | $1830108.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-02-15      | N/A      | 0.0000% | $617000.00         | $514830.35         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $4760000.00        | $2741203.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $561977.19         | $278669.88         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-08-15      | N/A      | 0.0000% | $16356.19          | $6885.12           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $3043999.99        | $1246566.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-08-15      | N/A      | 0.0000% | $9389434.45        | $2754306.09        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $17657000.00       | $8894519.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $2740600.00        | $1020933.79        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $100.00            | $48.60             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-11-15      | N/A      | 0.0000% | $255900.00         | $72452.97          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-11-15      | N/A      | 0.0000% | $3226900.00        | $873763.85         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-05-15      | N/A      | 0.0000% | $3836100.00        | $1016347.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $1139800.00        | $285380.84         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-07-15      | 0.1250%  | 0.0000% | $268839700.00      | $356535035.87      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-02-15      | 0.2500%  | 0.0000% | $6925000.00        | $4967277.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-01-15      | 0.6250%  | 0.0000% | $1721000.00        | $2315535.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-11-30      | 1.2500%  | 0.0000% | $9983000.00        | $9633690.74        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-10-31      | 1.6250%  | 0.0000% | $175000700.00      | $170310788.74      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2047-08-15      | 2.7500%  | 0.0000% | $117917900.00      | $84453805.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-05-15      | 3.6250%  | 0.0000% | $564000.00         | $564353.20         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-31      | 3.8750%  | 0.0000% | $1000.00           | $1005.09           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-06-30      | 3.8750%  | 0.0000% | $394915600.00      | $395715304.10      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-04-30      | 4.0000%  | 0.0000% | $7745300.00        | $7784572.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-12-31      | 4.2500%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-10-15      | 4.6250%  | 0.0000% | $886900.00         | $903178.01         | U.S. Treasuries (including strips) |

### Security 134: Natixis SA

- **C.1 - Title:** Natixis SA 4.320000%
- **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: ARP162ZR4, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP162ZR4_4.32_0729
- **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:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-29
- **C.12 - Maturity Date (WAL):** 2025-07-29
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **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. | 2053-09-01      | 5.5000%  | 0.0000% | $50449599.00       | $43927505.19       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2054-08-01      | 5.5000%  | 0.0000% | $50932352.00       | $49037885.76       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill               | 2025-09-04      | N/A      | 0.0000% | $200.00            | $198.43            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-09-23      | N/A      | 0.0000% | $300.00            | $297.02            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $132.75            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-30      | 0.5000%  | 0.0000% | $23999900.00       | $22637324.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-04-15      | 1.2500%  | 0.0000% | $10000000.00       | $10688197.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-11-15      | 2.2500%  | 0.0000% | $4406700.00        | $4270402.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $72.98             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2046-02-15      | 2.5000%  | 0.0000% | $1400.00           | $974.19            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2049-05-15      | 2.8750%  | 0.0000% | $100.00            | $71.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $72.56             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-02-15      | 3.6250%  | 0.0000% | $200.00            | $172.46            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-02-29      | 4.0000%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-06-30      | 4.0000%  | 0.0000% | $36842000.00       | $36760652.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-11-30      | 4.1250%  | 0.0000% | $28829700.00       | $29308882.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $94.97             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-04-30      | 4.6250%  | 0.0000% | $7922900.00        | $8269577.90        | U.S. Treasuries (including strips) |

### Security 135: 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: ARP166V81, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP166V81_4.27_0707
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2025-07-03      | N/A      | 0.0000% | $49938100.00       | $49926664.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-07-17      | N/A      | 0.0000% | $95598500.00       | $95422694.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-07-24      | N/A      | 0.0000% | $47491200.00       | $47365063.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-07-01      | N/A      | 0.0000% | $290900.00         | $290900.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-06-11      | N/A      | 0.0000% | $205605500.00      | $198076432.20      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-05-15      | 1.1250%  | 0.0000% | $1662200.00        | $1030268.55        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-02-15      | 2.0000%  | 0.0000% | $369700.00         | $218788.67         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 2.3750%  | 0.0000% | $8966700.00        | $6571596.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-05-15      | 3.0000%  | 0.0000% | $8414000.00        | $6718839.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-11-15      | 3.0000%  | 0.0000% | $2157500.00        | $1644377.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-05-15      | 3.0000%  | 0.0000% | $4009900.00        | $3004702.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-11-15      | 3.1250%  | 0.0000% | $322900.00         | $264835.56         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 3.1250%  | 0.0000% | $1156200.00        | $921167.67         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-08-15      | 3.6250%  | 0.0000% | $219000.00         | $190443.63         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-02-15      | 3.6250%  | 0.0000% | $7959300.00        | $6892838.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-05-15      | 3.6250%  | 0.0000% | $2861700.00        | $2337099.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-08-15      | 3.7500%  | 0.0000% | $7543100.00        | $6835533.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-08-15      | 3.8750%  | 0.0000% | $146000.00         | $135832.26         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-11-15      | 4.0000%  | 0.0000% | $512600.00         | $468543.57         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 4.1250%  | 0.0000% | $109732400.00      | $111799555.23      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-02-15      | 4.2500%  | 0.0000% | $11288900.00       | $10436152.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-05-15      | 4.3750%  | 0.0000% | $4295200.00        | $4203217.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-05-15      | 4.3750%  | 0.0000% | $1231500.00        | $1195048.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-08-15      | 4.3750%  | 0.0000% | $7551300.00        | $7295421.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $413984900.00      | $427261459.93      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-08-15      | 4.5000%  | 0.0000% | $255800.00         | $258098.05         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2031-02-15      | 5.3750%  | 0.0000% | $6130300.00        | $6705278.55        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2026-02-15      | 6.0000%  | 0.0000% | $2811900.00        | $2903448.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2029-08-15      | 6.1250%  | 0.0000% | $326600.00         | $362978.29         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2030-05-15      | 6.2500%  | 0.0000% | $296200.00         | $330055.21         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2027-08-15      | 6.3750%  | 0.0000% | $12099600.00       | $13037357.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2026-11-15      | 6.5000%  | 0.0000% | $2929700.00        | $3068031.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2027-02-15      | 6.6250%  | 0.0000% | $2594800.00        | $2781787.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2025-08-15      | 6.8750%  | 0.0000% | $44200.00          | $45530.06          | U.S. Treasuries (including strips) |

### Security 136: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.365000%
- **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: ARP166VG3, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP166VG3_4.36_0804
- **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):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-01-31      | 1.7500%  | 0.0000% | $271212800.00      | $255000073.34      | U.S. Treasuries (including strips) |

### Security 137: 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_0707
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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? 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 | 2050-11-01      | 2.0000%  | 0.0000% | $170394166.00      | $94432486.70       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2027-10-15      | 3.8750%  | 0.0000% | $137899600.00      | $139424831.36      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-02-15      | 4.0000%  | 0.0000% | $90335500.00       | $90583211.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-06-30      | 4.0000%  | 0.0000% | $74330000.00       | $74243033.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-03-31      | 4.1250%  | 0.0000% | $172298600.00      | $176270969.74      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-02-28      | 4.2500%  | 0.0000% | $92842500.00       | $95815657.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-07-15      | 4.3750%  | 0.0000% | $25949500.00       | $26781704.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-12-31      | 4.5000%  | 0.0000% | $314064900.00      | $323364989.80      | U.S. Treasuries (including strips) |

### Security 138: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.260000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP168XM4, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP168XM4_4.26_0707
- **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:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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? 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              | 2028-11-15      | N/A      | 0.0000% | $140047000.00      | $123118818.90      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-08-15      | N/A      | 0.0000% | $81.92             | $66.86             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-05-15      | N/A      | 0.0000% | $1638.40           | $786.91            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-04-15      | 3.7500%  | 0.0000% | $100.00            | $100.84            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-06-30      | 3.8750%  | 0.0000% | $131126400.00      | $131391931.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-04-30      | 4.4000%  | 0.0000% | $2000.00           | $2014.46           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2029-08-15      | 6.1250%  | 0.0000% | $437700.00         | $486282.01         | U.S. Treasuries (including strips) |

### Security 139: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.490000%
- **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_4.49_0707
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 Bill               | 2025-07-31      | N/A      | 0.0000% | $100.00            | $99.65             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-07-01      | N/A      | 0.0000% | $753000.00         | $752914.91         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-07-08      | N/A      | 0.0000% | $50826500.00       | $50780247.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-07-29      | N/A      | 0.0000% | $99999100.00       | $99671002.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-08-05      | N/A      | 0.0000% | $53998900.00       | $53768594.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-08-15      | N/A      | 0.0000% | $31.40             | $22.18             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-08-15      | N/A      | 0.0000% | $2.56              | $1.71              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-02-15      | N/A      | 0.0000% | $445659.15         | $290454.34         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $343.26            | $212.10            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-08-15      | N/A      | 0.0000% | $47.18             | $28.36             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2031-05-15      | N/A      | 0.0000% | $79.04             | $62.28             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-08-15      | N/A      | 0.0000% | $399.30            | $226.78            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-02-15      | N/A      | 0.0000% | $28.56             | $14.84             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-05-15      | N/A      | 0.0000% | $5.61              | $2.86              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-11-15      | N/A      | 0.0000% | $2550173.03        | $1264564.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-02-15      | N/A      | 0.0000% | $0.11              | $0.05              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $700.00            | $260.77            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-11-15      | N/A      | 0.0000% | $400.00            | $145.28            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $100.00            | $48.60             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-08-15      | N/A      | 0.0000% | $1906400.00        | $499751.32         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-02-15      | N/A      | 0.0000% | $169373700.00      | $43536493.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2048-02-15      | 1.0000%  | 0.0000% | $100.00            | $95.21             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-11-15      | 1.6250%  | 0.0000% | $3295100.00        | $1722263.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-31      | 1.8750%  | 0.0000% | $25000000.00       | $24633658.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-03-31      | 2.3750%  | 0.0000% | $349900.00         | $335003.03         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-02-15      | 4.0000%  | 0.0000% | $43889900.00       | $43927519.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-07-31      | 4.1250%  | 0.0000% | $282590000.00      | $289980446.56      | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-07-31      | 4.4220%  | 0.0000% | $300.00            | $302.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-11-15      | 4.5000%  | 0.0000% | $879700.00         | $835437.89         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-05-15      | N/A      | 0.0000% | $100.00            | $25.43             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2025-11-30      | 0.3750%  | 0.0000% | $100.00            | $98.40             | U.S. Treasuries (including strips) |

### Security 140: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.490000%
- **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_4.49_0707
- **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:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 Strip | 2037-05-15      | N/A      | 0.0000% | $106.65            | $61.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-02-15      | N/A      | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-11-15      | N/A      | 0.0000% | $122.88            | $68.70             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-02-15      | N/A      | 0.0000% | $31.66             | $16.45             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $13.21             | $3.44              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-11-15      | N/A      | 0.0000% | $6347008.20        | $3352927.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-05-15      | N/A      | 0.0000% | $6.27              | $3.20              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $284380.17         | $141016.73         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $140.98            | $50.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-02-15      | N/A      | 0.0000% | $16.44             | $5.19              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $8789900.00        | $3753638.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $100.00            | $39.31             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $300.00            | $111.76            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $3399000.00        | $1234486.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $100.00            | $35.79             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $200.00            | $66.97             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $10695600.00       | $2719431.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $2584300.00        | $647051.87         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-05-15      | N/A      | 0.0000% | $23336000.00       | $5716643.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2052-02-15      | 0.1250%  | 0.0000% | $3407600.00        | $2073976.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-12-31      | 0.3750%  | 0.0000% | $16835500.00       | $16513302.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-31      | 0.5000%  | 0.0000% | $41877400.00       | $38897060.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-02-15      | 0.7500%  | 0.0000% | $3000.00           | $3291.14           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-01-31      | 1.5000%  | 0.0000% | $6200.00           | $6015.85           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-11-30      | 1.5000%  | 0.0000% | $100.00            | $92.95             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2049-11-15      | 2.3750%  | 0.0000% | $93495400.00       | $59773549.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-15      | 2.3750%  | 0.0000% | $8475000.00        | $8285827.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-30      | 2.7500%  | 0.0000% | $2751200.00        | $2713762.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2048-05-15      | 3.1250%  | 0.0000% | $5000000.00        | $3777401.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-03-31      | 3.6250%  | 0.0000% | $181700.00         | $181725.98         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2029-04-15      | 3.8750%  | 0.0000% | $1400.00           | $2999.69           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-11-15      | 4.0000%  | 0.0000% | $3000000.00        | $2730450.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-03-31      | 4.0000%  | 0.0000% | $68120500.00       | $69322510.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2030-05-15      | 6.2500%  | 0.0000% | $5300.00           | $5902.47           | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2025-12-11      | N/A      | 0.0000% | $3195000.00        | $3135218.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-08-15      | N/A      | 0.0000% | $88.20             | $65.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $1427996.15        | $956277.61         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $3.66              | $2.39              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-08-15      | N/A      | 0.0000% | $140.91            | $89.46             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $281263.85         | $173790.40         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $35186985.16       | $27725092.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-05-15      | N/A      | 0.0000% | $1537960.59        | $1155923.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $19.41             | $12.17             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-11-15      | N/A      | 0.0000% | $1.75              | $1.04              | U.S. Treasuries (including strips) |

### Security 141: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, 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: ARP16G4Z9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP16G4Z9_4.40_0812
- **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:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-12
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2051-02-20      | 1.5000%  | 0.0000% | $103569.00         | $54883.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $327824819.00      | $167735165.89      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $4745.00           | $3191.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $193639.00         | $109569.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $8363580.00        | $3761896.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $71719819.00       | $32947370.76       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $1000.00           | $678.44            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $443400.00         | $285407.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 3.0000%  | 0.0000% | $2896000.00        | $1102418.59        | Agency Mortgage-Backed Securities |

### Security 142: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.490000%
- **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_4.49_0707
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 Bill               | 2025-08-07      | N/A      | 0.0000% | $22250700.00       | $22150349.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-08-15      | N/A      | 0.0000% | $15737628.69       | $11116289.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-08-15      | N/A      | 0.0000% | $110739947.50      | $74158556.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2031-05-15      | N/A      | 0.0000% | $123718607.40      | $97482344.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-05-15      | N/A      | 0.0000% | $1630546.71        | $1106598.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $68600.00          | $25555.01          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-08-15      | N/A      | 0.0000% | $200.00            | $73.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-11-15      | N/A      | 0.0000% | $700.00            | $254.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-05-15      | 1.6250%  | 0.0000% | $108159000.00      | $95362735.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-31      | 1.8750%  | 0.0000% | $7544600.00        | $7434043.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-11-15      | 2.0000%  | 0.0000% | $276481700.00      | $189112100.35      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-05-31      | 2.1250%  | 0.0000% | $101948700.00      | $100346148.35      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-03-31      | 2.5000%  | 0.0000% | $100.00            | $98.44             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-07-31      | 2.7500%  | 0.0000% | $2143000.00        | $2124390.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-08-15      | 3.7500%  | 0.0000% | $600.00            | $608.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-03-31      | 4.1250%  | 0.0000% | $6272200.00        | $6414178.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-11-30      | 4.1250%  | 0.0000% | $71486000.00       | $72674179.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-05-15      | 4.3750%  | 0.0000% | $8200.00           | $7925.93           | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-07-31      | 4.4220%  | 0.0000% | $300.00            | $302.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-02-15      | N/A      | 0.0000% | $12500.00          | $4473.69           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $100.00            | $48.60             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-11-15      | N/A      | 0.0000% | $2608900.00        | $627526.54         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2025-07-31      | 0.2500%  | 0.0000% | $3588600.00        | $3579341.09        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-11-30      | 0.6250%  | 0.0000% | $151000.00         | $140310.31         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-05-31      | 0.7500%  | 0.0000% | $18418500.00       | $17883751.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $52.26             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-08-15      | 1.6250%  | 0.0000% | $13234100.00       | $12247763.62       | U.S. Treasuries (including strips) |

### Security 143: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.490000%
- **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_4.49_0707
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 Bill  | 2026-05-14      | N/A      | 0.0000% | $3535700.00        | $3415733.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-08-15      | N/A      | 0.0000% | $876289.92         | $651007.17         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $82.78             | $59.97             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $10208.33          | $7017.24           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $155903020.00      | $104402640.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $2958007.13        | $1927854.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $109121.65         | $67425.29          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $24836917.66       | $14929744.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-02-15      | N/A      | 0.0000% | $193.37            | $113.06            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-11-15      | N/A      | 0.0000% | $154.20            | $107.49            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $54.73             | $37.14             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-11-15      | N/A      | 0.0000% | $187.00            | $123.49            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $271.24            | $170.00            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-02-15      | N/A      | 0.0000% | $15025164.96       | $13075199.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-05-15      | N/A      | 0.0000% | $541307.10         | $446644.94         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-08-15      | N/A      | 0.0000% | $19.11             | $15.60             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-11-15      | N/A      | 0.0000% | $25647.00          | $15204.36          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $349.08            | $198.26            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-11-15      | N/A      | 0.0000% | $262.31            | $146.66            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-02-15      | N/A      | 0.0000% | $42538.12          | $22103.49          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $193.88            | $97.79             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $249.98            | $123.96            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $0.03              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-08-15      | N/A      | 0.0000% | $10768941.00       | $4533174.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $55.24             | $22.62             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-02-15      | N/A      | 0.0000% | $0.07              | $0.03              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $1103.19           | $394.54            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $12.81             | $4.47              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $128.92            | $42.82             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $377.38            | $121.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-02-15      | N/A      | 0.0000% | $24.39             | $7.69              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-02-15      | N/A      | 0.0000% | $92.94             | $27.85             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $180000.00         | $114740.64         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $1157700.00        | $590837.98         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $33861800.00       | $17057509.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $24200.00          | $11172.37          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $15313700.00       | $6539562.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $7857000.00        | $2966889.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $600.00            | $223.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $17700.00          | $6428.48           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $400.00            | $143.16            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $200.00            | $66.97             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-02-15      | N/A      | 0.0000% | $100.00            | $29.26             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $100.00            | $29.36             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $24950100.00       | $7158408.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $300.00            | $145.79            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-11-15      | N/A      | 0.0000% | $100.00            | $28.31             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-02-15      | N/A      | 0.0000% | $291400.00         | $81609.48          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $1300.00           | $347.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-02-15      | N/A      | 0.0000% | $300.00            | $77.11             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $100.00            | $25.43             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $600.00            | $150.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $400.00            | $98.60             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-05-15      | N/A      | 0.0000% | $200.00            | $48.99             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-30      | 0.5000%  | 0.0000% | $156302900.00      | $147428928.57      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-02-15      | 0.6250%  | 0.0000% | $700.00            | $721.74            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-02-15      | 1.3750%  | 0.0000% | $4946500.00        | $5704346.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-10-31      | 1.6250%  | 0.0000% | $216400.00         | $210600.61         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-10-15      | 2.3750%  | 0.0000% | $1037700.00        | $1131259.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-11-15      | 4.5000%  | 0.0000% | $644200.00         | $611787.07         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-05-31      | 4.5000%  | 0.0000% | $566803900.00      | $583635439.36      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-06-15      | 4.6250%  | 0.0000% | $1230500.00        | $1252778.80        | U.S. Treasuries (including strips) |

### Security 144: 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_0707
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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? 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 | 2051-01-01      | 2.0000%  | 0.0000% | $145269417.00      | $83126417.31       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2040-05-15      | 1.1250%  | 0.0000% | $1610800.00        | $998409.68         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-06-30      | 1.2500%  | 0.0000% | $79302600.00       | $73780204.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-08-15      | 3.7500%  | 0.0000% | $25002200.00       | $25353851.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-06-30      | 3.7500%  | 0.0000% | $42912300.00       | $42922384.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $90.64             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $90.48             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-12-31      | 4.5000%  | 0.0000% | $276439700.00      | $284625632.40      | U.S. Treasuries (including strips) |

### Security 145: 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_0707
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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? 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 | 2052-11-01      | 5.0000%  | 0.0000% | $242999.00         | $195508.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $3984363.00        | $3245734.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $14307098.00       | $11670962.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-11-01      | 5.5000%  | 0.0000% | $31707769.00       | $244790.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-04-01      | 5.5000%  | 0.0000% | $1305517.00        | $30250.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-03-01      | 5.5000%  | 0.0000% | $1340309.00        | $120849.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-06-01      | 5.5000%  | 0.0000% | $1765938.00        | $68016.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-06-01      | 5.5000%  | 0.0000% | $3507964.00        | $234311.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-05-01      | 5.5000%  | 0.0000% | $1271650.00        | $111923.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-06-01      | 5.5000%  | 0.0000% | $1017079.00        | $80580.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-05-01      | 5.5000%  | 0.0000% | $1152776.00        | $68929.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-05-01      | 5.5000%  | 0.0000% | $1271590.00        | $62423.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-06-01      | 5.5000%  | 0.0000% | $1086893.00        | $87260.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-06-01      | 5.5000%  | 0.0000% | $1697570.00        | $117705.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-07-01      | 5.5000%  | 0.0000% | $5713325.00        | $345416.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-06-01      | 5.5000%  | 0.0000% | $26926396.00       | $261128.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-01-01      | 5.5000%  | 0.0000% | $2246434.00        | $94882.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 5.5000%  | 0.0000% | $4395739.00        | $92872.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $11482730.00       | $11430008.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $5349305.00        | $5317101.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $1589952.00        | $1306263.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $6389153.00        | $6152271.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $14079402.00       | $11244666.23       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-11-01      | 6.0000%  | 0.0000% | $73198658.00       | $13925.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-04-01      | 6.0000%  | 0.0000% | $5682152.00        | $72579.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-02-01      | 6.0000%  | 0.0000% | $12718584.00       | $135440.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 6.0000%  | 0.0000% | $10148118.00       | $68915.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 6.0000%  | 0.0000% | $1546312.00        | $65688.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 6.0000%  | 0.0000% | $11148103.00       | $137488.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $1539500.00        | $1574362.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $21415914.00       | $18790719.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $197030.00         | $196133.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $1429119.00        | $1435226.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $462618.00         | $479471.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.5000%  | 0.0000% | $257873.00         | $240329.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-09-01      | 7.5000%  | 0.0000% | $2033956.00        | $56556.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-10-01      | 8.0000%  | 0.0000% | $28021835.00       | $33153.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-03-01      | 5.2100%  | 0.0000% | $635600.00         | $657922.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-03-01      | 4.0000%  | 0.0000% | $697193.00         | $217576.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 4.0000%  | 0.0000% | $493778.00         | $415096.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-02-01      | 4.5000%  | 0.0000% | $3623.00           | $94.95             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $1976000.00        | $1683558.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.0000%  | 0.0000% | $16244348.00       | $14610571.45       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $1322019.00        | $1298285.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $1213898.00        | $1194780.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $2661369.00        | $2543870.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $23178643.00       | $17980089.02       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $25868339.00       | $19990389.46       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $2246776.00        | $2213104.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $8113174.00        | $8131873.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 5.5000%  | 0.0000% | $3511386.00        | $2813315.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $718032.00         | $703290.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $20196832.00       | $18852233.99       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $332789.00         | $299817.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $1460448.00        | $1480246.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $3228210.00        | $3292009.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.5000%  | 0.0000% | $3328509.00        | $3458373.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 6.5000%  | 0.0000% | $12555866.00       | $10613555.52       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $351655.00         | $345560.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 7.0000%  | 0.0000% | $22930.00          | $24240.64          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-03-01      | 3.5000%  | 0.0000% | $63212147.00       | $17202257.11       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 4.0000%  | 0.0000% | $58568035.00       | $10749981.76       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-11-01      | 6.0000%  | 0.0000% | $1324.00           | $18.17             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-10-01      | 6.0000%  | 0.0000% | $9872.00           | $172.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $1792.00           | $845.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 2.0000%  | 0.0000% | $1000.00           | $585.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $3124633.00        | $1731672.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.0000%  | 0.0000% | $196000.00         | $125075.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $130917771.00      | $65394389.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $18139444.00       | $9805515.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $5186315.00        | $2733409.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $3258158.00        | $1690949.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $4689617.00        | $2698370.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $27474368.00       | $15269171.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1054056.00        | $608170.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $534658.00         | $311215.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $5065323.00        | $3118899.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $2310819.00        | $1634459.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $1957374.00        | $1300539.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $18882697.00       | $2357129.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $99688192.00       | $26942576.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-06-01      | 3.0000%  | 0.0000% | $3901024.00        | $222547.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.0000%  | 0.0000% | $1305799.00        | $521259.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 3.5000%  | 0.0000% | $20000.00          | $1561.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $212920.00         | $27107.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $68717222.00       | $10846573.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 3.5000%  | 0.0000% | $1420.00           | $35.85             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-03-01      | 3.5000%  | 0.0000% | $5973145.00        | $299903.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $134267136.00      | $37396441.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $69990439.00       | $14801667.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-05-01      | 3.5000%  | 0.0000% | $13456031.00       | $3036076.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 3.5000%  | 0.0000% | $1069120.00        | $503084.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 3.5000%  | 0.0000% | $36406311.00       | $10246940.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 3.5000%  | 0.0000% | $37863091.00       | $16946448.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-01-01      | 4.0000%  | 0.0000% | $4153477.00        | $319124.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-08-01      | 4.0000%  | 0.0000% | $1428433.00        | $288450.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $1250150.00        | $241216.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 4.0000%  | 0.0000% | $2465170.00        | $513985.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $1724269.00        | $485281.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-04-01      | 4.0000%  | 0.0000% | $1995850.00        | $289455.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $1086939.00        | $392891.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $37827211.00       | $10628671.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-01      | 4.5000%  | 0.0000% | $5026502.00        | $404877.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 4.5000%  | 0.0000% | $1472527.00        | $312930.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2058-05-01      | 4.5000%  | 0.0000% | $39675674.00       | $12405721.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $1848108.00        | $320820.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-01-01      | 4.5000%  | 0.0000% | $1884300.00        | $514575.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 4.5000%  | 0.0000% | $58877991.00       | $18766322.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $27348908.00       | $20389495.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 5.0000%  | 0.0000% | $1887887.00        | $363654.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 5.0000%  | 0.0000% | $1134996.00        | $425411.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 5.0000%  | 0.0000% | $2000000.00        | $307293.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $1405727.00        | $401063.78         | Agency Mortgage-Backed Securities |

### Security 146: 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_0707
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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? 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 | 2050-08-01      | 2.5000%  | 0.0000% | $416687563.00      | $191710431.49      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $662074748.00      | $51896400.30       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2028-06-30      | 4.0000%  | 0.0000% | $21633400.00       | $21803633.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-12-15      | 4.0000%  | 0.0000% | $39985900.00       | $40318476.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-04-30      | 4.0000%  | 0.0000% | $24259800.00       | $24408595.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-01-31      | 4.1250%  | 0.0000% | $25035300.00       | $25573372.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-03-31      | 4.1250%  | 0.0000% | $366200.00         | $372594.27         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-06-30      | 4.2500%  | 0.0000% | $37653000.00       | $38298673.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-06-30      | 4.2500%  | 0.0000% | $32532100.00       | $33111366.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-08-15      | 4.3750%  | 0.0000% | $17442000.00       | $17800687.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-11-30      | 4.3750%  | 0.0000% | $33047100.00       | $33973577.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-07-15      | 4.3750%  | 0.0000% | $100.00            | $103.21            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-04-30      | 4.6250%  | 0.0000% | $20437200.00       | $21351610.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-06-15      | 4.6250%  | 0.0000% | $29985600.00       | $30527934.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2025-09-30      | 5.0000%  | 0.0000% | $12152900.00       | $12322064.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-06-11      | N/A      | 0.0000% | $12062700.00       | $11620975.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2044-11-15      | N/A      | 0.0000% | $3024.47           | $1132.82           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-10-31      | 0.5000%  | 0.0000% | $52849000.00       | $49096287.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-01-31      | 0.7500%  | 0.0000% | $49321100.00       | $45877142.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-03-31      | 1.2500%  | 0.0000% | $45073800.00       | $42316091.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-05-31      | 1.2500%  | 0.0000% | $44082700.00       | $41140293.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-06-30      | 1.2500%  | 0.0000% | $50361900.00       | $46854848.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-11-15      | 1.3750%  | 0.0000% | $46701600.00       | $29692118.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-02-15      | 1.6250%  | 0.0000% | $25000000.00       | $24755977.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-08-15      | 2.2500%  | 0.0000% | $22495000.00       | $14859654.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-03-31      | 2.3750%  | 0.0000% | $43182100.00       | $41365345.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-02-15      | 2.6250%  | 0.0000% | $32238400.00       | $31335510.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-02-15      | 3.0000%  | 0.0000% | $925800.00         | $689486.63         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-08-31      | 3.1250%  | 0.0000% | $36763100.00       | $36672885.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-04-15      | 3.7500%  | 0.0000% | $32335100.00       | $32497871.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-12-31      | 3.8750%  | 0.0000% | $30024200.00       | $30120007.22       | U.S. Treasuries (including strips) |

### Security 147: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.490000%
- **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_4.49_0707
- **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:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 | 2040-08-15      | N/A      | 0.0000% | $13752300.00       | $6683095.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-02-15      | N/A      | 0.0000% | $19995600.00       | $5139749.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-10-15      | 0.1250%  | 0.0000% | $1830700.00        | $2254747.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-07-15      | 0.3750%  | 0.0000% | $33099100.00       | $44795640.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-03-31      | 0.7500%  | 0.0000% | $88000.00          | $85983.11          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-05-15      | 1.6250%  | 0.0000% | $63889000.00       | $56330308.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-04-30      | 2.3750%  | 0.0000% | $41900.00          | $41474.96          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-03-31      | 2.5000%  | 0.0000% | $212500.00         | $209197.72         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-01-31      | 2.6250%  | 0.0000% | $41000.00          | $41064.86          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $72.56             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-07-15      | 3.0000%  | 0.0000% | $59708500.00       | $60480525.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-05-15      | 3.6250%  | 0.0000% | $45000.00          | $45028.19          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-07-31      | 4.1250%  | 0.0000% | $240494400.00      | $246783939.69      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-10-15      | 4.2500%  | 0.0000% | $50000.00          | $50424.01          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-03-15      | 4.6250%  | 0.0000% | $48000.00          | $48803.60          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-11-30      | 4.8750%  | 0.0000% | $8710000.00        | $8763539.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-08-31      | 5.0000%  | 0.0000% | $1716700.00        | $1746411.08        | U.S. Treasuries (including strips) |

### Security 148: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.270000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16T6Q9, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16T6Q9_4.27_0707
- **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:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **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 Bill               | 2025-08-14      | N/A      | 0.0000% | $498400.00         | $495718.61         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-08-15      | N/A      | 0.0000% | $230221.49         | $146167.85         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $80.78             | $49.91             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-08-15      | N/A      | 0.0000% | $161340.50         | $96983.55          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-02-15      | N/A      | 0.0000% | $33.31             | $19.48             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-11-15      | N/A      | 0.0000% | $47120.17          | $38019.19          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2031-05-15      | N/A      | 0.0000% | $8437.80           | $6648.45           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2028-02-15      | N/A      | 0.0000% | $52.83             | $47.81             | 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              | 2030-08-15      | N/A      | 0.0000% | $1008117.75        | $822803.53         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-11-15      | N/A      | 0.0000% | $10.98             | $6.51              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-05-15      | N/A      | 0.0000% | $38605092.78       | $22232016.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-08-15      | N/A      | 0.0000% | $152.00            | $86.33             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-02-15      | N/A      | 0.0000% | $1877176.09        | $975410.73         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-02-15      | N/A      | 0.0000% | $59737026.95       | $27510155.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-02-15      | N/A      | 0.0000% | $239.53            | $92.53             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2028-11-15      | N/A      | 0.0000% | $200.00            | $176.29            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $1647000.00        | $1049876.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-11-15      | N/A      | 0.0000% | $28904100.00       | $14751351.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $206700.00         | $104122.85         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-05-15      | N/A      | 0.0000% | $24738700.00       | $12290136.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-02-15      | N/A      | 0.0000% | $100.00            | $42.14             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-05-15      | N/A      | 0.0000% | $9170400.00        | $3605067.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $1493100.00        | $563810.98         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $199000.00         | $74131.88          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-11-15      | N/A      | 0.0000% | $1000.00           | $363.19            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-05-15      | N/A      | 0.0000% | $20496800.00       | $6863865.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-08-15      | N/A      | 0.0000% | $9060200.00        | $2599452.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $100.00            | $48.60             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-08-15      | N/A      | 0.0000% | $100.00            | $24.26             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2025-10-15      | 0.1250%  | 0.0000% | $8802600.00        | $10841558.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-01-15      | 0.1250%  | 0.0000% | $5663300.00        | $6454224.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-10-15      | 0.1250%  | 0.0000% | $338000.00         | $391991.06         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-15      | 0.1250%  | 0.0000% | $2527800.00        | $2809437.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-05-15      | 0.6250%  | 0.0000% | $10506300.00       | $9027309.77        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-02-15      | 0.7500%  | 0.0000% | $132000.00         | $144810.22         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2047-02-15      | 0.8750%  | 0.0000% | $5946000.00        | $5697353.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-06-30      | 1.2500%  | 0.0000% | $329700.00         | $306633.86         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-04-15      | 1.2500%  | 0.0000% | $71947400.00       | $76898802.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-11-30      | 1.5000%  | 0.0000% | $1200.00           | $1115.42           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-10-31      | 1.6250%  | 0.0000% | $1668400.00        | $1623687.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-05-15      | 1.6250%  | 0.0000% | $451000.00         | $397642.30         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-31      | 1.8750%  | 0.0000% | $1429800.00        | $1408848.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2026-01-15      | 2.0000%  | 0.0000% | $200.00            | $326.57            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-05-15      | 2.3750%  | 0.0000% | $2459100.00        | $2343349.55        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-15      | 2.3750%  | 0.0000% | $50400.00          | $49275.00          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-31      | 2.6250%  | 0.0000% | $12794100.00       | $12551071.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-30      | 2.7500%  | 0.0000% | $5690100.00        | $5612671.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2052-05-15      | 2.8750%  | 0.0000% | $6583300.00        | $4609104.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-05-15      | 3.3750%  | 0.0000% | $1780300.00        | $1698797.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-08-31      | 3.7500%  | 0.0000% | $4761900.00        | $4809005.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-08-15      | 3.8750%  | 0.0000% | $7650100.00        | $7090456.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-11-30      | 3.8750%  | 0.0000% | $4779300.00        | $4808263.66        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-12-31      | 3.8750%  | 0.0000% | $9246900.00        | $9279069.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-02-15      | 4.0000%  | 0.0000% | $1136300.00        | $1151733.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-02-28      | 4.0000%  | 0.0000% | $100.00            | $102.14            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-03-31      | 4.0000%  | 0.0000% | $5886300.00        | $5990165.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-02-15      | 4.1250%  | 0.0000% | $49810400.00       | $50798254.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-11-30      | 4.1250%  | 0.0000% | $127200.00         | $129314.21         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-02-28      | 4.1250%  | 0.0000% | $30283700.00       | $30844410.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-08-15      | 4.2500%  | 0.0000% | $49029400.00       | $45131535.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-03-15      | 4.2500%  | 0.0000% | $1594000.00        | $1625252.51        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-07-15      | 4.3750%  | 0.0000% | $48800.00          | $50360.14          | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-07-31      | 4.4220%  | 0.0000% | $867400.00         | $874690.06         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-02-15      | 4.5000%  | 0.0000% | $32918200.00       | $32124172.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-03-31      | 4.5000%  | 0.0000% | $600.00            | $608.31            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-06-15      | 4.6250%  | 0.0000% | $1667700.00        | $1697894.53        | U.S. Treasuries (including strips) |

### Security 149: 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: ARP16T6U0, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP16T6U0_4.34_0829
- **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):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-12-31      | 1.3750%  | 0.0000% | $110550100.00      | $102000044.70      | U.S. Treasuries (including strips) |

### Security 150: 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_0707
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 | 2034-02-01      | 3.6500%  | 0.0000% | $21290.00          | $18298.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $40548258.00       | $40721536.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $7078787.00        | $7284480.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $1205413.00        | $1240355.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $359216.00         | $374739.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1198620.00        | $1250616.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $1465637.00        | $1520586.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 7.5000%  | 0.0000% | $1986499.00        | $1010159.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 1.5000%  | 0.0000% | $25573363.00       | $13457369.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 1.5000%  | 0.0000% | $250290284.00      | $137203463.63      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $11690695.00       | $6302917.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 2.0000%  | 0.0000% | $132298.00         | $77464.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $4072148.00        | $2256785.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $24794984.00       | $13679558.57       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $8068127.00        | $4361332.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $251230510.00      | $136818037.63      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $22434460.00       | $13873864.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $73695756.00       | $38247313.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $123642063.00      | $68683098.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $10913370.00       | $6279471.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $367683.00         | $210871.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $23555200.00       | $12128664.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $21674240.00       | $11706503.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $161778.00         | $93342.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $47283216.00       | $27137603.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $120507799.00      | $65030899.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $18815776.00       | $10826749.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $25200906.00       | $14334510.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.0000%  | 0.0000% | $68677.00          | $40267.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $80095.00          | $52093.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-10-01      | 2.5000%  | 0.0000% | $963297.00         | $479478.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $202372885.00      | $117798037.91      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 3.0000%  | 0.0000% | $399724.00         | $244551.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 3.0000%  | 0.0000% | $19805924.00       | $14234023.41       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $150896.00         | $95282.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $251997.00         | $184718.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $109998000.00      | $13101646.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-02-01      | 3.5000%  | 0.0000% | $60004288.00       | $12565352.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $202813151.00      | $32778490.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $160000.00         | $117725.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $113436541.00      | $13011530.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-01-01      | 4.5000%  | 0.0000% | $200000.00         | $26204.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 4.5000%  | 0.0000% | $516000.00         | $101653.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $3745635.00        | $2747887.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $1210456.00        | $1030096.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $6347853.00        | $4747014.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $2975994.00        | $2455368.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 5.0000%  | 0.0000% | $1460226.00        | $1308006.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $10637931.00       | $8558892.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $9372.00           | $7645.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $1267351.00        | $1200521.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $3397216.00        | $3381618.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1026100.00        | $1022235.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $1480240.00        | $1493401.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $556490.00         | $558353.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 5.5000%  | 0.0000% | $502778.00         | $136043.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $2085408.00        | $2008090.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $1926970.00        | $1538995.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $2075784.00        | $2122884.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1733124.00        | $1771072.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $11983744.00       | $11765165.33       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-07-01      | 3.0000%  | 0.0000% | $1000.00           | $138.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-08-01      | 3.0000%  | 0.0000% | $817640.00         | $713606.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 3.5000%  | 0.0000% | $7000.00           | $6012.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 3.5000%  | 0.0000% | $4046213.00        | $3431332.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-07-01      | 3.5000%  | 0.0000% | $75862390.00       | $69203298.95       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 4.0000%  | 0.0000% | $175000.00         | $130616.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $2743879.00        | $2101214.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $2974750.00        | $2946227.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $18424948.00       | $17611490.58       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $4062924.00        | $3912758.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.5000%  | 0.0000% | $15000.00          | $14361.63          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $12195424.00       | $11712572.56       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $712709.00         | $631191.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 5.5000%  | 0.0000% | $2420868.00        | $1939594.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $1355577.00        | $1327746.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $327094.00         | $266542.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $634875.00         | $623540.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $1048632.00        | $1069356.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $1230234.00        | $1255753.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $1562532.00        | $1597064.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 6.5000%  | 0.0000% | $14435009.00       | $11932554.83       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $97195.00          | $83973.19          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $874124.00         | $893149.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 7.5000%  | 0.0000% | $1360525.00        | $742056.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-08-01      | 4.0000%  | 0.0000% | $8596.00           | $1408.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 5.0000%  | 0.0000% | $15317.00          | $590.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-12-01      | 7.5000%  | 0.0000% | $7769.00           | $184.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-01-01      | 1.8000%  | 0.0000% | $500000.00         | $462497.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-01-01      | 2.2600%  | 0.0000% | $299999.00         | $276218.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-12-01      | 3.8100%  | 0.0000% | $222175.00         | $220375.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-06-01      | 4.6300%  | 0.0000% | $2186314.00        | $2220443.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-06-01      | 5.1100%  | 0.0000% | $3734000.00        | $3856562.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $311.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $214.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-06-01      | 3.0000%  | 0.0000% | $1000.00           | $93.37             | Agency Mortgage-Backed Securities |

### Security 151: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.405000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16XPS5, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP16XPS5_4.40_0707
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **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? 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 | 2028-04-30      | 3.5000%  | 0.0000% | $61769300.00       | $61749202.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-31      | 4.1250%  | 0.0000% | $1185417600.00     | $1217694791.93     | U.S. Treasuries (including strips) |

### Security 152: 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_0707
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 | 2053-09-01      | 6.0000%  | 0.0000% | $2862724.00        | $2455908.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $1183148.00        | $1179855.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $7701540.00        | $5741827.72        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1894018.00        | $1918004.06        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $33245515.00       | $33387585.86       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.14           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $1527632.00        | $1581828.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.5000%  | 0.0000% | $2002.00           | $2064.47           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $6744550.00        | $7009038.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $8062018.00        | $7115290.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 7.0000%  | 0.0000% | $37186995.00       | $38875761.13       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-07-01      | 1.9000%  | 0.0000% | $3820616.00        | $3303711.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1147831.00        | $759593.92         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $9153222.00        | $7751976.07        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-12-01      | 5.0000%  | 0.0000% | $5000000.00        | $640094.65         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $84786.00          | $64282.84          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $6858915.00        | $5518433.91        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $6512998.00        | $5305605.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $18164308.00       | $14817467.46       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $220690228.00      | $209052922.29      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-11-01      | 5.5000%  | 0.0000% | $3068540.00        | $32415.15          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-06-01      | 5.5000%  | 0.0000% | $26441261.00       | $256424.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $2575047.00        | $2574850.95        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $10361568.00       | $10321974.24       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 5.5000%  | 0.0000% | $7002031.00        | $6041563.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $7339496.00        | $6568232.29        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $4147830.00        | $3288734.86        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $4852605.00        | $3986774.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $2986967.00        | $2876223.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $7943835.00        | $6344429.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-11-01      | 6.0000%  | 0.0000% | $2575.00           | $0.49              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $8004540.00        | $6649252.72        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $3026161.00        | $2681139.81        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $2130379.00        | $1191562.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $4523372.00        | $4359271.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1938529.00        | $1946669.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1490403.00        | $1177417.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $9670849.00        | $9645106.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.94           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2037.52           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $3001520.00        | $3060390.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $245061.00         | $250621.52         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $2659532.00        | $2711909.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-05-01      | 5.0000%  | 0.0000% | $1458131.00        | $573822.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $34486761.00       | $9609156.29        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-07-01      | 4.5000%  | 0.0000% | $26378268.00       | $6076696.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-07-01      | 4.5000%  | 0.0000% | $17314566.00       | $3766840.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-03-01      | 4.5000%  | 0.0000% | $21337379.00       | $6680206.47        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $34189056.00       | $6399623.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $1524420.00        | $1220083.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $12739629.00       | $10080091.41       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $9449739.00        | $8003411.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-07-01      | 4.5000%  | 0.0000% | $4312600.00        | $1506483.43        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $3160290.00        | $2318464.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-08-01      | 5.0000%  | 0.0000% | $6445000.00        | $657026.12         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1446897.00        | $1122672.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $294790.00         | $287902.70         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-02-01      | 5.0000%  | 0.0000% | $19800000.00       | $6331097.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-03-01      | 5.2100%  | 0.0000% | $4112182.00        | $4256603.57        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.0000%  | 0.0000% | $5216988.00        | $3513693.24        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 3.5000%  | 0.0000% | $6043856.00        | $3685216.48        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $48911.00          | $36860.09          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-12-01      | 5.0000%  | 0.0000% | $1546505.00        | $1410232.04        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $841094.00         | $833029.40         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $1301380.00        | $1281876.63        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1574297.00        | $1580137.90        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $69670885.00       | $69831466.29       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $6901144.00        | $6441702.42        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $253033.00         | $227963.59         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $4023844.00        | $3952005.84        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $9033619.00        | $9015894.84        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $17187063.00       | $14849041.12       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $8424.00           | $8620.07           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $1401260.00        | $1398292.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $7922863.00        | $4271529.50        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $9270465.00        | $5137693.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $7133503.00        | $3745406.47        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $93376214.00       | $51516282.02       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $3448120.00        | $1912803.12        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $4874729.00        | $2635098.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $3092928.00        | $1729391.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $16777504.00       | $9105550.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $12978967.00       | $7016196.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $2617763.00        | $1387939.12        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $4781334.00        | $2595159.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $16123777.00       | $9277501.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $11434752.00       | $6233976.50        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $8547535.00        | $5362273.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $3619075.00        | $2014022.78        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $14134752.00       | $7803434.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $12446720.00       | $7038496.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $7394.00           | $4266.20           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $6215153.00        | $3296790.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-05-01      | 2.0000%  | 0.0000% | $9145888.00        | $5257947.99        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-06-01      | 2.0000%  | 0.0000% | $483604.00         | $283550.55         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $1000000.00        | $610412.77         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.5000%  | 0.0000% | $12980672.00       | $7436234.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $50147481.00       | $30902913.84       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $1415006.00        | $1000844.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-02-01      | 3.0000%  | 0.0000% | $3000000.00        | $719819.91         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-02-01      | 3.0000%  | 0.0000% | $57190208.00       | $7973215.81        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-06-01      | 3.0000%  | 0.0000% | $64398104.00       | $9414274.17        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $46974528.00       | $7783568.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-01-01      | 3.0000%  | 0.0000% | $36507706.00       | $7643850.39        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-05-01      | 3.0000%  | 0.0000% | $26548784.00       | $6175642.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-07-01      | 3.0000%  | 0.0000% | $36003040.00       | $6767223.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-10-01      | 3.0000%  | 0.0000% | $3806927.00        | $737287.87         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-04-01      | 3.0000%  | 0.0000% | $1169423.00        | $731143.83         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-04-01      | 3.0000%  | 0.0000% | $1120717.00        | $815503.08         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-10-01      | 3.0000%  | 0.0000% | $9242632.00        | $5074663.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 3.0000%  | 0.0000% | $4570512.00        | $2070098.07        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $696.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-07-01      | 3.0000%  | 0.0000% | $17119291.00       | $14094811.68       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $5502000.00        | $3592891.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $76538890.00       | $7745598.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $47922176.00       | $7154997.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-03-01      | 3.5000%  | 0.0000% | $36149120.00       | $8744537.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $23961824.00       | $2728967.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $16407065.00       | $3075498.76        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $9351737.00        | $1221435.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $50107968.00       | $8226002.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-11-01      | 3.5000%  | 0.0000% | $76655252.00       | $7753618.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $50487488.00       | $7821078.47        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-11-01      | 3.5000%  | 0.0000% | $46755328.00       | $7794084.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-02-01      | 3.5000%  | 0.0000% | $28498240.00       | $5501668.47        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $15446947.00       | $2730758.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $37722028.00       | $7849642.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-01-01      | 3.5000%  | 0.0000% | $48252416.00       | $2975368.29        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $62830720.00       | $7501340.07        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $58745114.00       | $5259532.08        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $2204352.00        | $466179.16         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-05-01      | 3.5000%  | 0.0000% | $15101130.00       | $4617760.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $10050985.00       | $7139602.17        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $11504440.00       | $7755780.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $776812.00         | $221629.91         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-02-01      | 3.5000%  | 0.0000% | $4124619.00        | $1972544.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $11329602.00       | $4483622.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 3.5000%  | 0.0000% | $1063284.00        | $681085.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-09-01      | 4.0000%  | 0.0000% | $3564565.00        | $543717.29         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-02-01      | 4.0000%  | 0.0000% | $3000000.00        | $636440.59         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $4745155.00        | $788261.40         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-09-01      | 4.0000%  | 0.0000% | $4618992.00        | $1394486.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $14722286.00       | $3272857.36        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $2625000.00        | $542997.08         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 4.0000%  | 0.0000% | $30531264.00       | $8398235.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 4.0000%  | 0.0000% | $49165726.00       | $13818738.39       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-07-01      | 4.0000%  | 0.0000% | $13521463.00       | $3931950.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $14096160.00       | $3203283.91        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 4.0000%  | 0.0000% | $3823316.00        | $2450505.98        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-04-01      | 4.5000%  | 0.0000% | $19000000.00       | $680581.74         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-08-01      | 4.5000%  | 0.0000% | $3200000.00        | $591873.09         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2027-07-15      | 4.3750%  | 0.0000% | $7433300.00        | $7671687.09        | U.S. Treasuries (including strips) |

### Security 153: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities 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: ARP173N52, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP173N52_4.41_0707
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **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? 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 | 2050-05-15      | 2.5000%  | 0.0000% | $6610608.00        | $1598356.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-15      | 2.5000%  | 0.0000% | $95406.00          | $54222.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-15      | 4.5000%  | 0.0000% | $1770672.00        | $323406.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-15      | 4.5000%  | 0.0000% | $315403.00         | $16004.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-15      | 6.5000%  | 0.0000% | $2570832.00        | $2485278.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 2.0000%  | 0.0000% | $146103.00         | $105828.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $40016448.00       | $23683380.15       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $200000.00         | $110960.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $275000.00         | $181988.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $5204832.00        | $2710639.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $1653974.00        | $684131.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-06-20      | 3.0000%  | 0.0000% | $175000.00         | $95940.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $175000.00         | $80891.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.0000%  | 0.0000% | $525000.00         | $253711.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-11-20      | 3.0000%  | 0.0000% | $216346.00         | $185757.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-01-20      | 3.0000%  | 0.0000% | $328006.00         | $282280.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2062-04-20      | 3.5000%  | 0.0000% | $104290.00         | $91268.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-20      | 3.5000%  | 0.0000% | $96157.00          | $84713.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 3.5000%  | 0.0000% | $556662.00         | $491794.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-11-20      | 3.5000%  | 0.0000% | $1129838.00        | $996526.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 3.5000%  | 0.0000% | $631671.00         | $557256.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-05-20      | 3.5000%  | 0.0000% | $204061184.00      | $164802022.35      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 4.0000%  | 0.0000% | $1527254.00        | $1357647.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 4.0000%  | 0.0000% | $123577.00         | $113192.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 4.5000%  | 0.0000% | $1572604.00        | $119557.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2062-09-20      | 4.5000%  | 0.0000% | $301167.00         | $284524.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-20      | 4.5000%  | 0.0000% | $316595.00         | $299248.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 4.5000%  | 0.0000% | $439913.00         | $416287.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-01-20      | 4.5000%  | 0.0000% | $345733.00         | $327240.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 4.5000%  | 0.0000% | $1198766.00        | $1136089.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 4.5000%  | 0.0000% | $646198.00         | $612005.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2062-08-20      | 5.0000%  | 0.0000% | $204349.00         | $196870.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2062-10-20      | 5.0000%  | 0.0000% | $123478.00         | $119236.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2062-09-20      | 5.0000%  | 0.0000% | $343978.00         | $331803.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-04-20      | 5.0000%  | 0.0000% | $866135.00         | $608321.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-06-20      | 5.0000%  | 0.0000% | $3002264.00        | $2647431.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-06-20      | 5.0000%  | 0.0000% | $893764.00         | $866499.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 5.0000%  | 0.0000% | $543863.00         | $530516.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $777721.00         | $755541.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 5.0000%  | 0.0000% | $6535696.00        | $6378848.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $2888396.00        | $2780459.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 6.0000%  | 0.0000% | $55484.00          | $56223.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-09-20      | 6.0000%  | 0.0000% | $69121.00          | $69818.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.0000%  | 0.0000% | $2330104.00        | $2363164.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-05-20      | 6.5000%  | 0.0000% | $6249.00           | $6387.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 6.5000%  | 0.0000% | $431905.00         | $441830.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 6.5000%  | 0.0000% | $33184.00          | $34025.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-20      | 6.5000%  | 0.0000% | $18292.00          | $18750.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 6.5000%  | 0.0000% | $71708.00          | $73586.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 6.5000%  | 0.0000% | $11499744.00       | $11805408.48       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 6.5000%  | 0.0000% | $497546.00         | $510365.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 7.5000%  | 0.0000% | $275446.00         | $282711.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-08-20      | 7.5000%  | 0.0000% | $697433.00         | $721211.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 3.0000%  | 0.0000% | $149971.00         | $95814.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 3.5000%  | 0.0000% | $38995008.00       | $29395624.33       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-05-20      | 4.0000%  | 0.0000% | $1745094.00        | $842248.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $69516928.00       | $59038064.31       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $109045000.00      | $83596273.56       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 4.5000%  | 0.0000% | $2450670.00        | $2306011.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-20      | 5.0000%  | 0.0000% | $90314.00          | $83123.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 5.0000%  | 0.0000% | $1205474.00        | $1054978.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 5.0000%  | 0.0000% | $638480.00         | $614720.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $1404460.00        | $1385840.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $1373740.00        | $1351901.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $20082464.00       | $19762122.38       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1780394.00        | $1738774.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-20      | 5.0000%  | 0.0000% | $1721893.00        | $63657.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1265192.00        | $1266617.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $394783232.00      | $390440404.83      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $178348032.00      | $176982327.19      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $196367.00         | $198039.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1548156.00        | $1574241.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $12664816.00       | $12224393.21       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $202230.00         | $207975.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $2228500.00        | $2275277.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $700124.00         | $722659.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1542744.00        | $1594924.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $2743308.00        | $2851558.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $11099800.00       | $11422660.38       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $5056840.00        | $5201512.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $24648768.00       | $25482570.08       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $11504848.00       | $11851642.46       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $7959920.00        | $8180036.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1183654.00        | $1227325.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $3042736.00        | $3126790.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $3104504.00        | $3203357.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $21845664.00       | $2705563.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $960024.00         | $998584.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $99180.00          | $105193.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $1888636.00        | $1998676.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $3630212.00        | $3810372.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $2370076.00        | $2480334.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $10796096.00       | $11310110.99       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1358400.00        | $1417876.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $2002072.00        | $1422476.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $3452408.00        | $3638750.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1267552.00        | $1340974.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $3445048.00        | $3617137.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $2073316.00        | $2172980.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $2659932.00        | $2763613.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 7.5000%  | 0.0000% | $5841140.00        | $6242427.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-06-20      | 8.5000%  | 0.0000% | $42155.00          | $31594.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 3.0000%  | 0.0000% | $97697920.00       | $82860646.25       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 3.5000%  | 0.0000% | $5000000.00        | $3408443.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 3.5000%  | 0.0000% | $8921040.00        | $6304435.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 4.0000%  | 0.0000% | $5820000.00        | $1046837.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 5.0000%  | 0.0000% | $3000000.00        | $2357319.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $50000000.00       | $49314225.14       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 2.0000%  | 0.0000% | $834048.00         | $651870.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $115000.00         | $72736.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-07-20      | 2.5000%  | 0.0000% | $165244.00         | $133299.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 3.0000%  | 0.0000% | $1151644.00        | $73382.11          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 3.0000%  | 0.0000% | $1250000.00        | $767758.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 3.0000%  | 0.0000% | $1000000.00        | $441015.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.0000%  | 0.0000% | $1825000.00        | $999380.46         | Agency Mortgage-Backed Securities |

### Security 154: 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_0707
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 National Mortgage Association | 2031-07-01      | 1.6900%  | 0.0000% | $57703000.00       | $49601925.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-09-01      | 1.8200%  | 0.0000% | $18494440.00       | $15129452.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-01-01      | 2.2600%  | 0.0000% | $2900001.00        | $2670119.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-02-01      | 2.3000%  | 0.0000% | $1467500.00        | $1374393.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-07-01      | 4.9600%  | 0.0000% | $2500000.00        | $2561458.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-03-01      | 5.2100%  | 0.0000% | $453328.00         | $469249.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $654.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $445.74            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 2.5000%  | 0.0000% | $499000.00         | $319755.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $638.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $572.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-08-01      | 3.0000%  | 0.0000% | $859188.00         | $749868.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-08-01      | 3.5000%  | 0.0000% | $2850000.00        | $749945.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 3.5000%  | 0.0000% | $5936438.00        | $4663287.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.5000%  | 0.0000% | $309038.00         | $217471.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-07-01      | 3.5000%  | 0.0000% | $1000.00           | $747.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $605610.00         | $477353.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1739163.00        | $1740929.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1577710.00        | $1577777.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $14371.00          | $14424.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $6966531.00        | $6823506.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 6.0000%  | 0.0000% | $600620.00         | $460769.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $75921.00          | $68399.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $1295494.00        | $1067347.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.0000%  | 0.0000% | $1484812.00        | $1511614.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1025.00           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $215528.00         | $223589.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $550747.00         | $549580.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.5000%  | 0.0000% | $5216.00           | $5443.32           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 7.0000%  | 0.0000% | $11576108.00       | $12237780.51       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 7.0000%  | 0.0000% | $1086400.00        | $1154121.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-12-01      | 3.5000%  | 0.0000% | $13000.00          | $3250.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $3531282.00        | $1957037.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $58285659.00       | $32156588.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $6224222.00        | $3364585.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $16900487.00       | $9070946.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $12918416.00       | $7433160.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $27652638.00       | $14349549.23       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $956998.00         | $505644.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $300000.00         | $162108.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $290993.00         | $138819.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $9097970.00        | $5601943.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $609000.00         | $374850.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $1815797.00        | $1284326.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $598000.00         | $345354.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 3.0000%  | 0.0000% | $30134374.00       | $17938751.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $671.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-01-01      | 3.0000%  | 0.0000% | $1521356.00        | $163020.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $1655016.00        | $1290975.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $18330216.00       | $5229739.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $2314.00           | $1696.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 4.0000%  | 0.0000% | $1339549.00        | $353239.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $48968.00          | $37532.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 4.0000%  | 0.0000% | $25502244.00       | $19999406.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $201000.00         | $135403.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-04-01      | 4.0000%  | 0.0000% | $228620.00         | $99522.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-11-01      | 4.0000%  | 0.0000% | $372889.00         | $39072.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 4.0000%  | 0.0000% | $765000.00         | $39075.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-11-01      | 4.0000%  | 0.0000% | $1038356.00        | $104310.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $25102010.00       | $18352837.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $20901997.00       | $15074101.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $220000.00         | $177709.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-05-01      | 4.5000%  | 0.0000% | $1966493.00        | $384508.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-02-01      | 5.0000%  | 0.0000% | $6624336.00        | $6505054.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $12591285.00       | $9927618.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $1211220.00        | $1020271.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $19283614.00       | $16507189.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 5.0000%  | 0.0000% | $596032.00         | $533899.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $53019.00          | $42657.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $6834919.00        | $5567848.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $11941304.00       | $9741074.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $1837783.00        | $1844243.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $17750621.00       | $15677575.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $169143.00         | $138963.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $20395928.00       | $15908404.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $4035751.00        | $3432189.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $22642745.00       | $21803251.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $444696.00         | $355161.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $1049.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $5282962.00        | $5391706.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $10107292.00       | $9950910.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $3446548.00        | $3518483.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1192308.00        | $1218467.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1363907.00        | $1389492.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $4130.00           | $4211.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $17475211.00       | $15644226.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $24613598.00       | $18901507.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $22747110.00       | $18356715.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $19794000.00       | $16732401.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $7733761.00        | $7831702.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $42448836.00       | $42630236.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $1756200.00        | $1824932.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1035.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.5000%  | 0.0000% | $3000.00           | $3093.60           | Agency Mortgage-Backed Securities |

### Security 155: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.480000%
- **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_4.48_0707
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 Bill  | 2025-08-14      | N/A      | 0.0000% | $106300.00         | $105728.11         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2025-09-16      | N/A      | 0.0000% | $900400.00         | $892119.02         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $430.75            | $280.74            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $54.72             | $43.12             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $61.33             | $41.62             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-05-15      | N/A      | 0.0000% | $3188781.88        | $2747559.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-11-15      | N/A      | 0.0000% | $25150112.10       | $14061402.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $727100.00         | $463488.44         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $9314000.00        | $4691825.05        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $16341300.00       | $8118325.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $200.00            | $92.33             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $15579900.00       | $6653240.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $3712000.00        | $1459261.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $18774600.00       | $7089495.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $37400.00          | $13932.32          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $602400.00         | $218786.26         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $8644700.00        | $2480242.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $300.00            | $145.79            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-11-15      | N/A      | 0.0000% | $4399800.00        | $1245715.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-02-15      | N/A      | 0.0000% | $32421500.00       | $9079965.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-02-15      | N/A      | 0.0000% | $251468400.00      | $64638443.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $468900.00         | $119221.11         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $7379100.00        | $1847564.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $624700.00         | $153983.55         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-10-15      | 0.1250%  | 0.0000% | $127076400.00      | $156511287.56      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-04-15      | 0.1250%  | 0.0000% | $237677700.00      | $287383009.15      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-30      | 0.5000%  | 0.0000% | $139051000.00      | $131156491.33      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2053-02-15      | 1.5000%  | 0.0000% | $2736600.00        | $2334437.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-08-15      | 1.5000%  | 0.0000% | $12765300.00       | $12490972.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-01-31      | 1.5000%  | 0.0000% | $1111400.00        | $1078389.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-11-15      | 1.6250%  | 0.0000% | $2829900.00        | $1479115.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-09-30      | 1.6250%  | 0.0000% | $10000000.00       | $9760993.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-01-15      | 1.7500%  | 0.0000% | $71496400.00       | $74327442.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-07-31      | 1.8750%  | 0.0000% | $10000000.00       | $9853463.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-11-15      | 2.0000%  | 0.0000% | $24310200.00       | $23753812.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-02-15      | 2.2500%  | 0.0000% | $38000.00          | $37376.26          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-06-30      | 4.0000%  | 0.0000% | $29702100.00       | $29636517.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-11-15      | 4.6250%  | 0.0000% | $1099000.00        | $1115787.50        | U.S. Treasuries (including strips) |

### Security 156: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-01-31      | 1.7500%  | 0.0000% | $45837100.00       | $43097021.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 2.6250%  | 0.0000% | $428050100.00      | $415903050.47      | U.S. Treasuries (including strips) |

### Security 157: 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2051-02-20      | 1.5000%  | 0.0000% | $1000.00           | $529.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $23727.00          | $12140.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $28252148.00       | $14697234.77       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $16221368.00       | $8657925.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $31150162.00       | $14310074.27       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $33231221.00       | $16363453.92       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $5627801.00        | $4227987.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $500000.00         | $355605.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $647523.00         | $416797.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $12953446.00       | $8163250.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 3.0000%  | 0.0000% | $3636000.00        | $1472286.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 3.5000%  | 0.0000% | $2074513.00        | $883588.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 3.5000%  | 0.0000% | $94992.00          | $66479.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $894011.00         | $604934.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $60084232.00       | $32767876.04       | Agency Mortgage-Backed Securities |

### Security 158: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-12-31      | 1.3750%  | 0.0000% | $110550100.00      | $102000044.70      | U.S. Treasuries (including strips) |

### Security 159: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 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: ARP17RSQ8, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP17RSQ8_4.44_0707
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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   | 2034-02-22      | 2.7500%  | 0.0000% | $15000000.00       | $13229816.67       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2026-03-24      | 4.4400%  | 0.0000% | $4000.00           | $4002.92           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note       | 2030-02-15      | 1.5000%  | 0.0000% | $1107795000.00     | $1006766225.93     | U.S. Treasuries (including strips) |

### Security 160: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-12-31      | 1.3750%  | 0.0000% | $110550100.00      | $102000044.70      | U.S. Treasuries (including strips) |

### Security 161: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 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: ARP17WQF3, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP17WQF3_4.42_0707
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-01-31      | 0.7500%  | 0.0000% | $9500700.00        | $8835011.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-15      | 1.6250%  | 0.0000% | $100.00            | $109.86            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-15      | 2.2500%  | 0.0000% | $103600.00         | $101899.50         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 3.5000%  | 0.0000% | $397071000.00      | $400505172.61      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $30400.00          | $30592.62          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.8750%  | 0.0000% | $79342500.00       | $79618532.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $1548600.00        | $1561127.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 4.1250%  | 0.0000% | $600.00            | $608.24            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-15      | 4.2500%  | 0.0000% | $18752200.00       | $19347000.10       | U.S. Treasuries (including strips) |

### Security 162: 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_0707
- **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):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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              | 2052-02-15      | N/A      | 0.0000% | $9924700.00        | $2655760.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-11-15      | N/A      | 0.0000% | $200.00            | $48.11             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-01-15      | 0.1250%  | 0.0000% | $100.00            | $113.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-07-15      | 0.3750%  | 0.0000% | $15239900.00       | $19730118.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2025-07-15      | 0.3750%  | 0.0000% | $600.00            | $812.03            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2025-12-31      | 0.3750%  | 0.0000% | $39821300.00       | $39059199.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-02-15      | 0.7500%  | 0.0000% | $600.00            | $658.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-01-15      | 1.1250%  | 0.0000% | $8800.00           | $9075.22           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-11-30      | 1.2500%  | 0.0000% | $2679900.00        | $2586129.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-06-30      | 1.8750%  | 0.0000% | $4900.00           | $4796.87           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-02-15      | 2.1250%  | 0.0000% | $100.00            | $143.50            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2049-11-15      | 2.3750%  | 0.0000% | $4041200.00        | $2583623.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-10-15      | 2.3750%  | 0.0000% | $7614400.00        | $8300919.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-03-31      | 2.5000%  | 0.0000% | $1600.00           | $1575.14           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-31      | 2.6250%  | 0.0000% | $4560200.00        | $4473577.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-05-31      | 2.7500%  | 0.0000% | $100.00            | $96.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-08-15      | 2.7500%  | 0.0000% | $9400.00           | $8741.11           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $79.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-08-31      | 3.7500%  | 0.0000% | $3610200.00        | $3612626.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-08-15      | 3.8750%  | 0.0000% | $5389600.00        | $5367292.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-02-15      | 4.0000%  | 0.0000% | $1229100.00        | $1230153.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-01-31      | 4.2500%  | 0.0000% | $144200.00         | $146728.33         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-11-15      | 4.2500%  | 0.0000% | $183141200.00      | $184000223.83      | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-07-31      | 4.4220%  | 0.0000% | $500.00            | $504.20            | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-10-31      | 4.4450%  | 0.0000% | $1100.00           | $1109.38           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2031-02-15      | 5.3750%  | 0.0000% | $100.00            | $109.31            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-12-26      | N/A      | 0.0000% | $115886200.00      | $113522353.30      | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-07-24      | N/A      | 0.0000% | $1040200.00        | $1037349.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-10-23      | N/A      | 0.0000% | $839900.00         | $828720.93         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-09-16      | N/A      | 0.0000% | $4830600.00        | $4786172.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2032-08-15      | N/A      | 0.0000% | $81.63             | $60.64             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-02-15      | N/A      | 0.0000% | $38.18             | $27.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-08-15      | N/A      | 0.0000% | $37.07             | $24.82             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-02-15      | N/A      | 0.0000% | $5300.07           | $3454.27           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $3681.09           | $2274.51           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-08-15      | N/A      | 0.0000% | $228.50            | $137.35            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-02-15      | N/A      | 0.0000% | $4.28              | $2.50              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2031-05-15      | N/A      | 0.0000% | $91.50             | $72.10             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2032-05-15      | N/A      | 0.0000% | $9.34              | $7.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-11-15      | N/A      | 0.0000% | $494174.00         | $344465.96         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-05-15      | N/A      | 0.0000% | $2.99              | $2.03              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-11-15      | N/A      | 0.0000% | $48.78             | $32.21             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-11-15      | N/A      | 0.0000% | $3470.11           | $2174.88           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-02-15      | N/A      | 0.0000% | $9.06              | $7.88              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-08-15      | N/A      | 0.0000% | $8.27              | $7.05              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-05-15      | N/A      | 0.0000% | $156.72            | $135.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-02-15      | N/A      | 0.0000% | $5.54              | $4.62              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-08-15      | N/A      | 0.0000% | $7.37              | $6.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-11-15      | N/A      | 0.0000% | $3088.66           | $1831.06           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-05-15      | N/A      | 0.0000% | $42.77             | $24.63             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-08-15      | N/A      | 0.0000% | $76.47             | $43.43             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2038-02-15      | N/A      | 0.0000% | $30.01             | $16.53             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-11-15      | N/A      | 0.0000% | $152.42            | $85.22             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2038-05-15      | N/A      | 0.0000% | $39.58             | $21.51             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-02-15      | N/A      | 0.0000% | $984.16            | $511.39            | 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% | $6096.69           | $3075.22           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $7526584.33        | $3673989.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $27476442.60       | $9962765.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-02-15      | N/A      | 0.0000% | $5.15              | $1.99              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-08-15      | N/A      | 0.0000% | $149225.93         | $53369.01          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-05-15      | N/A      | 0.0000% | $7.06              | $2.20              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2049-05-15      | N/A      | 0.0000% | $24.77             | $7.34              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $100.00            | $50.37             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-11-15      | N/A      | 0.0000% | $1300.00           | $555.15            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $800.00            | $298.02            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $2100.00           | $1020.52           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-11-15      | N/A      | 0.0000% | $2200.00           | $622.89            | U.S. Treasuries (including strips) |

### Security 163: 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: ARP17YQY8, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP17YQY8_4.45_0707
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 | 2027-03-25      | 2.7500%  | 0.0000% | $21345000.00       | $21052721.73       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note     | 2030-05-15      | 0.6250%  | 0.0000% | $349147600.00      | $299997481.36      | U.S. Treasuries (including strips) |
| U.S. Treasury Note     | 2030-05-15      | 0.6250%  | 0.0000% | $813462400.00      | $698949874.40      | U.S. Treasuries (including strips) |

### Security 164: 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_0707
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 National Mortgage Association | 2062-09-01      | 4.5000%  | 0.0000% | $523599.00         | $395635.07         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $16745122.00       | $3722546.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-07-01      | 4.0000%  | 0.0000% | $54000000.00       | $18525171.39       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 4.0000%  | 0.0000% | $8209221.00        | $1002950.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-05-01      | 4.5000%  | 0.0000% | $1107000.00        | $40534.14          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-03-01      | 4.5000%  | 0.0000% | $108131034.00      | $22094342.03       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2063-03-01      | 4.5000%  | 0.0000% | $22592877.00       | $18628496.80       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $1573364.00        | $1536282.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $320148.00         | $239411.22         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $28602561.00       | $23012581.82       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $3116655.00        | $2538883.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $156007.00         | $127262.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $1221730.00        | $1157306.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1792593.00        | $1726131.50        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1280410.00        | $1290110.72        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $607424.00         | $604744.30         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $1574847.00        | $1361470.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $34070766.00       | $34216363.48       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 7.0000%  | 0.0000% | $814046.00         | $736040.86         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-03-01      | 5.2100%  | 0.0000% | $464108.00         | $480407.67         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 2.5000%  | 0.0000% | $140000.00         | $102460.17         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-09-01      | 2.5000%  | 0.0000% | $1000.00           | $403.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-07-01      | 3.0000%  | 0.0000% | $2170778.00        | $143048.10         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.0000%  | 0.0000% | $4121696.00        | $2776003.20        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 3.0000%  | 0.0000% | $391819.00         | $224144.91         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-07-01      | 3.5000%  | 0.0000% | $1133180.00        | $224856.40         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-11-01      | 3.5000%  | 0.0000% | $14288430.00       | $2214142.39        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-07-01      | 3.5000%  | 0.0000% | $184916.00         | $138310.96         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-03-01      | 4.0000%  | 0.0000% | $89253874.00       | $17378409.22       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-09-01      | 4.0000%  | 0.0000% | $4000.00           | $1028.75           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $4838865.00        | $963674.09         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.5000%  | 0.0000% | $1970991.00        | $1593045.59        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 4.5000%  | 0.0000% | $2142075.00        | $1155799.28        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 4.5000%  | 0.0000% | $21920684.00       | $15984778.44       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 4.5000%  | 0.0000% | $1742268.00        | $1347867.93        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $5163467.00        | $3891269.61        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2041-07-01      | 5.0000%  | 0.0000% | $14504.00          | $963.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.0000%  | 0.0000% | $1000.00           | $956.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 5.0000%  | 0.0000% | $15228399.00       | $14369979.18       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $5069857.00        | $3996157.70        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $833.62            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.0000%  | 0.0000% | $3432054.00        | $3009924.09        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $47858740.00       | $40864411.57       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $20318413.00       | $18098418.05       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.5000%  | 0.0000% | $10852523.00       | $8887749.82        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $620468.00         | $501787.85         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $24947.00          | $19505.04          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.5000%  | 0.0000% | $250646.00         | $203897.89         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.5000%  | 0.0000% | $900359.00         | $778914.47         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $44743.00          | $44087.70          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $1268198.00        | $1228378.67        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 6.0000%  | 0.0000% | $9001440.00        | $6905508.64        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 6.0000%  | 0.0000% | $34245.00          | $33190.93          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $238057.00         | $193987.78         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $1509417.00        | $1428398.25        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2034-11-01      | 6.0000%  | 0.0000% | $1748.00           | $23.99             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-07-01      | 6.0000%  | 0.0000% | $6197.00           | $65.66             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 4.9040%  | 0.0000% | $8910795.00        | $7220056.50        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-02-01      | 2.0000%  | 0.0000% | $13704098.00       | $8024143.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $323387.00         | $179221.15         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $21382026.00       | $11226515.01       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $6720539.00        | $3632875.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $8595570.00        | $4918577.86        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $5800000.00        | $1016277.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-02-01      | 3.5000%  | 0.0000% | $828433408.00      | $53546395.63       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-03-01      | 3.5000%  | 0.0000% | $627271704.00      | $47693149.86       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-04-01      | 3.5000%  | 0.0000% | $55241441.00       | $10696178.46       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $152870560.00      | $30379925.13       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-03-01      | 3.5000%  | 0.0000% | $62088075.00       | $18513190.10       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $300000.00         | $76148.80          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $100096144.00      | $16075366.57       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 4.0000%  | 0.0000% | $1032230.00        | $953760.73         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2058-05-01      | 4.0000%  | 0.0000% | $61403169.00       | $18701464.69       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2027-08-15      | 3.7500%  | 0.0000% | $3200.00           | $3245.01           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-07-15      | 4.3750%  | 0.0000% | $500.00            | $516.03            | U.S. Treasuries (including strips) |

### Security 165: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.490000%
- **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_4.49_0707
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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              | 2032-02-15      | N/A      | 0.0000% | $35916.33          | $27300.22          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-08-15      | N/A      | 0.0000% | $145.15            | $102.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-08-15      | N/A      | 0.0000% | $380.61            | $254.88            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-02-15      | N/A      | 0.0000% | $2422.55           | $1578.88           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-08-15      | N/A      | 0.0000% | $106.83            | $67.83             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $22514560.86       | $13911544.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-08-15      | N/A      | 0.0000% | $6568535.98        | $3948419.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-02-15      | N/A      | 0.0000% | $115.22            | $67.37             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2031-05-15      | N/A      | 0.0000% | $10903149.31       | $8590983.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-05-15      | N/A      | 0.0000% | $540.23            | $366.64            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-05-15      | N/A      | 0.0000% | $56.20             | $48.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-02-15      | N/A      | 0.0000% | $113.95            | $95.08             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-05-15      | N/A      | 0.0000% | $142.73            | $82.20             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-08-15      | N/A      | 0.0000% | $75.10             | $42.65             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2038-08-15      | N/A      | 0.0000% | $15.32             | $8.22              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-02-15      | N/A      | 0.0000% | $475301.21         | $246974.11         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-05-15      | N/A      | 0.0000% | $1.91              | $0.98              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-08-15      | N/A      | 0.0000% | $1349616.54        | $680757.38         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-11-15      | N/A      | 0.0000% | $76.57             | $37.97             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-02-15      | N/A      | 0.0000% | $0.69              | $0.28              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-02-15      | N/A      | 0.0000% | $5.10              | $1.97              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-08-15      | N/A      | 0.0000% | $49.84             | $18.77             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-08-15      | N/A      | 0.0000% | $18352.95          | $6563.73           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-08-15      | N/A      | 0.0000% | $57.16             | $19.50             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-08-15      | N/A      | 0.0000% | $385.54            | $124.59            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2049-02-15      | N/A      | 0.0000% | $166.46            | $49.88             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2049-08-15      | N/A      | 0.0000% | $22.39             | $6.57              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-08-15      | N/A      | 0.0000% | $100.00            | $46.17             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $165400.00         | $61615.14          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-08-15      | N/A      | 0.0000% | $300.00            | $110.28            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-11-15      | N/A      | 0.0000% | $1167700.00        | $424098.13         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-02-15      | N/A      | 0.0000% | $100.00            | $32.17             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $1573900.00        | $764855.59         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-11-15      | N/A      | 0.0000% | $100.00            | $27.08             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-05-15      | N/A      | 0.0000% | $400.00            | $105.98            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-08-15      | N/A      | 0.0000% | $2900.00           | $760.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-05-15      | N/A      | 0.0000% | $100.00            | $25.43             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-11-15      | N/A      | 0.0000% | $7479100.00        | $1872602.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-11-15      | N/A      | 0.0000% | $62100.00          | $14937.10          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2055-05-15      | N/A      | 0.0000% | $200.00            | $47.36             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-01-15      | 0.1250%  | 0.0000% | $36900000.00       | $43353719.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-02-15      | 0.2500%  | 0.0000% | $100.00            | $71.73             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-01-15      | 0.5000%  | 0.0000% | $249471800.00      | $318715775.39      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-31      | 0.6250%  | 0.0000% | $51000.00          | $49317.35          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-01-15      | 0.8750%  | 0.0000% | $2389000.00        | $2995818.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2048-02-15      | 1.0000%  | 0.0000% | $100.00            | $95.21             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-10-15      | 1.6250%  | 0.0000% | $166149700.00      | $182529648.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-07-15      | 1.8750%  | 0.0000% | $34810400.00       | $35809227.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-05-15      | 2.2500%  | 0.0000% | $100.00            | $72.26             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-02-15      | 3.1250%  | 0.0000% | $100.00            | $82.08             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-05-31      | 3.6250%  | 0.0000% | $241076800.00      | $241067472.95      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-12-31      | 3.7500%  | 0.0000% | $62200.00          | $62185.57          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2029-04-15      | 3.8750%  | 0.0000% | $100.00            | $214.26            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-06-30      | 4.0000%  | 0.0000% | $569100.00         | $573458.17         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-02-28      | 4.1250%  | 0.0000% | $11068500.00       | $11273436.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-01-31      | 4.3380%  | 0.0000% | $200.00            | $201.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-04-30      | 4.3900%  | 0.0000% | $300.00            | $302.36            | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-07-31      | 4.4220%  | 0.0000% | $4400.00           | $4436.98           | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-10-31      | 4.4450%  | 0.0000% | $1800.00           | $1815.35           | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-01-31      | 4.4850%  | 0.0000% | $7800.00           | $7868.11           | U.S. Treasuries (including strips) |

### Security 166: 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.      | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $982.38            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $11238360.00       | $11170017.12       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $5742088.00        | $5783198.41        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $10687200.00       | $10921994.65       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $7907416.00        | $8086549.99        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $5329696.00        | $5449545.41        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $1582270.00        | $1626248.14        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $1208880.00        | $1256675.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $681410.00         | $694437.88         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1177510.00        | $1199795.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $1090130.00        | $1114895.19        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $5297784.00        | $5408426.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $10694040.00       | $10925473.28       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $4933320.00        | $5163139.04        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2025-09-04      | N/A      | 0.0000% | $200.00            | $198.43            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2025-08-12      | N/A      | 0.0000% | $400.00            | $397.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2025-09-23      | N/A      | 0.0000% | $300.00            | $297.02            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-10-31      | 0.5000%  | 0.0000% | $100.00            | $92.88             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-05-15      | 2.8750%  | 0.0000% | $2856800.00        | $2040368.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2052-08-15      | 3.0000%  | 0.0000% | $25268000.00       | $18332890.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-08-31      | 3.6250%  | 0.0000% | $6438600.00        | $6475478.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-06-30      | 4.0000%  | 0.0000% | $7032400.00        | $7016872.46        | U.S. Treasuries (including strips) |

### Security 167: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-01-31      | 1.7500%  | 0.0000% | $433940400.00      | $408000042.17      | U.S. Treasuries (including strips) |

### Security 168: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-12-31      | 1.3750%  | 0.0000% | $110550100.00      | $102000044.70      | U.S. Treasuries (including strips) |

### Security 169: 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2051-07-15      | 3.5000%  | 0.0000% | $181400.00         | $115087.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-15      | 3.0000%  | 0.0000% | $19719683.00       | $15668866.88       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $267467.00         | $139140.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $8950433.00        | $4777166.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.0000%  | 0.0000% | $17475054.00       | $9542264.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 2.0000%  | 0.0000% | $17041723.00       | $9410655.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 2.0000%  | 0.0000% | $13983290.00       | $7972377.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $3696896.00        | $2380993.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $46829708.00       | $24266754.54       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $62302104.00       | $33350863.31       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $88439241.00       | $49522099.17       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $1000.00           | $751.27            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $227005.00         | $167542.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $5964976.00        | $3735762.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $6982522.00        | $4319174.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $3427072.00        | $1932496.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 3.0000%  | 0.0000% | $7654526.00        | $3519419.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $7605248.00        | $3781953.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $48966053.00       | $25199875.34       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $21228382.00       | $11595078.56       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $52404763.00       | $37038713.87       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $4675405.00        | $3379850.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $3985885.00        | $2632898.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $200000.00         | $94922.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $1635554.00        | $815471.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 3.5000%  | 0.0000% | $474005.00         | $352066.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 3.5000%  | 0.0000% | $185024.00         | $117557.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $422772.00         | $301195.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $70855.00          | $58941.96          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $439146.00         | $333628.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $152882.00         | $105471.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 4.0000%  | 0.0000% | $485000.00         | $207257.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 4.5000%  | 0.0000% | $1468000.00        | $549231.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 4.5000%  | 0.0000% | $310000.00         | $111045.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $5989.00           | $4052.47           | Agency Mortgage-Backed Securities |

### Security 170: 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2050-09-20      | 4.0000%  | 0.0000% | $200000.00         | $65309.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 4.0000%  | 0.0000% | $425862.00         | $85512.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 4.0000%  | 0.0000% | $8043523.00        | $7420854.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 4.5000%  | 0.0000% | $1000.00           | $246.75            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 4.5000%  | 0.0000% | $2589660.00        | $631670.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 4.5000%  | 0.0000% | $9836.00           | $2490.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 4.5000%  | 0.0000% | $1789626.00        | $614093.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $6591996.00        | $2935941.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 2.0000%  | 0.0000% | $421072514.00      | $194288465.85      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $89559515.00       | $42384734.59       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $4747557.00        | $2955811.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $1988687.00        | $1087972.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $2302828.00        | $1716379.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 2.5000%  | 0.0000% | $1310082.00        | $611414.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.5000%  | 0.0000% | $500000.00         | $160506.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $650725.00         | $257985.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $505341.00         | $368469.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $387352.00         | $198017.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $321678.00         | $198471.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.5000%  | 0.0000% | $116322.00         | $62316.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 4.0000%  | 0.0000% | $4618335.00        | $1453506.18        | Agency Mortgage-Backed Securities |

### Security 171: 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_0707
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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% | $248782583.00      | $247602575.54      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $5707154.00        | $6195032.40        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2041-05-15      | 2.2500%  | 0.0000% | $20348300.00       | $14771716.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-06-30      | 3.7500%  | 0.0000% | $243837500.00      | $243894801.80      | U.S. Treasuries (including strips) |

### Security 172: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.490000%
- **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_4.49_0707
- **C.18 - Value (incl. sponsor support):** $1950000000.00
- **C.18.a - Value (excl. sponsor support):** $1950000000.00
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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              | 2044-11-15      | N/A      | 0.0000% | $9655390.00        | $3589487.79        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-08-15      | N/A      | 0.0000% | $38178.65          | $13654.17          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-02-15      | N/A      | 0.0000% | $87.40             | $30.48             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-05-15      | N/A      | 0.0000% | $9.51              | $3.28              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-08-15      | N/A      | 0.0000% | $40.15             | $13.70             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-11-15      | N/A      | 0.0000% | $6027427.14        | $2028838.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-02-15      | N/A      | 0.0000% | $14451921.24       | $4799642.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-08-15      | N/A      | 0.0000% | $667000.00         | $215547.72         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-11-15      | N/A      | 0.0000% | $368.00            | $117.73            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-02-15      | N/A      | 0.0000% | $1361024.05        | $429333.68         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-05-15      | N/A      | 0.0000% | $3559390.15        | $1108233.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2049-02-15      | N/A      | 0.0000% | $3155390.95        | $945471.88         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-02-15      | N/A      | 0.0000% | $122.99            | $35.20             | 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% | $7056400.00        | $4498088.07        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-11-15      | N/A      | 0.0000% | $3482000.00        | $1777056.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $27440200.00       | $13822698.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-05-15      | N/A      | 0.0000% | $35711000.00       | $17741153.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-08-15      | N/A      | 0.0000% | $100.00            | $46.17             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-11-15      | N/A      | 0.0000% | $75596800.00       | $32282857.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-02-15      | N/A      | 0.0000% | $8050100.00        | $3392344.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-05-15      | N/A      | 0.0000% | $11324000.00       | $4451690.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $27347000.00       | $10326528.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $1042200.00        | $388242.43         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-08-15      | N/A      | 0.0000% | $8108700.00        | $2980879.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-11-15      | N/A      | 0.0000% | $2717600.00        | $987007.86         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-02-15      | N/A      | 0.0000% | $29160300.00       | $10436325.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-05-15      | N/A      | 0.0000% | $15889000.00       | $5616125.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-11-15      | N/A      | 0.0000% | $100.00            | $34.44             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-05-15      | N/A      | 0.0000% | $2896100.00        | $969831.49         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-08-15      | N/A      | 0.0000% | $40616500.00       | $13415629.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-02-15      | N/A      | 0.0000% | $100.00            | $32.17             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-02-15      | N/A      | 0.0000% | $8697000.00        | $2544907.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-08-15      | N/A      | 0.0000% | $5339900.00        | $1532065.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $200.00            | $97.19             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-11-15      | N/A      | 0.0000% | $16075500.00       | $4551456.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-02-15      | N/A      | 0.0000% | $5233300.00        | $1465638.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-02-15      | N/A      | 0.0000% | $800.00            | $214.07            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-08-15      | N/A      | 0.0000% | $28744700.00       | $7535250.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-11-15      | N/A      | 0.0000% | $116000000.00      | $30219508.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-02-15      | N/A      | 0.0000% | $134360400.00      | $34536534.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-05-15      | N/A      | 0.0000% | $19016000.00       | $4834951.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-11-15      | N/A      | 0.0000% | $74634100.00       | $18686736.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-02-15      | N/A      | 0.0000% | $11917100.00       | $2937469.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-05-15      | N/A      | 0.0000% | $97887000.00       | $23979476.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-08-15      | N/A      | 0.0000% | $7182300.00        | $1742756.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2055-02-15      | N/A      | 0.0000% | $2366800.00        | $564668.78         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-30      | 0.5000%  | 0.0000% | $13819800.00       | $13035191.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-02-15      | 0.7500%  | 0.0000% | $45774000.00       | $50216237.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2048-02-15      | 1.0000%  | 0.0000% | $93400.00          | $88929.76          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-01-15      | 1.1250%  | 0.0000% | $26138200.00       | $26955671.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2053-02-15      | 1.5000%  | 0.0000% | $2176000.00        | $1856221.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2026-01-15      | 2.0000%  | 0.0000% | $200.00            | $326.57            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-04-15      | 2.1250%  | 0.0000% | $934000.00         | $997499.94         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-03-31      | 2.5000%  | 0.0000% | $1015268100.00     | $999490678.37      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-02-15      | 2.6250%  | 0.0000% | $35676100.00       | $34663696.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-07-31      | 2.7500%  | 0.0000% | $100.00            | $99.13             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2032-04-15      | 3.3750%  | 0.0000% | $1000.00           | $2018.66           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-01-31      | 3.5000%  | 0.0000% | $24396800.00       | $24607802.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-30      | 3.7500%  | 0.0000% | $844000.00         | $848782.13         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-08-15      | 3.8750%  | 0.0000% | $3670700.00        | $3623388.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-01-15      | 4.0000%  | 0.0000% | $16666400.00       | $17006620.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-02-28      | 4.1250%  | 0.0000% | $12569700.00       | $12802431.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-07-31      | 4.4220%  | 0.0000% | $100.00            | $100.84            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-11-15      | 4.5000%  | 0.0000% | $758100.00         | $719956.20         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-02-15      | 4.6250%  | 0.0000% | $194691700.00      | $197723035.72      | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-10-21      | N/A      | 0.0000% | $4999900.00        | $4934051.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2032-08-15      | N/A      | 0.0000% | $244000.00         | $181270.77         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-02-15      | N/A      | 0.0000% | $5194058.20        | $3762783.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-08-15      | N/A      | 0.0000% | $111.41            | $78.69             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-02-15      | N/A      | 0.0000% | $2873011.59        | $1974916.79        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-08-15      | N/A      | 0.0000% | $4009133.63        | $2684772.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-02-15      | N/A      | 0.0000% | $8342457.74        | $5437121.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $1556.02           | $961.45            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-08-15      | N/A      | 0.0000% | $1793.30           | $1077.97           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-02-15      | N/A      | 0.0000% | $14516650.14       | $8487725.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2031-05-15      | N/A      | 0.0000% | $72.54             | $57.16             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2032-05-15      | N/A      | 0.0000% | $20573920.66       | $15463255.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-11-15      | N/A      | 0.0000% | $47340047.42       | $32998569.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-05-15      | N/A      | 0.0000% | $5304085.99        | $3599708.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-11-15      | N/A      | 0.0000% | $49273214.28       | $32539587.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2027-05-15      | N/A      | 0.0000% | $125.00            | $116.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2028-02-15      | N/A      | 0.0000% | $45.80             | $41.45             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-05-15      | N/A      | 0.0000% | $49.52             | $31.85             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-11-15      | N/A      | 0.0000% | $154.59            | $96.89             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-08-15      | N/A      | 0.0000% | $14848011.28       | $12656459.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-05-15      | N/A      | 0.0000% | $42186312.97       | $36349119.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-05-15      | N/A      | 0.0000% | $24336359.55       | $20080490.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-02-15      | N/A      | 0.0000% | $2988155.79        | $2493344.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-08-15      | N/A      | 0.0000% | $5734123.49        | $4680065.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-05-15      | N/A      | 0.0000% | $94000.00          | $57315.18          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-11-15      | N/A      | 0.0000% | $17486059.96       | $10366295.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-05-15      | N/A      | 0.0000% | $3123113.28        | $1798547.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-08-15      | N/A      | 0.0000% | $209.74            | $119.12            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2038-02-15      | N/A      | 0.0000% | $8706631.92        | $4794959.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-11-15      | N/A      | 0.0000% | $210.63            | $117.76            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2038-05-15      | N/A      | 0.0000% | $14026039.80       | $7621960.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-02-15      | N/A      | 0.0000% | $259847.93         | $135021.14         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2038-11-15      | N/A      | 0.0000% | $8914013.99        | $4708997.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-08-15      | N/A      | 0.0000% | $8951150.34        | $4515031.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-11-15      | N/A      | 0.0000% | $3335898.58        | $1654185.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $29987341.69       | $14637871.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $169968000.00      | $80478828.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-11-15      | N/A      | 0.0000% | $1000.00           | $466.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $10207551.06       | $3701186.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-05-15      | N/A      | 0.0000% | $6089608.69        | $2764974.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-05-15      | N/A      | 0.0000% | $36.77             | $15.71             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-08-15      | N/A      | 0.0000% | $10049460.82       | $4230310.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-02-15      | N/A      | 0.0000% | $7001881.70        | $2867382.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-05-15      | N/A      | 0.0000% | $875679.95         | $353219.52         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-08-15      | N/A      | 0.0000% | $216.21            | $85.93             | 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) |

### Security 173: 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2050-09-20      | 2.0000%  | 0.0000% | $216725430.00      | $99999999.75       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $1000.00           | $294.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 4.0000%  | 0.0000% | $348594.00         | $69997.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 4.5000%  | 0.0000% | $1992.00           | $491.53            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 4.5000%  | 0.0000% | $66642.00          | $16874.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $6539636.00        | $2912621.32        | Agency Mortgage-Backed Securities |

### Security 174: 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $1000.00           | $502.84            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $67697863.00       | $34638354.45       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $2344289.00        | $1576717.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $11594922.00       | $6560934.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $4588035.00        | $2487015.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $76924166.00       | $34600101.85       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $195927.00         | $132924.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $17793993.00       | $9925385.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $825320.00         | $312301.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $18448440.00       | $12508222.10       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 3.5000%  | 0.0000% | $347169.00         | $248673.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 4.0000%  | 0.0000% | $26875.00          | $9096.20           | Agency Mortgage-Backed Securities |

### Security 175: 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2051-07-15      | 3.5000%  | 0.0000% | $133713.00         | $84833.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 2.0000%  | 0.0000% | $175396744.00      | $99999999.44       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $4802.00           | $2471.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $5332456.00        | $2912621.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $1000.00           | $689.89            | Agency Mortgage-Backed Securities |

### 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: 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $257061909.00      | $129262221.20      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $14127112.00       | $6849233.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $85297393.00       | $42191149.89       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $103782.00         | $64614.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $343753.00         | $175543.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 2.5000%  | 0.0000% | $345128.00         | $137754.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $5265364.00        | $2227918.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $2360000.00        | $1245619.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 2.5000%  | 0.0000% | $1000.00           | $466.69            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $30669161.00       | $11605208.39       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 3.0000%  | 0.0000% | $3093528.00        | $1055739.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $367000.00         | $129366.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $4062973.00        | $1841164.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $200000.00         | $89230.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $5817025.00        | $1868110.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 3.5000%  | 0.0000% | $845000.00         | $294294.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.5000%  | 0.0000% | $3513.00           | $1881.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.5000%  | 0.0000% | $427998.00         | $277455.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 3.5000%  | 0.0000% | $224749.00         | $87760.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 4.0000%  | 0.0000% | $602409.00         | $203893.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 4.0000%  | 0.0000% | $271778.00         | $87687.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 4.0000%  | 0.0000% | $2404564.00        | $2218421.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 4.5000%  | 0.0000% | $1165310.00        | $298079.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 4.5000%  | 0.0000% | $1472425.00        | $385053.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 4.5000%  | 0.0000% | $1641374.00        | $1023548.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 4.5000%  | 0.0000% | $1192603.00        | $400900.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 2.5000%  | 0.0000% | $52226595.00       | $29338420.21       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 4.5000%  | 0.0000% | $1300000.00        | $243928.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 4.5000%  | 0.0000% | $30538950.00       | $23370004.12       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 4.0000%  | 0.0000% | $1423440.00        | $175419.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 4.5000%  | 0.0000% | $523808.00         | $350321.96         | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.400000%
- **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_4.40_0707
- **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:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 | 2030-01-15      | 0.1250%  | 0.0000% | $952800.00         | $1119442.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-15      | 1.5000%  | 0.0000% | $15520500.00       | $14105060.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-31      | 3.5000%  | 0.0000% | $59694300.00       | $59767291.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 3.8750%  | 0.0000% | $21900.00          | $21958.25          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-03-31      | 4.0000%  | 0.0000% | $271113200.00      | $275897088.62      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-11-30      | 4.1250%  | 0.0000% | $100.00            | $101.66            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-31      | 4.2500%  | 0.0000% | $55115000.00       | $57088695.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 4.3750%  | 0.0000% | $400.00            | $409.28            | U.S. Treasuries (including strips) |

### Security 178: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.435000%
- **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_4.43_0707
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **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? 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.         | 2048-09-15      | N/A      | 0.0000% | $2740488.00        | $1620881.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-06-25      | N/A      | 0.0000% | $30000000.00       | $449029.97         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-08-25      | N/A      | 0.0000% | $100000000.00      | $662138.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | N/A      | 0.0000% | $37985984.00       | $77546.79          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | N/A      | 0.0000% | $99790000.00       | $862972.73         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | N/A      | 0.0000% | $30000000.00       | $276920.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | N/A      | 0.0000% | $100000000.00      | $1716043.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-03-25      | N/A      | 0.0000% | $4000000.00        | $474374.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-12-25      | N/A      | 0.0000% | $2675000.00        | $289322.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-16      | N/A      | 0.0000% | $130072576.00      | $38211.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | N/A      | 0.0000% | $167636224.00      | $2035774.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | N/A      | 0.0000% | $41711360.00       | $166580.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | N/A      | 0.0000% | $30000000.00       | $86256.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | N/A      | 0.0000% | $36764096.00       | $293738.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $14500000.00       | $78984.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $93492320.00       | $816283.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $50000000.00       | $547670.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $33333312.00       | $422002.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $16267456.00       | $122964.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $35712064.00       | $290240.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | N/A      | 0.0000% | $48646720.00       | $158369.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $7000000.00        | $85439.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $105656576.00      | $451228.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $78537856.00       | $442886.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $26781600.00       | $404427.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | N/A      | 0.0000% | $70867584.00       | $520357.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | N/A      | 0.0000% | $52620032.00       | $944801.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | N/A      | 0.0000% | $218063872.00      | $812375.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | N/A      | 0.0000% | $27994272.00       | $67066.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | N/A      | 0.0000% | $8691216.00        | $134244.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | N/A      | 0.0000% | $25000000.00       | $371669.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | N/A      | 0.0000% | $10998848.00       | $53752.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $18870600.00       | $164021.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $10000000.00       | $63910.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | N/A      | 0.0000% | $102236160.00      | $55680.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $211708416.00      | $288581.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $250000000.00      | $266939.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $38997824.00       | $600015.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $143237120.00      | $90657.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $29999104.00       | $22666.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $50000000.00       | $662615.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $84082688.00       | $15333.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $29999104.00       | $10096.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | N/A      | 0.0000% | $61177216.00       | $573140.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | N/A      | 0.0000% | $50000000.00       | $64361.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $50000000.00       | $533126.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | N/A      | 0.0000% | $53074624.00       | $481473.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | N/A      | 0.0000% | $30000000.00       | $289254.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | N/A      | 0.0000% | $200000000.00      | $3135537.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | N/A      | 0.0000% | $140000000.00      | $2625927.31        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-10-15      | N/A      | 0.0000% | $123379712.00      | $84625.86          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-11-15      | N/A      | 0.0000% | $57123264.00       | $113434.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2061-10-15      | N/A      | 0.0000% | $58040320.00       | $22367.08          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-04-25      | 0.4827%  | 0.0000% | $108516096.00      | $360923.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 1.7981%  | 0.0000% | $57500736.00       | $1504627.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 1.8179%  | 0.0000% | $63902848.00       | $1454410.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-07-16      | 1.8238%  | 0.0000% | $52958656.00       | $1153463.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-01-25      | 1.8303%  | 0.0000% | $55174464.00       | $1254190.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-01-15      | 1.8317%  | 0.0000% | $100000000.00      | $415313.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-10-16      | 1.8738%  | 0.0000% | $42024960.00       | $20654.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 1.9179%  | 0.0000% | $3524000.00        | $333232.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 1.9682%  | 0.0000% | $13095000.00       | $388678.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 1.9982%  | 0.0000% | $6617256.00        | $609636.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 2.0000%  | 0.0000% | $5300000.00        | $395045.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 2.0000%  | 0.0000% | $40346.00          | $21694.88          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-09-25      | 2.0000%  | 0.0000% | $642919.00         | $287584.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-16      | 2.0165%  | 0.0000% | $94000000.00       | $469159.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 2.0804%  | 0.0000% | $38333312.00       | $449096.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-12-25      | 2.1118%  | 0.0000% | $14642000.00       | $692627.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-11-25      | 2.1303%  | 0.0000% | $28673024.00       | $255831.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-05-25      | 2.1303%  | 0.0000% | $32571392.00       | $360828.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-20      | 2.1374%  | 0.0000% | $103511040.00      | $3797171.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 2.1448%  | 0.0000% | $26785696.00       | $1929486.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-01-25      | 2.1482%  | 0.0000% | $11388000.00       | $340298.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-09-25      | 2.1604%  | 0.0000% | $122239232.00      | $583827.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-16      | 2.1738%  | 0.0000% | $54710960.00       | $439094.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 2.1803%  | 0.0000% | $135251968.00      | $1147835.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-10-25      | 2.1803%  | 0.0000% | $16443136.00       | $332207.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-10-25      | 2.1803%  | 0.0000% | $33433856.00       | $296835.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-11-25      | 2.1803%  | 0.0000% | $161500000.00      | $216464.58         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-12-15      | 2.1817%  | 0.0000% | $37142848.00       | $153073.28         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-07-15      | 2.1817%  | 0.0000% | $55904128.00       | $446578.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-06-25      | 2.2104%  | 0.0000% | $102262912.00      | $336343.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 2.2481%  | 0.0000% | $35000000.00       | $2028964.91        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-07-25      | 2.2624%  | 0.0000% | $8530000.00        | $353382.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 2.2679%  | 0.0000% | $17901696.00       | $113360.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 2.2982%  | 0.0000% | $32691776.00       | $1506477.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.3182%  | 0.0000% | $75000000.00       | $3367905.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-04-20      | 2.3479%  | 0.0000% | $36564096.00       | $113531.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.3481%  | 0.0000% | $50000000.00       | $1288877.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.3481%  | 0.0000% | $45220096.00       | $2305214.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-11-25      | 2.3689%  | 0.0000% | $16102460.00       | $1146306.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-01-16      | 2.3738%  | 0.0000% | $496144640.00      | $1947523.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $10000000.00       | $914480.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 2.5000%  | 0.0000% | $17688896.00       | $1541063.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-10-16      | 2.5000%  | 0.0000% | $21603200.00       | $18185101.70       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $372134.00         | $172157.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 2.5000%  | 0.0000% | $6068472.00        | $4233658.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $4377904.00        | $2474577.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.6481%  | 0.0000% | $55696240.00       | $3068842.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.6982%  | 0.0000% | $50000000.00       | $4702777.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-16      | 2.7193%  | 0.0000% | $375000.00         | $403408.39         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-12-15      | 2.7317%  | 0.0000% | $47236960.00       | $430023.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-20      | 2.7481%  | 0.0000% | $53190912.00       | $2224503.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.8481%  | 0.0000% | $44680080.00       | $2449780.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.9981%  | 0.0000% | $39628160.00       | $2666029.43        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-03-25      | 3.0000%  | 0.0000% | $15450420.00       | $159877.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-03-25      | 3.0000%  | 0.0000% | $2000000.00        | $527400.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-06-25      | 3.0000%  | 0.0000% | $35666624.00       | $362171.63         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-09-25      | 3.0000%  | 0.0000% | $922277.00         | $940908.58         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-10-25      | 3.0000%  | 0.0000% | $12300000.00       | $327948.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-02-25      | 3.0000%  | 0.0000% | $2381000.00        | $865529.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 3.0000%  | 0.0000% | $15224096.00       | $1351435.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-12-15      | 3.0000%  | 0.0000% | $68758656.00       | $552147.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-01-15      | 3.0000%  | 0.0000% | $4396000.00        | $1532556.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-03-15      | 3.0000%  | 0.0000% | $6105000.00        | $2784206.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-09-16      | 3.0000%  | 0.0000% | $27352832.00       | $28707396.59       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 3.0000%  | 0.0000% | $10165000.00       | $9029111.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-16      | 3.0000%  | 0.0000% | $754600.00         | $288236.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-20      | 3.0000%  | 0.0000% | $42314955.00       | $109689.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 3.0000%  | 0.0000% | $555000.00         | $599756.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 3.0000%  | 0.0000% | $14788848.00       | $561874.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-03-20      | 3.0000%  | 0.0000% | $497262.00         | $8009.99           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 3.0000%  | 0.0000% | $914710.00         | $13123.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $14979376.00       | $1199560.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $30072832.00       | $1023020.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $1750000.00        | $176583.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $18991584.00       | $2598620.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-04-25      | 3.0761%  | 0.0000% | $7677000.00        | $1199385.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.1468%  | 0.0000% | $25439080.00       | $992413.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 3.2500%  | 0.0000% | $2412232.00        | $2604814.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 4.0000%  | 0.0000% | $568977.00         | $493954.68         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-03-25      | 4.2412%  | 0.0000% | $28935328.00       | $699323.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 4.2500%  | 0.0000% | $20000000.00       | $486012.75         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-01-25      | 4.4771%  | 0.0000% | $725000.00         | $716784.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-11-25      | 4.5000%  | 0.0000% | $16495552.00       | $451100.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 4.5000%  | 0.0000% | $7075824.00        | $6523279.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-08-15      | 4.5000%  | 0.0000% | $19743072.00       | $143135.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-12-16      | 4.5000%  | 0.0000% | $30020832.00       | $341882.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.5000%  | 0.0000% | $624491.00         | $575692.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-20      | 4.5000%  | 0.0000% | $2236344.00        | $343672.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.5000%  | 0.0000% | $389001.00         | $325701.47         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-10-25      | 4.7996%  | 0.0000% | $247476224.00      | $231379.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 4.8407%  | 0.0000% | $7217320.00        | $1960934.82        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-02-25      | 5.0000%  | 0.0000% | $2900368.00        | $2865310.91        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 5.0000%  | 0.0000% | $1000000.00        | $848812.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-08-15      | 5.0000%  | 0.0000% | $61727232.00       | $611444.37         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-09-15      | 5.0000%  | 0.0000% | $12014272.00       | $352769.00         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-10-25      | 5.0000%  | 0.0000% | $71002624.00       | $351393.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-04-20      | 5.0000%  | 0.0000% | $16400000.00       | $378782.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-03-20      | 5.0000%  | 0.0000% | $85000000.00       | $514208.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 5.0000%  | 0.0000% | $349000.00         | $6896.29           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-16      | 5.0000%  | 0.0000% | $26428840.00       | $706264.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $8379750.00        | $7912970.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 5.0000%  | 0.0000% | $17101800.00       | $389643.01         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-11-25      | 5.5000%  | 0.0000% | $3912236.00        | $4316227.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-05-01      | 3.3317%  | 0.0000% | $163946496.00      | $94226.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-04-20      | 3.4019%  | 0.0000% | $17346912.00       | $153465.01         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-02-15      | 3.5000%  | 0.0000% | $47477440.00       | $554131.14         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-11-25      | 3.5000%  | 0.0000% | $881710.00         | $1296443.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-03-25      | 3.5000%  | 0.0000% | $775000.00         | $971073.04         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-06-25      | 3.5000%  | 0.0000% | $14000000.00       | $154905.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-01-25      | 3.5000%  | 0.0000% | $50000.00          | $34260.64          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-04-25      | 3.5000%  | 0.0000% | $29357696.00       | $880385.81         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-10-25      | 3.5000%  | 0.0000% | $5651800.00        | $4293896.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-08-15      | 3.5000%  | 0.0000% | $2692068.00        | $384314.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-04-15      | 3.5000%  | 0.0000% | $11058576.00       | $58190.14          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | 3.5000%  | 0.0000% | $200000.00         | $190869.23         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-09-15      | 3.5000%  | 0.0000% | $2536480.00        | $3021406.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-01-20      | 3.5000%  | 0.0000% | $32761408.00       | $413596.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-20      | 3.5000%  | 0.0000% | $28571424.00       | $790456.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-04-20      | 3.5000%  | 0.0000% | $26153344.00       | $690655.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $54000000.00       | $445305.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 3.5000%  | 0.0000% | $25414560.00       | $160106.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 3.5000%  | 0.0000% | $10579968.00       | $7708675.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-12-20      | 3.5000%  | 0.0000% | $9769792.00        | $191022.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 3.5000%  | 0.0000% | $317333.00         | $24562.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $16368380.00       | $43089.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $12153424.00       | $538690.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 3.5000%  | 0.0000% | $924169.00         | $577516.42         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-01-25      | 4.0000%  | 0.0000% | $15762496.00       | $433217.51         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2060-03-25      | 4.0000%  | 0.0000% | $15293872.00       | $1061671.24        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-04-15      | 4.0000%  | 0.0000% | $10000000.00       | $3448600.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-04-15      | 4.0000%  | 0.0000% | $100000.00         | $82065.37          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-05-15      | 4.0000%  | 0.0000% | $12296000.00       | $5582737.24        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-01-15      | 4.0000%  | 0.0000% | $21661216.00       | $2637210.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-09-15      | 4.0000%  | 0.0000% | $562500.00         | $6677.17           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 4.0000%  | 0.0000% | $11533856.00       | $355035.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 4.0000%  | 0.0000% | $13466576.00       | $800165.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-20      | 4.0000%  | 0.0000% | $30580928.00       | $3672955.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 4.0000%  | 0.0000% | $12941616.00       | $1243298.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-08-15      | 5.5000%  | 0.0000% | $9752000.00        | $96332.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-09-20      | 5.5000%  | 0.0000% | $9000000.00        | $2233596.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-08-16      | 5.5000%  | 0.0000% | $60320064.00       | $5612640.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-03-16      | 5.5000%  | 0.0000% | $34904000.00       | $302805.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-16      | 5.5000%  | 0.0000% | $20049824.00       | $674193.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $953201.00         | $1028042.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $12047200.00       | $518844.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $2587448.00        | $2538014.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 6.0000%  | 0.0000% | $51114496.00       | $2014742.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-07-25      | 6.0000%  | 0.0000% | $38904896.00       | $927526.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-08-25      | 6.0000%  | 0.0000% | $97250000.00       | $2394268.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-04-25      | 6.0000%  | 0.0000% | $18688928.00       | $614682.25         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-03-25      | 6.0000%  | 0.0000% | $30796256.00       | $1459053.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-04-15      | 6.0000%  | 0.0000% | $10570000.00       | $653337.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $5555552.00        | $629074.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $15713680.00       | $1824009.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $714286.00         | $78102.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-05-16      | N/A      | 0.0000% | $9932752.00        | $1704640.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0155%  | 0.0000% | $105000000.00      | $1455856.50        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-07-25      | 0.0300%  | 0.0000% | $96772096.00       | $33909.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.0300%  | 0.0000% | $29999104.00       | $16291.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 0.0400%  | 0.0000% | $49995776.00       | $25572.65          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.0448%  | 0.0000% | $100000000.00      | $2449026.74        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.0500%  | 0.0000% | $8000000.00        | $12757.00          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 0.0500%  | 0.0000% | $100000000.00      | $190928.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-07-16      | 0.0500%  | 0.0000% | $7999488.00        | $5991.51           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $25665536.00       | $20349.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $23097344.00       | $14756.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $122572800.00      | $122621.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.0500%  | 0.0000% | $14224160.00       | $14243.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 0.0500%  | 0.0000% | $49999872.00       | $34754.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 0.0500%  | 0.0000% | $65921024.00       | $44758.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 0.0500%  | 0.0000% | $53858624.00       | $58840.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.0500%  | 0.0000% | $14287664.00       | $19308.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 0.0600%  | 0.0000% | $135439616.00      | $139463.92         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-03-25      | 0.0804%  | 0.0000% | $53751808.00       | $41313.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-20      | 0.0886%  | 0.0000% | $11841936.00       | $15589.98          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-12-25      | 0.0915%  | 0.0000% | $60000000.00       | $344073.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-16      | 0.1000%  | 0.0000% | $120230528.00      | $551836.76         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-06-25      | 0.1000%  | 0.0000% | $549980000.00      | $2059619.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | 0.1000%  | 0.0000% | $44593200.00       | $184105.52         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 0.1000%  | 0.0000% | $275055104.00      | $839071.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-08-25      | 0.1000%  | 0.0000% | $54414000.00       | $199131.03         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-10-25      | 0.1000%  | 0.0000% | $226049024.00      | $450641.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | 0.1000%  | 0.0000% | $234310912.00      | $825373.31         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-10-25      | 0.1000%  | 0.0000% | $255243008.00      | $884558.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-06-25      | 0.1000%  | 0.0000% | $237713664.00      | $878959.58         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-05-25      | 0.1000%  | 0.0000% | $121286400.00      | $513108.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.1000%  | 0.0000% | $12000000.00       | $38282.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.1000%  | 0.0000% | $49999872.00       | $48238.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $56995712.00       | $100101.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 0.1100%  | 0.0000% | $5000000.00        | $9174.47           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 0.1156%  | 0.0000% | $36494912.00       | $180109.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-20      | 0.1276%  | 0.0000% | $149854464.00      | $285651.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-02-25      | 0.1460%  | 0.0000% | $274997248.00      | $177871.52         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-10-15      | 0.1500%  | 0.0000% | $9122704.00        | $13464.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 0.1500%  | 0.0000% | $129000000.00      | $182200.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-20      | 0.1500%  | 0.0000% | $104712064.00      | $614171.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-04-25      | 0.1676%  | 0.0000% | $52994048.00       | $27592.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.1981%  | 0.0000% | $116666624.00      | $2102139.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-05-25      | 0.2007%  | 0.0000% | $485000000.00      | $510685.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-20      | 0.2049%  | 0.0000% | $16952032.00       | $48458.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-16      | 0.2138%  | 0.0000% | $58188096.00       | $659177.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 0.2179%  | 0.0000% | $60000000.00       | $402693.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.2251%  | 0.0000% | $108551040.00      | $341170.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.2289%  | 0.0000% | $94732288.00       | $31513.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.2462%  | 0.0000% | $94216448.00       | $382065.72         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-05-15      | 0.2616%  | 0.0000% | $12073280.00       | $17135.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-16      | 0.2636%  | 0.0000% | $109756416.00      | $55164.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 0.2637%  | 0.0000% | $20955104.00       | $73734.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.2658%  | 0.0000% | $107782560.00      | $412293.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.2799%  | 0.0000% | $109549056.00      | $260141.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.2928%  | 0.0000% | $135005000.00      | $387123.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 0.3095%  | 0.0000% | $13473856.00       | $20473.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.3225%  | 0.0000% | $104944000.00      | $246421.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.3396%  | 0.0000% | $198667008.00      | $667681.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-20      | 0.3629%  | 0.0000% | $5661290.00        | $7760.18           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-20      | 0.3728%  | 0.0000% | $54424448.00       | $459444.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.3948%  | 0.0000% | $73499904.00       | $2138115.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.3982%  | 0.0000% | $50000000.00       | $1836209.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-16      | 0.4013%  | 0.0000% | $116967680.00      | $344984.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-10-16      | 0.4040%  | 0.0000% | $112730752.00      | $246051.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-16      | 0.4050%  | 0.0000% | $151298048.00      | $89822.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-06-16      | 0.4162%  | 0.0000% | $112581376.00      | $199572.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-16      | 0.4291%  | 0.0000% | $100000000.00      | $5026341.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.4481%  | 0.0000% | $30000000.00       | $1132574.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-20      | 1.7979%  | 0.0000% | $37714240.00       | $245634.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-09-20      | 1.1679%  | 0.0000% | $136090368.00      | $873094.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.1982%  | 0.0000% | $60452480.00       | $2399720.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 1.1982%  | 0.0000% | $50000000.00       | $767490.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 1.1982%  | 0.0000% | $56784640.00       | $2407673.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-10-25      | 1.2104%  | 0.0000% | $27702848.00       | $889086.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 1.2282%  | 0.0000% | $30000000.00       | $788170.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 1.2479%  | 0.0000% | $44885440.00       | $428185.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 1.2482%  | 0.0000% | $50441600.00       | $1266434.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 1.2679%  | 0.0000% | $54851264.00       | $545317.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 1.2679%  | 0.0000% | $15961824.00       | $416627.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-16      | 1.3008%  | 0.0000% | $470220800.00      | $66376.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 1.3982%  | 0.0000% | $8927000.00        | $214884.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.3982%  | 0.0000% | $25514784.00       | $1243177.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.3982%  | 0.0000% | $40000000.00       | $674495.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.3982%  | 0.0000% | $27777760.00       | $937463.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.3982%  | 0.0000% | $30000000.00       | $1384793.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.4482%  | 0.0000% | $35030000.00       | $946892.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-20      | 1.4614%  | 0.0000% | $17548832.00       | $164957.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 1.4804%  | 0.0000% | $41307072.00       | $592368.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 1.4955%  | 0.0000% | $32891328.00       | $2254220.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.4955%  | 0.0000% | $41441984.00       | $3125157.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-02-20      | 1.5179%  | 0.0000% | $52761280.00       | $347808.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-02-25      | 1.5304%  | 0.0000% | $54729152.00       | $415193.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.5481%  | 0.0000% | $25000000.00       | $1062467.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.5481%  | 0.0000% | $50000000.00       | $2403231.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 1.5679%  | 0.0000% | $36853056.00       | $393691.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 1.5679%  | 0.0000% | $17410848.00       | $410592.06         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 1.5803%  | 0.0000% | $42871488.00       | $1913513.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-03-25      | 1.5803%  | 0.0000% | $13910016.00       | $9450.60           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-08-15      | 1.5817%  | 0.0000% | $37174976.00       | $559418.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-09-15      | 1.5817%  | 0.0000% | $49000000.00       | $427356.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 1.5948%  | 0.0000% | $78196000.00       | $5224917.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.5965%  | 0.0000% | $30000000.00       | $1236554.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 1.6114%  | 0.0000% | $72000000.00       | $2047393.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-12-20      | 1.6179%  | 0.0000% | $62417088.00       | $457885.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 1.6179%  | 0.0000% | $74114560.00       | $773189.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 1.6179%  | 0.0000% | $61600000.00       | $679145.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 1.6179%  | 0.0000% | $28691328.00       | $667017.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-16      | 1.6238%  | 0.0000% | $6702112.00        | $478570.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-02-25      | 1.6303%  | 0.0000% | $19844544.00       | $114463.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-03-25      | 1.6303%  | 0.0000% | $17306336.00       | $184453.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-07-25      | 1.6303%  | 0.0000% | $61099120.00       | $1734729.63        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-25      | 1.6303%  | 0.0000% | $17752256.00       | $529782.49         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-05-25      | 1.6303%  | 0.0000% | $18620928.00       | $503112.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-10-25      | 1.6303%  | 0.0000% | $78461952.00       | $2640069.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-07-25      | 1.6303%  | 0.0000% | $14787744.00       | $435896.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-04-25      | 1.6303%  | 0.0000% | $116892288.00      | $3489561.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-01-15      | 1.6317%  | 0.0000% | $46378048.00       | $1093556.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 1.6482%  | 0.0000% | $100000000.00      | $2757282.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-20      | 1.6482%  | 0.0000% | $50000000.00       | $783978.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-16      | 1.6652%  | 0.0000% | $89997312.00       | $89325.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-11-20      | 1.6679%  | 0.0000% | $46497792.00       | $10378.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 1.6679%  | 0.0000% | $19007904.00       | $445292.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 1.6679%  | 0.0000% | $35619720.00       | $506597.71         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-11-25      | 1.6804%  | 0.0000% | $21200000.00       | $321577.65         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-02-25      | 1.6804%  | 0.0000% | $64500000.00       | $1766180.86        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-03-25      | 1.6804%  | 0.0000% | $76362880.00       | $1344620.68        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-01-25      | 1.6804%  | 0.0000% | $29899392.00       | $436079.84         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-05-25      | 1.6804%  | 0.0000% | $54965920.00       | $1762911.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-01-15      | 1.6817%  | 0.0000% | $187089664.00      | $2618215.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-05-15      | 1.6817%  | 0.0000% | $130080960.00      | $1915304.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 1.6948%  | 0.0000% | $31508096.00       | $1092504.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.6982%  | 0.0000% | $100000000.00      | $2772255.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.6982%  | 0.0000% | $100000000.00      | $2844217.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-09-20      | 1.6982%  | 0.0000% | $65730048.00       | $1594785.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-01-16      | 1.7038%  | 0.0000% | $99975168.00       | $13628.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.7179%  | 0.0000% | $30452240.00       | $499008.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-16      | 1.7238%  | 0.0000% | $22530784.00       | $115428.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 1.7304%  | 0.0000% | $16516512.00       | $455564.75         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | 1.7317%  | 0.0000% | $124474624.00      | $701396.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 1.7482%  | 0.0000% | $45899328.00       | $2833968.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.7482%  | 0.0000% | $22760960.00       | $2038024.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.7482%  | 0.0000% | $100000000.00      | $2598751.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-07-20      | 1.7614%  | 0.0000% | $22667328.00       | $530755.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 1.7614%  | 0.0000% | $41600000.00       | $1217157.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-05-20      | 1.7679%  | 0.0000% | $16790688.00       | $68321.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-04-20      | 1.7679%  | 0.0000% | $22170656.00       | $451046.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 1.7679%  | 0.0000% | $32229952.00       | $398961.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-07-20      | 1.7679%  | 0.0000% | $39748096.00       | $1747057.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 1.7679%  | 0.0000% | $28034080.00       | $1113031.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 1.7679%  | 0.0000% | $23428544.00       | $757604.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 1.7679%  | 0.0000% | $24520704.00       | $715040.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 1.7679%  | 0.0000% | $25000000.00       | $386723.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 1.7679%  | 0.0000% | $39736704.00       | $816159.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-20      | 1.7679%  | 0.0000% | $8721200.00        | $288082.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-11-25      | 1.7704%  | 0.0000% | $46035904.00       | $960393.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-04-16      | 1.7738%  | 0.0000% | $314560960.00      | $2380961.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 1.7804%  | 0.0000% | $38924544.00       | $404979.25         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-07-25      | 1.7804%  | 0.0000% | $23750000.00       | $388922.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-02-25      | 1.7804%  | 0.0000% | $47510144.00       | $1209831.51        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 1.7804%  | 0.0000% | $185428480.00      | $3115899.65        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-06-15      | 1.7817%  | 0.0000% | $56250000.00       | $729463.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.4981%  | 0.0000% | $76260080.00       | $3707673.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.4981%  | 0.0000% | $30000000.00       | $1393782.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.4981%  | 0.0000% | $100000000.00      | $3485353.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-02-16      | 0.5328%  | 0.0000% | $161415168.00      | $900029.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-16      | 0.5384%  | 0.0000% | $106105472.00      | $172581.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.5500%  | 0.0000% | $5000000.00        | $67046.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-05-16      | 0.5512%  | 0.0000% | $56000000.00       | $3479337.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.5682%  | 0.0000% | $134004992.00      | $1915493.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.5695%  | 0.0000% | $94209664.00       | $1058639.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-04-16      | 0.5720%  | 0.0000% | $144572399.00      | $13954.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-16      | 0.5754%  | 0.0000% | $210316288.00      | $751311.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-09-16      | 0.5821%  | 0.0000% | $80012800.00       | $1511535.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6089%  | 0.0000% | $62400000.00       | $679300.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.6155%  | 0.0000% | $90575360.00       | $1743742.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.6268%  | 0.0000% | $65773696.00       | $357169.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-01-20      | 0.6284%  | 0.0000% | $134995968.00      | $125025.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-03-20      | 0.6363%  | 0.0000% | $59421120.00       | $72091.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6380%  | 0.0000% | $119626240.00      | $1119790.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6406%  | 0.0000% | $162972416.00      | $1490115.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.6500%  | 0.0000% | $223104512.00      | $4316999.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-07-16      | 0.6555%  | 0.0000% | $92958464.00       | $913040.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-08-16      | 0.6703%  | 0.0000% | $114995000.00      | $559969.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-11-16      | 0.6709%  | 0.0000% | $91023616.00       | $1746715.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-11-16      | 0.6739%  | 0.0000% | $38350000.00       | $257351.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-07-16      | 0.6741%  | 0.0000% | $110895104.00      | $401182.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-16      | 0.6806%  | 0.0000% | $25344320.00       | $219201.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-07-16      | 0.6970%  | 0.0000% | $38018720.00       | $796453.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-02-20      | 0.6982%  | 0.0000% | $60061312.00       | $948585.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-02-16      | 0.7005%  | 0.0000% | $74070000.00       | $1051082.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-12-16      | 0.7189%  | 0.0000% | $145655552.00      | $3067917.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-16      | 0.7349%  | 0.0000% | $143884288.00      | $20268.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-03-16      | 0.7389%  | 0.0000% | $104532320.00      | $708367.19         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-07-25      | 0.7448%  | 0.0000% | $47816704.00       | $762461.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-12-16      | 0.7462%  | 0.0000% | $50049280.00       | $650842.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 0.7465%  | 0.0000% | $105906304.00      | $5008275.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.7692%  | 0.0000% | $100514048.00      | $1800344.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 0.7717%  | 0.0000% | $141803264.00      | $4150492.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-16      | 0.7849%  | 0.0000% | $195346432.00      | $105191.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.7867%  | 0.0000% | $104310144.00      | $860402.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 0.7985%  | 0.0000% | $30000000.00       | $1616205.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-16      | 0.8083%  | 0.0000% | $15100000.00       | $831192.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-06-16      | 0.8199%  | 0.0000% | $37000000.00       | $1827273.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.8262%  | 0.0000% | $25000000.00       | $1352712.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-05-16      | 0.8347%  | 0.0000% | $123138048.00      | $1508158.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-05-16      | 0.8401%  | 0.0000% | $15400000.00       | $728580.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 0.8481%  | 0.0000% | $100000000.00      | $1275840.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 0.8481%  | 0.0000% | $75000000.00       | $1015629.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 0.8482%  | 0.0000% | $12200000.00       | $613131.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-20      | 0.8925%  | 0.0000% | $55000000.00       | $1250804.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.8965%  | 0.0000% | $100000000.00      | $4821702.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-16      | 0.9044%  | 0.0000% | $150000000.00      | $10827326.87       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.9482%  | 0.0000% | $100000000.00      | $1316320.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.9482%  | 0.0000% | $75000000.00       | $2711485.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-20      | 0.9679%  | 0.0000% | $106421600.00      | $357807.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.9729%  | 0.0000% | $14450000.00       | $880843.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-16      | 0.9788%  | 0.0000% | $180000000.00      | $11771900.99       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.9981%  | 0.0000% | $100000000.00      | $2659469.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.9981%  | 0.0000% | $95000000.00       | $3001815.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.9981%  | 0.0000% | $50000000.00       | $1174241.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.9981%  | 0.0000% | $50000000.00       | $2324846.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.9981%  | 0.0000% | $50000000.00       | $1316960.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 1.0000%  | 0.0000% | $6132304.00        | $586656.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 1.0000%  | 0.0000% | $39756544.00       | $395072.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.0281%  | 0.0000% | $30000000.00       | $1350692.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 1.0981%  | 0.0000% | $2000000.00        | $44533.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 1.0981%  | 0.0000% | $50000000.00       | $732448.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 1.0981%  | 0.0000% | $15259632.00       | $774474.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 1.0981%  | 0.0000% | $65351680.00       | $1594228.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.0981%  | 0.0000% | $50000000.00       | $1486209.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.0981%  | 0.0000% | $53773952.00       | $1911355.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.0981%  | 0.0000% | $63235968.00       | $2938442.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-04-20      | 1.1179%  | 0.0000% | $18889000.00       | $147435.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-16      | 1.1238%  | 0.0000% | $35091584.00       | $172470.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.1482%  | 0.0000% | $100000000.00      | $4718403.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.1482%  | 0.0000% | $88419328.00       | $3375546.89        | Agency Collateralized Mortgage Obligation |

### Security 179: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-01-31      | 1.7500%  | 0.0000% | $433940400.00      | $408000042.17      | U.S. Treasuries (including strips) |

### Security 180: Natixis SA

- **C.1 - Title:** Natixis SA 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP194LF8, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP194LF8_4.33_0707
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **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.      | 2036-07-01      | 2.0000%  | 0.0000% | $80921872.00       | $46452122.03       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-12-01      | 2.0000%  | 0.0000% | $77487032.00       | $47405978.59       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-06-01      | 3.5000%  | 0.0000% | $91133454.00       | $62045998.39       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.0000%  | 0.0000% | $43717940.00       | $41915191.26       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $1092.00           | $904.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $4672300.00        | $4165884.84        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.0000%  | 0.0000% | $57971405.00       | $58038636.67       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-02-01      | 2.0000%  | 0.0000% | $75026115.00       | $46956912.09       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $172277248.00      | $13051394.52       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $1076.00           | $788.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $8844091.00        | $8645700.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 5.0000%  | 0.0000% | $56009354.00       | $52577084.21       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1326145.00        | $1379225.42        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2039-02-15      | 3.5000%  | 0.0000% | $100.00            | $90.90             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-05-31      | 3.6250%  | 0.0000% | $4999500.00        | $4999306.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-11-15      | 3.7500%  | 0.0000% | $10899800.00       | $9493818.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-06-30      | 3.7500%  | 0.0000% | $207861600.00      | $206955323.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-08-31      | 3.7500%  | 0.0000% | $200.00            | $201.98            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-02-15      | 3.8750%  | 0.0000% | $39675700.00       | $35814221.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-05-31      | 3.8750%  | 0.0000% | $200.00            | $201.02            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2052-11-15      | 4.0000%  | 0.0000% | $1200.00           | $1045.13           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-11-15      | 4.0000%  | 0.0000% | $22403100.00       | $20390181.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-01-15      | 4.0000%  | 0.0000% | $200.00            | $204.08            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-02-15      | 4.0000%  | 0.0000% | $800.00            | $800.68            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-05-31      | 4.0000%  | 0.0000% | $2809000.00        | $2840372.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $90.01             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-11-15      | 4.1250%  | 0.0000% | $3000000.00        | $3026919.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-07-31      | 4.1250%  | 0.0000% | $100.00            | $102.62            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-10-31      | 4.1250%  | 0.0000% | $4958400.00        | $5004898.07        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-05-31      | 4.1250%  | 0.0000% | $32338400.00       | $32629806.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-11-15      | 4.2500%  | 0.0000% | $4999600.00        | $4779905.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2025-12-31      | 4.2500%  | 0.0000% | $3322900.00        | $3323032.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-06-30      | 4.2500%  | 0.0000% | $23882500.00       | $24293995.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-01-31      | 4.2500%  | 0.0000% | $6542000.00        | $6776272.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-05-15      | 4.2500%  | 0.0000% | $11651600.00       | $11682505.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-08-15      | 4.3750%  | 0.0000% | $9220000.00        | $8873462.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-12-31      | 4.3750%  | 0.0000% | $100.00            | $102.32            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-11-15      | 4.5000%  | 0.0000% | $200.00            | $189.93            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-11-15      | 4.5000%  | 0.0000% | $3549300.00        | $3653134.77        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-05-15      | 4.5000%  | 0.0000% | $100.00            | $101.84            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-11-15      | 4.6250%  | 0.0000% | $200.00            | $195.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-04-30      | 4.6250%  | 0.0000% | $100.00            | $103.77            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-11-15      | 4.7500%  | 0.0000% | $126890000.00      | $126531599.18      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2055-05-15      | 4.7500%  | 0.0000% | $102800.00         | $101851.93         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-04-30      | 4.8750%  | 0.0000% | $249800.00         | $253368.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2025-09-04      | N/A      | 0.0000% | $54998600.00       | $54567795.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-01-22      | N/A      | 0.0000% | $200.00            | $195.44            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2025-07-17      | N/A      | 0.0000% | $247865000.00      | $247381663.30      | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2025-07-24      | N/A      | 0.0000% | $9999100.00        | $9971702.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2025-07-31      | N/A      | 0.0000% | $328083100.00      | $326923982.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2025-08-21      | N/A      | 0.0000% | $4999800.00        | $4968551.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2025-08-12      | N/A      | 0.0000% | $25187100.00       | $25057587.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2025-09-23      | N/A      | 0.0000% | $24988000.00       | $24739494.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2029-08-15      | N/A      | 0.0000% | $26000000.00       | $22162426.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-01-15      | 0.5000%  | 0.0000% | $45649500.00       | $58320081.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $94.32             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-10-31      | 0.5000%  | 0.0000% | $100.00            | $92.88             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-05-15      | 0.6250%  | 0.0000% | $100.00            | $85.92             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-12-31      | 0.6250%  | 0.0000% | $11133100.00       | $10312846.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-02-15      | 0.7500%  | 0.0000% | $11000000.00       | $10880916.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-08-31      | 0.7500%  | 0.0000% | $100.00            | $96.60             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-02-15      | 1.0000%  | 0.0000% | $16844000.00       | $15498904.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $92.50             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-05-15      | 1.1250%  | 0.0000% | $200.00            | $123.54            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-05-15      | 1.2500%  | 0.0000% | $2598300.00        | $1237088.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-03-31      | 1.2500%  | 0.0000% | $13999600.00       | $13139729.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-04-30      | 1.2500%  | 0.0000% | $7950200.00        | $7438962.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-12-31      | 1.3750%  | 0.0000% | $20659000.00       | $19061212.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-02-15      | 1.5000%  | 0.0000% | $65214900.00       | $55631117.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-01-31      | 1.7500%  | 0.0000% | $30998000.00       | $29144982.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-02-15      | 1.8750%  | 0.0000% | $18900900.00       | $13013031.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-06-30      | 1.8750%  | 0.0000% | $200.00            | $195.79            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-02-28      | 1.8750%  | 0.0000% | $1000000.00        | $942036.03         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-02-15      | 2.0000%  | 0.0000% | $32002800.00       | $18826753.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-08-15      | 2.2500%  | 0.0000% | $157816400.00      | $103707766.41      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2052-02-15      | 2.2500%  | 0.0000% | $25000000.00       | $15313172.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-11-15      | 2.3750%  | 0.0000% | $32668400.00       | $20885585.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-02-15      | 2.3750%  | 0.0000% | $5000200.00        | $3649106.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-02-15      | 2.5000%  | 0.0000% | $1400.00           | $974.19            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2047-11-15      | 2.7500%  | 0.0000% | $5000000.00        | $3537572.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $98.56             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2025-07-31      | 2.8750%  | 0.0000% | $9973800.00        | $10078454.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2047-05-15      | 3.0000%  | 0.0000% | $21933300.00       | $16353402.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-02-15      | 3.0000%  | 0.0000% | $4029900.00        | $2984357.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2052-08-15      | 3.0000%  | 0.0000% | $164800.00         | $119568.64         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-02-15      | 3.1250%  | 0.0000% | $4700000.00        | $3799804.33        | U.S. Treasuries (including strips) |

### Security 181: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP194Q48, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP194Q48_4.32_0707
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2051-02-15      | 1.8750%  | 0.0000% | $112679500.00      | $63366150.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 4.1250%  | 0.0000% | $477893400.00      | $441946395.63      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-05-15      | 4.6250%  | 0.0000% | $110200600.00      | $106687542.62      | U.S. Treasuries (including strips) |

### Security 182: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP194Q55, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP194Q55_4.32_0707
- **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:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-09-30      | 3.5000%  | 0.0000% | $101655200.00      | $102000033.36      | U.S. Treasuries (including strips) |

### Security 183: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 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: ARP195EC0, C.3 - LEI: NQQ6HPCNCCU6, C.5 - Other ID: ARP195EC0_4.35_0707
- **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):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **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.         | 2055-04-25      | N/A      | 0.0000% | $300350000.00      | $6192091.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $148687743.00      | $222593.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $100000000.00      | $72182.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | N/A      | 0.0000% | $50000000.00       | $53918.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $50000000.00       | $634188.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $85000000.00       | $631762.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | N/A      | 0.0000% | $100000000.00      | $1159145.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-07-20      | 0.0140%  | 0.0000% | $74679076.00       | $1902931.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-07-20      | 0.0719%  | 0.0000% | $64199705.00       | $1258858.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.3948%  | 0.0000% | $135827942.00      | $4611017.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-05-20      | 0.5013%  | 0.0000% | $31000000.00       | $1514933.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-11-20      | 0.5941%  | 0.0000% | $64110827.00       | $3680866.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 0.7448%  | 0.0000% | $305000000.00      | $7703540.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 0.8278%  | 0.0000% | $42998198.00       | $3018069.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.8448%  | 0.0000% | $225000000.00      | $6335639.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.8481%  | 0.0000% | $94999999.00       | $3851468.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.8982%  | 0.0000% | $41396770.00       | $1535159.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-05-20      | 0.9426%  | 0.0000% | $35000000.00       | $901693.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.9482%  | 0.0000% | $200000000.00      | $4189549.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-09-25      | 0.9948%  | 0.0000% | $310000000.00      | $15263728.34       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-09-25      | 0.9948%  | 0.0000% | $200000000.00      | $9031647.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.0481%  | 0.0000% | $122495781.00      | $2696337.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 1.0948%  | 0.0000% | $150000000.00      | $7094493.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 1.0948%  | 0.0000% | $100000000.00      | $5521314.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.0981%  | 0.0000% | $100000000.00      | $1475028.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.0981%  | 0.0000% | $100000000.00      | $2977072.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-11-20      | 1.2191%  | 0.0000% | $72500000.00       | $2309746.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.2482%  | 0.0000% | $100000000.00      | $1945578.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.3982%  | 0.0000% | $100000000.00      | $2322952.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.3982%  | 0.0000% | $100000000.00      | $2322952.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.3982%  | 0.0000% | $100000000.00      | $2322789.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.4482%  | 0.0000% | $42550629.00       | $1907403.57        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 1.5448%  | 0.0000% | $76849463.00       | $4582216.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 1.5448%  | 0.0000% | $76870741.00       | $4697573.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 1.5679%  | 0.0000% | $14208633.00       | $541699.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-03-15      | 1.5817%  | 0.0000% | $30959344.00       | $2775467.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.5948%  | 0.0000% | $75000000.00       | $3117814.47        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-09-25      | 1.6303%  | 0.0000% | $78844345.00       | $3615931.78        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-09-25      | 1.6303%  | 0.0000% | $67482958.00       | $3038208.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-11-25      | 1.6303%  | 0.0000% | $61023860.00       | $1491309.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 1.6448%  | 0.0000% | $109383481.00      | $6619800.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.6482%  | 0.0000% | $100000000.00      | $2774929.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.6482%  | 0.0000% | $75000000.00       | $2766342.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 1.6679%  | 0.0000% | $182500000.00      | $3577432.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 1.6679%  | 0.0000% | $74768000.00       | $2109003.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.6982%  | 0.0000% | $100000000.00      | $2836428.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 1.6982%  | 0.0000% | $41666065.00       | $2810863.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-10-25      | 1.7804%  | 0.0000% | $117305846.00      | $2852754.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 1.8982%  | 0.0000% | $44444445.00       | $3528800.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 1.9682%  | 0.0000% | $50013993.00       | $2472373.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.9982%  | 0.0000% | $48016843.00       | $2585830.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 2.0448%  | 0.0000% | $81760575.00       | $2451854.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.2481%  | 0.0000% | $70000000.00       | $3814127.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-12-20      | 2.3692%  | 0.0000% | $15068715.00       | $262008.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 2.3981%  | 0.0000% | $80000000.00       | $2121252.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 2.5000%  | 0.0000% | $35649200.00       | $3972820.68        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 2.5000%  | 0.0000% | $40187600.00       | $2847007.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.5000%  | 0.0000% | $25000000.00       | $1980654.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $38196774.00       | $3306589.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-04-20      | 2.5597%  | 0.0000% | $13000000.00       | $98325.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.5981%  | 0.0000% | $75000000.00       | $2076615.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 2.6948%  | 0.0000% | $250000000.00      | $13720202.07       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-25      | 2.6948%  | 0.0000% | $57048000.00       | $2710372.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 2.6948%  | 0.0000% | $100000000.00      | $6733387.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.7481%  | 0.0000% | $60000000.00       | $2825380.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 2.8481%  | 0.0000% | $73861909.00       | $4421567.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 2.8981%  | 0.0000% | $50000000.00       | $2593224.86        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 3.0000%  | 0.0000% | $52605499.00       | $5609823.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $20579689.00       | $2229774.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $11992058.00       | $1135239.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $36469061.00       | $4614089.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.5000%  | 0.0000% | $30000000.00       | $3995871.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 4.0000%  | 0.0000% | $93952418.00       | $11312053.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-16      | 4.2500%  | 0.0000% | $25500000.00       | $2119694.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 6.5000%  | 0.0000% | $29508844.00       | $5277286.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 6.5000%  | 0.0000% | $24961538.00       | $4815343.69        | Agency Collateralized Mortgage Obligation |

### Security 184: 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: ARP195ED8, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP195ED8_4.35_0707
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **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 National Mortgage Association    | 2054-05-25      | 0.1000%  | 0.0000% | $47618946.00       | $148797.97         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.1000%  | 0.0000% | $5500000.00        | $17119.16          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 0.1000%  | 0.0000% | $26000000.00       | $98754.19          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 0.1000%  | 0.0000% | $20000000.00       | $48889.58          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.1000%  | 0.0000% | $15000000.00       | $51807.40          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.1000%  | 0.0000% | $52441115.00       | $52957.38          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.1000%  | 0.0000% | $1000000.00        | $1695.52           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.1000%  | 0.0000% | $10000000.00       | $26672.98          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.1000%  | 0.0000% | $25000000.00       | $50383.58          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.1000%  | 0.0000% | $25000000.00       | $23316.96          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.1000%  | 0.0000% | $4000000.00        | $8595.89           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.1000%  | 0.0000% | $10000000.00       | $22258.48          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.1000%  | 0.0000% | $73288348.00       | $133043.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $34440000.00       | $94296.46          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $250000000.00      | $562047.76         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $20958000.00       | $42105.89          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $13758000.00       | $27861.68          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.1000%  | 0.0000% | $178313000.00      | $529748.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $50000000.00       | $144085.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $113000000.00      | $220231.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $25000000.00       | $78846.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $149425000.00      | $359206.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $150000000.00      | $347211.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $50000000.00       | $122949.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $50000000.00       | $128207.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $50000000.00       | $137065.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $25000000.00       | $74970.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $57564189.00       | $93408.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $50000000.00       | $69121.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $50000000.00       | $66379.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $50000000.00       | $156365.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $30000000.00       | $93065.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $65000000.00       | $255581.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 0.1000%  | 0.0000% | $10000000.00       | $9304.29           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.1000%  | 0.0000% | $200000000.00      | $442087.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-01-25      | 0.1617%  | 0.0000% | $100000000.00      | $5254.17           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-16      | 0.1686%  | 0.0000% | $35300000.00       | $19620.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-09-16      | 0.1694%  | 0.0000% | $5973000.00        | $1099.33           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-16      | 0.1715%  | 0.0000% | $65000000.00       | $43051.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-16      | 0.1738%  | 0.0000% | $7233000.00        | $12515.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-16      | 0.1854%  | 0.0000% | $2369000.00        | $1513.88           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.1948%  | 0.0000% | $94600000.00       | $502699.36         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.2000%  | 0.0000% | $35000000.00       | $107437.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.2000%  | 0.0000% | $15000000.00       | $58248.97          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.2000%  | 0.0000% | $10000000.00       | $53390.14          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.2000%  | 0.0000% | $40000000.00       | $223080.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.2000%  | 0.0000% | $50000000.00       | $369790.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.2000%  | 0.0000% | $31309956.00       | $108720.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-16      | 0.2044%  | 0.0000% | $10690000.00       | $16525.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-16      | 0.2061%  | 0.0000% | $21640000.00       | $7986.58           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-10-25      | 0.2248%  | 0.0000% | $82660000.00       | $2309275.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.2251%  | 0.0000% | $2550000.00        | $8014.52           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 0.2256%  | 0.0000% | $30602794.00       | $35838.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-16      | 0.2276%  | 0.0000% | $12490000.00       | $16799.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-07-20      | 0.2328%  | 0.0000% | $7020246.00        | $194369.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-16      | 0.2500%  | 0.0000% | $20000000.00       | $186161.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.2500%  | 0.0000% | $1000000.00        | $7192.62           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 0.2500%  | 0.0000% | $35000000.00       | $79361.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.2500%  | 0.0000% | $2689000.00        | $4595.90           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-16      | 0.2644%  | 0.0000% | $20580000.00       | $36172.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-16      | 0.2656%  | 0.0000% | $31600000.00       | $37782.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-20      | 0.2658%  | 0.0000% | $20000000.00       | $4227.20           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-08-25      | 0.2874%  | 0.0000% | $6259000.00        | $489200.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-12-25      | 0.2919%  | 0.0000% | $100000000.00      | $994921.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.2930%  | 0.0000% | $5831000.00        | $11547.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $20000000.00       | $6092.52           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | N/A      | 0.0000% | $12000000.00       | $226987.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | N/A      | 0.0000% | $15000000.00       | $334488.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $1000000.00        | $318157.00         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-11-25      | N/A      | 0.0000% | $120000000.00      | $21472.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-10-16      | 0.0001%  | 0.0000% | $92307606.00       | $0.05              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-16      | 0.0002%  | 0.0000% | $24000000.00       | $5.18              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-16      | 0.0003%  | 0.0000% | $17200000.00       | $23.04             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-16      | 0.0041%  | 0.0000% | $225456174.00      | $196.37            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 0.0046%  | 0.0000% | $58002227.00       | $42.13             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-09-20      | 0.0092%  | 0.0000% | $77663932.00       | $31976.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-16      | 0.0102%  | 0.0000% | $24000000.00       | $51.99             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-02-20      | 0.0124%  | 0.0000% | $53010043.00       | $76016.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-16      | 0.0136%  | 0.0000% | $155389291.00      | $5843.22           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.0200%  | 0.0000% | $70000000.00       | $23166.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-20      | 0.0200%  | 0.0000% | $50000000.00       | $13624.66          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-09-25      | 0.0270%  | 0.0000% | $225000000.00      | $25017.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.0300%  | 0.0000% | $150000000.00      | $98315.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-20      | 0.0300%  | 0.0000% | $10000000.00       | $4085.76           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0300%  | 0.0000% | $40000000.00       | $23362.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-06-16      | 0.0362%  | 0.0000% | $150896202.00      | $9727.68           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-16      | 0.0434%  | 0.0000% | $186970000.00      | $4337.33           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 0.0448%  | 0.0000% | $400151898.00      | $8316963.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0481%  | 0.0000% | $200000000.00      | $305668.06         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.0500%  | 0.0000% | $25000000.00       | $19159.17          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.0500%  | 0.0000% | $39000000.00       | $86608.49          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-07-15      | 1.0817%  | 0.0000% | $5000000.00        | $25490.02          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.0948%  | 0.0000% | $104766702.00      | $3381818.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 1.0954%  | 0.0000% | $17636247.00       | $547763.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.0981%  | 0.0000% | $20000000.00       | $402530.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-16      | 1.1009%  | 0.0000% | $661000.00         | $27662.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 1.1012%  | 0.0000% | $1874500.00        | $35182.95          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-10-25      | 1.1100%  | 0.0000% | $1043153.00        | $751880.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 1.1179%  | 0.0000% | $45169891.00       | $545050.75         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 0.6448%  | 0.0000% | $47618946.00       | $1813266.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 0.6448%  | 0.0000% | $55043060.00       | $1722456.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-16      | 0.6502%  | 0.0000% | $212570560.00      | $189490.94         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-06-25      | 0.6514%  | 0.0000% | $141290325.00      | $2302913.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-09-16      | 0.6522%  | 0.0000% | $42920000.00       | $533243.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-09-20      | 0.6575%  | 0.0000% | $20000000.00       | $6480.60           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-10-25      | 0.6677%  | 0.0000% | $55100000.00       | $146252.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-16      | 0.6811%  | 0.0000% | $10010000.00       | $31474.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-16      | 0.6845%  | 0.0000% | $22680000.00       | $63179.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-16      | 0.6947%  | 0.0000% | $83000000.00       | $257523.93         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.6948%  | 0.0000% | $350000000.00      | $8767992.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.6948%  | 0.0000% | $25000000.00       | $720161.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 0.7000%  | 0.0000% | $17420707.00       | $244340.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.7002%  | 0.0000% | $7720000.00        | $62308.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-02-16      | 0.7005%  | 0.0000% | $3365000.00        | $47750.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-01-16      | 0.7077%  | 0.0000% | $3521000.00        | $191243.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.7081%  | 0.0000% | $627000.00         | $28807.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.7190%  | 0.0000% | $197000.00         | $13167.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-06-20      | 0.7214%  | 0.0000% | $54201893.00       | $467419.36         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | N/A      | 0.0000% | $395000000.00      | $4947770.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | N/A      | 0.0000% | $195000000.00      | $627315.00         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | N/A      | 0.0000% | $10000000.00       | $737082.89         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | N/A      | 0.0000% | $10617723.00       | $171919.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | N/A      | 0.0000% | $10000000.00       | $5390.23           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | N/A      | 0.0000% | $15000000.00       | $16141.49          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | N/A      | 0.0000% | $15000000.00       | $313920.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | N/A      | 0.0000% | $105000000.00      | $382629.04         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | N/A      | 0.0000% | $12500000.00       | $58619.33          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | N/A      | 0.0000% | $158086000.00      | $3519628.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | N/A      | 0.0000% | $10000000.00       | $176522.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | N/A      | 0.0000% | $140000000.00      | $2023269.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | N/A      | 0.0000% | $50000000.00       | $52031.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | N/A      | 0.0000% | $99260632.00       | $92.30             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | N/A      | 0.0000% | $124162944.00      | $109.55            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-16      | N/A      | 0.0000% | $142000000.00      | $122.55            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | N/A      | 0.0000% | $45000000.00       | $242827.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | N/A      | 0.0000% | $30000000.00       | $39922.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | N/A      | 0.0000% | $50000000.00       | $118515.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | N/A      | 0.0000% | $74254164.00       | $116877.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $5300000.00        | $114055.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $6235000.00        | $11569.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $39355586.00       | $326225.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $1139270.00        | $404341.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $30000000.00       | $13283.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $25000000.00       | $138645.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $30000000.00       | $43974.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.8538%  | 0.0000% | $1566000.00        | $12622.37          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-12-25      | 0.8605%  | 0.0000% | $86641645.00       | $308533.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.8702%  | 0.0000% | $1304000.00        | $43216.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-16      | 0.8751%  | 0.0000% | $13170000.00       | $385173.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-16      | 0.8753%  | 0.0000% | $378000.00         | $26942.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.8786%  | 0.0000% | $9148000.00        | $496368.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 0.8796%  | 0.0000% | $1371000.00        | $72980.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.8806%  | 0.0000% | $465000.00         | $19523.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.8839%  | 0.0000% | $7164000.00        | $388796.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-16      | 0.8897%  | 0.0000% | $1315000.00        | $5887.98           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 0.8948%  | 0.0000% | $50000000.00       | $2143944.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.8982%  | 0.0000% | $25000000.00       | $467515.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.8982%  | 0.0000% | $10000000.00       | $416912.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.8982%  | 0.0000% | $25000000.00       | $505948.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | 0.9034%  | 0.0000% | $5705000.00        | $366097.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-16      | 0.9069%  | 0.0000% | $27690000.00       | $2493.34           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-04-16      | 0.9168%  | 0.0000% | $6270000.00        | $363084.58         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-06-25      | 0.9328%  | 0.0000% | $100000000.00      | $1561491.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-16      | 0.9373%  | 0.0000% | $330000.00         | $23071.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.9385%  | 0.0000% | $1478000.00        | $57342.60          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.9448%  | 0.0000% | $70118899.00       | $1749954.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-04-25      | 0.9448%  | 0.0000% | $20000000.00       | $889690.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.9448%  | 0.0000% | $234620347.00      | $12347558.12       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-16      | 0.9649%  | 0.0000% | $14000000.00       | $393557.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.9668%  | 0.0000% | $1382000.00        | $86686.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-09-16      | 0.9701%  | 0.0000% | $2898000.00        | $40751.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.9712%  | 0.0000% | $13000000.00       | $510237.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-07-16      | 0.9809%  | 0.0000% | $3600000.00        | $203623.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-07-25      | 0.9865%  | 0.0000% | $14000000.00       | $420775.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-08-25      | 0.9904%  | 0.0000% | $12500000.00       | $324888.49         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 0.9948%  | 0.0000% | $50000000.00       | $2211535.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.9948%  | 0.0000% | $60000000.00       | $1902406.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.9948%  | 0.0000% | $50666667.00       | $1751681.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-11-16      | 1.0011%  | 0.0000% | $265000.00         | $18497.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 1.0131%  | 0.0000% | $4983354.00        | $218694.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | 1.0212%  | 0.0000% | $6960000.00        | $431678.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | 1.0327%  | 0.0000% | $5212000.00        | $317887.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 1.0434%  | 0.0000% | $5000000.00        | $349723.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 1.0448%  | 0.0000% | $40003900.00       | $1970328.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 1.0448%  | 0.0000% | $25000000.00       | $1138680.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-20      | 1.0648%  | 0.0000% | $128064500.00      | $120912.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 1.0765%  | 0.0000% | $1824146.00        | $32484.77          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 1.5000%  | 0.0000% | $1000000.00        | $22211.58          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 1.5000%  | 0.0000% | $1941667.00        | $69314.34          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 1.5000%  | 0.0000% | $5582999.00        | $199303.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 1.5012%  | 0.0000% | $20108000.00       | $124996.73         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-08-25      | 1.5144%  | 0.0000% | $10000000.00       | $421741.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 1.5268%  | 0.0000% | $1295120.00        | $32026.42          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-03-25      | 1.5304%  | 0.0000% | $67238023.00       | $400357.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-20      | 1.5440%  | 0.0000% | $58505000.00       | $54544.23          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 1.5448%  | 0.0000% | $126360054.00      | $8368353.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.5448%  | 0.0000% | $85227669.00       | $5281339.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 1.5448%  | 0.0000% | $25000000.00       | $1436501.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-20      | 1.5481%  | 0.0000% | $20000000.00       | $317408.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.5481%  | 0.0000% | $500000.00         | $26061.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.5481%  | 0.0000% | $10000000.00       | $309799.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-20      | 1.5501%  | 0.0000% | $33431422.00       | $55376.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 1.5683%  | 0.0000% | $1183000.00        | $5196.06           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-10-25      | 1.5803%  | 0.0000% | $108035496.00      | $284058.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-07-25      | 1.5803%  | 0.0000% | $11332652.00       | $54969.46          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-07-25      | 1.5803%  | 0.0000% | $3918472.00        | $2112.52           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-03-25      | 1.5803%  | 0.0000% | $14655000.00       | $2636.14           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-15      | 1.5817%  | 0.0000% | $60897500.00       | $5715693.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-12-20      | 1.5879%  | 0.0000% | $5970310.00        | $69064.43          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.5948%  | 0.0000% | $18831661.00       | $1349503.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 1.5948%  | 0.0000% | $90200000.00       | $4538028.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 1.5948%  | 0.0000% | $75000000.00       | $5542737.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-08-25      | 1.6013%  | 0.0000% | $105056777.00      | $201393.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-20      | 1.6099%  | 0.0000% | $67120667.00       | $107870.75         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-05-15      | 1.6117%  | 0.0000% | $16300000.00       | $1299.68           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 1.6155%  | 0.0000% | $3154000.00        | $19636.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-03-20      | 1.6179%  | 0.0000% | $9275849.00        | $120499.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-12-20      | 1.6179%  | 0.0000% | $24000000.00       | $170132.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-01-25      | 1.6303%  | 0.0000% | $107999191.00      | $763061.61         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-07-25      | 1.6303%  | 0.0000% | $52594122.00       | $1212481.57        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-02-25      | 1.6303%  | 0.0000% | $590000.00         | $25112.67          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-11-15      | 1.6317%  | 0.0000% | $78024600.00       | $1475180.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.6448%  | 0.0000% | $92208232.00       | $3974674.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-20      | 1.6652%  | 0.0000% | $35000000.00       | $62674.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 1.6679%  | 0.0000% | $18715770.00       | $514834.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 1.6679%  | 0.0000% | $530000.00         | $11622.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 1.6713%  | 0.0000% | $6994179.00        | $81789.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-10-16      | 1.6738%  | 0.0000% | $11167583.00       | $4255.17           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-12-25      | 1.6804%  | 0.0000% | $90636161.00       | $518821.98         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-08-15      | 1.6817%  | 0.0000% | $725000.00         | $45359.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-08-20      | 1.6851%  | 0.0000% | $96882694.00       | $258546.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.6948%  | 0.0000% | $31339944.00       | $1027778.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-01-25      | 1.7045%  | 0.0000% | $13400000.00       | $696358.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-15      | 1.7168%  | 0.0000% | $22833470.00       | $914685.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-11-20      | 1.7179%  | 0.0000% | $13861142.00       | $17872.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-06-16      | 1.7238%  | 0.0000% | $14120572.00       | $22623.15          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 1.7241%  | 0.0000% | $129352688.00      | $1138811.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-12-25      | 1.7304%  | 0.0000% | $26040789.00       | $317575.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-04-25      | 1.7304%  | 0.0000% | $25931200.00       | $32468.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-10-20      | 1.7473%  | 0.0000% | $51548315.00       | $245387.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-03-20      | 1.7508%  | 0.0000% | $30058530.00       | $51952.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 1.7552%  | 0.0000% | $9850000.00        | $75973.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 1.7679%  | 0.0000% | $48400735.00       | $145572.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-20      | 1.7679%  | 0.0000% | $43933666.00       | $110279.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-20      | 1.7679%  | 0.0000% | $1372766.00        | $68477.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 1.7679%  | 0.0000% | $340000.00         | $15508.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-16      | 1.7738%  | 0.0000% | $81620726.00       | $463748.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-10-20      | 1.7935%  | 0.0000% | $1594000.00        | $44058.02          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 1.5000%  | 0.0000% | $1355833.00        | $30175.65          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-11-15      | 2.1369%  | 0.0000% | $220339174.00      | $505044.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-04-20      | 2.1441%  | 0.0000% | $9000000.00        | $108978.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-03-20      | 2.1441%  | 0.0000% | $87067583.00       | $136679.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 2.1443%  | 0.0000% | $5049054.00        | $39383.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-08-20      | 2.1479%  | 0.0000% | $31700000.00       | $5435.22           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-12-15      | 2.1564%  | 0.0000% | $101180763.00      | $314261.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-12-20      | 2.1628%  | 0.0000% | $37253678.00       | $446570.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-09-15      | 2.1679%  | 0.0000% | $105496846.00      | $962311.64         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-12-15      | 2.1744%  | 0.0000% | $71407604.00       | $664940.94         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-01-25      | 2.1803%  | 0.0000% | $45489327.00       | $474263.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 2.1907%  | 0.0000% | $23262877.00       | $396484.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-16      | 2.2238%  | 0.0000% | $35487118.00       | $206844.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-03-25      | 2.2304%  | 0.0000% | $3050000.00        | $765.94            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-08-15      | 2.2317%  | 0.0000% | $34114911.00       | $69315.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 2.2440%  | 0.0000% | $1157000.00        | $8665.94           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.2448%  | 0.0000% | $10000000.00       | $718492.99         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 2.2606%  | 0.0000% | $2095000.00        | $6686.26           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-04-15      | 2.2645%  | 0.0000% | $46189538.00       | $874355.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-20      | 2.2786%  | 0.0000% | $38232128.00       | $221649.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-08-20      | 2.3200%  | 0.0000% | $25812000.00       | $475392.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-01-20      | 2.3356%  | 0.0000% | $4410000.00        | $47663.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 2.3460%  | 0.0000% | $9026000.00        | $88467.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-20      | 2.3632%  | 0.0000% | $947000.00         | $1707.61           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-09-20      | 2.3748%  | 0.0000% | $4500000.00        | $66443.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-05-20      | 2.3944%  | 0.0000% | $23503901.00       | $357205.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-20      | 2.3998%  | 0.0000% | $47207427.00       | $434526.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-08-20      | 2.4117%  | 0.0000% | $50000001.00       | $382008.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-02-20      | 2.4537%  | 0.0000% | $45637000.00       | $139441.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-08-20      | 2.4839%  | 0.0000% | $885000.00         | $14113.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-20      | 2.4847%  | 0.0000% | $26450000.00       | $475648.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-10-20      | 2.4864%  | 0.0000% | $500000.00         | $6079.74           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $3981000.00        | $445879.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 2.5000%  | 0.0000% | $5373900.00        | $430836.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $391758.00         | $92541.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $376108.00         | $88380.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $1000000.00        | $62385.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $3234585.00        | $419265.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $350000.00         | $22446.76          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 2.5000%  | 0.0000% | $13000000.00       | $266499.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-06-20      | 2.5195%  | 0.0000% | $40272922.00       | $268223.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-20      | 2.5482%  | 0.0000% | $5153322.00        | $83099.96          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-10-25      | 2.5700%  | 0.0000% | $7747000.00        | $3716083.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-01-20      | 2.5708%  | 0.0000% | $1497000.00        | $34965.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-07-20      | 2.5736%  | 0.0000% | $19188000.00       | $298890.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-02-20      | 2.5776%  | 0.0000% | $27850322.00       | $460945.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-20      | 2.5905%  | 0.0000% | $12830316.00       | $2581.74           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 2.5948%  | 0.0000% | $1841091.00        | $59133.24          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 2.5948%  | 0.0000% | $2504910.00        | $166454.78         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-08-15      | 2.6110%  | 0.0000% | $36240765.00       | $728271.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-20      | 2.6545%  | 0.0000% | $36772864.00       | $425353.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 2.6569%  | 0.0000% | $38214880.00       | $334656.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-04-20      | 2.6753%  | 0.0000% | $4318000.00        | $130958.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-01-20      | 2.6762%  | 0.0000% | $12425000.00       | $338848.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-04-20      | 2.6852%  | 0.0000% | $120000000.00      | $28374.75          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 2.6948%  | 0.0000% | $60000000.00       | $3169142.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 2.6948%  | 0.0000% | $16050000.00       | $1581282.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-07-15      | 2.7117%  | 0.0000% | $300000000.00      | $52349.62          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-01-25      | 2.7246%  | 0.0000% | $277000000.00      | $1307171.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | N/A      | 0.0000% | $25000000.00       | $280513.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $60000000.00       | $283855.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $10000000.00       | $112505.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | N/A      | 0.0000% | $277777.00         | $15545.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $40315110.00       | $511482.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | N/A      | 0.0000% | $10000000.00       | $1577.84           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $35701084.00       | $305555.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-11-16      | N/A      | 0.0000% | $66163444.00       | $6121.14           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-16      | N/A      | 0.0000% | $91000000.00       | $997.99            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-16      | N/A      | 0.0000% | $177706745.00      | $0.32              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-16      | N/A      | 0.0000% | $73356939.00       | $7.28              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-16      | N/A      | 0.0000% | $200000000.00      | $58754.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-16      | N/A      | 0.0000% | $162124239.00      | $30.80             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-16      | N/A      | 0.0000% | $41268846.00       | $6.13              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-16      | N/A      | 0.0000% | $200000000.00      | $4.97              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-16      | N/A      | 0.0000% | $290558680.00      | $0.31              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-16      | N/A      | 0.0000% | $25000000.00       | $6.11              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-16      | N/A      | 0.0000% | $50000000.00       | $9827.99           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-16      | N/A      | 0.0000% | $2000000.00        | $1.99              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-16      | N/A      | 0.0000% | $16751815.00       | $3774.97           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-16      | N/A      | 0.0000% | $45000000.00       | $19.83             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-16      | N/A      | 0.0000% | $8240000.00        | $5.00              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-16      | N/A      | 0.0000% | $248116522.00      | $280.99            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-16      | N/A      | 0.0000% | $100000000.00      | $142.58            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-16      | N/A      | 0.0000% | $160000000.00      | $453.68            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-16      | N/A      | 0.0000% | $174273490.00      | $221.62            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-16      | N/A      | 0.0000% | $89505099.00       | $118.65            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-16      | N/A      | 0.0000% | $2720000.00        | $2.05              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | N/A      | 0.0000% | $82705000.00       | $519701.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-02-16      | N/A      | 0.0000% | $220319882.00      | $201.32            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | N/A      | 0.0000% | $197271706.00      | $159.59            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 1.7948%  | 0.0000% | $25007250.00       | $1944577.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 1.8001%  | 0.0000% | $22838000.00       | $144213.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-03-20      | 1.8067%  | 0.0000% | $51800918.00       | $266943.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 1.8103%  | 0.0000% | $76467000.00       | $365773.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-10-20      | 1.8233%  | 0.0000% | $42276735.00       | $231255.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-02-20      | 1.8255%  | 0.0000% | $10924364.00       | $181386.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-11-20      | 1.8288%  | 0.0000% | $7179000.00        | $68499.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-06-20      | 1.8410%  | 0.0000% | $11564324.00       | $219135.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-11-20      | 1.8461%  | 0.0000% | $25487149.00       | $238848.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.8481%  | 0.0000% | $20000000.00       | $456678.71         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-01-25      | 1.8858%  | 0.0000% | $23972632.00       | $176970.75         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-12-25      | 1.8922%  | 0.0000% | $12900000.00       | $481911.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 1.8948%  | 0.0000% | $17439040.00       | $1155185.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-20      | 1.8985%  | 0.0000% | $80000000.00       | $433816.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-03-20      | 1.9126%  | 0.0000% | $22783581.00       | $159877.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-07-20      | 1.9163%  | 0.0000% | $43042938.00       | $292084.14         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-04-25      | 1.9233%  | 0.0000% | $2315436.00        | $8415.93           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-04-20      | 1.9448%  | 0.0000% | $50000000.00       | $422707.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 1.9679%  | 0.0000% | $11700000.00       | $149831.48         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 1.9727%  | 0.0000% | $19404255.00       | $325846.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-20      | 1.9732%  | 0.0000% | $10143000.00       | $94916.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-12-20      | 1.9752%  | 0.0000% | $3636000.00        | $25226.72          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-08-25      | 1.9875%  | 0.0000% | $23867706.00       | $1022769.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.9982%  | 0.0000% | $1000000.00        | $43930.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.9982%  | 0.0000% | $1000000.00        | $42698.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.9982%  | 0.0000% | $1000000.00        | $42696.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $3750000.00        | $283085.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $1750000.00        | $106741.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $4175000.00        | $335029.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $12984250.00       | $555301.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.0000%  | 0.0000% | $5630000.00        | $384148.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.0000%  | 0.0000% | $15052750.00       | $448899.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $361925.00         | $68110.34          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $253750.00         | $17211.22          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $378125.00         | $26052.55          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-04-25      | 2.0000%  | 0.0000% | $16745500.00       | $957861.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 2.0000%  | 0.0000% | $2562500.00        | $141375.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 2.0000%  | 0.0000% | $437500.00         | $24122.96          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $6818750.00        | $290441.49         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $4153750.00        | $174773.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 2.0000%  | 0.0000% | $5514000.00        | $221703.56         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 2.0000%  | 0.0000% | $23485876.00       | $1203924.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-01-25      | 2.0000%  | 0.0000% | $8669750.00        | $199495.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.0000%  | 0.0000% | $23225500.00       | $1332816.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.0000%  | 0.0000% | $9368625.00        | $386410.75         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-09-25      | 2.0000%  | 0.0000% | $1069375.00        | $41871.46          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.0000%  | 0.0000% | $2067500.00        | $93068.15          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 2.0000%  | 0.0000% | $49115750.00       | $3642983.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 2.0000%  | 0.0000% | $4544250.00        | $337707.58         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 2.0000%  | 0.0000% | $3756000.00        | $191439.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-02-15      | 2.0117%  | 0.0000% | $300000.00         | $798.02            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-25      | 2.0175%  | 0.0000% | $4075000.00        | $214985.46         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-04-25      | 2.0204%  | 0.0000% | $19753086.00       | $1422.83           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-09-20      | 2.0302%  | 0.0000% | $18261779.00       | $381345.56         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 2.0303%  | 0.0000% | $54250000.00       | $294217.00         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 2.0303%  | 0.0000% | $127428571.00      | $1008878.08        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-02-25      | 2.0381%  | 0.0000% | $53208165.00       | $324568.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 2.0404%  | 0.0000% | $2643000.00        | $22486.00          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-08-25      | 2.0405%  | 0.0000% | $40188047.00       | $110424.01         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 2.0448%  | 0.0000% | $30254955.00       | $1200610.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.0482%  | 0.0000% | $10000000.00       | $411373.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-20      | 2.0492%  | 0.0000% | $6434000.00        | $60892.98          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-07-25      | 2.0531%  | 0.0000% | $2800000.00        | $12669.26          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-01-15      | 2.0532%  | 0.0000% | $2700000.00        | $12329.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-20      | 2.0589%  | 0.0000% | $13365000.00       | $66962.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-20      | 2.0659%  | 0.0000% | $46268225.00       | $404657.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-08-25      | 2.0698%  | 0.0000% | $22170021.00       | $77571.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 2.0755%  | 0.0000% | $19007000.00       | $36560.96          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 2.0948%  | 0.0000% | $15000000.00       | $667674.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-20      | 2.0975%  | 0.0000% | $208000.00         | $4674.45           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-15      | 2.1151%  | 0.0000% | $69118725.00       | $812068.70         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-01-15      | 2.1244%  | 0.0000% | $30143347.00       | $908719.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-07-15      | 2.1266%  | 0.0000% | $60881642.00       | $726249.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-08-15      | 2.1286%  | 0.0000% | $73541048.00       | $1010561.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-04-25      | 2.1303%  | 0.0000% | $6300000.00        | $304.37            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 2.7248%  | 0.0000% | $50000000.00       | $4662178.31        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.7448%  | 0.0000% | $42760023.00       | $3042101.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 2.7481%  | 0.0000% | $15000000.00       | $538094.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 2.7492%  | 0.0000% | $58119993.00       | $541071.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-16      | 2.7886%  | 0.0000% | $9000000.00        | $86.85             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-04-25      | 2.7948%  | 0.0000% | $59438675.00       | $3750690.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-12-25      | 2.8304%  | 0.0000% | $41059127.00       | $502540.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-12-25      | 2.8403%  | 0.0000% | $37000000.00       | $15398.73          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 2.8448%  | 0.0000% | $43000000.00       | $2739191.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-10-20      | 2.9008%  | 0.0000% | $19428364.00       | $178370.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-11-20      | 2.9365%  | 0.0000% | $1400000.00        | $13454.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 2.9386%  | 0.0000% | $1036000.00        | $12307.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-10-20      | 2.9979%  | 0.0000% | $2828000.00        | $29881.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $4580000.00        | $459722.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 3.0000%  | 0.0000% | $2194063.00        | $107436.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $1904166.00        | $187102.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-09-25      | 3.0000%  | 0.0000% | $15216884.00       | $7397.61           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-03-25      | 3.0000%  | 0.0000% | $3500000.00        | $3570.44           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-25      | 3.0000%  | 0.0000% | $574833.00         | $53754.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 3.0000%  | 0.0000% | $5000000.00        | $222668.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-10-20      | 3.0265%  | 0.0000% | $40081161.00       | $220255.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-07-25      | 3.0943%  | 0.0000% | $83532611.00       | $116156.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-07-20      | 3.1314%  | 0.0000% | $41274792.00       | $286255.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-07-20      | 3.1375%  | 0.0000% | $18947000.00       | $119635.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-06-20      | 3.1397%  | 0.0000% | $25816385.00       | $422342.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-20      | 3.1980%  | 0.0000% | $4585000.00        | $40705.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-06-20      | 3.2179%  | 0.0000% | $44300953.00       | $3674.55           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | 3.2500%  | 0.0000% | $3909409.00        | $818501.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-08-20      | 3.2677%  | 0.0000% | $13345000.00       | $146737.53         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-04-25      | 3.4240%  | 0.0000% | $255000.00         | $248209.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 3.5000%  | 0.0000% | $11428571.00       | $151520.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $400000.00         | $39380.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $200000.00         | $22187.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | 3.5000%  | 0.0000% | $7706025.00        | $162904.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $683357.00         | $52417.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $2119357.00        | $159877.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $4995428.00        | $447133.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-11-25      | 3.5000%  | 0.0000% | $14062714.00       | $54038.15          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-01-25      | 3.5000%  | 0.0000% | $7142857.00        | $5456.13           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 3.5000%  | 0.0000% | $15318176.00       | $2034645.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-04-15      | 3.5000%  | 0.0000% | $1400000.00        | $19999.89          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-06-15      | 3.5000%  | 0.0000% | $1000000.00        | $167.13            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-07-15      | 3.5000%  | 0.0000% | $36552141.00       | $1532.11           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-10-25      | 3.5000%  | 0.0000% | $8567142.00        | $295151.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-11-25      | 3.5000%  | 0.0000% | $135714.00         | $10517.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-08-16      | 3.5000%  | 0.0000% | $13322551.00       | $532499.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-20      | 3.5000%  | 0.0000% | $30406879.00       | $171278.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-04-20      | 3.5000%  | 0.0000% | $3200000.00        | $23241.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-05-20      | 3.5000%  | 0.0000% | $1200000.00        | $27819.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-07-16      | 3.5000%  | 0.0000% | $25579804.00       | $17048.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-05-16      | 3.5000%  | 0.0000% | $5200000.00        | $155608.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.5000%  | 0.0000% | $568005.00         | $58641.16          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-01-25      | 3.7180%  | 0.0000% | $150000.00         | $145648.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 3.7948%  | 0.0000% | $26901946.00       | $1839723.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-10-16      | 4.0000%  | 0.0000% | $4155500.00        | $198082.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 4.0000%  | 0.0000% | $415090.00         | $163294.01         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-09-25      | 4.0000%  | 0.0000% | $1300000.00        | $1.10              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 4.0000%  | 0.0000% | $10755965.00       | $1448396.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 4.0000%  | 0.0000% | $6950958.00        | $624790.36         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-04-15      | 4.0000%  | 0.0000% | $100000.00         | $13.78             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-09-15      | 4.0000%  | 0.0000% | $42584000.00       | $394099.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-01-15      | 4.0000%  | 0.0000% | $41186629.00       | $588907.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-01-15      | 4.0000%  | 0.0000% | $14160125.00       | $122580.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-04-15      | 4.0000%  | 0.0000% | $38065500.00       | $544480.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-11-15      | 4.0000%  | 0.0000% | $23334500.00       | $213460.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-03-15      | 4.0000%  | 0.0000% | $16768000.00       | $308494.84         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-06-15      | 4.0000%  | 0.0000% | $2724812.00        | $48710.15          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-15      | 4.0000%  | 0.0000% | $13582636.00       | $30632.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-04-16      | 4.0000%  | 0.0000% | $300000.00         | $9788.02           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $9625875.00        | $141596.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 4.0000%  | 0.0000% | $63366.00          | $9007.47           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-10-25      | 4.0000%  | 0.0000% | $773716.00         | $128206.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2034-10-25      | 4.1300%  | 0.0000% | $1943.00           | $1896.12           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-16      | 4.5000%  | 0.0000% | $3666666.00        | $99720.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 4.5000%  | 0.0000% | $5371079.00        | $284169.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 4.5000%  | 0.0000% | $4569062.00        | $200035.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-12-25      | 4.5000%  | 0.0000% | $8456959.00        | $22722.42          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 4.5000%  | 0.0000% | $18231129.00       | $2833907.35        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | 4.5000%  | 0.0000% | $100000.00         | $7361.90           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 4.5000%  | 0.0000% | $887397.00         | $121385.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-04-15      | 4.5000%  | 0.0000% | $33732666.00       | $2795.51           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-11-15      | 4.5000%  | 0.0000% | $19622220.00       | $7186.57           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-12-15      | 4.5000%  | 0.0000% | $43363802.00       | $397502.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-11-25      | 4.5000%  | 0.0000% | $85388316.00       | $94058.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-03-20      | 4.5000%  | 0.0000% | $9820000.00        | $72519.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-05-16      | 4.5000%  | 0.0000% | $31800000.00       | $21831.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-01-20      | 4.5000%  | 0.0000% | $4444444.00        | $12980.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-09-20      | 4.5000%  | 0.0000% | $25616000.00       | $97353.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-16      | 4.5000%  | 0.0000% | $200000.00         | $7167.81           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 4.5000%  | 0.0000% | $2647444.00        | $106739.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 4.5000%  | 0.0000% | $1523506.00        | $143558.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $1486248.00        | $263217.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.5000%  | 0.0000% | $412595.00         | $77223.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 4.5000%  | 0.0000% | $509186.00         | $89821.14          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-03-15      | 4.5000%  | 0.0000% | $549928.00         | $88225.01          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-07-25      | 4.6704%  | 0.0000% | $93865100.00       | $86025.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 5.0000%  | 0.0000% | $1629699.00        | $189507.04         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-05-25      | 5.0000%  | 0.0000% | $30105600.00       | $10230.50          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-06-15      | 5.0000%  | 0.0000% | $3700300.00        | $6349.57           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-02-25      | 5.0000%  | 0.0000% | $679882.00         | $469.79            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-10-20      | 5.0000%  | 0.0000% | $214000.00         | $4334.68           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-05-16      | 5.0000%  | 0.0000% | $7153283.00        | $65613.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 5.0000%  | 0.0000% | $325000.00         | $35322.11          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.0948%  | 0.0000% | $28158000.00       | $59292.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.1000%  | 0.0000% | $15090512.00       | $38367.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.1000%  | 0.0000% | $130000000.00      | $188696.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.1000%  | 0.0000% | $20000000.00       | $175353.96         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 0.1000%  | 0.0000% | $60034424.00       | $171087.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.1000%  | 0.0000% | $150000000.00      | $335253.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.1000%  | 0.0000% | $120500000.00      | $383634.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.1000%  | 0.0000% | $20000000.00       | $38017.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.1000%  | 0.0000% | $10000000.00       | $13894.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-16      | 0.1075%  | 0.0000% | $167575000.00      | $70698.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-16      | 0.1199%  | 0.0000% | $17467174.00       | $7347.58           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-16      | 0.1215%  | 0.0000% | $3913000.00        | $4.71              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.1262%  | 0.0000% | $15240000.00       | $6104.28           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 0.1300%  | 0.0000% | $7218915.00        | $7986.81           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-16      | 0.1333%  | 0.0000% | $52718564.00       | $35842.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-16      | 0.1368%  | 0.0000% | $20130000.00       | $8635.73           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.1369%  | 0.0000% | $5550000.00        | $47.35             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-02-25      | 0.1460%  | 0.0000% | $710330958.00      | $459450.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-04-25      | 0.1476%  | 0.0000% | $2181819.00        | $585241.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.1500%  | 0.0000% | $25000000.00       | $68205.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.1500%  | 0.0000% | $17514284.00       | $36559.65          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.1500%  | 0.0000% | $50000000.00       | $146221.19         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 0.1500%  | 0.0000% | $25000000.00       | $112262.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.1500%  | 0.0000% | $81760575.00       | $189136.06         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.1500%  | 0.0000% | $25000000.00       | $79621.83          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.1500%  | 0.0000% | $15000000.00       | $74088.22          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.1500%  | 0.0000% | $14500000.00       | $60349.33          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.1500%  | 0.0000% | $30000000.00       | $125396.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1500%  | 0.0000% | $24679500.00       | $83597.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1500%  | 0.0000% | $25000000.00       | $117056.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1500%  | 0.0000% | $50000000.00       | $283802.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1500%  | 0.0000% | $110000000.00      | $302623.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-10-16      | 0.1592%  | 0.0000% | $188550000.00      | $107.56            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-16      | 0.1614%  | 0.0000% | $22730000.00       | $4087.33           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.0500%  | 0.0000% | $30000000.00       | $27105.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.0500%  | 0.0000% | $124056268.00      | $133274.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.0500%  | 0.0000% | $124800000.00      | $133968.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.0500%  | 0.0000% | $25000000.00       | $27921.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.0500%  | 0.0000% | $4390353.00        | $4470.62           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.0500%  | 0.0000% | $75000000.00       | $47553.37          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.0500%  | 0.0000% | $32358563.00       | $49173.67          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.0500%  | 0.0000% | $9650000.00        | $11443.05          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.0500%  | 0.0000% | $20000000.00       | $23716.17          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 0.0500%  | 0.0000% | $55425000.00       | $56851.60          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-10-25      | 1.1277%  | 0.0000% | $100000000.00      | $1708617.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 1.1330%  | 0.0000% | $7500000.00        | $393180.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.1448%  | 0.0000% | $35000000.00       | $1700553.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 1.1482%  | 0.0000% | $15000000.00       | $405409.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-08-16      | 1.1488%  | 0.0000% | $1223000.00        | $73535.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 1.1518%  | 0.0000% | $1841518.00        | $37154.96          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-06-25      | 1.1614%  | 0.0000% | $97117972.00       | $1692261.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-01-20      | 1.1679%  | 0.0000% | $59403599.00       | $479672.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-04-16      | 1.1685%  | 0.0000% | $7400000.00        | $479795.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-06-16      | 1.1738%  | 0.0000% | $29120000.00       | $292928.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-03-25      | 1.1900%  | 0.0000% | $6000000.00        | $4902798.65        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 1.1948%  | 0.0000% | $200000000.00      | $7601298.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.2148%  | 0.0000% | $28433000.00       | $929043.25         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-10-25      | 1.2431%  | 0.0000% | $13940000.00       | $474406.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-20      | 1.2482%  | 0.0000% | $30000000.00       | $272932.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.2482%  | 0.0000% | $10000000.00       | $461775.24         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-06-25      | 1.2511%  | 0.0000% | $4059992.00        | $203226.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-11-16      | 1.2618%  | 0.0000% | $10555000.00       | $416552.06         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-03-25      | 1.2714%  | 0.0000% | $7000000.00        | $251642.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-09-20      | 1.2820%  | 0.0000% | $15293749.00       | $438861.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-05-20      | 1.2869%  | 0.0000% | $17778781.00       | $436304.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-03-25      | 1.2872%  | 0.0000% | $250997935.00      | $7354.32           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 1.2948%  | 0.0000% | $25050000.00       | $1553700.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 1.2981%  | 0.0000% | $8998000.00        | $523704.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.2981%  | 0.0000% | $10000000.00       | $320234.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-02-25      | 1.3200%  | 0.0000% | $1000000.00        | $843592.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-16      | 1.3205%  | 0.0000% | $4700000.00        | $33604.62          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-02-15      | 1.3317%  | 0.0000% | $100000000.00      | $12874.44          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 1.3446%  | 0.0000% | $29850000.00       | $900833.00         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 1.3448%  | 0.0000% | $50000000.00       | $2373170.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-02-25      | 1.3500%  | 0.0000% | $115413355.00      | $802.29            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-10-20      | 1.3696%  | 0.0000% | $50149207.00       | $459258.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-03-25      | 1.3721%  | 0.0000% | $10000000.00       | $260903.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-09-25      | 1.3948%  | 0.0000% | $30769235.00       | $1302333.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 1.3948%  | 0.0000% | $59474698.00       | $2268994.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.3948%  | 0.0000% | $25000000.00       | $1166446.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.3982%  | 0.0000% | $14918139.00       | $384303.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-02-25      | 1.4024%  | 0.0000% | $226499960.00      | $9543582.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-02-25      | 1.4268%  | 0.0000% | $86271611.00       | $35180.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-20      | 1.4425%  | 0.0000% | $121565875.00      | $335421.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 1.4448%  | 0.0000% | $160000000.00      | $6826732.91        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.4448%  | 0.0000% | $123288348.00      | $6191866.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-04-25      | 1.4600%  | 0.0000% | $1750000.00        | $1235402.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 1.4614%  | 0.0000% | $14348938.00       | $141997.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-01-25      | 1.4615%  | 0.0000% | $19000000.00       | $209806.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-03-25      | 1.4732%  | 0.0000% | $39412051.00       | $1278821.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-02-20      | 1.4862%  | 0.0000% | $55270998.00       | $261555.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-10-20      | 1.4865%  | 0.0000% | $8700000.00        | $81490.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-20      | 1.4919%  | 0.0000% | $17039817.00       | $17584.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-12-20      | 1.4936%  | 0.0000% | $18285188.00       | $379252.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 1.4948%  | 0.0000% | $10625546.00       | $521471.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-09-20      | 1.4970%  | 0.0000% | $1500000.00        | $2797.19           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-08-25      | 1.4995%  | 0.0000% | $12800000.00       | $398631.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 1.5000%  | 0.0000% | $583333.00         | $30031.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 1.5000%  | 0.0000% | $17972333.00       | $558269.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 1.5000%  | 0.0000% | $9875259.00        | $329187.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-05-25      | 1.5000%  | 0.0000% | $1433333.00        | $36462.35          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-03-25      | 1.5000%  | 0.0000% | $3386667.00        | $58260.89          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-06-25      | 1.5000%  | 0.0000% | $3582500.00        | $98685.37          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-04-25      | 1.5000%  | 0.0000% | $7208741.00        | $147270.23         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-04-25      | 1.5000%  | 0.0000% | $6312704.00        | $128907.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-04-16      | 0.7215%  | 0.0000% | $5905000.00        | $241915.79         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.7248%  | 0.0000% | $71726826.00       | $1750840.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-16      | 0.7348%  | 0.0000% | $288270000.00      | $163568.13         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.7448%  | 0.0000% | $101300000.00      | $3022505.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.7448%  | 0.0000% | $50000000.00       | $924692.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.7604%  | 0.0000% | $15000000.00       | $77128.88          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-01-25      | 0.7657%  | 0.0000% | $20000000.00       | $312988.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-16      | 0.7692%  | 0.0000% | $105000.00         | $4878.58           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.7845%  | 0.0000% | $169000.00         | $8718.66           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-16      | 0.7859%  | 0.0000% | $210525.00         | $9567.80           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-08-25      | 0.7873%  | 0.0000% | $100000.00         | $42499.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-09-16      | 0.7883%  | 0.0000% | $34581000.00       | $304920.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-12-20      | 0.7905%  | 0.0000% | $14980000.00       | $1098703.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-16      | 0.7919%  | 0.0000% | $187842399.00      | $66231.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 0.7946%  | 0.0000% | $25128051.00       | $348030.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.7948%  | 0.0000% | $55500000.00       | $2567631.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.7948%  | 0.0000% | $50000000.00       | $1588320.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.7948%  | 0.0000% | $47400308.00       | $938059.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 0.7974%  | 0.0000% | $6225000.00        | $274917.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.7982%  | 0.0000% | $10000000.00       | $470559.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 0.8001%  | 0.0000% | $510000.00         | $19005.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-16      | 0.8015%  | 0.0000% | $355551.00         | $17780.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.8020%  | 0.0000% | $374000.00         | $20564.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 0.8086%  | 0.0000% | $70936066.00       | $4850491.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 0.8125%  | 0.0000% | $4283780.00        | $161026.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-11-20      | 0.8143%  | 0.0000% | $115680000.00      | $8925896.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-09-16      | 0.8221%  | 0.0000% | $31250000.00       | $146421.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.8223%  | 0.0000% | $100000.00         | $6216.44           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-11-25      | 0.8223%  | 0.0000% | $6886.00           | $2448.27           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-05-20      | 0.8225%  | 0.0000% | $41106136.00       | $23003.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-03-20      | 0.8291%  | 0.0000% | $48280052.00       | $346661.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-11-16      | 0.8353%  | 0.0000% | $2487000.00        | $126869.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 0.8448%  | 0.0000% | $25000000.00       | $1062308.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.8448%  | 0.0000% | $290500000.00      | $7948364.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.8448%  | 0.0000% | $40000000.00       | $1348001.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.8448%  | 0.0000% | $98716908.00       | $4260048.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-06-16      | 0.8470%  | 0.0000% | $2920000.00        | $125309.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-16      | 0.8500%  | 0.0000% | $271506813.00      | $90112.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-04-20      | 2.4948%  | 0.0000% | $10847000.00       | $285630.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 5.0000%  | 0.0000% | $1881711.00        | $153469.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 5.0000%  | 0.0000% | $363189.00         | $53061.10          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-01-25      | 5.1260%  | 0.0000% | $3000000.00        | $863147.75         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-06-25      | 5.1260%  | 0.0000% | $6500000.00        | $1713250.65        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-12-25      | 5.2949%  | 0.0000% | $156262.00         | $14119.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 5.5000%  | 0.0000% | $3689000.00        | $373477.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 5.5000%  | 0.0000% | $5151659.00        | $528448.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 5.5000%  | 0.0000% | $4206831.00        | $339264.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 5.5000%  | 0.0000% | $2144825.00        | $98226.64          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-11-25      | 5.5000%  | 0.0000% | $1109363.00        | $159936.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-06-15      | 5.5000%  | 0.0000% | $2588780.00        | $1727.03           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-03-20      | 5.5000%  | 0.0000% | $1900000.00        | $31899.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 5.5000%  | 0.0000% | $2186345.00        | $40836.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.5000%  | 0.0000% | $9234390.00        | $519022.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $909090.00         | $161722.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-12-20      | 5.5000%  | 0.0000% | $2581364.00        | $91364.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $794909.00         | $273447.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 5.5000%  | 0.0000% | $3750545.00        | $348696.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 5.9748%  | 0.0000% | $54655.00          | $32155.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-01-20      | 6.0000%  | 0.0000% | $9536654.00        | $507457.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 6.0000%  | 0.0000% | $3208976.00        | $679412.80         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 6.0000%  | 0.0000% | $1888374.00        | $458835.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-03-25      | 6.0000%  | 0.0000% | $5014375.00        | $793511.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $3750000.00        | $225052.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 6.0000%  | 0.0000% | $1088328.00        | $84784.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 6.0000%  | 0.0000% | $2102342.00        | $107859.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 6.0000%  | 0.0000% | $3691254.00        | $331025.40         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 6.0000%  | 0.0000% | $416666.00         | $123470.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 6.0000%  | 0.0000% | $1325000.00        | $276519.18         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.2948%  | 0.0000% | $26136191.00       | $529062.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.2948%  | 0.0000% | $3500000.00        | $30441.00          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.3000%  | 0.0000% | $1000000.00        | $5301.54           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-16      | 0.3000%  | 0.0000% | $49244404.00       | $1584.68           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-16      | 0.3254%  | 0.0000% | $50710000.00       | $88814.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-16      | 0.3299%  | 0.0000% | $32233402.00       | $52855.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-10-16      | 0.3395%  | 0.0000% | $657000.00         | $72.07             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.3500%  | 0.0000% | $10000000.00       | $102311.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-16      | 0.3502%  | 0.0000% | $8648000.00        | $13903.39          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-02-25      | 0.3583%  | 0.0000% | $45750000.00       | $320937.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-09-16      | 0.3659%  | 0.0000% | $2873000.00        | $765.09            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-16      | 0.3671%  | 0.0000% | $15165112.00       | $10718.30          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-11-25      | 0.3780%  | 0.0000% | $25000000.00       | $93260.00          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-01-25      | 0.3801%  | 0.0000% | $345000.00         | $2980.56           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-04-16      | 0.3814%  | 0.0000% | $2570000.00        | $5232.84           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-16      | 0.3936%  | 0.0000% | $303515873.00      | $21088.71          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.4000%  | 0.0000% | $100000000.00      | $709133.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-16      | 0.4000%  | 0.0000% | $120483604.00      | $296866.22         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-02-25      | 0.4049%  | 0.0000% | $121467388.00      | $1095979.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-06-16      | 0.4262%  | 0.0000% | $96712448.00       | $439889.65         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-12-25      | 0.4304%  | 0.0000% | $3795000.00        | $82971.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-09-16      | 0.4373%  | 0.0000% | $3360000.00        | $12395.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-16      | 0.4382%  | 0.0000% | $60000000.00       | $75920.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-01-16      | 0.4598%  | 0.0000% | $2566000.00        | $5859.17           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-16      | 0.4627%  | 0.0000% | $4500000.00        | $12594.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-01-16      | 0.4805%  | 0.0000% | $10000000.00       | $85751.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.4876%  | 0.0000% | $244000.00         | $586.22            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.4948%  | 0.0000% | $25000000.00       | $729933.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-06-16      | 0.4964%  | 0.0000% | $23000000.00       | $101379.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-08-16      | 0.5000%  | 0.0000% | $40000000.00       | $50428.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-16      | 0.5025%  | 0.0000% | $69800000.00       | $32176.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-04-16      | 0.5027%  | 0.0000% | $7837000.00        | $62210.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-08-20      | 0.5166%  | 0.0000% | $86443221.00       | $133680.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-12-16      | 0.5195%  | 0.0000% | $6270000.00        | $40348.74          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-07-25      | 0.5210%  | 0.0000% | $28871368.00       | $275564.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-02-16      | 0.5257%  | 0.0000% | $43504000.00       | $392390.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-16      | 0.5261%  | 0.0000% | $974000.00         | $634.14            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-16      | 0.5301%  | 0.0000% | $41255000.00       | $6072.46           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-16      | 0.5326%  | 0.0000% | $14686909.00       | $36591.89          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-07-25      | 0.5349%  | 0.0000% | $175000000.00      | $308472.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.5580%  | 0.0000% | $18000000.00       | $188411.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-07-16      | 0.5607%  | 0.0000% | $2000000.00        | $11355.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.5704%  | 0.0000% | $3500000.00        | $143373.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-20      | 0.5917%  | 0.0000% | $34242459.00       | $21525.48          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.5948%  | 0.0000% | $45319000.00       | $1422054.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.5948%  | 0.0000% | $20000000.00       | $652198.23         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.5948%  | 0.0000% | $101000000.00      | $2585371.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.5948%  | 0.0000% | $7602292.00        | $125949.64         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.5948%  | 0.0000% | $2916667.00        | $47839.12          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.5948%  | 0.0000% | $34173615.00       | $564614.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-11-25      | 0.5978%  | 0.0000% | $4051000.00        | $54407.19          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 0.6000%  | 0.0000% | $4401633.00        | $76550.10          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 0.6000%  | 0.0000% | $8803265.00        | $153100.20         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 0.6000%  | 0.0000% | $5726531.00        | $100783.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.6000%  | 0.0000% | $12666667.00       | $110424.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-16      | 0.6006%  | 0.0000% | $70404789.00       | $176930.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-08-16      | 0.6072%  | 0.0000% | $220000.00         | $7038.54           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-16      | 0.6108%  | 0.0000% | $41095000.00       | $100675.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-16      | 0.6167%  | 0.0000% | $5915000.00        | $35694.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-03-16      | 0.6183%  | 0.0000% | $56065104.00       | $399611.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-01-20      | 0.6255%  | 0.0000% | $8847373.00        | $555461.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-16      | 0.6304%  | 0.0000% | $72040000.00       | $225302.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-09-16      | 0.6347%  | 0.0000% | $138465286.00      | $528323.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6406%  | 0.0000% | $27650000.00       | $252813.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 6.0000%  | 0.0000% | $166666.00         | $2683.33           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-12-20      | 6.0000%  | 0.0000% | $83333.00          | $1256.71           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-20      | 6.0000%  | 0.0000% | $166666.00         | $3785.97           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $149997.00         | $14540.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $22938.00          | $2050.67           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $2500000.00        | $392017.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $1666666.00        | $48203.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $2291666.00        | $92352.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $625000.00         | $92372.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 6.0000%  | 0.0000% | $1250000.00        | $207009.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 6.0000%  | 0.0000% | $1468520.00        | $154484.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $416666.00         | $9724.37           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $689583.00         | $52228.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $250000.00         | $43414.83          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 6.4440%  | 0.0000% | $38307917.00       | $34311392.22       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.4997%  | 0.0000% | $192307.00         | $20391.82          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 6.5000%  | 0.0000% | $465568.00         | $47041.08          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 6.5000%  | 0.0000% | $2307692.00        | $404706.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 6.5000%  | 0.0000% | $192308.00         | $13302.70          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 6.5000%  | 0.0000% | $23502923.00       | $4897958.45        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $7301500.00        | $1162770.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $28277076.00       | $5448285.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $184615.00         | $21275.97          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.5000%  | 0.0000% | $2599846.00        | $532567.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.5000%  | 0.0000% | $317536.00         | $2434.88           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.5000%  | 0.0000% | $6640923.00        | $1315588.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 6.5000%  | 0.0000% | $461538.00         | $64261.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-10-20      | 6.5000%  | 0.0000% | $138461.00         | $2619.05           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 6.5000%  | 0.0000% | $307692.00         | $42930.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $1538461.00        | $188051.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $115384.00         | $14460.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $30769.00          | $3091.52           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $615384.00         | $81772.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $153846.00         | $23807.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $782691.00         | $96857.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $961538.00         | $51782.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-09-20      | 6.5000%  | 0.0000% | $914462.00         | $2391.08           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 6.5000%  | 0.0000% | $1998594.00        | $159397.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $1269230.00        | $176235.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 6.5000%  | 0.0000% | $3822995.00        | $82037.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $1346154.00        | $123966.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 6.5000%  | 0.0000% | $1615385.00        | $62382.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 6.5000%  | 0.0000% | $384615.00         | $29841.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $323076.00         | $59023.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $576923.00         | $111665.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1538461.00        | $259953.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $576922.00         | $101974.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $461538.00         | $85456.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1461536.00        | $254410.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $461538.00         | $62762.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1538461.00        | $218185.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $1615384.00        | $80060.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 6.5000%  | 0.0000% | $1892021.00        | $140782.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 6.5000%  | 0.0000% | $3846154.00        | $255993.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $649436.00         | $140671.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $392856.00         | $47534.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 7.0000%  | 0.0000% | $6255189.00        | $120496.01         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 7.0000%  | 0.0000% | $357141.00         | $45990.47          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 7.0000%  | 0.0000% | $10168993.00       | $1464014.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $71428.00          | $12212.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $892857.00         | $58893.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1428571.00        | $88060.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $571428.00         | $36664.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 7.0000%  | 0.0000% | $5853856.00        | $242727.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $964285.00         | $129213.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $2142857.00        | $405354.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $214285.00         | $40486.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $212856.00         | $29213.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $716488.00         | $101169.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $714285.00         | $129869.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $357142.00         | $29761.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1071428.00        | $136568.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $714285.00         | $130675.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $2428571.00        | $328667.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $714285.00         | $74992.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $357142.00         | $37492.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 7.0000%  | 0.0000% | $1107143.00        | $143254.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 7.0001%  | 0.0000% | $578569.00         | $83739.89          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 7.0352%  | 0.0000% | $32512660.00       | $29702600.59       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-07-15      | 7.5000%  | 0.0000% | $608953.00         | $8.91              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-25      | 7.5000%  | 0.0000% | $1499999.00        | $207746.07         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 7.5000%  | 0.0000% | $898802.00         | $81967.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $333333.00         | $8529.12           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 8.0991%  | 0.0000% | $21521905.00       | $20749116.15       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 8.2345%  | 0.0000% | $100000.00         | $96840.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 9.2889%  | 0.0000% | $470804.00         | $476221.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 9.7884%  | 0.0000% | $15208965.00       | $16848125.62       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-08-25      | N/A      | 0.0000% | $9719789.00        | $91227.92          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | N/A      | 0.0000% | $10000000.00       | $14833.70          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-10-25      | N/A      | 0.0000% | $7240773.00        | $270696.31         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | N/A      | 0.0000% | $22038475.00       | $392436.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | N/A      | 0.0000% | $10746342.00       | $9.11              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | N/A      | 0.0000% | $50000000.00       | $4971.73           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | N/A      | 0.0000% | $3000000.00        | $57223.09          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | N/A      | 0.0000% | $58746045.00       | $998823.49         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | N/A      | 0.0000% | $199650000.00      | $4116035.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | N/A      | 0.0000% | $459695000.00      | $8199428.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | N/A      | 0.0000% | $185000000.00      | $2914198.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | N/A      | 0.0000% | $17000000.00       | $29530.78          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | N/A      | 0.0000% | $15000000.00       | $47664.46          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | N/A      | 0.0000% | $150000000.00      | $134540.52         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | N/A      | 0.0000% | $80000000.00       | $186000.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | N/A      | 0.0000% | $15000000.00       | $52755.00          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | N/A      | 0.0000% | $100000000.00      | $217900.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $3333333.00        | $325380.26         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.0500%  | 0.0000% | $47000000.00       | $63679.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 0.5753%  | 0.0000% | $12977576.00       | $366520.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.5768%  | 0.0000% | $10000000.00       | $139764.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-16      | 0.5847%  | 0.0000% | $151310000.00      | $278387.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-03-16      | 0.5866%  | 0.0000% | $20000000.00       | $386255.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-16      | 0.5880%  | 0.0000% | $4200000.00        | $21712.09          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 0.0500%  | 0.0000% | $15000000.00       | $20025.35          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 0.0500%  | 0.0000% | $98000000.00       | $130651.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.0500%  | 0.0000% | $87654791.00       | $55103.52          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.0500%  | 0.0000% | $5000000.00        | $3143.21           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.0500%  | 0.0000% | $15000000.00       | $20163.23          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.0500%  | 0.0000% | $1000000.00        | $1064.68           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0500%  | 0.0000% | $20000000.00       | $24268.96          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0500%  | 0.0000% | $44000000.00       | $53545.24          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.0500%  | 0.0000% | $2000000.00        | $2927.05           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.0500%  | 0.0000% | $18000000.00       | $17219.55          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $20500308.00       | $9560.11           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $22000308.00       | $10259.61          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $60000000.00       | $61731.25          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $14000000.00       | $14449.76          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $100000000.00      | $107406.37         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $65193744.00       | $90829.04          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.0500%  | 0.0000% | $25000000.00       | $25732.43          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.0500%  | 0.0000% | $10000000.00       | $12530.96          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.0500%  | 0.0000% | $1000000.00        | $859.94            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.0500%  | 0.0000% | $140560000.00      | $142590.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.0500%  | 0.0000% | $51000000.00       | $51126.69          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.0500%  | 0.0000% | $40000000.00       | $40213.73          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $75000000.00       | $140107.61         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $55000000.00       | $65338.36          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $126000000.00      | $148255.68         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $25000000.00       | $29463.95          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $42000000.00       | $49990.47          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $78195000.00       | $92920.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $54565.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $54565.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $54565.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $54351.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 0.0500%  | 0.0000% | $48178998.00       | $33338.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $9821002.00        | $25828.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 0.0500%  | 0.0000% | $48178998.00       | $33338.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $9821002.00        | $26122.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.0500%  | 0.0000% | $20000000.00       | $19987.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.0500%  | 0.0000% | $50000000.00       | $27007.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 0.0500%  | 0.0000% | $20000000.00       | $19956.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.0500%  | 0.0000% | $70000000.00       | $102162.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.0500%  | 0.0000% | $20000000.00       | $16461.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $40000000.00       | $56706.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $70000000.00       | $58456.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.0500%  | 0.0000% | $200000000.00      | $170198.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 0.0500%  | 0.0000% | $5460253.00        | $10550.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 0.0500%  | 0.0000% | $14949417.00       | $28719.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.0500%  | 0.0000% | $70000000.00       | $63025.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.0500%  | 0.0000% | $50000000.00       | $99430.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 0.0500%  | 0.0000% | $20000000.00       | $24766.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.0500%  | 0.0000% | $61000000.00       | $62476.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $90000000.00       | $62523.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $120000000.00      | $128310.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $20000000.00       | $19018.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $5000000.00        | $4382.13           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.0500%  | 0.0000% | $9447191.00        | $12956.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.0500%  | 0.0000% | $140552809.00      | $197410.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.0510%  | 0.0000% | $10040000.00       | $2497.43           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-20      | 0.0600%  | 0.0000% | $25000000.00       | $11430.47          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-10-25      | 0.0605%  | 0.0000% | $19252093.00       | $48282.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-16      | 0.0644%  | 0.0000% | $50000000.00       | $12850.11          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-04-25      | 0.0700%  | 0.0000% | $3500000.00        | $7547.08           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-20      | 0.0736%  | 0.0000% | $12068141.00       | $38.61             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.0800%  | 0.0000% | $25000000.00       | $31864.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.0800%  | 0.0000% | $20000000.00       | $39486.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 0.0800%  | 0.0000% | $65000000.00       | $50393.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-16      | 0.0827%  | 0.0000% | $10100000.00       | $5962.35           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 0.0900%  | 0.0000% | $5000000.00        | $5038.87           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-16      | 0.0907%  | 0.0000% | $182710000.00      | $13551.39          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.0948%  | 0.0000% | $74139548.00       | $1329753.97        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.0948%  | 0.0000% | $1000000.00        | $3246.04           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.0948%  | 0.0000% | $38000000.00       | $760591.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-03-25      | 6.0000%  | 0.0000% | $886250.00         | $117708.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 6.0000%  | 0.0000% | $3149613.00        | $435333.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-02-25      | 6.0000%  | 0.0000% | $5003750.00        | $874361.19         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 6.0000%  | 0.0000% | $1997638.00        | $266664.14         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-12-25      | 6.0000%  | 0.0000% | $1639442.00        | $96932.97          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 6.0000%  | 0.0000% | $2000000.00        | $259034.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 6.0000%  | 0.0000% | $3333333.00        | $655611.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-11-25      | 6.0000%  | 0.0000% | $872750.00         | $178235.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-25      | 1.7585%  | 0.0000% | $6389030.00        | $618595.79         | Agency Mortgage-Backed Securities         |

### Security 185: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP195EE6, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP195EE6_4.33_0707
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **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 | 2049-03-25      | 7.3250%  | 0.0000% | $105000.00         | $85157.61          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2029-07-25      | 7.8250%  | 0.0000% | $16584329.00       | $1313435.19        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2050-01-25      | 8.0550%  | 0.0000% | $9525000.00        | $10517306.25       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2031-02-25      | 8.1320%  | 0.0000% | $3856769.00        | $1287742.56        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2049-07-25      | 8.2600%  | 0.0000% | $26450000.00       | $27785740.67       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2035-03-25      | 8.2800%  | 0.0000% | $14395000.00       | $15140073.02       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2031-07-25      | 8.8240%  | 0.0000% | $17360663.00       | $6517455.79        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2032-02-25      | 8.8650%  | 0.0000% | $13040818.00       | $6382609.67        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2031-09-01      | 1.3040%  | 0.0000% | $49955000.00       | $43101500.44       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2031-03-01      | 1.6670%  | 0.0000% | $16000000.00       | $12278920.15       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2033-01-01      | 2.1300%  | 0.0000% | $175000.00         | $24254.05          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2036-03-01      | 2.5000%  | 0.0000% | $1480000.00        | $396805.76         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2044-06-01      | 2.7700%  | 0.0000% | $1732000.00        | $959710.36         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2034-11-01      | 2.8000%  | 0.0000% | $9256000.00        | $1797585.19        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2031-03-01      | 4.0900%  | 0.0000% | $375000.00         | $31643.77          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2032-09-01      | 4.2620%  | 0.0000% | $92835000.00       | $79710965.73       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2034-09-01      | 4.3800%  | 0.0000% | $8380000.00        | $8472500.39        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2029-05-01      | 4.4300%  | 0.0000% | $1200000.00        | $38695.85          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2047-12-01      | 4.7100%  | 0.0000% | $24124000.00       | $21287222.34       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2029-02-01      | 4.7600%  | 0.0000% | $2900000.00        | $103363.92         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2035-04-25      | 4.9000%  | 0.0000% | $10845000.00       | $10822977.00       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2035-03-01      | 4.9630%  | 0.0000% | $72035000.00       | $73528209.51       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2050-05-01      | 5.1200%  | 0.0000% | $7500000.00        | $7615291.67        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2033-03-01      | 5.1680%  | 0.0000% | $177310000.00      | $165611347.62      | Agency Mortgage-Backed Securities |
| Small Business Administration | 2028-01-01      | 5.1700%  | 0.0000% | $600000.00         | $11767.63          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2027-12-01      | 5.2900%  | 0.0000% | $300000.00         | $5208.69           | Agency Mortgage-Backed Securities |
| Small Business Administration | 2028-03-01      | 5.4900%  | 0.0000% | $800000.00         | $17117.79          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2028-05-01      | 5.4900%  | 0.0000% | $3400000.00        | $55801.11          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2027-11-01      | 5.5100%  | 0.0000% | $200000.00         | $3516.89           | Agency Mortgage-Backed Securities |
| Small Business Administration | 2026-09-01      | 5.5400%  | 0.0000% | $748000.00         | $4187.49           | Agency Mortgage-Backed Securities |
| Small Business Administration | 2028-09-01      | 5.6000%  | 0.0000% | $2116000.00        | $58908.52          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2028-06-01      | 5.6800%  | 0.0000% | $600000.00         | $9198.13           | Agency Mortgage-Backed Securities |
| Small Business Administration | 2033-09-01      | 5.6880%  | 0.0000% | $70025000.00       | $66316478.34       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2035-07-25      | 5.8000%  | 0.0000% | $14435000.00       | $14771426.02       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2028-07-01      | 5.8700%  | 0.0000% | $700000.00         | $13602.38          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2028-08-01      | 6.0200%  | 0.0000% | $500000.00         | $8403.66           | Agency Mortgage-Backed Securities |
| Small Business Administration | 2028-12-01      | 6.2200%  | 0.0000% | $1000000.00        | $21053.45          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2037-03-25      | 6.2500%  | 0.0000% | $1550000.00        | $342211.46         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2035-06-25      | 6.5000%  | 0.0000% | $14105000.00       | $14358576.11       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2049-11-25      | 6.8250%  | 0.0000% | $21770000.00       | $22857646.99       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2030-03-25      | 7.3250%  | 0.0000% | $12830853.00       | $4334381.00        | Agency Mortgage-Backed Securities |

### Security 186: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets Securities, Inc. 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP196Q43, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP196Q43_4.32_0701
- **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:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2026-10-31      | 4.1250%  | 0.0000% | $10434300.00       | $10533526.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 4.1250%  | 0.0000% | $1252800.00        | $1276147.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-11-15      | 4.2500%  | 0.0000% | $30201900.00       | $28986288.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $909000.00         | $937118.71         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $182500.00         | $185629.51         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-15      | 4.3750%  | 0.0000% | $10259700.00       | $10470686.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-30      | 4.3750%  | 0.0000% | $50200.00          | $51607.36          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $9887400.00        | $10077314.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $85600.00          | $88345.20          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-31      | 4.3750%  | 0.0000% | $109900.00         | $112333.79         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-11-15      | 4.5000%  | 0.0000% | $999600.00         | $1005743.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-15      | 4.5000%  | 0.0000% | $432500.00         | $443637.46         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-03-31      | 4.5000%  | 0.0000% | $35600.00          | $36092.93          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-15      | 4.5000%  | 0.0000% | $99500.00          | $101632.21         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-12-31      | 4.5000%  | 0.0000% | $970700.00         | $999444.37         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-09-30      | 4.6250%  | 0.0000% | $1730400.00        | $1812843.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-15      | 4.6250%  | 0.0000% | $999700.00         | $1018014.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-15      | 4.6250%  | 0.0000% | $999600.00         | $1014847.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-28      | 4.6250%  | 0.0000% | $100.00            | $101.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-05-31      | 4.6250%  | 0.0000% | $686300.00         | $714183.67         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-31      | 4.8750%  | 0.0000% | $1054200.00        | $1113659.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-11-30      | 4.8750%  | 0.0000% | $1999600.00        | $2011615.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-30      | 4.8750%  | 0.0000% | $1000300.00        | $1014597.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-09-30      | 5.0000%  | 0.0000% | $1000300.00        | $1014223.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-10-31      | 5.0000%  | 0.0000% | $1278900.00        | $1292075.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-07-31      | 0.2500%  | 0.0000% | $3723700.00        | $3714606.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-08-31      | 0.2500%  | 0.0000% | $1001600.00        | $995304.75         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-09-30      | 0.2500%  | 0.0000% | $200.00            | $198.11            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-31      | 0.3750%  | 0.0000% | $2496200.00        | $2332179.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 0.3750%  | 0.0000% | $1367600.00        | $1270576.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-11-30      | 0.3750%  | 0.0000% | $1940800.00        | $1909975.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-12-31      | 0.3750%  | 0.0000% | $1070000.00        | $1049594.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-01-31      | 0.3750%  | 0.0000% | $10364200.00       | $10150654.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 0.5000%  | 0.0000% | $599900.00         | $565910.15         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 0.5000%  | 0.0000% | $100.00            | $93.78             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 0.5000%  | 0.0000% | $4953400.00        | $4601668.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-28      | 0.5000%  | 0.0000% | $1001500.00        | $978983.89         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 0.6250%  | 0.0000% | $239100.00         | $226771.51         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-15      | 0.6250%  | 0.0000% | $6933600.00        | $5961226.74        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 0.6250%  | 0.0000% | $2923600.00        | $2708735.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-30      | 0.7500%  | 0.0000% | $46100.00          | $44902.15          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-06-30      | 0.8750%  | 0.0000% | $6045700.00        | $5860768.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 1.1250%  | 0.0000% | $300.00            | $288.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-15      | 1.1250%  | 0.0000% | $3680100.00        | $3193574.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 1.1250%  | 0.0000% | $1203100.00        | $1114367.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-15      | 1.2500%  | 0.0000% | $7924200.00        | $6804412.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-30      | 1.2500%  | 0.0000% | $18400.00          | $17065.80          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-30      | 1.2500%  | 0.0000% | $1998600.00        | $1928842.05        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 1.3750%  | 0.0000% | $999500.00         | $928124.91         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 1.3750%  | 0.0000% | $5054700.00        | $4665665.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-15      | 1.5000%  | 0.0000% | $1037300.00        | $1015045.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-31      | 1.5000%  | 0.0000% | $999700.00         | $970183.33         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 1.5000%  | 0.0000% | $98400.00          | $91503.78          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-31      | 1.6250%  | 0.0000% | $400.00            | $389.32            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-06-30      | 1.8750%  | 0.0000% | $10000300.00       | $9791093.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 1.8750%  | 0.0000% | $10014500.00       | $9438796.77        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 2.2500%  | 0.0000% | $16600.00          | $16089.68          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-03-31      | 2.2500%  | 0.0000% | $8474100.00        | $8406546.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-30      | 2.3750%  | 0.0000% | $911100.00         | $901921.42         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-15      | 2.3750%  | 0.0000% | $4850400.00        | $4624244.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-28      | 2.5000%  | 0.0000% | $2141300.00        | $2135208.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 2.7500%  | 0.0000% | $5868100.00        | $5784359.43        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-08-31      | 2.7500%  | 0.0000% | $1232700.00        | $1240165.05        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-11-30      | 2.8750%  | 0.0000% | $300.00            | $298.93            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-07-31      | 2.8750%  | 0.0000% | $400.00            | $404.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-07-15      | 3.0000%  | 0.0000% | $358400.00         | $363042.33         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-08-15      | 3.1250%  | 0.0000% | $11800.00          | $11915.37          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 3.1250%  | 0.0000% | $983100.00         | $980687.53         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.1250%  | 0.0000% | $4008300.00        | $3949133.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 3.2500%  | 0.0000% | $5683300.00        | $5629496.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-09-15      | 3.5000%  | 0.0000% | $1368200.00        | $1380045.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 3.5000%  | 0.0000% | $931100.00         | $939353.05         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-09-30      | 3.5000%  | 0.0000% | $66300.00          | $66147.65          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-03-31      | 3.6250%  | 0.0000% | $46300.00          | $46332.87          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.6250%  | 0.0000% | $14100.00          | $14193.28          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-15      | 3.6250%  | 0.0000% | $3645700.00        | $3647943.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-09-30      | 3.6250%  | 0.0000% | $993400.00         | $984348.11         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-12-31      | 3.7500%  | 0.0000% | $106600.00         | $105934.71         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $820000.00         | $824610.45         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 3.8750%  | 0.0000% | $104130300.00      | $93183055.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-11-30      | 3.8750%  | 0.0000% | $4002400.00        | $4028476.55        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $5013300.00        | $5045461.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 3.8750%  | 0.0000% | $1027500.00        | $1030778.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.8750%  | 0.0000% | $965800.00         | $969357.04         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-01-15      | 3.8750%  | 0.0000% | $5601900.00        | $5693252.07        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-08-15      | 3.8750%  | 0.0000% | $8500.00           | $8477.39           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $901100.00         | $911053.15         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-12-15      | 4.0000%  | 0.0000% | $8794800.00        | $8802691.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-15      | 4.0000%  | 0.0000% | $1011800.00        | $1025509.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 4.0000%  | 0.0000% | $8007100.00        | $8206465.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $1234000.00        | $1244263.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-06-30      | 4.0000%  | 0.0000% | $6716000.00        | $6708142.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 4.1250%  | 0.0000% | $18200.00          | $18542.85          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 4.1250%  | 0.0000% | $966000.00         | $980779.45         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-11-15      | 4.1250%  | 0.0000% | $46400.00          | $46876.54          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-06-15      | 4.1250%  | 0.0000% | $579000.00         | $580544.52         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 4.1250%  | 0.0000% | $9992300.00        | $10276756.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-31      | 4.1250%  | 0.0000% | $6667600.00        | $6845513.38        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-15      | 4.1250%  | 0.0000% | $978900.00         | $998319.70         | U.S. Treasuries (including strips) |

### Security 187: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets Securities, Inc. 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP196Q50, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP196Q50_4.33_0701
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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              | 2028-05-22      | 1.0000%  | 0.0000% | $57000.00          | $52790.87          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-04-27      | 1.0200%  | 0.0000% | $133000.00         | $126717.88         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-06-18      | 1.1500%  | 0.0000% | $350000.00         | $315903.12         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-09-21      | 1.2300%  | 0.0000% | $250000.00         | $225664.62         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-05-11      | 1.2700%  | 0.0000% | $235000.00         | $213981.74         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-07-28      | 1.3100%  | 0.0000% | $22772000.00       | $19567481.14       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-07-21      | 1.4400%  | 0.0000% | $100000.00         | $86257.90          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2038-10-01      | 1.6250%  | 0.0000% | $500000.00         | $345275.68         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2030-02-19      | 1.8000%  | 0.0000% | $5000.00           | $4580.77           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2036-08-11      | 1.8000%  | 0.0000% | $3000000.00        | $2296095.00        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-02-16      | 1.8000%  | 0.0000% | $140000.00         | $136344.46         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2034-05-17      | 1.9100%  | 0.0000% | $160000.00         | $131064.22         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-11-13      | 1.9400%  | 0.0000% | $500000.00         | $472948.89         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-02-05      | 1.9400%  | 0.0000% | $136000.00         | $122938.41         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-12-18      | 2.0000%  | 0.0000% | $10000.00          | $9432.26           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-10-03      | 2.0700%  | 0.0000% | $30000.00          | $26719.63          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-01-03      | 2.3000%  | 0.0000% | $100000.00         | $97590.43          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-08-01      | 2.3750%  | 0.0000% | $100000.00         | $95383.49          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2025-10-24      | 2.5000%  | 0.0000% | $150000.00         | $149760.35         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-06-12      | 2.5000%  | 0.0000% | $150000.00         | $142763.25         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-04-03      | 2.5300%  | 0.0000% | $70000.00          | $65078.03          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-10-13      | 2.5500%  | 0.0000% | $52000.00          | $51394.84          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-04-05      | 2.6000%  | 0.0000% | $350000.00         | $345320.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $20880000.00       | $20142847.57       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $6813765.00        | $3144823.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $4456102.00        | $2606958.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $39360269.00       | $25657485.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.5000%  | 0.0000% | $4635500.00        | $2636894.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $24254037.00       | $16152630.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $14259280.00       | $9374089.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $3679085.00        | $2637818.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $4958400.00        | $3207850.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $19418831.00       | $3402897.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $39535627.00       | $31927026.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $3314450.00        | $2605922.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-01-01      | 4.0000%  | 0.0000% | $15387425.00       | $2629984.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 4.0000%  | 0.0000% | $7862920.00        | $2572265.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 4.0000%  | 0.0000% | $11845406.00       | $2575095.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 4.0000%  | 0.0000% | $6389802.00        | $2603323.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $11155324.00       | $2505400.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 4.0000%  | 0.0000% | $7199359.00        | $2605065.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 4.0000%  | 0.0000% | $46500000.00       | $17729319.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $27858246.00       | $21304560.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-01      | 4.5000%  | 0.0000% | $62073810.00       | $3165135.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2062-06-01      | 4.5000%  | 0.0000% | $26502317.00       | $20003192.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 4.5000%  | 0.0000% | $11106986.00       | $2577267.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $194288889.00      | $49148393.09       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $134699307.00      | $26735628.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 4.5000%  | 0.0000% | $30471399.00       | $26987935.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 4.5000%  | 0.0000% | $32460224.00       | $25451421.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 5.0000%  | 0.0000% | $8833899.00        | $2551071.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $29312422.00       | $20622968.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $30822005.00       | $23875310.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $37975619.00       | $30323052.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $23308608.00       | $19392172.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $28229479.00       | $23375661.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $43487272.00       | $39303350.41       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $43024348.00       | $38415527.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $25833207.00       | $19482491.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $29700310.00       | $23135192.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $2513363.00        | $2575753.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $42509035.00       | $32365730.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $24070338.00       | $21734692.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $31705627.00       | $26082986.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $25339446.00       | $23958458.23       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $22410000.00       | $22017325.57       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2039-10-05      | 2.6600%  | 0.0000% | $400000.00         | $310255.42         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2025-11-25      | 2.7000%  | 0.0000% | $75000.00          | $74701.58          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-07-16      | 2.7500%  | 0.0000% | $52000.00          | $51553.41          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2034-06-12      | 2.7500%  | 0.0000% | $185000.00         | $162607.04         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2025-11-25      | 2.8000%  | 0.0000% | $100000.00         | $99693.12          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-11-28      | 2.8300%  | 0.0000% | $1000.00           | $971.25            | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-06-29      | 2.9500%  | 0.0000% | $120000.00         | $108766.43         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-07-24      | 3.0200%  | 0.0000% | $1015000.00        | $968655.78         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2037-03-30      | 3.0800%  | 0.0000% | $750000.00         | $646756.50         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-08-06      | 3.1000%  | 0.0000% | $2000000.00        | $1915540.00        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-08-24      | 3.1000%  | 0.0000% | $325000.00         | $325235.30         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2030-02-06      | 3.1250%  | 0.0000% | $15000.00          | $14681.10          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-12-14      | 3.3500%  | 0.0000% | $27000.00          | $26667.14          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-03-12      | 3.4800%  | 0.0000% | $15000.00          | $14761.86          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-05-17      | 3.5600%  | 0.0000% | $170000.00         | $162288.50         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2041-03-25      | 3.7500%  | 0.0000% | $1000000.00        | $872035.83         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-02-02      | 3.8750%  | 0.0000% | $200000.00         | $202722.91         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-12-10      | 3.8750%  | 0.0000% | $120000.00         | $120432.09         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2034-09-12      | 4.0000%  | 0.0000% | $502000.00         | $489899.29         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-10-09      | 4.0000%  | 0.0000% | $9180000.00        | $9233467.38        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-10-23      | 4.0000%  | 0.0000% | $58500000.00       | $58715735.00       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-08-01      | 4.1000%  | 0.0000% | $100000.00         | $100117.04         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-06-11      | 4.2500%  | 0.0000% | $1445000.00        | $1469500.06        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-09-23      | 4.3000%  | 0.0000% | $100000.00         | $102656.11         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-02-23      | 4.3750%  | 0.0000% | $200000.00         | $203272.01         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-06-23      | 4.3750%  | 0.0000% | $225000.00         | $225945.39         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-07-27      | 4.5000%  | 0.0000% | $100000.00         | $102379.10         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-03-13      | 4.5000%  | 0.0000% | $50000.00          | $50787.60          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-08-08      | 4.5000%  | 0.0000% | $100000.00         | $102739.50         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-08-14      | 4.5000%  | 0.0000% | $1155000.00        | $1181303.97        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-04-05      | 4.6250%  | 0.0000% | $35000.00          | $36316.91          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-01-16      | 4.7500%  | 0.0000% | $11000.00          | $11574.67          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-02-06      | 5.2000%  | 0.0000% | $24000.00          | $24606.55          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-05-01      | 5.2700%  | 0.0000% | $43000.00          | $45644.76          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 3.5000%  | 0.0000% | $14657784.00       | $2597453.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-01-01      | 3.5000%  | 0.0000% | $38649795.00       | $29226556.29       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 4.5000%  | 0.0000% | $166635000.00      | $36679858.29       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.0000%  | 0.0000% | $65430695.00       | $47891578.73       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $3100000.00        | $2615579.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $22007340.00       | $21145142.14       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.5000%  | 0.0000% | $24246483.00       | $21569452.66       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $13885000.00       | $12027172.27       | Agency Mortgage-Backed Securities |

### Security 188: Citibank NA

- **C.1 - Title:** Citibank NA 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP196Q92, C.3 - LEI: E57ODZWZ7FF3, C.5 - Other ID: ARP196Q92_4.33_0701
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2054-10-20      | 3.5000%  | 0.0000% | $4354248.00        | $3884497.90        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.7500%  | 0.0000% | $1138029.00        | $995049.04         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-03-20      | 4.0000%  | 0.0000% | $1079916.00        | $73992.75          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-05-20      | 4.0000%  | 0.0000% | $2168080.00        | $192890.09         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-01-20      | 4.0000%  | 0.0000% | $12453681.00       | $1069335.32        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-02-20      | 4.0000%  | 0.0000% | $817233.00         | $119393.28         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-11-20      | 4.0000%  | 0.0000% | $1005000.00        | $98630.50          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-20      | 4.0000%  | 0.0000% | $20000.00          | $2219.88           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-02-20      | 4.0000%  | 0.0000% | $9600000.00        | $972077.20         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-06-20      | 4.0000%  | 0.0000% | $24991.00          | $2278.08           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $1000.00           | $738.51            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $1024.00           | $758.53            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 4.0000%  | 0.0000% | $2048.00           | $1546.90           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-09-20      | 4.0000%  | 0.0000% | $443630.00         | $286269.05         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 4.0000%  | 0.0000% | $1000.00           | $780.02            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 4.0000%  | 0.0000% | $1066.00           | $827.87            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 4.0000%  | 0.0000% | $1000.00           | $894.58            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-03-20      | 4.0000%  | 0.0000% | $750425.00         | $319775.91         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 4.0000%  | 0.0000% | $1047019.00        | $820383.09         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $905027.00         | $623000.01         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-07-20      | 4.0000%  | 0.0000% | $999000.00         | $125719.13         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-09-20      | 4.0000%  | 0.0000% | $5048053.00        | $998425.98         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2026-06-20      | 4.0000%  | 0.0000% | $50000.00          | $181.20            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2026-10-20      | 4.0000%  | 0.0000% | $135000.00         | $895.52            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-03-20      | 4.5000%  | 0.0000% | $10670000.00       | $814782.12         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-04-20      | 4.5000%  | 0.0000% | $1500000.00        | $113339.18         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-06-20      | 4.5000%  | 0.0000% | $1166000.00        | $81376.07          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-10-20      | 4.5000%  | 0.0000% | $536982.00         | $57430.60          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $3591.00           | $3049.70           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $89848127.00       | $69352385.95       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $43081.00          | $33572.01          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 4.5000%  | 0.0000% | $5000.00           | $3960.43           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $3000.00           | $2388.70           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $1000.00           | $867.24            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 4.5000%  | 0.0000% | $2000.00           | $1754.37           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 4.5000%  | 0.0000% | $175378.00         | $162903.08         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-01-20      | 4.5000%  | 0.0000% | $2382676.00        | $252452.64         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $1024.00           | $965.49            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $2001.00           | $1892.87           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-01-20      | 4.5000%  | 0.0000% | $40000.00          | $926.50            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-04-20      | 4.5000%  | 0.0000% | $65000.00          | $959.86            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-08-20      | 4.5000%  | 0.0000% | $150000.00         | $1400.85           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-10-20      | 6.0000%  | 0.0000% | $105638.00         | $56254.37          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $1000.00           | $694.23            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $485000.00         | $337596.41         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $1000.00           | $844.79            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $19315.00          | $17320.55          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $6236407.00        | $6400913.52        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $2170.00           | $2237.49           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1056705.00        | $1092450.51        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $207980.00         | $211471.83         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $244241.00         | $252135.64         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-06-20      | 6.0000%  | 0.0000% | $2913281.00        | $39720.06          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-04-20      | 6.0000%  | 0.0000% | $324000.00         | $526.03            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-07-20      | 6.0000%  | 0.0000% | $135000.00         | $270.79            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-01-20      | 6.0000%  | 0.0000% | $262784.00         | $1694.75           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-01-20      | 6.0000%  | 0.0000% | $44000.00          | $728.42            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-05-20      | 6.0000%  | 0.0000% | $30000.00          | $390.03            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-07-20      | 6.0000%  | 0.0000% | $51670.00          | $483.82            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-09-20      | 6.0000%  | 0.0000% | $30000.00          | $260.70            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-10-20      | 6.0000%  | 0.0000% | $45000.00          | $439.69            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $3055000.00        | $108390.39         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $895853.00         | $159737.54         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1025.00           | $731.39            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $3989.00           | $2929.88           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1118088.00        | $1079768.30        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1267555.00        | $1065325.17        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1037615.00        | $960671.46         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1033021.00        | $977890.63         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1043987.00        | $1083872.23        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $665973.00         | $691123.01         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $3140033.00        | $3296233.76        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $672550.00         | $692664.86         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $2022663.00        | $2100147.59        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $599464.00         | $626443.77         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1020485.00        | $1066372.24        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $864116.00         | $903528.06         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $561119.00         | $586201.96         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $553855.00         | $580119.42         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $371143.00         | $390683.34         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $598223.00         | $626039.32         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-04-20      | 6.5000%  | 0.0000% | $75000.00          | $84.94             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-07-20      | 6.5000%  | 0.0000% | $82000.00          | $3830.56           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-01-20      | 6.5000%  | 0.0000% | $56195.00          | $841.04            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-07-20      | 6.5000%  | 0.0000% | $61000.00          | $753.48            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-08-20      | 6.5000%  | 0.0000% | $95000.00          | $898.32            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-09-20      | 6.5000%  | 0.0000% | $70000.00          | $632.39            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-05-20      | 6.5000%  | 0.0000% | $87806.00          | $197.30            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-11-20      | 6.5000%  | 0.0000% | $15000.00          | $677.40            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2032-10-20      | 6.5000%  | 0.0000% | $96000.00          | $1363.16           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-07-20      | 6.5000%  | 0.0000% | $100000.00         | $2365.04           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-05-20      | 6.5000%  | 0.0000% | $38000.00          | $1537.84           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-01-20      | 6.5000%  | 0.0000% | $25000.00          | $4406.80           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2030-02-20      | 6.5000%  | 0.0000% | $50000.00          | $80.54             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-08-20      | 6.5000%  | 0.0000% | $140000.00         | $2333.52           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-09-20      | 6.5000%  | 0.0000% | $81000.00          | $1738.03           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-12-20      | 6.5000%  | 0.0000% | $386454.00         | $4529.82           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-04-20      | 6.7500%  | 0.0000% | $25000.00          | $10.56             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-08-20      | 7.0000%  | 0.0000% | $1000.00           | $117.08            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 7.0000%  | 0.0000% | $1000.00           | $439.88            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $2001.00           | $1099.87           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 7.0000%  | 0.0000% | $1964032.00        | $185433.10         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1014328.00        | $1058040.48        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-11-20      | 7.0000%  | 0.0000% | $1179393.00        | $867133.39         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1038852.00        | $1090149.09        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1001.00           | $1036.18           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $1007974.00        | $1060271.06        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $876378.00         | $931821.39         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $503038.00         | $529222.11         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1089319.00        | $1149716.85        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1025268.00        | $1082943.01        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $2000.00           | $2164.30           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1084756.00        | $1147591.46        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $1000.00           | $821.66            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $4000.00           | $3321.76           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1016487.00        | $1034689.80        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $1000.00           | $989.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1080812.00        | $1089744.01        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1086582.00        | $1101555.46        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $1040265.00        | $1040786.30        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $1065816.00        | $1072137.04        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-08-20      | 5.5000%  | 0.0000% | $761561.00         | $4816.54           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-10-20      | 5.5000%  | 0.0000% | $25000.00          | $350.19            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-04-20      | 5.5000%  | 0.0000% | $50000.00          | $942.92            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-05-20      | 5.5000%  | 0.0000% | $26113.00          | $395.82            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-09-20      | 5.5000%  | 0.0000% | $75000.00          | $1472.15           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-11-20      | 5.5000%  | 0.0000% | $39000.00          | $613.65            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-10-20      | 5.5000%  | 0.0000% | $103000.00         | $1910.61           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-02-20      | 5.5000%  | 0.0000% | $53000.00          | $710.50            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-05-20      | 5.5000%  | 0.0000% | $53000.00          | $608.83            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-06-20      | 5.5000%  | 0.0000% | $75000.00          | $789.15            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-10-20      | 5.5000%  | 0.0000% | $29000.00          | $330.21            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-05-20      | 5.5000%  | 0.0000% | $40000.00          | $331.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $14999.00          | $11807.35          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $4733.00           | $3977.98           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $4192.00           | $4186.23           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $337378.00         | $232584.41         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $1230345.00        | $910214.93         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $1555720.00        | $1147527.76        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $1242794.00        | $890715.98         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1168292.00        | $982212.70         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-04-20      | 4.5000%  | 0.0000% | $35000.00          | $954.47            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-05-20      | 4.5000%  | 0.0000% | $4253450.00        | $153797.46         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-11-20      | 4.5000%  | 0.0000% | $8677.00           | $414.49            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-07-20      | 4.5000%  | 0.0000% | $51502.00          | $369.69            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-05-20      | 5.0000%  | 0.0000% | $6038800.00        | $539203.78         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-09-20      | 5.0000%  | 0.0000% | $4342865.00        | $393114.03         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-20      | 5.0000%  | 0.0000% | $4476338.00        | $505982.45         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-12-20      | 5.0000%  | 0.0000% | $2004.00           | $127.20            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.0000%  | 0.0000% | $565350.00         | $478848.19         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 5.0000%  | 0.0000% | $1000.00           | $861.34            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 5.0000%  | 0.0000% | $1000.00           | $757.08            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $1000.00           | $774.16            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $3052.00           | $2433.77           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.0000%  | 0.0000% | $2000.00           | $1657.13           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 5.0000%  | 0.0000% | $3000.00           | $2809.23           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 5.0000%  | 0.0000% | $1000.00           | $879.72            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $1109885.00        | $1085443.73        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $635257.00         | $616157.34         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $1056947.00        | $1044363.58        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-08-20      | 5.0000%  | 0.0000% | $80000.00          | $1315.98           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-04-20      | 5.0000%  | 0.0000% | $40000.00          | $521.59            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-10-20      | 5.2500%  | 0.0000% | $40000.00          | $1145.90           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-08-20      | 5.5000%  | 0.0000% | $2723802.00        | $182149.26         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-12-20      | 5.5000%  | 0.0000% | $9000.00           | $700.38            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $5000.00           | $4035.23           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $385524.00         | $290728.55         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 5.5000%  | 0.0000% | $183460506.00      | $134352112.01      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $3000.00           | $2279.21           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2030-10-20      | 7.0000%  | 0.0000% | $2346091.00        | $2018.37           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-07-20      | 7.0000%  | 0.0000% | $1095000.00        | $2372.55           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-10-20      | 7.0000%  | 0.0000% | $72305.00          | $341.43            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-11-20      | 7.0000%  | 0.0000% | $150364.00         | $768.05            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-03-20      | 7.0000%  | 0.0000% | $50000.00          | $586.75            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-07-20      | 7.0000%  | 0.0000% | $152000.00         | $2079.57           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-08-20      | 7.0000%  | 0.0000% | $359000.00         | $4831.04           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-09-20      | 7.0000%  | 0.0000% | $235000.00         | $2010.90           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-05-20      | 7.0000%  | 0.0000% | $60000.00          | $677.07            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-08-20      | 7.0000%  | 0.0000% | $675000.00         | $4613.92           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2032-08-20      | 7.0000%  | 0.0000% | $10000.00          | $92.41             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-02-20      | 7.2100%  | 0.0000% | $492084.00         | $1361.63           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2030-10-20      | 7.5000%  | 0.0000% | $375000.00         | $242.94            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-03-20      | 7.5000%  | 0.0000% | $366236.00         | $280.14            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-04-20      | 7.5000%  | 0.0000% | $422993.00         | $772.49            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-07-20      | 7.5000%  | 0.0000% | $190836.00         | $137.10            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-09-20      | 7.5000%  | 0.0000% | $29000.00          | $1484.40           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2026-03-20      | 7.5000%  | 0.0000% | $170893.00         | $55.05             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2030-10-20      | 8.0000%  | 0.0000% | $355368.00         | $208.92            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-03-20      | 8.0000%  | 0.0000% | $146163.00         | $58.94             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-07-20      | 8.0000%  | 0.0000% | $50000.00          | $49.44             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2030-08-20      | 8.5000%  | 0.0000% | $5645618.00        | $1720.96           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2030-12-20      | 8.5000%  | 0.0000% | $10841685.00       | $7206.41           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-04-20      | 8.5000%  | 0.0000% | $496000.00         | $458.66            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $1779.00           | $1550.51           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 5.0000%  | 0.0000% | $1064.00           | $807.56            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $1085.00           | $916.02            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-06-20      | 4.7780%  | 0.0000% | $110460.00         | $66.15             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-06-20      | 5.1940%  | 0.0000% | $63227.00          | $28.72             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-02-20      | 5.2000%  | 0.0000% | $145000.00         | $47.17             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-09-20      | 5.2000%  | 0.0000% | $100000.00         | $34.85             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2059-09-20      | 5.6840%  | 0.0000% | $100000.00         | $1.16              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-12-01      | 1.3200%  | 0.0000% | $1010321.00        | $871586.08         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-12-01      | 1.3200%  | 0.0000% | $1889442.00        | $1629988.24        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-12-01      | 2.3800%  | 0.0000% | $5305.00           | $3769.47           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-09-01      | 4.0000%  | 0.0000% | $798850.00         | $793443.56         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-06-01      | 4.0050%  | 0.0000% | $2638512.00        | $2609665.81        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-03-01      | 4.2900%  | 0.0000% | $1946240.00        | $1951774.78        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-10-01      | 4.4200%  | 0.0000% | $1065.00           | $1048.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-06-01      | 4.5100%  | 0.0000% | $2378892.00        | $2387677.38        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2027-05-05      | 4.5300%  | 0.0000% | $4000.00           | $4029.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-06-01      | 4.5600%  | 0.0000% | $395800.00         | $401618.40         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-06-01      | 4.6500%  | 0.0000% | $1001.00           | $997.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-05-01      | 4.6700%  | 0.0000% | $61400.00          | $62470.87          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-03-01      | 4.7300%  | 0.0000% | $1687.00           | $1691.76           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-06-01      | 4.7400%  | 0.0000% | $1684960.00        | $1712100.21        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-05-01      | 4.7900%  | 0.0000% | $2416811.00        | $2461291.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-06-01      | 4.8100%  | 0.0000% | $1210.00           | $1234.45           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-06-01      | 4.8650%  | 0.0000% | $206378.00         | $211267.92         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-06-01      | 5.0200%  | 0.0000% | $1854100.00        | $1908658.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-06-01      | 5.2500%  | 0.0000% | $1019580.00        | $1059007.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-05-01      | 5.3300%  | 0.0000% | $1000.00           | $1046.70           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-02-15      | 5.3500%  | 0.0000% | $6699793.00        | $6657287.66        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.2140%  | 0.0000% | $27285118.00       | $27558437.58       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-11-01      | 7.3820%  | 0.0000% | $4386.00           | $70.69             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2026-01-01      | 3.1100%  | 0.0000% | $1171945.00        | $1014063.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-09-01      | 3.1700%  | 0.0000% | $1002613.00        | $871290.36         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $12218.00          | $8555.21           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-09-15      | 5.0000%  | 0.0000% | $94641.00          | $4868.27           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-01-15      | 6.0000%  | 0.0000% | $90000.00          | $1740.68           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-07-20      | 4.6250%  | 0.0000% | $257281.00         | $83.65             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $1085.00           | $545.59            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-08-20      | 2.0000%  | 0.0000% | $2000.00           | $883.50            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 2.0000%  | 0.0000% | $1237783.00        | $800221.34         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 2.0000%  | 0.0000% | $2000.00           | $1092.10           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 2.0000%  | 0.0000% | $2000.00           | $1140.27           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 2.0000%  | 0.0000% | $133257.00         | $76870.78          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $2011.00           | $1215.18           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $1024.00           | $661.30            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 2.0000%  | 0.0000% | $2000.00           | $1320.29           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-10-20      | 2.5000%  | 0.0000% | $2001.00           | $364.33            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $2000.00           | $1312.63           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $2020.00           | $1343.44           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $201788770.00      | $132213900.26      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $4000.00           | $2367.36           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $9084.00           | $5474.56           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $2240.00           | $1445.54           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $3860804.00        | $2507682.64        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 2.5000%  | 0.0000% | $2083.00           | $1331.77           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 2.5000%  | 0.0000% | $7000.00           | $4498.22           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 2.5000%  | 0.0000% | $2000.00           | $1285.99           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $2012.00           | $1380.30           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $3003.00           | $2008.15           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $3073.00           | $2084.84           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $2000.00           | $1425.57           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $999281.00         | $702793.49         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $2000.00           | $1570.18           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $874940.00         | $718210.53         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-12-20      | 3.0000%  | 0.0000% | $6796011.00        | $752874.15         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-04-20      | 3.0000%  | 0.0000% | $4581000.00        | $506623.42         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-07-20      | 3.0000%  | 0.0000% | $118000.00         | $11476.84          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-20      | 3.0000%  | 0.0000% | $2000.00           | $273.90            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $3000.00           | $506.34            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $25011999.00       | $6448180.59        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $2048.00           | $653.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $2795200.00        | $1911678.35        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 3.0000%  | 0.0000% | $2000.00           | $1389.48           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $9009.00           | $4480.01           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $3000.00           | $1543.92           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $5000.00           | $2905.65           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $3000.00           | $1800.54           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $3024.00           | $1918.96           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $4000.00           | $2663.97           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 3.0000%  | 0.0000% | $2000.00           | $1385.03           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 3.0000%  | 0.0000% | $174239.00         | $123175.58         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 3.0000%  | 0.0000% | $1001.00           | $678.70            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-02-20      | 3.5000%  | 0.0000% | $222386.00         | $18928.53          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-06-20      | 3.5000%  | 0.0000% | $787090.00         | $69735.70          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-08-20      | 3.5000%  | 0.0000% | $9298843.00        | $1085700.25        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $1024.00           | $126.28            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-09-20      | 3.5000%  | 0.0000% | $2000.00           | $236.48            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 3.5000%  | 0.0000% | $1000.00           | $713.12            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 3.5000%  | 0.0000% | $2029.00           | $864.20            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 3.5000%  | 0.0000% | $65000.00          | $46876.89          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 3.5000%  | 0.0000% | $5000.00           | $3828.36           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 3.5000%  | 0.0000% | $1000.00           | $742.09            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-06-20      | 3.5000%  | 0.0000% | $1015.00           | $211.47            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $1156227.00        | $446363.31         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2026-06-30      | 0.8750%  | 0.0000% | $48056400.00       | $46581356.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-02-29      | 1.1250%  | 0.0000% | $100.00            | $93.80             | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP196QC5, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP196QC5_4.32_0701
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2030-01-15      | 0.1250%  | 0.0000% | $100.00            | $117.49            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-15      | 1.5000%  | 0.0000% | $2083400.00        | $1893397.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-15      | 1.6250%  | 0.0000% | $906681400.00      | $921505597.68      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-31      | 3.5000%  | 0.0000% | $37100.00          | $37145.36          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-03-31      | 4.0000%  | 0.0000% | $94888700.00       | $96563044.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-31      | 4.2500%  | 0.0000% | $700.00            | $725.07            | U.S. Treasuries (including strips) |

### Security 190: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.390000%
- **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_4.39_0707
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 Note | 2025-07-31      | 0.2500%  | 0.0000% | $18710000.00       | $18664308.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-09-30      | 0.2500%  | 0.0000% | $491400.00         | $486755.58         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-31      | 1.1250%  | 0.0000% | $74562700.00       | $72025764.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $13702300.00       | $12824941.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-02-15      | 3.0000%  | 0.0000% | $261667000.00      | $194875672.74      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-05-15      | 3.1250%  | 0.0000% | $74566400.00       | $56633945.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-11-15      | 3.3750%  | 0.0000% | $203998800.00      | $161551086.74      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 3.5000%  | 0.0000% | $215657200.00      | $216411608.97      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-05-15      | 3.6250%  | 0.0000% | $37649700.00       | $30747841.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 4.0000%  | 0.0000% | $36689000.00       | $37602504.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-01-31      | 4.0000%  | 0.0000% | $14543300.00       | $14867013.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 4.2500%  | 0.0000% | $800.00            | $814.24            | U.S. Treasuries (including strips) |

### Security 191: Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

- **C.1 - Title:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 4.370000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP197MU7, C.3 - LEI: N/A, C.5 - Other ID: ARP197MU7_4.37_0709
- **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):** 2025-07-09
- **C.12 - Maturity Date (WAL):** 2025-07-09
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** 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 Bond | 2041-08-15      | 1.7500%  | 0.0000% | $753500.00         | $502828.81         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $59.18             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $68.72             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-11-15      | 2.3750%  | 0.0000% | $8788400.00        | $5650613.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-05-15      | 3.6250%  | 0.0000% | $1300.00           | $1061.69           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-11-15      | 4.0000%  | 0.0000% | $800.00            | $731.24            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-08-15      | 4.1250%  | 0.0000% | $11100.00          | $10042.78          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 4.1250%  | 0.0000% | $149500.00         | $138831.12         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-11-15      | 4.3750%  | 0.0000% | $700.00            | $687.32            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-05-15      | 4.6250%  | 0.0000% | $21000.00          | $20443.15          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-05-15      | 4.6250%  | 0.0000% | $96182200.00       | $94572037.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-11-15      | 4.7500%  | 0.0000% | $1101300.00        | $1102659.56        | U.S. Treasuries (including strips) |

### Security 192: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.490000%
- **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_4.49_0707
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $2582798.00        | $2608663.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $86345.00          | $87568.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $60000.00          | $42812.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $10000.00          | $6905.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $592675.00         | $618281.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $2823408.00        | $2945491.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1032132.00        | $1083608.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1632470.00        | $1708917.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2590924.00        | $2712125.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $5276598.00        | $5521548.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1398252.00        | $1464554.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $57278.00          | $40308.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $293443.00         | $310260.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $7783152.00        | $4553366.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $2247536.00        | $1482452.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $361724.00         | $221759.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $366158.00         | $242670.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 4.5000%  | 0.0000% | $4998800.00        | $685155.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $2520940.00        | $2581589.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $2820334.00        | $2867548.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $5223512.00        | $5330968.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $15480545.00       | $15800269.85       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.5000%  | 0.0000% | $97734.00          | $66017.36          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $20766271.00       | $21763469.64       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $4447000.00        | $4580631.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-03-01      | 4.2360%  | 0.0000% | $1996661.00        | $46908.97          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-06-01      | 6.4500%  | 0.0000% | $1000000.00        | $107406.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-05-01      | 6.5520%  | 0.0000% | $1000000.00        | $66426.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 6.8550%  | 0.0000% | $339999.00         | $168929.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 1.7250%  | 0.0000% | $717917.00         | $217746.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.3620%  | 0.0000% | $100000.00         | $71846.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 4.9050%  | 0.0000% | $1363536.00        | $1375358.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-11-01      | 6.3350%  | 0.0000% | $2530524.00        | $20524.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-10-01      | 6.4430%  | 0.0000% | $2899998.00        | $23553.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 6.6160%  | 0.0000% | $11327376.00       | $11325598.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $350000.00         | $223349.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $1609268.00        | $970362.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $69000.00          | $42264.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $3887236.00        | $2370173.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $113108.00         | $77683.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $107000.00         | $72969.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $119000.00         | $70100.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $17000.00          | $10537.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-01      | 2.5000%  | 0.0000% | $99554.00          | $22535.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $6336511.00        | $4316348.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $12255270.00       | $8268532.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $30000.00          | $19590.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 3.0000%  | 0.0000% | $206128.00         | $152777.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $7000.00           | $5246.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $8000.00           | $5810.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 3.5000%  | 0.0000% | $10000.00          | $7775.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $4952919.00        | $3728005.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 4.0000%  | 0.0000% | $18001.00          | $14042.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 4.0000%  | 0.0000% | $10130672.00       | $8432429.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $27000.00          | $25131.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $15000.00          | $11585.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 5.0000%  | 0.0000% | $39000.00          | $31814.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $3333150.00        | $2777230.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $16387264.00       | $13958071.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $28000.00          | $25264.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $2503739.00        | $2371713.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $23000.00          | $21266.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $2379646.00        | $2400445.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $12338560.00       | $12359276.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 5.5000%  | 0.0000% | $100000.00         | $87446.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $33172499.00       | $33277873.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $6590427.00        | $6733243.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $380230.00         | $389176.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $5630.00           | $5746.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $100000.00         | $80222.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $5476088.00        | $5482789.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 6.0000%  | 0.0000% | $11704.00          | $9278.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $108884.00         | $88032.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $5138496.00        | $4461605.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $192163.00         | $190318.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $7609560.00        | $7767529.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-03-01      | 6.5000%  | 0.0000% | $233701.00         | $240121.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $12622480.00       | $13127683.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 6.5000%  | 0.0000% | $11550560.00       | $9405488.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $102351221.00      | $106489292.25      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $7987063.00        | $7783070.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 7.0000%  | 0.0000% | $1781817.00        | $1892378.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 7.0000%  | 0.0000% | $382058.00         | $214017.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 7.0000%  | 0.0000% | $7620551.00        | $7919047.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 7.0000%  | 0.0000% | $13514437.00       | $14318395.84       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2058-04-15      | 4.3500%  | 0.0000% | $4292440.00        | $4077107.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-15      | 2.5000%  | 0.0000% | $585426.00         | $355634.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-15      | 4.0000%  | 0.0000% | $174297.00         | $7497.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-15      | 4.0000%  | 0.0000% | $406805.00         | $106245.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-05-15      | 4.0000%  | 0.0000% | $824287.00         | $105298.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-08-15      | 5.0000%  | 0.0000% | $797523.00         | $9052.25           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-15      | 6.0000%  | 0.0000% | $220044.00         | $218744.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-07-20      | 4.6250%  | 0.0000% | $596967.00         | $9439.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $11000.00          | $6380.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $17000.00          | $10061.30          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $190040654.00      | $30847292.33       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $348001.00         | $86230.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $6925040.00        | $4736136.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 3.0000%  | 0.0000% | $2901399.00        | $2016933.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 3.0000%  | 0.0000% | $19000.00          | $12735.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $25084.00          | $19229.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 4.5000%  | 0.0000% | $2694588.00        | $2179413.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $6902784.00        | $5986320.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $50641.00          | $10812.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 5.0000%  | 0.0000% | $727999.00         | $453777.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $320484.00         | $257390.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 5.5000%  | 0.0000% | $293449.00         | $80797.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $15432.00          | $11724.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $150000.00         | $115867.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $7133022.00        | $7206431.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $10236092.00       | $10335776.76       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $4106040.00        | $4145525.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1238465.00        | $1250374.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1201373.00        | $1215728.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $2345202.00        | $2369337.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $2513941.00        | $2538113.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $270432324.00      | $183975001.42      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $841563.00         | $572514.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $512355.00         | $525893.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1318323.00        | $1354805.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1444945.00        | $1484994.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $257748.00         | $264012.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $240295.00         | $247920.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $266683.00         | $275120.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1527729.00        | $1588337.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-02-01      | 2.1100%  | 0.0000% | $481483.00         | $310349.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-01-01      | 3.7500%  | 0.0000% | $880994.00         | $824558.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-01-01      | 4.2550%  | 0.0000% | $10000.00          | $10043.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-01-01      | 4.3000%  | 0.0000% | $10000.00          | $10062.84          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-12-01      | 4.5000%  | 0.0000% | $919747.00         | $925542.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-01-01      | 4.7200%  | 0.0000% | $2454953.00        | $2483259.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-05-01      | 4.7300%  | 0.0000% | $1017.00           | $998.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-09-01      | 4.8100%  | 0.0000% | $150000.00         | $153322.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-08-01      | 5.0000%  | 0.0000% | $30000.00          | $30823.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 1.5000%  | 0.0000% | $43000.00          | $28435.29          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $6500000.00        | $3130559.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $12082720.00       | $6998216.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 2.5000%  | 0.0000% | $64658.00          | $46609.30          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $1251000.00        | $757447.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $4555167.00        | $3005628.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.0000%  | 0.0000% | $7425000.00        | $5954613.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.0000%  | 0.0000% | $27000.00          | $17887.28          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.0000%  | 0.0000% | $8000.00           | $5959.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $108996.00         | $76778.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $547669.00         | $392449.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.5000%  | 0.0000% | $54000.00          | $33628.00          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 4.5000%  | 0.0000% | $10465.00          | $9634.00           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 4.5000%  | 0.0000% | $27000.00          | $23357.35          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 4.5000%  | 0.0000% | $555650.00         | $497034.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $75000.00          | $59313.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $38158.00          | $36314.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 4.5000%  | 0.0000% | $5177791.00        | $4961219.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $390330.00         | $310991.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $1649018.00        | $1553099.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.0000%  | 0.0000% | $1433960.00        | $1393627.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 5.0000%  | 0.0000% | $38188.00          | $36856.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $200440.00         | $188075.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.0000%  | 0.0000% | $6485000.00        | $6372243.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $9480772.00        | $8218184.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $1984021.00        | $1844705.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $457429.00         | $452947.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $22980.00          | $19245.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $8252.00           | $7670.74           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $2486550.00        | $2500212.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $2497418.00        | $2530827.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $6631472.00        | $6652530.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $7235194.00        | $7225093.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $16189664.00       | $14435794.77       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $1724628.00        | $1681671.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $1161040.00        | $1007267.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.0000%  | 0.0000% | $18110.00          | $17206.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $6654.00           | $6197.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1056572.00        | $1089821.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $247452.00         | $254337.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $267406.00         | $274561.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $289732.00         | $297867.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $249932.00         | $258645.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $343711.00         | $352867.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1534410.00        | $1578308.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $927279.00         | $955779.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1453428.00        | $1493686.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $118823.00         | $118094.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $529175.00         | $543135.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $572574.00         | $587846.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $227208.00         | $233699.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1853678.00        | $1904227.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1334490.00        | $1370128.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $3364093.00        | $3467254.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1174356.00        | $1202367.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $2348284.00        | $2426996.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $9534656.00        | $9797795.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $7341443.00        | $7544371.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $20428.00          | $20992.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1260624.00        | $1296688.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1560217.00        | $1604853.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1050.00           | $1087.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $9632.00           | $9734.41           | Agency Mortgage-Backed Securities |

### Security 193: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets 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: ARP199516, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP199516_4.40_0703
- **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:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **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. | 2054-01-01      | 6.5000%  | 0.0000% | $296462390.00      | $257720306.02      | Agency Mortgage-Backed Securities |

### Security 194: Norinchukin Bank (New York Branch)

- **C.1 - Title:** Norinchukin Bank (New York Branch) 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP199599, C.3 - LEI: 549300KQZJBM, C.5 - Other ID: ARP199599_4.39_0703
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **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

**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% | $504018100.00      | $510000008.60      | U.S. Treasuries (including strips) |

### Security 195: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 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: ARP1995C2, C.3 - LEI: KB1H1DSPRFMY, C.5 - Other ID: ARP1995C2_4.40_0703
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **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

**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    | 2047-07-01      | 4.0000%  | 0.0000% | $1537.00           | $383.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-11-01      | 4.0000%  | 0.0000% | $1003.00           | $189.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-07-01      | 4.0000%  | 0.0000% | $65474825.00       | $14727631.79       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-12-01      | 4.0000%  | 0.0000% | $1134.00           | $249.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $2031.00           | $475.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $3075000.00        | $2194065.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $1245.00           | $343.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $211.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-12-01      | 4.0000%  | 0.0000% | $14036480.00       | $3218402.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $1024.00           | $238.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-12-01      | 4.0000%  | 0.0000% | $1024.00           | $231.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-04-01      | 4.0000%  | 0.0000% | $1135.00           | $346.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 4.0000%  | 0.0000% | $1054.00           | $542.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 4.0000%  | 0.0000% | $1000.00           | $272.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $5753876.00        | $4386606.91        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-03-01      | 4.0000%  | 0.0000% | $1204.00           | $1111.86           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $2193000.00        | $1652882.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-06-01      | 4.5000%  | 0.0000% | $1032.00           | $272.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-06-01      | 4.5000%  | 0.0000% | $1028.00           | $289.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $1029.00           | $270.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-09-01      | 4.5000%  | 0.0000% | $1005.00           | $294.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-02-01      | 4.5000%  | 0.0000% | $1010.00           | $372.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $1008.00           | $299.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $1108.00           | $799.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1019.00           | $753.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $291.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $1049.00           | $279.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $1019.00           | $243.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-09-01      | 4.5000%  | 0.0000% | $1066.00           | $235.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $1005.00           | $286.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $1034.00           | $284.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $1007.00           | $277.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-02-01      | 4.5000%  | 0.0000% | $3710.00           | $705.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $4317479.00        | $3475358.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $3027574.00        | $2567967.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-10-01      | 4.5000%  | 0.0000% | $1000.00           | $172.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $9694108.00        | $812962.54         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.0000%  | 0.0000% | $5011070.00        | $4906377.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $6009448.00        | $4750507.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1008.00           | $697.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1003.00           | $597.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.0000%  | 0.0000% | $1027.00           | $771.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.0000%  | 0.0000% | $1217.00           | $839.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1021.00           | $725.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $685.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $4099874.00        | $3533410.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $37632120.00       | $28244531.13       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $82513512.00       | $55808487.80       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 5.0000%  | 0.0000% | $2104.00           | $1992.69           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $2754050.00        | $2540469.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $1024.00           | $961.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $10610066.00       | $9062003.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1001.00           | $813.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1044.00           | $888.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-03-01      | 5.5000%  | 0.0000% | $422684.00         | $1566.77           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1442.00           | $1410.95           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1491982.00        | $1497693.81        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $1007.00           | $949.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $2710059.00        | $2230209.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $44332956.00       | $35044386.77       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $1022.00           | $750.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $3627241.00        | $3261562.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $2629864.00        | $1866459.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $3132000.00        | $2895821.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $8509312.00        | $6792321.81        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $37204712.00       | $36058216.31       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1070.00           | $984.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $929.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $1084.00           | $810.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1280.00           | $1110.55           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $399441.00         | $260846.15         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $3238537.00        | $3360076.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $1064276.00        | $1092041.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 6.0000%  | 0.0000% | $7751579.00        | $6708393.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $845.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $1020.00           | $795.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $6250000.00        | $5283293.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $798.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $5257791.00        | $4694974.29        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $1024.00           | $921.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $63162356.00       | $56041451.96       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $363008.00         | $370163.63         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $1024.00           | $810.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $1622.00           | $1367.87           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 6.0000%  | 0.0000% | $2749491.00        | $2321840.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $6937000.00        | $6197297.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $1107.00           | $808.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $6286693.00        | $5025765.39        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 6.0000%  | 0.0000% | $2360000.00        | $1881830.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-01-01      | 6.5000%  | 0.0000% | $16432.00          | $61.33             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 6.5000%  | 0.0000% | $1005.00           | $561.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 6.5000%  | 0.0000% | $1019.00           | $745.88            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $3690138.00        | $3284322.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $1019.00           | $689.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $3038.00           | $1737.14           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1001.00           | $838.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $700000.00         | $674619.59         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $7150428.00        | $7029008.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $3066276.00        | $2564132.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.5000%  | 0.0000% | $1002.00           | $595.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 6.5000%  | 0.0000% | $1001.00           | $604.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 6.5000%  | 0.0000% | $1639765.00        | $1374012.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 6.5000%  | 0.0000% | $1001.00           | $733.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 6.5000%  | 0.0000% | $1040.00           | $918.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 6.5000%  | 0.0000% | $2001.00           | $1363.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $3049486.00        | $2985936.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-10-01      | 6.5000%  | 0.0000% | $207000.00         | $1964.79           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 6.5000%  | 0.0000% | $14040201.00       | $8721852.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 6.5000%  | 0.0000% | $4110000.00        | $2954597.08        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $2038.00           | $1374.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 7.0000%  | 0.0000% | $978688.00         | $704543.17         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $1000.00           | $124.64            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $12998.00          | $1660.31           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-09-20      | 4.0000%  | 0.0000% | $1000.00           | $95.70             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $4391726.00        | $3346375.07        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2036-10-06      | 2.0800%  | 0.0000% | $1000.00           | $770.11            | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2032-04-12      | 2.9000%  | 0.0000% | $570000.00         | $530626.87         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.0000%  | 0.0000% | $7230.00           | $3527.23           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 2.5000%  | 0.0000% | $8076390.00        | $4237917.06        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.0000%  | 0.0000% | $99665293.00       | $67788789.42       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-01-02      | 3.0000%  | 0.0000% | $4781483.00        | $928835.76         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-06-01      | 3.5000%  | 0.0000% | $73631181.00       | $63572820.68       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-04-01      | 3.5000%  | 0.0000% | $255353.00         | $222729.80         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 3.5000%  | 0.0000% | $5024.00           | $463.05            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 5.0000%  | 0.0000% | $88887727.00       | $63295201.54       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.0000%  | 0.0000% | $3626984.00        | $3310222.08        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $60652000.00       | $47985526.03       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.5000%  | 0.0000% | $42242933.00       | $36860222.72       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $239185371.00      | $207438226.27      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $2048.00           | $1576.54           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $47540037.00       | $42707611.04       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.0000%  | 0.0000% | $1076.00           | $872.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 4.5000%  | 0.0000% | $32000.00          | $5215.60           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.1560%  | 0.0000% | $3361968.00        | $2959484.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $583.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1275400.00        | $708452.58         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1001.00           | $647.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $2001.00           | $1308.98           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $2007.00           | $1285.87           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $2002.00           | $1340.61           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $643.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $569.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-08-01      | 2.0000%  | 0.0000% | $4797621.00        | $3782845.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-12-01      | 2.0000%  | 0.0000% | $1000.00           | $645.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-01-01      | 2.0000%  | 0.0000% | $1000.00           | $653.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-02-01      | 2.0000%  | 0.0000% | $1039.00           | $677.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-03-01      | 2.0000%  | 0.0000% | $1046.00           | $690.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1029.00           | $703.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1021.00           | $687.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.5000%  | 0.0000% | $1017.00           | $643.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-07-01      | 2.5000%  | 0.0000% | $1089.00           | $222.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $554.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $15874204.00       | $10211279.65       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-02-01      | 3.0000%  | 0.0000% | $1000.00           | $86.44             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1020.00           | $276.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $1005.00           | $494.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $1001.00           | $330.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $1002.00           | $625.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $1001.00           | $681.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $1001.00           | $617.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $636.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $201.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $2002.00           | $993.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1001.00           | $357.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $1029.00           | $610.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 3.0000%  | 0.0000% | $2258564.00        | $1370514.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $472806.00         | $328620.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-03-01      | 3.0000%  | 0.0000% | $1002.00           | $696.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-03-01      | 3.5000%  | 0.0000% | $2256.00           | $349.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-10-01      | 3.5000%  | 0.0000% | $17294016.00       | $2713453.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-12-01      | 3.5000%  | 0.0000% | $29655901.00       | $8669498.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-07-01      | 3.5000%  | 0.0000% | $12206328.00       | $1655060.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-08-01      | 3.5000%  | 0.0000% | $95278.00          | $18170.83          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-02-01      | 3.5000%  | 0.0000% | $2979264.00        | $1096244.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-06-01      | 3.5000%  | 0.0000% | $1020.00           | $356.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-11-01      | 3.5000%  | 0.0000% | $1000.00           | $312.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $1136.00           | $379.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $1039.00           | $293.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 3.5000%  | 0.0000% | $1054.00           | $465.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 3.5000%  | 0.0000% | $1747351.00        | $1480131.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-08-01      | 3.5000%  | 0.0000% | $1034.00           | $331.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 3.5000%  | 0.0000% | $13243310.00       | $3214375.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $1344.00           | $607.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $1030.00           | $264.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-10-01      | 3.5000%  | 0.0000% | $1083.00           | $223.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $1025.00           | $704.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 3.5000%  | 0.0000% | $69500000.00       | $61489519.10       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-02-01      | 3.5000%  | 0.0000% | $7725777.00        | $6968580.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $1000.00           | $631.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-11-01      | 3.5000%  | 0.0000% | $1261.00           | $351.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-11-01      | 3.5000%  | 0.0000% | $98000000.00       | $5722917.38        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-11-01      | 4.0000%  | 0.0000% | $56930480.00       | $15013302.14       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-04-01      | 4.0000%  | 0.0000% | $1219.00           | $209.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $1230.00           | $301.46            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2030-05-31      | 3.7500%  | 0.0000% | $400.00            | $399.64            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-02-15      | 4.6250%  | 0.0000% | $4949300.00        | $5171562.81        | U.S. Treasuries (including strips) |

### Security 196: Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

- **C.1 - Title:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 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: ARP199VD1, C.3 - LEI: N/A, C.5 - Other ID: ARP199VD1_4.38_0707
- **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:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **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

**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 Bond | 2046-08-15      | 2.2500%  | 0.0000% | $20248600.00       | $13375736.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-08-15      | 2.7500%  | 0.0000% | $114577000.00      | $82484271.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-02-15      | 3.0000%  | 0.0000% | $900.00            | $683.08            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-08-15      | 3.0000%  | 0.0000% | $8213500.00        | $6139368.21        | U.S. Treasuries (including strips) |

### Security 197: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 4.460000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP199YU0, C.3 - LEI: 549300LGG2RLWD21SU97, C.5 - Other ID: ARP199YU0_4.46_0701
- **C.18 - Value (incl. sponsor support):** $1000749509.79
- **C.18.a - Value (excl. sponsor support):** $1000749509.79
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2053-11-15      | 4.7500%  | 0.0000% | $515000000.00      | $510004500.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-11-15      | 2.3750%  | 0.0000% | $400000000.00      | $256560000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-11-15      | 1.3750%  | 0.0000% | $400000000.00      | $254200000.00      | U.S. Treasuries (including strips) |

### Security 198: Credit Agricole Securities (USA), Inc. - Fixed Income Clearing Corp.

- **C.1 - Title:** Credit Agricole Securities (USA), Inc. - Fixed Income Clearing Corp. 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19AS18, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP19AS18_4.40_0701
- **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:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 Bond | 2030-02-28      | 4.0000%  | 0.0000% | $31619000.00       | $32299218.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2027-11-15      | 4.1250%  | 0.0000% | $270000000.00      | $273700782.00      | U.S. Treasuries (including strips) |

### Security 199: Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

- **C.1 - Title:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 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: ARP19AS34, C.3 - LEI: N/A, C.5 - Other ID: ARP19AS34_4.38_0709
- **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:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-09
- **C.12 - Maturity Date (WAL):** 2025-07-09
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** 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 Note | 2025-10-31      | 0.2500%  | 0.0000% | $1000.00           | $987.01            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-15      | 1.2500%  | 0.0000% | $80131100.00       | $68807582.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-11-15      | 3.0000%  | 0.0000% | $6287800.00        | $4792359.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-08-15      | 3.0000%  | 0.0000% | $37605800.00       | $27444105.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-11-15      | 4.5000%  | 0.0000% | $999800.00         | $954973.97         | U.S. Treasuries (including strips) |

### Security 200: Prudential Legacy Insurance Company of New Jersey

- **C.1 - Title:** Prudential Legacy Insurance Co. of New Jersey 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: ARP19AS42, C.3 - LEI: 5493005NCNV4ZW27HH91, C.5 - Other ID: ARP19AS42_4.43_0701
- **C.18 - Value (incl. sponsor support):** $544441250.00
- **C.18.a - Value (excl. sponsor support):** $544441250.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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       | $11475000.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-02-15      | N/A      | 0.0000% | $290000000.00      | $151227750.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-08-15      | 0.0100%  | 0.0000% | $230000000.00      | $116127000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-05-15      | 0.0100%  | 0.0000% | $215000000.00      | $110198250.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-05-15      | 0.0100%  | 0.0000% | $143000000.00      | $53421225.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-08-15      | N/A      | 0.0000% | $100000000.00      | $42202500.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-05-15      | 0.0100%  | 0.0000% | $50000000.00       | $22758750.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 0.0100%  | 0.0000% | $50000000.00       | $21420000.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2038-02-15      | N/A      | 0.0000% | $48000000.00       | $26499600.00       | U.S. Treasuries (including strips) |

### Security 201: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.460000%
- **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: ARP19AUQ0, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP19AUQ0_4.46_0701
- **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:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 National Mortgage Association    | 2055-05-25      | N/A      | 0.0000% | $2000000.00        | $44528.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | N/A      | 0.0000% | $4590579.00        | $3.90              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | N/A      | 0.0000% | $100000000.00      | $83477.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | N/A      | 0.0000% | $40000000.00       | $546789.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | N/A      | 0.0000% | $20000000.00       | $80514.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | N/A      | 0.0000% | $722500000.00      | $11897090.06       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | N/A      | 0.0000% | $200000000.00      | $166949.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | N/A      | 0.0000% | $122500000.00      | $170794.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | N/A      | 0.0000% | $833660.00         | $683593.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0181%  | 0.0000% | $100000000.00      | $33095.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0200%  | 0.0000% | $137291000.00      | $52106.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0200%  | 0.0000% | $15000000.00       | $5091.18           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0200%  | 0.0000% | $20000000.00       | $13378.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0382%  | 0.0000% | $25000000.00       | $33897.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0400%  | 0.0000% | $25000000.00       | $18761.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0400%  | 0.0000% | $25000000.00       | $19653.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $100000000.00      | $500788.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $100000000.00      | $500888.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.0500%  | 0.0000% | $50000000.00       | $52367.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $30000000.00       | $30587.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0500%  | 0.0000% | $40000000.00       | $66547.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0500%  | 0.0000% | $50000000.00       | $49170.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $250000000.00      | $183498.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $220000000.00      | $161637.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $25000000.00       | $35172.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $50000000.00       | $71292.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $10000000.00       | $8471.09           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $50000000.00       | $42355.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-20      | 0.0500%  | 0.0000% | $200000000.00      | $211849.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $50000000.00       | $79175.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $21000000.00       | $35879.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $40000000.00       | $71000.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $4000000.00        | $7447.88           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $199356000.00      | $313516.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $30000000.00       | $47089.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $175000000.00      | $274514.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $350000000.00      | $549029.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0800%  | 0.0000% | $10000000.00       | $19322.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0900%  | 0.0000% | $100000000.00      | $247822.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0982%  | 0.0000% | $30000000.00       | $101185.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.1000%  | 0.0000% | $80000000.00       | $402142.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.1000%  | 0.0000% | $40000000.00       | $67357.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1000%  | 0.0000% | $30000000.00       | $84520.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1000%  | 0.0000% | $20000000.00       | $68341.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1200%  | 0.0000% | $21330000.00       | $89782.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.1400%  | 0.0000% | $55000000.00       | $109139.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.1500%  | 0.0000% | $7485716.00        | $15625.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-03-16      | 0.5636%  | 0.0000% | $136700000.00      | $6811626.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-05-20      | 0.6869%  | 0.0000% | $299410649.00      | $16395663.77       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-04-16      | 0.8129%  | 0.0000% | $171736842.00      | $12135496.69       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.8282%  | 0.0000% | $280000000.00      | $14056390.57       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.8481%  | 0.0000% | $29881690.00       | $1225026.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 0.9982%  | 0.0000% | $160591231.00      | $11457751.69       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.1482%  | 0.0000% | $160000000.00      | $10896269.36       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-02-25      | 2.0825%  | 0.0000% | $100000.00         | $3353.92           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.1481%  | 0.0000% | $165833333.00      | $12964092.40       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-07-25      | 2.1959%  | 0.0000% | $17753055.00       | $1384328.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-02-25      | 2.7100%  | 0.0000% | $9500000.00        | $1141226.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-11-20      | 3.0000%  | 0.0000% | $790857.00         | $2911.82           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-03-16      | 5.0000%  | 0.0000% | $1000000.00        | $970932.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-03-16      | 5.0000%  | 0.0000% | $10000000.00       | $9573377.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.2500%  | 0.0000% | $36837204.00       | $36552605.91       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-11-20      | 5.5000%  | 0.0000% | $1485455.00        | $277173.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 5.5000%  | 0.0000% | $1818182.00        | $250048.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-12-20      | 5.5000%  | 0.0000% | $1180189.00        | $246111.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.5142%  | 0.0000% | $9779609.00        | $9924100.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.7799%  | 0.0000% | $30000000.00       | $30954616.17       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $2500000.00        | $513599.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-02-20      | 6.0000%  | 0.0000% | $1383375.00        | $301463.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $293750.00         | $46624.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $125000.00         | $21058.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $317954.00         | $68273.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-02-20      | 6.5000%  | 0.0000% | $615301.00         | $114352.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $826923.00         | $80744.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1611586.00        | $304614.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 6.5959%  | 0.0000% | $18181819.00       | $18328302.40       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-07-15      | 7.5000%  | 0.0000% | $866.00            | $0.01              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 9.2889%  | 0.0000% | $46614268.00       | $47150617.03       | Agency Collateralized Mortgage Obligation |

### Security 202: Bank of New York - Fixed Income Clearing Corp.

- **C.1 - Title:** Bank of New York - Fixed Income Clearing Corp. 4.410000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19AUR8, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP19AUR8_4.41_0701
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2031-08-15      | 1.2500%  | 0.0000% | $877016900.00      | $752324042.14      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-31      | 2.7500%  | 0.0000% | $329293300.00      | $326433726.17      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 3.5000%  | 0.0000% | $953000000.00      | $961242270.19      | U.S. Treasuries (including strips) |

### Security 203: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 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: ARP19AUS6, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP19AUS6_4.42_0701
- **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:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Small Business Administration | 2031-09-01      | 1.3040%  | 0.0000% | $145000.00         | $125106.95         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2036-10-01      | 2.2100%  | 0.0000% | $2000000.00        | $648160.48         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2036-03-01      | 2.5000%  | 0.0000% | $1381000.00        | $370262.66         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2035-09-01      | 2.8200%  | 0.0000% | $2200000.00        | $485316.08         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2037-03-01      | 3.0400%  | 0.0000% | $2000000.00        | $571672.77         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2034-09-01      | 4.3800%  | 0.0000% | $715000.00         | $722892.34         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2035-03-01      | 4.9630%  | 0.0000% | $100000.00         | $102072.89         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2033-03-01      | 5.1680%  | 0.0000% | $105450000.00      | $98492564.46       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2026-09-01      | 5.5400%  | 0.0000% | $406000.00         | $2272.89           | Agency Mortgage-Backed Securities |
| Small Business Administration | 2028-09-01      | 5.6000%  | 0.0000% | $692000.00         | $19264.97          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2033-09-01      | 5.6880%  | 0.0000% | $29090000.00       | $27549394.57       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2050-05-25      | 6.5550%  | 0.0000% | $33275000.00       | $35646034.76       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2049-03-25      | 7.3250%  | 0.0000% | $110000.00         | $89212.74          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2050-01-25      | 8.0550%  | 0.0000% | $8230000.00        | $9087394.27        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2031-02-25      | 8.1320%  | 0.0000% | $3032060.00        | $1012379.20        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2031-07-25      | 8.8240%  | 0.0000% | $30151898.00       | $11319479.11       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2032-02-25      | 8.8650%  | 0.0000% | $40366117.00       | $19756519.00       | Agency Mortgage-Backed Securities |

### Security 204: Daiwa Capital Markets America, Inc.

- **C.1 - Title:** Daiwa Capital Markets America, 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: ARP19AUT4, C.3 - LEI: M67H5PRC0NQK, C.5 - Other ID: ARP19AUT4_4.38_0701
- **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:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 Note               | 2026-07-15      | 0.1250%  | 0.0000% | $110000.00         | $145858.68         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-01-15      | 0.1250%  | 0.0000% | $70900.00          | $74330.44          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2025-07-15      | 0.3750%  | 0.0000% | $18835100.00       | $25491367.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-09-30      | 0.3750%  | 0.0000% | $44900.00          | $41714.58          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-01-31      | 0.3750%  | 0.0000% | $8344000.00        | $8172079.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-10-31      | 0.5000%  | 0.0000% | $5571000.00        | $5175413.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-08-31      | 1.1250%  | 0.0000% | $41002000.00       | $37977963.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-11-30      | 1.6250%  | 0.0000% | $333600.00         | $323812.49         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-10-15      | 1.6250%  | 0.0000% | $41000.00          | $42420.35          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-04-15      | 1.6250%  | 0.0000% | $872900.00         | $887833.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-06-30      | 1.8750%  | 0.0000% | $252600.00         | $247315.61         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-02-15      | 1.8750%  | 0.0000% | $400.00            | $353.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-07-15      | 1.8750%  | 0.0000% | $50200.00          | $51784.97          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2055-02-15      | 2.3750%  | 0.0000% | $950000.00         | $941038.08         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-10-15      | 2.3750%  | 0.0000% | $627000.00         | $683665.31         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-31      | 2.6250%  | 0.0000% | $19632400.00       | $19261379.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-05-31      | 2.7500%  | 0.0000% | $7236400.00        | $6987902.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-07-31      | 2.7500%  | 0.0000% | $500.00            | $495.73            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-05-15      | 2.8750%  | 0.0000% | $559500.00         | $431327.92         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-05-15      | 2.8750%  | 0.0000% | $35104700.00       | $34422010.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-02-15      | 3.1250%  | 0.0000% | $2416800.00        | $1992216.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-01-31      | 3.5000%  | 0.0000% | $514000.00         | $518555.97         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-09-30      | 3.5000%  | 0.0000% | $49669900.00       | $49555767.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-09-30      | 3.5000%  | 0.0000% | $9170200.00        | $9202279.07        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-12-31      | 3.8750%  | 0.0000% | $474600.00         | $476114.45         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-01-15      | 4.0000%  | 0.0000% | $339500.00         | $346449.41         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-01-31      | 4.0000%  | 0.0000% | $4936900.00        | $5046788.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-05-31      | 4.0000%  | 0.0000% | $64000.00          | $64753.07          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-06-30      | 4.2500%  | 0.0000% | $7634700.00        | $7770643.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-08-31      | 4.3750%  | 0.0000% | $22568500.00       | $23327841.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-04-30      | 4.4000%  | 0.0000% | $7291800.00        | $7344627.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-11-15      | 4.5000%  | 0.0000% | $44288800.00       | $45657943.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-09-30      | 4.6250%  | 0.0000% | $4133000.00        | $4292497.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2037-05-15      | 5.0000%  | 0.0000% | $6121200.00        | $6525168.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2027-11-15      | 6.1250%  | 0.0000% | $2406800.00        | $2555538.43        | U.S. Treasuries (including strips) |

### Security 205: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19AUV9, C.3 - LEI: 549300H8L46O, C.5 - Other ID: ARP19AUV9_4.40_0701
- **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:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2031-06-30      | 4.2500%  | 0.0000% | $100.00            | $101.71            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-11-15      | 4.5000%  | 0.0000% | $200.00            | $206.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $188300.00         | $193962.85         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-05-15      | 4.6250%  | 0.0000% | $85872700.00       | $83595635.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-11-15      | 4.7500%  | 0.0000% | $230100.00         | $228412.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-11-15      | 4.7500%  | 0.0000% | $100.00            | $99.26             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-08-21      | N/A      | 0.0000% | $100.00            | $99.39             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-15      | 0.1250%  | 0.0000% | $50000000.00       | $66299399.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-10-15      | 0.1250%  | 0.0000% | $5698700.00        | $7017578.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-15      | 0.1250%  | 0.0000% | $500.00            | $550.40            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-01-15      | 0.1250%  | 0.0000% | $701200.00         | $735126.98         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-15      | 0.2500%  | 0.0000% | $3959600.00        | $4767405.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-15      | 0.5000%  | 0.0000% | $1497100.00        | $1913222.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 0.5000%  | 0.0000% | $264100.00         | $249136.31         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-03-31      | 0.7500%  | 0.0000% | $100.00            | $97.72             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-31      | 0.7500%  | 0.0000% | $300.00            | $291.32            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-05-15      | 1.1250%  | 0.0000% | $1400.00           | $867.75            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-05-15      | 1.2500%  | 0.0000% | $400.00            | $191.74            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-08-15      | 1.3750%  | 0.0000% | $2100.00           | $1040.45           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-15      | 1.6250%  | 0.0000% | $3608000.00        | $3964524.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-15      | 1.6250%  | 0.0000% | $26925000.00       | $27857753.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-15      | 1.6250%  | 0.0000% | $9587200.00        | $9751212.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $94.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-05-15      | 2.2500%  | 0.0000% | $18071500.00       | $13118887.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-02-15      | 2.2500%  | 0.0000% | $391300.00         | $241107.27         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-02-15      | 2.3750%  | 0.0000% | $61528200.00       | $60947767.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 2.3750%  | 0.0000% | $21202600.00       | $23118791.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-02-15      | 2.5000%  | 0.0000% | $104900.00         | $74503.25          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 2.6250%  | 0.0000% | $2999900.00        | $2915882.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-05-15      | 2.8750%  | 0.0000% | $100.00            | $93.51             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-02-15      | 3.0000%  | 0.0000% | $661100.00         | $501758.27         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-02-15      | 3.0000%  | 0.0000% | $100.00            | $75.90             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 3.1250%  | 0.0000% | $196800.00         | $162226.18         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 3.1250%  | 0.0000% | $156400.00         | $126993.68         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 3.1250%  | 0.0000% | $21436400.00       | $17078808.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.1250%  | 0.0000% | $11131700.00       | $10967385.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 3.2500%  | 0.0000% | $100.00            | $99.05             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-05-15      | 3.3750%  | 0.0000% | $77100.00          | $63470.86          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-15      | 3.3750%  | 0.0000% | $14400.00          | $13763.17          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 3.5000%  | 0.0000% | $14200.00          | $14249.67          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 3.5000%  | 0.0000% | $31349700.00       | $31459367.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-05-15      | 3.6250%  | 0.0000% | $57600.00          | $47040.90          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.6250%  | 0.0000% | $1930200.00        | $1942280.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-31      | 3.7500%  | 0.0000% | $18700.00          | $18692.74          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $100.00            | $100.58            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $400.00            | $402.33            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-08-15      | 3.8750%  | 0.0000% | $100.00            | $99.74             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-15      | 3.8750%  | 0.0000% | $100100.00         | $101207.15         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-02-15      | 4.0000%  | 0.0000% | $504300.00         | $505682.86         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 4.0000%  | 0.0000% | $1250400.00        | $1281763.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-04-30      | 4.0000%  | 0.0000% | $100.00            | $100.61            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-08-15      | 4.1250%  | 0.0000% | $667700.00         | $604105.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-08-15      | 4.1250%  | 0.0000% | $400.00            | $361.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 4.1250%  | 0.0000% | $34832500.00       | $35365424.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-11-30      | 4.1250%  | 0.0000% | $178700.00         | $181753.83         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-31      | 4.1250%  | 0.0000% | $550700.00         | $562535.94         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $92.55             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-15      | 4.2500%  | 0.0000% | $6000.00           | $6117.62           | U.S. Treasuries (including strips) |

### Security 206: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19AUW7, C.3 - LEI: FOR8UP27PHTH, C.5 - Other ID: ARP19AUW7_4.39_0701
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2043-08-15      | 4.3750%  | 0.0000% | $1059834300.00     | $1020000011.98     | U.S. Treasuries (including strips) |

### Security 207: BNP Paribas Securities Corp. - Fixed Income Clearing Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. - Fixed Income Clearing Corp. 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19AUX5, C.3 - LEI: N/A, C.5 - Other ID: ARP19AUX5_4.39_0701
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 Note               | 2027-07-31      | 0.3750%  | 0.0000% | $400.00            | $373.72            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-05-15      | 0.6250%  | 0.0000% | $201032000.00      | $172839121.55      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-07-31      | 1.0000%  | 0.0000% | $107829000.00      | $99777586.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $85.87             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-08-31      | 1.3750%  | 0.0000% | $500.00            | $487.62            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-05-15      | 1.6250%  | 0.0000% | $2000.00           | $1765.19           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-02-15      | 1.8750%  | 0.0000% | $35505600.00       | $31380112.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-02-28      | 1.8750%  | 0.0000% | $400.00            | $390.06            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-08-15      | 2.7500%  | 0.0000% | $6898900.00        | $5324678.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2048-08-15      | 3.0000%  | 0.0000% | $200.00            | $149.50            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-09-15      | 3.3750%  | 0.0000% | $800.00            | $802.01            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-09-30      | 3.5000%  | 0.0000% | $10526600.00       | $10563424.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-08-15      | 3.7500%  | 0.0000% | $485100.00         | $439596.07         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-08-15      | 3.8750%  | 0.0000% | $162060000.00      | $160282520.61      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-02-28      | 4.2500%  | 0.0000% | $800.00            | $824.75            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-05-15      | 4.2500%  | 0.0000% | $29252000.00       | $29387890.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-07-31      | 4.4220%  | 0.0000% | $200.00            | $201.69            | U.S. Treasuries (including strips) |

### Security 208: Bank of New York - Fixed Income Clearing Corp.

- **C.1 - Title:** Bank of New York - Fixed Income Clearing Corp. 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: ARP19AUY3, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP19AUY3_4.42_0701
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 National Mortgage Association | 2055-01-01      | 6.5000%  | 0.0000% | $1024.00           | $1004.51           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $2016.00           | $1947.16           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $32355760.00       | $30589309.15       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $2032.00           | $1939.66           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $976.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 6.5000%  | 0.0000% | $6246816.00        | $5972151.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 7.0000%  | 0.0000% | $39627449.00       | $32050001.08       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-08-01      | 7.0000%  | 0.0000% | $1008.00           | $31.00             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 7.5000%  | 0.0000% | $1000.00           | $909.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-10-01      | 8.0000%  | 0.0000% | $1345.00           | $0.67              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $697.95            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-12-01      | 2.5000%  | 0.0000% | $1024.00           | $659.05            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-12-01      | 3.0000%  | 0.0000% | $1000.00           | $243.33            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-02-01      | 3.5000%  | 0.0000% | $1003.00           | $451.62            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-08-01      | 4.0000%  | 0.0000% | $19027748.00       | $6001074.77        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-10-01      | 4.5000%  | 0.0000% | $39540000.00       | $8668336.79        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.5000%  | 0.0000% | $11363462.00       | $9115107.85        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 4.5000%  | 0.0000% | $1016.00           | $968.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 4.5000%  | 0.0000% | $1000.00           | $924.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $12000000.00       | $8444558.52        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 5.0000%  | 0.0000% | $1024.00           | $879.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-06-01      | 5.0000%  | 0.0000% | $1002.00           | $1003.49           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1003.81           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2038-07-01      | 5.5000%  | 0.0000% | $1000.00           | $8.11              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $8000.00           | $7407.24           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $3994591.00        | $3924918.89        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $914.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $880.03            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $1024.00           | $851.06            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $468.68            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $1017.00           | $923.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $1032.00           | $1006.28           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $1024.00           | $876.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.5000%  | 0.0000% | $20843675.00       | $18040487.66       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.5000%  | 0.0000% | $16816707.00       | $14523807.95       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-06-01      | 5.5000%  | 0.0000% | $1008.00           | $1023.03           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.5000%  | 0.0000% | $475600.00         | $454926.78         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $2352.00           | $2275.25           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.56           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $15596866.00       | $15709078.53       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $652.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 6.0000%  | 0.0000% | $13652312.00       | $8793022.73        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1014.24           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $34032829.00       | $29232297.40       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $16373571.00       | $14268307.85       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $10545151.00       | $9006481.43        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $883.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 6.0000%  | 0.0000% | $1047.00           | $921.24            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $9877649.00        | $8784754.13        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.39           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.58           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $1914.00           | $1962.40           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.49           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.5000%  | 0.0000% | $9576645.00        | $8973064.84        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $995.00            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 6.5000%  | 0.0000% | $2841964.00        | $1789944.74        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $5708137.00        | $5938352.51        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-08-01      | 4.0000%  | 0.0000% | $1549.00           | $253.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-03-01      | 4.0000%  | 0.0000% | $1018.00           | $131.67            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2029-07-01      | 4.5000%  | 0.0000% | $2554.00           | $48.92             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 5.0000%  | 0.0000% | $20158.00          | $777.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2037-12-01      | 5.5000%  | 0.0000% | $1484.00           | $68.72             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2034-11-01      | 6.0000%  | 0.0000% | $16847.00          | $231.21            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-03-01      | 8.0000%  | 0.0000% | $1145.00           | $16.95             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 1.5000%  | 0.0000% | $60711488.00       | $33988281.91       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-08-01      | 2.0000%  | 0.0000% | $19919946.00       | $9354560.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $533.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $2960558.00        | $1732645.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $630.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $542.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $55293563.00       | $29774637.57       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $197994847.00      | $107835556.70      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $26355956.00       | $16534339.81       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $1071.00           | $578.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $27077914.00       | $14620349.97       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $18776320.00       | $10012112.64       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $42946648.00       | $25467658.93       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $8502252.00        | $4693875.76        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1034.00           | $543.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $13073859.00       | $6934949.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $584.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1032.00           | $621.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $557.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $1025.00           | $585.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-06-01      | 2.0000%  | 0.0000% | $2013.00           | $1209.91           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 2.0000%  | 0.0000% | $94518728.00       | $56925577.97       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 2.0000%  | 0.0000% | $58668573.00       | $33647957.16       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $14903936.00       | $8703918.95        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $193507584.00      | $115008008.14      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-05-01      | 2.0000%  | 0.0000% | $13541090.00       | $7784738.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-06-01      | 2.0000%  | 0.0000% | $52087040.00       | $31546093.05       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-06-01      | 2.0000%  | 0.0000% | $7691835.00        | $4509937.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-07-01      | 2.0000%  | 0.0000% | $2078.00           | $1272.66           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-07-01      | 2.0000%  | 0.0000% | $191837800.00      | $115071663.18      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-08-01      | 2.0000%  | 0.0000% | $3305.00           | $1997.26           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-05-01      | 2.0000%  | 0.0000% | $1000.00           | $616.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-07-01      | 2.0000%  | 0.0000% | $1024.00           | $567.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $663.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $2584.00           | $1664.79           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $10478704.00       | $5736961.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $576.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-05-01      | 2.5000%  | 0.0000% | $50148460.00       | $23120384.91       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $18229294.00       | $7768628.50        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $76434271.00       | $45176296.24       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $47548800.00       | $28882778.46       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $1025.00           | $605.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $112652357.00      | $67221925.87       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $2524488.00        | $1555278.28        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $660.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $632.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $3584.00           | $2326.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-04-01      | 3.0000%  | 0.0000% | $1000.00           | $167.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-05-01      | 3.0000%  | 0.0000% | $1023.00           | $324.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-11-01      | 3.0000%  | 0.0000% | $19634746.00       | $6605228.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $289.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $626.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-09-01      | 3.0000%  | 0.0000% | $2689.00           | $911.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 3.0000%  | 0.0000% | $9000.00           | $5031.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-01-01      | 3.0000%  | 0.0000% | $1024.00           | $524.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 3.0000%  | 0.0000% | $1008.00           | $629.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-04-01      | 3.0000%  | 0.0000% | $1024.00           | $791.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $8091.00           | $955.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-02-01      | 3.0000%  | 0.0000% | $1024.00           | $197.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-04-01      | 3.0000%  | 0.0000% | $2000.00           | $451.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-05-01      | 3.0000%  | 0.0000% | $1000.00           | $634.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-11-01      | 3.5000%  | 0.0000% | $1002.00           | $152.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $1019.00           | $102.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-03-01      | 3.5000%  | 0.0000% | $27489500.00       | $5637826.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-08-01      | 3.5000%  | 0.0000% | $1000.00           | $136.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $1019.00           | $197.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $1000.00           | $159.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $209108480.00      | $30735838.79       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 3.5000%  | 0.0000% | $30282228.00       | $9132077.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-03-01      | 3.5000%  | 0.0000% | $1024.00           | $287.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 6.0000%  | 0.0000% | $9119631.00        | $8901106.59        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $9866528.00        | $9594685.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-02-01      | 6.0000%  | 0.0000% | $6724.00           | $6008.50           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-06-01      | 6.0000%  | 0.0000% | $1024.00           | $5.88              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.5000%  | 0.0000% | $6271859.00        | $6488181.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 6.5000%  | 0.0000% | $1015.00           | $800.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 6.5000%  | 0.0000% | $33508992.00       | $29111434.48       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $755.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $4201.00           | $3300.44           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $33821147.00       | $29328520.93       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1024.00           | $891.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $11969125.00       | $10148859.94       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $34680108.00       | $30145109.06       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $50314624.00       | $40388484.61       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $46464118.00       | $32459122.88       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 6.5000%  | 0.0000% | $1024.00           | $847.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $915.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $31679197.00       | $31062934.87       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.5000%  | 0.0000% | $5390688.00        | $5254796.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $33334920.00       | $31097189.13       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $1040.00           | $939.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $935.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $26954492.00       | $23851738.50       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $2048.00           | $1941.69           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $200061440.00      | $30436697.46       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $1016.00           | $692.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $739.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1518.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $1008.00           | $872.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-03-01      | 3.5000%  | 0.0000% | $1000.00           | $908.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $531707959.00      | $63214185.63       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $3450.00           | $1009.75           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $40123651.00       | $29328343.22       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $12080000.00       | $9048729.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-04-01      | 4.0000%  | 0.0000% | $1000.00           | $355.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-01-01      | 4.0000%  | 0.0000% | $1024.00           | $907.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-02-01      | 4.0000%  | 0.0000% | $1000.00           | $62.04             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-08-01      | 4.5000%  | 0.0000% | $4096.00           | $254.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $1006.00           | $206.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-03-01      | 4.5000%  | 0.0000% | $1000.00           | $204.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $930.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $31047771.00       | $7546068.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 4.5000%  | 0.0000% | $1024.00           | $937.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-09-01      | 4.5000%  | 0.0000% | $1000.00           | $891.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 4.5000%  | 0.0000% | $2016.00           | $1873.08           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 4.5000%  | 0.0000% | $1024.00           | $957.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 4.5000%  | 0.0000% | $1001.00           | $915.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $984.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $976.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $831.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $8367360.00        | $6357235.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $58816391.00       | $56294915.58       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $1053.00           | $1014.16           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $912.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $1024.00           | $982.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $954.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $960.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $15101679.00       | $14266352.38       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $957.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 5.0000%  | 0.0000% | $1024.00           | $914.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $1008.00           | $977.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 5.0000%  | 0.0000% | $1008.00           | $949.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $875.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $9536673.00        | $9467529.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $879.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $6963659.00        | $6004559.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $905.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.5000%  | 0.0000% | $1005.00           | $660.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $4435357.00        | $3888498.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $6000.00           | $4976.43           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $4647.00           | $3905.12           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $8834744.00        | $7471358.39        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $8695904.00        | $7681393.07        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $30759924.00       | $25646419.46       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $37904060.00       | $32292571.92       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 5.5000%  | 0.0000% | $1048.00           | $960.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $1024.00           | $908.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $1024.00           | $958.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $963.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1008.00           | $996.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1008.00           | $1006.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1010.48           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $1002.00           | $924.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1008.00           | $976.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $48367.00          | $45736.74          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1008.00           | $976.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $2074.00           | $2030.79           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $962.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $997.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $316266.00         | $312870.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1023.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $20412468.00       | $20171268.81       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1013.16           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1005.97           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 5.5000%  | 0.0000% | $1024.00           | $982.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $860.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $2024.00           | $1885.25           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-06-01      | 5.5000%  | 0.0000% | $1003.00           | $1017.02           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.57           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1014.66           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $765.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $6796569.00        | $4680759.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $38404959.00       | $32632971.81       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $5003.00           | $4274.49           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 6.0000%  | 0.0000% | $43724992.00       | $32955417.24       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $825.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $2455.00           | $2192.85           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $39550016.00       | $32316585.40       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $42215232.00       | $32691917.41       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $37301267.00       | $31796168.94       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $898.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 6.0000%  | 0.0000% | $1008.00           | $903.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $36178997.00       | $30551497.19       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $2426368.00        | $2288017.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $6243220.00        | $5791305.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $972.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $957.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $995.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 6.0000%  | 0.0000% | $1040.00           | $980.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $946.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $526.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $57621828.00       | $31314936.46       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $62564672.00       | $31961006.49       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $60033662.00       | $31265202.66       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $2032.00           | $1102.20           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $535.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $554.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $12881896.00       | $7289933.89        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $10295690.00       | $6339827.76        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2030-02-28      | 4.0000%  | 0.0000% | $2590700.00        | $2647537.03        | U.S. Treasuries (including strips) |

### Security 209: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19AUZ0, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP19AUZ0_4.39_0701
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 2.3900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2027-07-15      | 0.3750%  | 0.0000% | $867312000.00      | $1123120239.30     | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-15      | 1.6250%  | 0.0000% | $2907635100.00     | $2957377363.88     | U.S. Treasuries (including strips) |

### Security 210: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 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: ARP19AV14, C.3 - LEI: KB1H1DSPRFMY, C.5 - Other ID: ARP19AV14_4.41_0701
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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    | 2048-09-01      | 4.5000%  | 0.0000% | $462466997.00      | $35932209.21       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $108213151.00      | $9074918.29        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $2962745.00        | $2815411.18        | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                    | 2034-01-15      | N/A      | 0.0000% | $1000.00           | $666.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2041-12-13      | 2.5000%  | 0.0000% | $10000.00          | $6856.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-07-15      | 5.6250%  | 0.0000% | $1453000.00        | $1623816.50        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.0000%  | 0.0000% | $257006.00         | $253494.66         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.5000%  | 0.0000% | $49152001.00       | $44184735.71       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-01-01      | 2.0000%  | 0.0000% | $1716500.00        | $1432743.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-09-01      | 2.0000%  | 0.0000% | $5460000.00        | $2492571.28        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-02-01      | 2.0000%  | 0.0000% | $4486533.00        | $2499754.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-12-01      | 2.0000%  | 0.0000% | $69823000.00       | $45067200.98       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-01-01      | 2.0000%  | 0.0000% | $55999000.00       | $36574873.53       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-03-01      | 2.0000%  | 0.0000% | $38791616.00       | $25609881.54       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $39996672.00       | $25728357.96       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-02-01      | 3.0000%  | 0.0000% | $20999000.00       | $1815261.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $19998800.00       | $5420554.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $5321744.00        | $2615993.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $1749000.00        | $351702.01         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-10-01      | 3.5000%  | 0.0000% | $1087.00           | $170.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-05-01      | 3.5000%  | 0.0000% | $10802518.00       | $2237094.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-02-01      | 3.5000%  | 0.0000% | $2608912.00        | $959970.30         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-06-01      | 3.5000%  | 0.0000% | $7875820.00        | $2752163.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-11-01      | 3.5000%  | 0.0000% | $3399000.00        | $1061227.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 3.5000%  | 0.0000% | $1008.00           | $244.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $3171584.00        | $1433686.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $16522820.00       | $4245338.34        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $3000000.00        | $2628726.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-11-01      | 3.5000%  | 0.0000% | $169070750.00      | $47145136.93       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-03-01      | 4.0000%  | 0.0000% | $25125744.00       | $2393082.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-04-01      | 4.0000%  | 0.0000% | $157795328.00      | $27098895.35       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $113892800.00      | $27913479.57       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-02-01      | 4.0000%  | 0.0000% | $10979000.00       | $2998472.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-10-01      | 4.0000%  | 0.0000% | $17251380.00       | $3656081.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-12-01      | 4.0000%  | 0.0000% | $1008.00           | $227.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 4.0000%  | 0.0000% | $1321320.00        | $359486.23         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-03-01      | 4.0000%  | 0.0000% | $5563400.00        | $5137628.91        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-08-01      | 4.0000%  | 0.0000% | $5000000.00        | $1630733.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-08-01      | 4.5000%  | 0.0000% | $1087.00           | $82.26             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-11-01      | 4.5000%  | 0.0000% | $2174.00           | $149.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-03-01      | 4.5000%  | 0.0000% | $10235081.00       | $2695158.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $11419616.00       | $3001270.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-09-01      | 4.5000%  | 0.0000% | $6852272.00        | $2005062.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $4963920.00        | $1476713.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $2881496.00        | $2622698.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $8375760.00        | $2003585.15        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $7152024.00        | $2035373.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $8510672.00        | $2339039.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $7081640.00        | $1950279.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-10-01      | 4.5000%  | 0.0000% | $6499000.00        | $1118753.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $3200000.00        | $2871395.50        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $1785706.00        | $1364943.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $38864000.00       | $35850036.24       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $27580167.00       | $26478871.68       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $8184128.00        | $6990022.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $7980168.00        | $7521795.99        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $3625064.00        | $2857216.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $3870000.00        | $3162681.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $1507627.00        | $1203421.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $30211111.00       | $29280129.23       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $4073320.00        | $3748498.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $36288512.00       | $34086031.02       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1381571.00        | $1337629.78        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $1791240.00        | $1569312.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $3869000.00        | $3270418.38        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $3286016.00        | $2563723.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 6.0000%  | 0.0000% | $28555329.00       | $22263727.16       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $222080.00         | $226457.65         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $96414879.00       | $73955069.51       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $15346385.00       | $12965183.62       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $5723000.00        | $5112748.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $11118384.00       | $9879551.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-02-01      | 6.5000%  | 0.0000% | $797842.00         | $39143.04          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $2759630.00        | $2750006.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $28429617.00       | $26551887.22       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $463499.00         | $312522.58         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 7.0000%  | 0.0000% | $1294291.00        | $1393888.39        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 7.0000%  | 0.0000% | $4740272.00        | $3412452.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 7.5000%  | 0.0000% | $2808108.00        | $3062506.98        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $1000.00           | $99.25             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $10516993.00       | $5856027.63        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2071-02-20      | 6.6690%  | 0.0000% | $19000000.00       | $7012696.02        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-05-20      | 6.0000%  | 0.0000% | $4501358.00        | $4559412.73        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-01-20      | 6.0000%  | 0.0000% | $1019523.00        | $1029078.19        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-01-20      | 6.0000%  | 0.0000% | $22910912.00       | $22519548.64       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-09-20      | 6.5000%  | 0.0000% | $963078.00         | $766890.88         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-02-20      | 6.5000%  | 0.0000% | $2574800.00        | $2208344.43        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-02-20      | 6.5000%  | 0.0000% | $5014242.00        | $5135246.38        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $11373725.00       | $11670302.69       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-06-20      | 6.5000%  | 0.0000% | $6418957.00        | $6589573.59        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $6317923.00        | $6483286.47        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $763838.00         | $783241.75         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $4761548.00        | $4911052.33        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $7111775.00        | $7342997.77        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $3845079.00        | $3966587.96        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $7366326.00        | $7600406.51        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2051-02-15      | 0.1250%  | 0.0000% | $1014400.00        | $673352.90         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-02-15      | 1.5000%  | 0.0000% | $1000.00           | $908.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-03-15      | 4.2500%  | 0.0000% | $375000.00         | $382352.38         | U.S. Treasuries (including strips) |

### Security 211: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19AV22, C.3 - LEI: 7TK5RJIZDFRO, C.5 - Other ID: ARP19AV22_4.39_0701
- **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:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2032-02-15      | 1.8750%  | 0.0000% | $22717000.00       | $20054713.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 4.6250%  | 0.0000% | $177266100.00      | $183945387.42      | U.S. Treasuries (including strips) |

### Security 212: Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

- **C.1 - Title:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19AV48, C.3 - LEI: N/A, C.5 - Other ID: ARP19AV48_4.40_0701
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 Note | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $92.53             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 1.2500%  | 0.0000% | $120000000.00      | $111990310.80      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-08-15      | 2.2500%  | 0.0000% | $195668600.00      | $123802826.93      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-05-15      | 2.3750%  | 0.0000% | $87604800.00       | $55532047.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-05-15      | 2.8750%  | 0.0000% | $3594300.00        | $2581791.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-08-15      | 3.0000%  | 0.0000% | $271564000.00      | $202986715.64      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-02-15      | 3.5000%  | 0.0000% | $14914400.00       | $13599046.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 3.5000%  | 0.0000% | $100.00            | $100.89            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 3.5000%  | 0.0000% | $100.00            | $99.97             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $19464500.00       | $19468023.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $101.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $1000.00           | $1021.94           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-31      | 4.0000%  | 0.0000% | $14410700.00       | $14580266.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-08-15      | 4.1250%  | 0.0000% | $9156500.00        | $8284391.79        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 4.1250%  | 0.0000% | $98822600.00       | $91770252.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-29      | 4.1250%  | 0.0000% | $227652800.00      | $232480239.56      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $1000.00           | $1017.15           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-15      | 4.3750%  | 0.0000% | $9825800.00        | $10027863.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 4.3750%  | 0.0000% | $43234000.00       | $44261066.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2036-02-15      | 4.5000%  | 0.0000% | $40190500.00       | $41760050.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-02-15      | 4.5000%  | 0.0000% | $100.00            | $97.99             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-05-15      | 4.6250%  | 0.0000% | $20799000.00       | $20450809.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-05-15      | 5.0000%  | 0.0000% | $4261500.00        | $4390129.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2026-08-15      | 6.7500%  | 0.0000% | $20849400.00       | $22031637.12       | U.S. Treasuries (including strips) |

### Security 213: JP Morgan Securities, Inc. - Fixed Income Clearing Corp.

- **C.1 - Title:** JP Morgan Securities, Inc. - Fixed Income Clearing Corp. 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: ARP19AV55, C.3 - LEI: N/A, C.5 - Other ID: ARP19AV55_4.40_0701
- **C.18 - Value (incl. sponsor support):** $5350000000.00
- **C.18.a - Value (excl. sponsor support):** $5350000000.00
- **C.19 - Percentage of Net Assets:** 3.2000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2048-04-20      | 5.5000%  | 0.0000% | $1000000.00        | $149001.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1032724.00        | $1048223.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $1575644.00        | $1574696.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $359666.00         | $369293.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1471230.00        | $1513319.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $8166784.00        | $8411079.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $3770012.00        | $3874166.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $8497792.00        | $8773652.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1179114.00        | $1214220.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $2616492.00        | $2694398.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $33185472.00       | $34134886.22       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1101468.00        | $1137509.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1924870.00        | $1986612.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $4190096.00        | $4356238.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $7609776.00        | $7883776.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $6460080.00        | $6644898.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $2420604.00        | $2489855.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $9386032.00        | $9235007.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 6.0000%  | 0.0000% | $600000.00         | $76482.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-03-20      | 6.0000%  | 0.0000% | $1713212.00        | $1122386.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $1301346.00        | $833854.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $777134080.00      | $704661356.65      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $8486448.00        | $8743381.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $59690.00          | $60660.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $139984.00         | $145160.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $5651080.00        | $5780926.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $1145908.00        | $1171543.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $2081208.00        | $2131589.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $1372896.00        | $1403270.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $2002768.00        | $2042638.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $5378184.00        | $5483353.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $223756.00         | $230442.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $3184810.00        | $3230463.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $320248832.00      | $326504359.05      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $2740608.00        | $2819012.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $4082887.00        | $4211375.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1136362.00        | $1171845.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 6.0000%  | 0.0000% | $151600000.00      | $1380570.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $594748.00         | $18791.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1494052.00        | $1570399.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1279106.00        | $1337409.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2887324.00        | $3017158.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2035928.00        | $2127477.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1161864.00        | $1213751.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $11460320.00       | $12130380.96       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $2087532.00        | $2203655.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1089288.00        | $1138616.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2370812.00        | $2477418.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $5313824.00        | $5552771.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $10032160.00       | $10483277.25       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1221790.00        | $1279727.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-07-20      | 6.5000%  | 0.0000% | $212610.00         | $106193.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $672372.00         | $355706.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-06-20      | 6.5000%  | 0.0000% | $1183072.00        | $730966.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $1251672.00        | $691948.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 6.5000%  | 0.0000% | $1771922.00        | $854340.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $50000000.00       | $39694069.95       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $1126112.00        | $729601.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1267210.00        | $1314085.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1738134.00        | $1815570.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $24484032.00       | $23446364.32       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $1032544.00        | $1087552.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $1365248.00        | $1437596.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.5000%  | 0.0000% | $1420730.00        | $1134242.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $1675332.00        | $1708134.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $2274228.00        | $2366413.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-04-20      | 6.5000%  | 0.0000% | $120961.00         | $124576.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 6.5000%  | 0.0000% | $3270136.00        | $3404844.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1416230.00        | $1487537.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-11-20      | 6.5000%  | 0.0000% | $35938304.00       | $35743.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-08-20      | 6.5000%  | 0.0000% | $618862.00         | $8214.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 7.0000%  | 0.0000% | $2395476.00        | $2466510.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $3878440.00        | $3594525.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $2790512.00        | $2894614.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1068494.00        | $1136515.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $2022784.00        | $2142481.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1317394.00        | $1392898.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $2394332.00        | $2554232.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-12-20      | 7.0000%  | 0.0000% | $53725.00          | $9687.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 7.0000%  | 0.0000% | $56000.00          | $24788.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 7.0000%  | 0.0000% | $2023264.00        | $2025593.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 7.0000%  | 0.0000% | $692226.00         | $511768.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1148996.00        | $1241637.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $1131066.00        | $1185348.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 7.0000%  | 0.0000% | $4725192.00        | $4971203.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $1827670.00        | $1890177.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $20610040.00       | $21895859.09       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-09-20      | 7.0000%  | 0.0000% | $57108.00          | $58053.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1016400.00        | $1062275.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1131490.00        | $1196015.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 7.5000%  | 0.0000% | $5568968.00        | $6012071.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $1011286.00        | $361539.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.5000%  | 0.0000% | $27053600.00       | $28404930.74       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 7.5000%  | 0.0000% | $3609052.00        | $3741979.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 7.5000%  | 0.0000% | $1332658.00        | $1423684.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 7.5000%  | 0.0000% | $1158832.00        | $1238732.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 7.5000%  | 0.0000% | $312725.00         | $324978.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $1500000.00        | $1075702.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $650000.00         | $335706.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $37557824.00       | $23693603.72       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $4300000.00        | $2662289.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $1900000.00        | $1267493.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 3.5000%  | 0.0000% | $100000.00         | $10131.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 2.5000%  | 0.0000% | $500000.00         | $66601.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $4210576.00        | $2660642.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 3.0000%  | 0.0000% | $344982.00         | $297739.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.0000%  | 0.0000% | $1300000.00        | $702573.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $150000.00         | $102212.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-06-20      | 3.0000%  | 0.0000% | $841922.00         | $530034.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 3.0000%  | 0.0000% | $275000.00         | $197457.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-01-20      | 3.5000%  | 0.0000% | $122681.00         | $108214.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 3.5000%  | 0.0000% | $554130.00         | $489544.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 3.5000%  | 0.0000% | $325236.00         | $287349.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $2000000.00        | $66153.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-07-20      | 3.5000%  | 0.0000% | $175000.00         | $121627.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-08-20      | 3.5000%  | 0.0000% | $275000.00         | $162796.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 3.5000%  | 0.0000% | $2781832.00        | $2457703.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 3.5000%  | 0.0000% | $808580.00         | $714366.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-11-20      | 3.5000%  | 0.0000% | $5115985.00        | $75035.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 4.0000%  | 0.0000% | $404051.00         | $370376.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2062-07-20      | 4.5000%  | 0.0000% | $46905.00          | $44449.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 4.5000%  | 0.0000% | $226046.00         | $214379.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 4.5000%  | 0.0000% | $423999.00         | $401945.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-11-20      | 4.5000%  | 0.0000% | $107102.00         | $101315.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-20      | 4.5000%  | 0.0000% | $895000.00         | $871060.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 5.0000%  | 0.0000% | $232292.00         | $226589.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $897354.00         | $876354.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2062-05-20      | 5.0000%  | 0.0000% | $340555.00         | $326793.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2062-09-20      | 5.0000%  | 0.0000% | $416325.00         | $130111.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2062-09-20      | 5.0000%  | 0.0000% | $642942.00         | $390417.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-11-20      | 5.5000%  | 0.0000% | $1649420.00        | $1567635.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 6.0000%  | 0.0000% | $1051452.00        | $492662.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $1027368.00        | $663379.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-06-20      | 6.0000%  | 0.0000% | $12531648.00       | $6948189.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-20      | 6.0000%  | 0.0000% | $1768112.00        | $1788229.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-11-20      | 6.0000%  | 0.0000% | $2070864.00        | $2093501.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $94588.00          | $97063.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-20      | 6.5000%  | 0.0000% | $10103952.00       | $10195195.98       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 6.5000%  | 0.0000% | $506081.00         | $518915.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $2455032.00        | $2518245.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $1006618.00        | $1032994.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $167213.00         | $171593.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-04-20      | 6.5000%  | 0.0000% | $331418.00         | $135157.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-06-20      | 6.5000%  | 0.0000% | $3772924.00        | $1228754.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-08-20      | 6.5000%  | 0.0000% | $19612.00          | $20066.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-05-20      | 6.5000%  | 0.0000% | $31144.00          | $31840.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-07-20      | 6.5000%  | 0.0000% | $24908.00          | $25469.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-08-20      | 6.5000%  | 0.0000% | $13125.00          | $9529.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-03-20      | 6.5000%  | 0.0000% | $9403.00           | $9622.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-11-20      | 5.8750%  | 0.0000% | $3030532.00        | $353252.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-12-20      | 6.3750%  | 0.0000% | $1771470.00        | $307292.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-05-20      | 6.6250%  | 0.0000% | $637901.00         | $44341.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-05-20      | 4.8750%  | 0.0000% | $1040000.00        | $8783.72           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 4.5000%  | 0.0000% | $15009792.00       | $13928115.82       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-05-20      | 3.0000%  | 0.0000% | $700000.00         | $136368.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-04-20      | 1.5000%  | 0.0000% | $189680.00         | $121634.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 1.5000%  | 0.0000% | $212718.00         | $156463.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-12-20      | 1.5000%  | 0.0000% | $44681.00          | $37598.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-09-20      | 2.0000%  | 0.0000% | $365611.00         | $140188.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-09-20      | 6.5000%  | 0.0000% | $12810.00          | $13106.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-08-20      | 6.5000%  | 0.0000% | $7676.00           | $7855.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 6.5000%  | 0.0000% | $109845.00         | $58830.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 6.5000%  | 0.0000% | $2117956.00        | $1619612.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 6.5000%  | 0.0000% | $68320.00          | $69939.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-11-20      | 6.5000%  | 0.0000% | $375051.00         | $384046.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-20      | 6.5000%  | 0.0000% | $52127.00          | $53386.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 6.5000%  | 0.0000% | $551644.00         | $564853.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $13183184.00       | $13523241.16       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 7.0000%  | 0.0000% | $4709376.00        | $4864224.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 7.0000%  | 0.0000% | $900212.00         | $929811.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 7.0000%  | 0.0000% | $181482.00         | $186705.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $589182.00         | $608554.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-09-20      | 7.0000%  | 0.0000% | $3618748.00        | $2829968.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-01-20      | 7.5000%  | 0.0000% | $658343.00         | $63340.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-08-20      | 7.5000%  | 0.0000% | $92455.00          | $95607.73          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 7.5000%  | 0.0000% | $107398.00         | $111192.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $3541936.00        | $2752357.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $502084.00         | $408944.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $5104768.00        | $2963420.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $1000000.00        | $693863.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-05-20      | 3.5000%  | 0.0000% | $3554540.00        | $368700.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-11-20      | 3.5000%  | 0.0000% | $284000.00         | $13630.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-09-20      | 3.5000%  | 0.0000% | $51046464.00       | $4512644.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $1260000.00        | $126043.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-07-20      | 3.5000%  | 0.0000% | $100000.00         | $6654.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-07-20      | 3.5000%  | 0.0000% | $1050000.00        | $122260.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 3.5000%  | 0.0000% | $35463424.00       | $3920306.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $68432000.00       | $10434718.95       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 3.5000%  | 0.0000% | $4274864.00        | $1820775.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $1250070.00        | $828693.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-01-20      | 3.5000%  | 0.0000% | $474955.00         | $346548.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $112000.00         | $44534.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $1848000.00        | $458835.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 3.5000%  | 0.0000% | $800000.00         | $155672.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-09-20      | 3.5000%  | 0.0000% | $3000000.00        | $470204.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-01-20      | 3.5000%  | 0.0000% | $75735.00          | $5574.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 4.0000%  | 0.0000% | $43267136.00       | $33749393.52       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 4.0000%  | 0.0000% | $26742208.00       | $21761520.02       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 4.0000%  | 0.0000% | $3081130.00        | $2637621.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 4.0000%  | 0.0000% | $27129.00          | $7336.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-05-20      | 4.0000%  | 0.0000% | $1131022.00        | $962907.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 4.0000%  | 0.0000% | $5029800.00        | $77045.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 4.0000%  | 0.0000% | $230574.00         | $141110.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $800000.00         | $572410.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 4.0000%  | 0.0000% | $1731356.00        | $577368.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 4.0000%  | 0.0000% | $2286596.00        | $207977.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 4.0000%  | 0.0000% | $73000.00          | $8048.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-01-20      | 4.5000%  | 0.0000% | $3000000.00        | $229835.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-09-20      | 4.5000%  | 0.0000% | $2161000.00        | $168883.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-08-20      | 4.5000%  | 0.0000% | $35000000.00       | $2866771.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-01-20      | 4.5000%  | 0.0000% | $672216.00         | $70045.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-11-20      | 4.5000%  | 0.0000% | $28691.00          | $18515.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $2945900.00        | $2554781.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 4.5000%  | 0.0000% | $167684.00         | $127739.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 4.5000%  | 0.0000% | $3595704.00        | $3178630.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-20      | 4.5000%  | 0.0000% | $93222.00          | $9359.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $3508000.00        | $286162.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 4.5000%  | 0.0000% | $1617054.00        | $320195.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 4.5000%  | 0.0000% | $12905968.00       | $12318818.38       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1100850.00        | $1091342.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $6423352.00        | $6348268.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-07-20      | 5.0000%  | 0.0000% | $201158.00         | $79111.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-11-20      | 5.0000%  | 0.0000% | $425078.00         | $102694.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 5.0000%  | 0.0000% | $3187780.00        | $2745741.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $151875584.00      | $118483295.92      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-02-20      | 5.0000%  | 0.0000% | $161318.00         | $104841.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 5.0000%  | 0.0000% | $1916908.00        | $1771363.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-20      | 5.0000%  | 0.0000% | $1356154.00        | $254477.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-10-20      | 5.0000%  | 0.0000% | $3450468.00        | $1030616.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $1212326.00        | $1076525.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 5.0000%  | 0.0000% | $1415068.00        | $956364.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $8514288.00        | $8369798.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $546540160.00      | $530107862.01      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $685880320.00      | $674389106.94      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1243252736.00     | $1224501722.02     | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $5038472.00        | $5039345.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $2103480.00        | $2123706.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $2322224.00        | $2344553.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $10693560.00       | $10796384.53       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $5663700.00        | $5718159.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $8282980.00        | $8362625.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 5.5000%  | 0.0000% | $636386.00         | $99404.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 5.5000%  | 0.0000% | $8100000.00        | $729781.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 5.5000%  | 0.0000% | $56699.00          | $16924.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-07-20      | 5.5000%  | 0.0000% | $856160.00         | $561174.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $80018000.00       | $58842191.36       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-12-15      | 5.4500%  | 0.0000% | $119943.00         | $122506.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-15      | 5.5100%  | 0.0000% | $292028.00         | $302410.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-15      | 5.6500%  | 0.0000% | $21615776.00       | $21893590.37       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.5000%  | 0.0000% | $1071784.00        | $886059.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $11129072.00       | $10464556.09       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.0000%  | 0.0000% | $107285280.00      | $99876211.63       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.0000%  | 0.0000% | $13851648.00       | $11923714.04       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $15625120.00       | $15155746.90       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.5000%  | 0.0000% | $477904.00         | $481638.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $12761136.00       | $12511421.39       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $36212096.00       | $36590938.99       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $420270720.00      | $423396211.12      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $127691776.00      | $129485896.42      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 7.0000%  | 0.0000% | $2903724.00        | $3075501.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-04-01      | 2.5000%  | 0.0000% | $300000.00         | $170905.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $196672132.00      | $185652350.73      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-04-15      | 3.4100%  | 0.0000% | $42928.00          | $38056.11          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-05-15      | 2.5700%  | 0.0000% | $50000.00          | $41746.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-03-15      | 2.6500%  | 0.0000% | $1147282.00        | $955658.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-02-15      | 2.7800%  | 0.0000% | $53500.00          | $45245.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-06-15      | 2.9900%  | 0.0000% | $56772.00          | $48729.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-11-15      | 3.0000%  | 0.0000% | $53457.00          | $45975.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2058-05-15      | 4.7400%  | 0.0000% | $50000.00          | $48720.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-02-15      | 5.3600%  | 0.0000% | $4546520.00        | $4664957.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-15      | 5.4400%  | 0.0000% | $1499282.00        | $1528173.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-07-15      | 5.4500%  | 0.0000% | $169920.00         | $173808.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-03-15      | 5.6000%  | 0.0000% | $2795588.00        | $2901666.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-15      | 5.7000%  | 0.0000% | $164036.00         | $171542.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-02-15      | 5.7200%  | 0.0000% | $319845.00         | $333285.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-01-15      | 5.9200%  | 0.0000% | $257279.00         | $271748.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-02-15      | 6.3600%  | 0.0000% | $397584.00         | $425154.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-15      | 2.5000%  | 0.0000% | $10233520.00       | $4167509.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-06-15      | 2.5000%  | 0.0000% | $31456.00          | $5228.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-15      | 2.5000%  | 0.0000% | $315587.00         | $143538.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-15      | 3.0000%  | 0.0000% | $769953.00         | $273233.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-03-15      | 3.0000%  | 0.0000% | $10850960.00       | $1093459.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-08-15      | 3.0000%  | 0.0000% | $2000000.00        | $247138.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-15      | 3.5000%  | 0.0000% | $200000.00         | $61748.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-15      | 4.0000%  | 0.0000% | $71978.00          | $9213.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-15      | 4.0000%  | 0.0000% | $69600.00          | $34840.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-15      | 4.0000%  | 0.0000% | $32000.00          | $16462.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-15      | 4.5000%  | 0.0000% | $1073858.00        | $183289.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-15      | 5.0000%  | 0.0000% | $388491.00         | $25445.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-07-15      | 6.5000%  | 0.0000% | $999900.00         | $8576.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-03-15      | 6.5000%  | 0.0000% | $936870.00         | $5513.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-15      | 4.0000%  | 0.0000% | $2346440.00        | $1542518.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-15      | 5.5000%  | 0.0000% | $2500000.00        | $803424.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-08-20      | 4.6250%  | 0.0000% | $49999997.00       | $89585.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-20      | 4.6250%  | 0.0000% | $10812464.00       | $113862.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 5.0000%  | 0.0000% | $365278.00         | $119551.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-20      | 5.5000%  | 0.0000% | $693492.00         | $36206.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 5.7500%  | 0.0000% | $203245.00         | $6586.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.0000%  | 0.0000% | $69647360.00       | $45026716.45       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 2.5000%  | 0.0000% | $1159274.00        | $972874.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-01-20      | 2.5000%  | 0.0000% | $282800.00         | $34919.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-01-20      | 2.5000%  | 0.0000% | $221116.00         | $22477.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-20      | 2.5000%  | 0.0000% | $716789.00         | $86966.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-20      | 2.5000%  | 0.0000% | $1150000.00        | $137737.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $27760096.00       | $9881286.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $347694.00         | $209541.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $271409664.00      | $175148912.81      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 2.5000%  | 0.0000% | $288252.00         | $184294.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 2.5000%  | 0.0000% | $1331108.00        | $855373.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 2.5000%  | 0.0000% | $664474.00         | $414931.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 2.5000%  | 0.0000% | $70238.00          | $50213.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $1290120.00        | $995166.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 2.5000%  | 0.0000% | $75809.00          | $66660.73          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-05-20      | 3.0000%  | 0.0000% | $223086.00         | $28665.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-04-20      | 3.0000%  | 0.0000% | $51710000.00       | $4730440.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-06-20      | 3.0000%  | 0.0000% | $2800000.00        | $181808.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-06-20      | 3.0000%  | 0.0000% | $925000.00         | $60455.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-20      | 3.0000%  | 0.0000% | $3344796.00        | $382054.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 3.0000%  | 0.0000% | $1979906.00        | $313822.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 3.0000%  | 0.0000% | $103172.00         | $81311.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 3.0000%  | 0.0000% | $3765548.00        | $2661996.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $452777.00         | $332276.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $12015056.00       | $9827315.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $195000.00         | $68768.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 3.0000%  | 0.0000% | $332659.00         | $22005.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $1071674.00        | $490817.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $879148.00         | $630049.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $694854.00         | $410982.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $406503.00         | $293026.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $75144.00          | $50266.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $75302.00          | $50406.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 3.0000%  | 0.0000% | $134977.00         | $97011.66          | Agency Mortgage-Backed Securities |

### Security 214: Northwestern Mutual Life Insurance Company

- **C.1 - Title:** Northwestern Mutual Life Insurance Company 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: ARP19AV63, C.3 - LEI: 1DU7IM20QESY, C.5 - Other ID: ARP19AV63_4.41_0701
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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    | 2052-06-01      | 5.0000%  | 0.0000% | $30225300.00       | $21497165.81       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $15155000.00       | $14664717.72       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $20173000.00       | $17097001.39       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-08-01      | 6.5000%  | 0.0000% | $37782000.00       | $29387213.26       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-02-01      | 3.0000%  | 0.0000% | $49109100.00       | $10150501.80       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-01      | 3.0000%  | 0.0000% | $63882700.00       | $14353495.95       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-11-01      | 3.0000%  | 0.0000% | $31560300.00       | $6866275.59        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $58107100.00       | $13165831.18       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $50396700.00       | $10578997.58       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.0000%  | 0.0000% | $42857600.00       | $8206121.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-07-01      | 3.5000%  | 0.0000% | $45831900.00       | $7836083.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $40860700.00       | $26606470.14       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-09-01      | 3.5000%  | 0.0000% | $45886300.00       | $4946422.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-04-01      | 4.0000%  | 0.0000% | $33586300.00       | $3618868.74        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-12-01      | 4.0000%  | 0.0000% | $6156000.00        | $241052.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-12-01      | 4.0000%  | 0.0000% | $60605000.00       | $5660898.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-12-01      | 4.0000%  | 0.0000% | $51365000.00       | $5246423.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $51500000.00       | $38111617.10       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-11-01      | 4.0000%  | 0.0000% | $44399200.00       | $4389273.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-10-01      | 4.0000%  | 0.0000% | $56343000.00       | $5582585.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-12-01      | 4.5000%  | 0.0000% | $28483000.00       | $23091977.59       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $37249000.00       | $30166652.45       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.0000%  | 0.0000% | $49852000.00       | $44047067.61       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $34332000.00       | $26765785.44       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $47207100.00       | $28541145.47       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $16555600.00       | $9492467.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $18767000.00       | $10056418.00       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.0000%  | 0.0000% | $16120600.00       | $9418179.57        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $17353200.00       | $9932724.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $3137300.00        | $1795110.57        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $31253000.00       | $19516946.57       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $14516400.00       | $9519412.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $40000000.00       | $26441638.80       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $7795600.00        | $4281056.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $1591500.00        | $822667.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $26080600.00       | $14308516.90       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 2.0000%  | 0.0000% | $55518700.00       | $33667673.93       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $22737600.00       | $12766577.13       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $45449200.00       | $28145118.38       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 2.0000%  | 0.0000% | $59599700.00       | $35864701.76       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-01      | 2.0000%  | 0.0000% | $45263300.00       | $29125639.47       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.0000%  | 0.0000% | $57424200.00       | $35608466.76       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $18928600.00       | $10796407.61       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $34034600.00       | $19138393.45       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $43621500.00       | $27967367.68       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.0000%  | 0.0000% | $52714000.00       | $31189461.06       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $8255200.00        | $4972351.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.0000%  | 0.0000% | $21306700.00       | $12900532.28       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $23998200.00       | $12987830.16       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $30495100.00       | $19174232.95       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-01      | 2.5000%  | 0.0000% | $1631000.00        | $1171459.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $34429300.00       | $22750706.88       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $62836600.00       | $41687646.58       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $4001000.00        | $2558246.08        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $51491900.00       | $28142614.74       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.5000%  | 0.0000% | $60592600.00       | $30394417.60       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $20596900.00       | $10562413.28       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.5000%  | 0.0000% | $19542900.00       | $12450895.33       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-08-01      | 3.0000%  | 0.0000% | $42149900.00       | $8569749.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $33519900.00       | $5311413.86        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $55874400.00       | $12132352.66       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 3.0000%  | 0.0000% | $53108600.00       | $12969944.37       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-02-01      | 3.0000%  | 0.0000% | $58163500.00       | $10588603.52       | Agency Collateralized Mortgage Obligation |

### Security 215: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc. 4.460000%
- **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: ARP19AV71, C.3 - LEI: K5HU16E3LMSV, C.5 - Other ID: ARP19AV71_4.46_0701
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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.         | 2042-06-15      | N/A      | 0.0000% | $69362430.00       | $160168.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | N/A      | 0.0000% | $148499994.00      | $429795.25         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 0.8448%  | 0.0000% | $106711936.00      | $4320880.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-09-25      | 0.8748%  | 0.0000% | $48317696.00       | $2219384.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | 0.8948%  | 0.0000% | $23488448.00       | $1044071.27        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-09-25      | 0.9448%  | 0.0000% | $67500000.00       | $2909903.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-01-20      | 1.0349%  | 0.0000% | $49740735.00       | $1815048.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 1.0481%  | 0.0000% | $60000000.00       | $2732814.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 1.1448%  | 0.0000% | $50557440.00       | $1393402.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-09-25      | 1.3448%  | 0.0000% | $100000000.00      | $3575357.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-09-25      | 1.3448%  | 0.0000% | $35000000.00       | $1079250.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-04-25      | 1.4448%  | 0.0000% | $50000000.00       | $2449254.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 1.4448%  | 0.0000% | $100000000.00      | $4757329.08        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 1.4948%  | 0.0000% | $115336160.00      | $6206673.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 1.5448%  | 0.0000% | $75000000.00       | $3470971.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.5948%  | 0.0000% | $38315904.00       | $3399758.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-08-25      | 1.5948%  | 0.0000% | $44342208.00       | $2083770.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-04-25      | 1.5948%  | 0.0000% | $10999060.00       | $638897.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.5981%  | 0.0000% | $46526592.00       | $2111845.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.7382%  | 0.0000% | $65692560.00       | $4732774.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 2.3448%  | 0.0000% | $79790976.00       | $6135835.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 2.4948%  | 0.0000% | $63000000.00       | $3846181.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 2.5000%  | 0.0000% | $39672128.00       | $3106761.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 2.5000%  | 0.0000% | $43213440.00       | $3172169.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-08-25      | 2.5000%  | 0.0000% | $10000000.00       | $334745.41         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 2.6948%  | 0.0000% | $44895424.00       | $3584855.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 2.6948%  | 0.0000% | $16606304.00       | $1384182.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 2.6948%  | 0.0000% | $40458048.00       | $3215736.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 2.7448%  | 0.0000% | $51442048.00       | $4566838.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 2.7948%  | 0.0000% | $56375000.00       | $5130978.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 2.8948%  | 0.0000% | $43876352.00       | $3235254.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 2.8948%  | 0.0000% | $55928256.00       | $5065030.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-01-25      | 3.0000%  | 0.0000% | $22384640.00       | $1567758.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 3.0000%  | 0.0000% | $59883200.00       | $7859972.68        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 3.0000%  | 0.0000% | $88843008.00       | $8425940.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-09-25      | 3.0000%  | 0.0000% | $27041280.00       | $2739265.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $97207000.00       | $9273968.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-01-25      | 3.0000%  | 0.0000% | $39817472.00       | $4700236.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 3.5000%  | 0.0000% | $100000000.00      | $5611451.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-07-25      | 3.5000%  | 0.0000% | $30977120.00       | $3395579.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 4.0000%  | 0.0000% | $32175167.00       | $3928440.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-10-15      | 4.0000%  | 0.0000% | $50000000.00       | $426717.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 5.0000%  | 0.0000% | $59999996.00       | $13743383.43       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $7880056.00        | $1536873.65        | Agency Collateralized Mortgage Obligation |

### Security 216: Northern Trust Co. - Fixed Income Clearing Corp.

- **C.1 - Title:** Northern Trust Co. - Fixed Income Clearing Corp. 4.370000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19AVA4, C.3 - LEI: N/A, C.5 - Other ID: ARP19AVA4_4.37_0701
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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% | $35880100.00       | $36550165.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $50933756.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $50933756.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $50933756.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $50933756.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $50933756.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-01      | 1.8750%  | 0.0000% | $50000000.00       | $48810794.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-15      | 4.2500%  | 0.0000% | $26600000.00       | $26799496.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-15      | 4.2500%  | 0.0000% | $50000000.00       | $50374993.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50544221.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $43600100.00       | $44074661.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50544221.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50544221.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50544221.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50544221.10       | U.S. Treasuries (including strips) |

### Security 217: State Street Bank - Fixed Income Clearing Corp.

- **C.1 - Title:** State Street Bank - Fixed Income Clearing Corp. 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19AVF3, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP19AVF3_4.40_0701
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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:** State Street Bank - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2040-05-15      | 1.1250%  | 0.0000% | $551404300.00      | $340599883.10      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-08-15      | 3.8750%  | 0.0000% | $41730900.00       | $38710213.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-05-15      | 4.3750%  | 0.0000% | $133880100.00      | $130689999.60      | U.S. Treasuries (including strips) |

### Security 218: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 4.480000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: ARP19B5W3, C.3 - LEI: 549300LGG2RLWD21SU97, C.5 - Other ID: ARP19B5W3_4.48_0702
- **C.18 - Value (incl. sponsor support):** $1000226666.67
- **C.18.a - Value (excl. sponsor support):** $1000226666.67
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 219: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B6M4, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP19B6M4_4.40_0701
- **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:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2025-10-02      | N/A      | 0.0000% | $700.00            | $692.37            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-31      | 0.3750%  | 0.0000% | $107200000.00      | $100156088.14      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 0.5000%  | 0.0000% | $276000.00         | $260362.06         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $92.53             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-30      | 1.2500%  | 0.0000% | $71599700.00       | $66407928.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-05-15      | 1.6250%  | 0.0000% | $400.00            | $353.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-31      | 3.5000%  | 0.0000% | $74389000.00       | $74519460.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-10-15      | 4.2500%  | 0.0000% | $500.00            | $504.29            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-30      | 4.3750%  | 0.0000% | $9513700.00        | $9780417.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-11-30      | 4.8750%  | 0.0000% | $3882000.00        | $3905326.56        | U.S. Treasuries (including strips) |

### Security 220: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19BAS6, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP19BAS6_4.40_0701
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2029-10-15      | 1.6250%  | 0.0000% | $985968200.00      | $1020124756.62     | 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. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19BBY2, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP19BBY2_4.39_0701
- **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:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2026-10-31      | 1.1250%  | 0.0000% | $28185100.00       | $27226124.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-15      | 1.6250%  | 0.0000% | $34997300.00       | $34334914.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 1.7500%  | 0.0000% | $30965800.00       | $30021436.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 1.7500%  | 0.0000% | $29935200.00       | $28159455.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-15      | 2.2500%  | 0.0000% | $32086500.00       | $31564962.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-15      | 3.7500%  | 0.0000% | $26959800.00       | $27189197.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-31      | 4.0000%  | 0.0000% | $26017500.00       | $26641440.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-03-31      | 4.0000%  | 0.0000% | $18922000.00       | $19265005.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-10-15      | 4.2500%  | 0.0000% | $22032600.00       | $22221752.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $26546400.00       | $27439582.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 4.3750%  | 0.0000% | $31231000.00       | $31973456.63       | U.S. Treasuries (including strips) |

### Security 222: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, 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: ARP19BBZ9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19BBZ9_4.40_0701
- **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:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2029-02-15      | N/A      | 0.0000% | $547.00            | $476.01            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-08-15      | N/A      | 0.0000% | $51624634.00       | $44004889.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-05-15      | N/A      | 0.0000% | $71889153.00       | $61942066.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-11-15      | N/A      | 0.0000% | $80331392.00       | $67739285.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-11-15      | N/A      | 0.0000% | $100.00            | $88.15             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-02-15      | N/A      | 0.0000% | $1197200.00        | $1049355.38        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-08-15      | N/A      | 0.0000% | $81634300.00       | $69911532.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-02-15      | N/A      | 0.0000% | $23500.00          | $20519.54          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-05-15      | N/A      | 0.0000% | $194900.00         | $168481.11         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-08-15      | N/A      | 0.0000% | $1192700.00        | $1022463.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-11-15      | N/A      | 0.0000% | $10741300.00       | $9117172.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-02-15      | 2.2500%  | 0.0000% | $24100.00          | $23704.42          | U.S. Treasuries (including strips) |

### Security 223: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19BC13, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19BC13_4.39_0701
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2027-09-30      | 0.3750%  | 0.0000% | $100.00            | $92.88             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 0.5000%  | 0.0000% | $1400.00           | $1300.36           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 1.1250%  | 0.0000% | $33411000.00       | $30938005.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-15      | 1.2500%  | 0.0000% | $21013700.00       | $22459857.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-15      | 2.2500%  | 0.0000% | $100.00            | $98.36             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 2.6250%  | 0.0000% | $600154000.00      | $583123048.86      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 2.7500%  | 0.0000% | $66500.00          | $65537.51          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.1250%  | 0.0000% | $386183600.00      | $380068479.29      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.6250%  | 0.0000% | $3322300.00        | $3343672.29        | U.S. Treasuries (including strips) |

### Security 224: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc. 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19BC47, C.3 - LEI: CYYGQCGNHMHP, C.5 - Other ID: ARP19BC47_4.39_0701
- **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):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2030-08-15      | N/A      | 0.0000% | $720670.42         | $588678.91         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-11-15      | N/A      | 0.0000% | $46713159.68       | $27792274.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-11-15      | N/A      | 0.0000% | $31961251.84       | $17948032.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-08-15      | N/A      | 0.0000% | $3994639.36        | $1037092.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-08-15      | N/A      | 0.0000% | $3025438.72        | $761351.65         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $37979545.60       | $18344348.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-05-15      | N/A      | 0.0000% | $2095507.20        | $900950.75         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-05-15      | N/A      | 0.0000% | $24918041.60       | $10118045.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $15527690.24       | $5887867.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $9612738.55        | $2984207.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-11-15      | N/A      | 0.0000% | $3428500.00        | $1052666.07        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $30015027.20       | $8599245.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-05-15      | N/A      | 0.0000% | $1796750.00        | $426587.98         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-08-15      | N/A      | 0.0000% | $284300.00         | $123936.89         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-05-15      | 1.1250%  | 0.0000% | $79729600.00       | $49418180.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2046-05-15      | 2.5000%  | 0.0000% | $64283400.00       | $44378880.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2047-05-15      | 3.0000%  | 0.0000% | $3471700.00        | $2601417.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-05-15      | 5.0000%  | 0.0000% | $44123800.00       | $45455632.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2028-08-15      | 5.5000%  | 0.0000% | $15466800.00       | $16611699.71       | U.S. Treasuries (including strips) |

### Security 225: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA 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: ARP19BC54, C.3 - LEI: SUVUFHICNZMP, C.5 - Other ID: ARP19BC54_4.41_0701
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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.      | 2048-02-15      | 3.5000%  | 0.0000% | $13893502.00       | $11483258.09       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-04-01      | 3.5000%  | 0.0000% | $35247244.00       | $13189354.02       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-12-01      | 4.5000%  | 0.0000% | $71569578.00       | $14242681.61       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-06-01      | 4.5000%  | 0.0000% | $42229749.00       | $13368080.55       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 4.5000%  | 0.0000% | $12031573.00       | $11396650.90       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-06-01      | 5.0000%  | 0.0000% | $11943215.00       | $11960959.97       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $14003117.00       | $12840483.71       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.0000%  | 0.0000% | $12791732.00       | $12695983.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $3194410.00        | $2608866.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.5000%  | 0.0000% | $17665819.00       | $14518086.62       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $15052020.00       | $15075040.26       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $14202491.00       | $14471574.91       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 6.5000%  | 0.0000% | $16156186.00       | $13741917.23       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 3.5000%  | 0.0000% | $64000000.00       | $13506937.35       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 4.0000%  | 0.0000% | $74766328.00       | $15258039.79       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $66500000.00       | $11512611.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-07-01      | 2.0000%  | 0.0000% | $19595000.00       | $11826158.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-02-01      | 2.5000%  | 0.0000% | $15722436.00       | $14043641.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.0000%  | 0.0000% | $95875591.00       | $12562687.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 3.0000%  | 0.0000% | $15564034.00       | $13834304.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-11-01      | 3.0000%  | 0.0000% | $28491609.00       | $13087079.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-03-01      | 3.5000%  | 0.0000% | $50909574.00       | $13982232.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-04-01      | 3.5000%  | 0.0000% | $12867576.00       | $12155114.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 3.5000%  | 0.0000% | $15000000.00       | $11726469.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $76000000.00       | $12467904.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-11-01      | 4.0000%  | 0.0000% | $62678370.00       | $11065446.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 4.0000%  | 0.0000% | $14473052.00       | $13445010.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 4.5000%  | 0.0000% | $71795516.00       | $12711821.39       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 4.5000%  | 0.0000% | $53721464.00       | $11208271.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 4.5000%  | 0.0000% | $50000000.00       | $12191351.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $48000000.00       | $12785722.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $44000000.00       | $12521830.39       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $52720000.00       | $14489358.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 4.5000%  | 0.0000% | $17713934.00       | $14308383.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $17128393.00       | $12649488.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $16016000.00       | $13091952.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $14131000.00       | $11876781.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $19174867.00       | $15723185.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $18892042.00       | $14911477.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $19079737.00       | $14463801.30       | Agency Mortgage-Backed Securities |

### Security 226: Deutsche Bank Securities, Inc.

- **C.1 - Title:** Deutsche Bank Securities, Inc. 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19BC62, C.3 - LEI: 9J6MBOOO7BEC, C.5 - Other ID: ARP19BC62_4.39_0701
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2051-08-15      | 2.0000%  | 0.0000% | $82169800.00       | $47446203.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-02-15      | 2.5000%  | 0.0000% | $149327100.00      | $105553832.32      | U.S. Treasuries (including strips) |

### Security 227: MUFG Securities Canada Ltd.

- **C.1 - Title:** MUFG Securities Canada Ltd. 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: ARP19BC88, C.3 - LEI: 549300Y1PMK3, C.5 - Other ID: ARP19BC88_4.39_0701
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $7805100.00        | $6155369.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-09-01      | 3.5000%  | 0.0000% | $1097214.00        | $255597.63         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-06-01      | 3.5000%  | 0.0000% | $1000.00           | $349.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2057-01-01      | 3.5000%  | 0.0000% | $50988201.00       | $15036734.89       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2058-01-01      | 3.5000%  | 0.0000% | $1000.00           | $418.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $14395616.00       | $4812081.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $5178774.00        | $1827853.59        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $2024.00           | $1509.56           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-05-01      | 3.5000%  | 0.0000% | $1000.00           | $180.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-02-01      | 3.5000%  | 0.0000% | $25000000.00       | $5905015.29        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-02-01      | 4.0000%  | 0.0000% | $10392623.00       | $832851.02         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-12-01      | 4.0000%  | 0.0000% | $976199.00         | $226700.09         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $199.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $1011.00           | $348.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 4.5000%  | 0.0000% | $11336443.00       | $964831.69         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $15000000.00       | $4303524.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $186.05            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2027-06-01      | 4.0000%  | 0.0000% | $24999000.00       | $25161974.03       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2026-08-26      | 4.0000%  | 0.0000% | $25000000.00       | $25267819.44       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-08-06      | 4.3750%  | 0.0000% | $25000000.00       | $25349450.00       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-11-05      | 4.6600%  | 0.0000% | $20301000.00       | $20495162.15       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-01-01      | 1.5000%  | 0.0000% | $24918638.00       | $12001480.82       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 1.5000%  | 0.0000% | $1001.00           | $545.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-02-01      | 2.0000%  | 0.0000% | $19321332.00       | $12015854.47       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 2.0000%  | 0.0000% | $19989800.00       | $14054035.98       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 2.5000%  | 0.0000% | $9684514.00        | $4672054.45        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $36858900.00       | $23185456.72       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.5000%  | 0.0000% | $35930832.00       | $15324947.83       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $516.90            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.5000%  | 0.0000% | $3171184.00        | $1632153.45        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.5000%  | 0.0000% | $6642589.00        | $3387149.89        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 2.5000%  | 0.0000% | $5678252.00        | $3865043.16        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-07-01      | 3.0000%  | 0.0000% | $127957797.00      | $20777174.08       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-03-01      | 3.0000%  | 0.0000% | $12273726.00       | $2126030.38        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $36793454.00       | $30244321.68       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $63323483.00       | $48711009.93       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 3.0000%  | 0.0000% | $13263828.00       | $7480441.51        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $338773.00         | $244705.19         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 3.0000%  | 0.0000% | $1014.00           | $703.88            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-01-01      | 3.5000%  | 0.0000% | $5476855.00        | $842158.69         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 4.0000%  | 0.0000% | $37394852.00       | $1840446.92        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-06-01      | 4.0000%  | 0.0000% | $165199.00         | $43607.65          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1702.10           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $9171040.00        | $7205342.03        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 4.5000%  | 0.0000% | $1000.00           | $865.87            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.0000%  | 0.0000% | $2533172.00        | $2068200.24        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.0000%  | 0.0000% | $33644800.00       | $31131180.57       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.0000%  | 0.0000% | $2188152.00        | $1785789.95        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $4192764.00        | $2683010.97        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $141900.00         | $108278.11         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $870.19            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $5370.00           | $4601.25           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $17995000.00       | $14136797.74       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $70100.00          | $67068.48          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 5.5000%  | 0.0000% | $3088.00           | $2816.60           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $19999000.00       | $18328277.02       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 5.5000%  | 0.0000% | $1024.00           | $954.77            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $1026.00           | $823.53            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $858.27            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $24000000.00       | $21430137.11       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $24446792.00       | $23494264.14       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $80589133.00       | $75507447.51       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $340300.00         | $344336.50         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 6.0000%  | 0.0000% | $3817220.00        | $3031182.31        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $1016.00           | $1054.74           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 7.0000%  | 0.0000% | $1146.00           | $1046.57           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 7.5000%  | 0.0000% | $13968400.00       | $8623381.56        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 4.0000%  | 0.0000% | $1026.00           | $213.10            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-06-01      | 4.5000%  | 0.0000% | $50006515.00       | $1845090.04        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-07-01      | 5.5000%  | 0.0000% | $21485063.00       | $525311.71         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-12-01      | 3.0300%  | 0.0000% | $25644.00          | $23991.52          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-03-01      | 4.4850%  | 0.0000% | $1424.00           | $20.66             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-08-01      | 7.3250%  | 0.0000% | $83619541.00       | $387351.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-09-01      | 7.4800%  | 0.0000% | $20003606.00       | $568907.27         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-01-01      | 1.5000%  | 0.0000% | $5680222.00        | $3391694.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 1.5000%  | 0.0000% | $41207400.00       | $25043403.41       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-10-01      | 2.0000%  | 0.0000% | $11933993.00       | $4994219.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1024.00           | $636.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-01-01      | 2.0000%  | 0.0000% | $1001.00           | $579.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $7862256.00        | $4947632.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-07-01      | 2.0000%  | 0.0000% | $14993000.00       | $9048715.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2064-06-01      | 2.5000%  | 0.0000% | $8125260.00        | $6409033.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $9320000.00        | $5241573.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $27624672.00       | $16251357.42       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $1024.00           | $588.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $14997000.00       | $8798770.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $9466.00           | $5536.43           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $166900.00         | $107368.19         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $1114.00           | $800.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $1029.00           | $646.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $11204608.00       | $8003116.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-10-01      | 2.5000%  | 0.0000% | $15206013.00       | $7280499.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-05-01      | 2.5000%  | 0.0000% | $1000.00           | $610.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-06-01      | 2.5000%  | 0.0000% | $1226920.00        | $623209.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $14994000.00       | $8796954.36        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-05-01      | 2.5000%  | 0.0000% | $1000.00           | $696.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $204.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $16587604.00       | $6665666.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1008.00           | $532.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $12451703.00       | $3723870.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $848549.00         | $667730.65         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 5.5000%  | 0.0000% | $72751432.00       | $703072.26         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $28632117.00       | $24064638.35       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $30801568.00       | $23707150.52       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $285328.00         | $232339.36         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $24302202.00       | $21738021.82       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $40313492.00       | $38869111.70       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $2304.00           | $1862.77           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 6.5000%  | 0.0000% | $12320.00          | $10996.08          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $6652622.00        | $5583836.54        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 2.5000%  | 0.0000% | $22744876.00       | $4714524.01        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1000.00           | $633.26            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $9994000.00        | $6449432.23        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $48189056.00       | $11940683.60       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $191751000.00      | $49434076.67       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $10413772.00       | $6051742.10        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $6494656.00        | $4061902.31        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $1750329.00        | $1131145.48        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $1000.00           | $756.90            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $29992900.00       | $3661412.14        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $15187200.00       | $10685171.76       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 3.5000%  | 0.0000% | $24773600.00       | $18237058.69       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 3.5000%  | 0.0000% | $27952350.00       | $23100401.13       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 4.0000%  | 0.0000% | $15713319.00       | $11868654.95       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 4.0000%  | 0.0000% | $18084108.00       | $13751469.65       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 4.0000%  | 0.0000% | $14826720.00       | $11950432.41       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $367465.00         | $283640.57         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 4.5000%  | 0.0000% | $70210600.00       | $63836008.61       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 4.5000%  | 0.0000% | $2024.00           | $1901.62           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $3023584.00        | $2340728.35        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 5.0000%  | 0.0000% | $229373207.00      | $200149957.23      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 5.0000%  | 0.0000% | $2131200.00        | $2043525.04        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $43487300.00       | $41872090.81       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $6500.00           | $5245.79           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $203933113.00      | $165397308.02      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $23128992.00       | $17866049.47       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $48248200.00       | $45220932.88       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $76662.00          | $62639.46          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $16654206.00       | $14131465.48       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $14782477.00       | $13413065.53       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $1077986.00        | $661099.95         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $1601189.00        | $1545507.17        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $6834742.00        | $6789266.44        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $26292900.00       | $18761187.42       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $5657474.00        | $3150170.79        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1008.00           | $641.95            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $19659053.00       | $14458721.13       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $10166803.00       | $7818389.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 4.5000%  | 0.0000% | $1000.00           | $558.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $46002856.00       | $35783476.05       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $129930.00         | $106445.29         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $21419920.00       | $20883282.68       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $2465172.00        | $1962002.08        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $646.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $2720781.00        | $1062545.81        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $789.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $2030.00           | $1571.60           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $3924304.00        | $3164329.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1769700.00        | $1497843.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.0000%  | 0.0000% | $66834528.00       | $62675691.19       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $21747240.00       | $16000128.60       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $2008.00           | $1406.77           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $1008.00           | $986.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $1023.00           | $891.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1575552.00        | $1428250.70        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2028-11-30      | 1.5000%  | 0.0000% | $999900.00         | $929823.52         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-08-15      | 1.6250%  | 0.0000% | $1070000.00        | $990669.22         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-05-15      | 1.6250%  | 0.0000% | $1100.00           | $970.85            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2046-08-15      | 2.2500%  | 0.0000% | $1500.00           | $990.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-11-15      | 2.2500%  | 0.0000% | $300.00            | $298.49            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-05-15      | 2.3750%  | 0.0000% | $43728900.00       | $41689985.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-03-31      | 2.5000%  | 0.0000% | $200.00            | $196.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-01-31      | 2.6250%  | 0.0000% | $1100.00           | $1101.77           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2047-11-15      | 2.7500%  | 0.0000% | $100.00            | $71.12             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-04-30      | 2.7500%  | 0.0000% | $1886200.00        | $1860582.43        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-07-31      | 2.7500%  | 0.0000% | $1456000.00        | $1443562.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2052-05-15      | 2.8750%  | 0.0000% | $195200.00         | $137459.79         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-08-15      | 3.3750%  | 0.0000% | $100.00            | $84.88             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-01-31      | 3.5000%  | 0.0000% | $427500.00         | $431289.26         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-04-30      | 3.5000%  | 0.0000% | $6034000.00        | $6032036.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-11-15      | 3.7500%  | 0.0000% | $100.00            | $87.47             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-06-30      | 3.7500%  | 0.0000% | $100.00            | $99.61             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-12-31      | 3.7500%  | 0.0000% | $123381000.00      | $123403332.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-08-31      | 3.7500%  | 0.0000% | $4267800.00        | $4275123.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $89.48             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-11-30      | 3.8750%  | 0.0000% | $100.00            | $100.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2052-11-15      | 4.0000%  | 0.0000% | $276600.00         | $242266.75         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-02-15      | 4.0000%  | 0.0000% | $200.00            | $200.54            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-12-15      | 4.0000%  | 0.0000% | $300.00            | $302.49            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-10-31      | 4.1250%  | 0.0000% | $100.00            | $100.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-11-30      | 4.1250%  | 0.0000% | $300.00            | $303.54            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-10-15      | 4.2500%  | 0.0000% | $24999800.00       | $25214426.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-05-15      | 4.2500%  | 0.0000% | $400.00            | $401.85            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-08-31      | 4.3750%  | 0.0000% | $10235500.00       | $10579884.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $101.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-01-31      | 4.3750%  | 0.0000% | $2995400.00        | $3116238.79        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-04-30      | 4.6250%  | 0.0000% | $100.00            | $103.81            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-04-30      | 4.8750%  | 0.0000% | $994300.00         | $1008511.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-04-15      | 1.2500%  | 0.0000% | $471000.00         | $503532.44         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-07-15      | 0.3750%  | 0.0000% | $430300.00         | $582366.72         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-02-28      | 0.5000%  | 0.0000% | $16998000.00       | $16615844.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-07-31      | 1.0000%  | 0.0000% | $93379800.00       | $86407284.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-10-31      | 1.1250%  | 0.0000% | $2000000.00        | $1931951.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $47.94             | U.S. Treasuries (including strips) |

### Security 228: RBC Dominion Securities, Inc.

- **C.1 - Title:** RBC Dominion Securities, Inc. 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19BC96, C.3 - LEI: 549300QJJX6C, C.5 - Other ID: ARP19BC96_4.39_0701
- **C.18 - Value (incl. sponsor support):** $1300000000.00
- **C.18.a - Value (excl. sponsor support):** $1300000000.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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  | 2025-12-26      | N/A      | 0.0000% | $19043900.00       | $18655442.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2025-07-22      | N/A      | 0.0000% | $1373800.00        | $1370338.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2025-09-30      | N/A      | 0.0000% | $298800.00         | $295581.92         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-05-15      | N/A      | 0.0000% | $187.01            | $161.13            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $134.27            | $67.73             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-05-15      | N/A      | 0.0000% | $200.00            | $83.13             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-11-15      | N/A      | 0.0000% | $200.00            | $80.85             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $100.00            | $35.79             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-08-15      | N/A      | 0.0000% | $18461300.00       | $6445282.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $24874000.00       | $8215882.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-07-15      | 0.1250%  | 0.0000% | $300.00            | $352.01            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-07-15      | 0.1250%  | 0.0000% | $16800700.00       | $18465814.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-08-31      | 0.2500%  | 0.0000% | $3759000.00        | $3734956.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-09-30      | 0.3750%  | 0.0000% | $100.00            | $92.88             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-02-28      | 0.5000%  | 0.0000% | $210100.00         | $205374.77         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-02-15      | 0.6250%  | 0.0000% | $14023500.00       | $14458841.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-07-15      | 0.7500%  | 0.0000% | $4200.00           | $5313.21           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-08-31      | 0.7500%  | 0.0000% | $22000.00          | $21251.19          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-01-15      | 0.8750%  | 0.0000% | $776700.00         | $973985.95         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-11-15      | 0.8750%  | 0.0000% | $4349700.00        | $3725129.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-09-30      | 0.8750%  | 0.0000% | $213900.00         | $206429.66         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2046-02-15      | 1.0000%  | 0.0000% | $61500.00          | $62843.05          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-08-15      | 1.1250%  | 0.0000% | $33600.00          | $20605.89          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-11-15      | 1.3750%  | 0.0000% | $133100.00         | $84242.02          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2053-02-15      | 1.5000%  | 0.0000% | $767000.00         | $654284.02         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-11-30      | 1.5000%  | 0.0000% | $100.00            | $92.95             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-01-15      | 1.7500%  | 0.0000% | $390400.00         | $405858.66         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2041-02-15      | 1.8750%  | 0.0000% | $61300.00          | $42204.27          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $55.23             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-06-30      | 1.8750%  | 0.0000% | $100000.00         | $97895.30          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $102.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-02-15      | 2.0000%  | 0.0000% | $5787700.00        | $3404814.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-02-15      | 2.1250%  | 0.0000% | $17909400.00       | $26283400.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2041-02-15      | 2.1250%  | 0.0000% | $11060200.00       | $15871633.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-02-15      | 2.1250%  | 0.0000% | $53795700.00       | $51454732.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2041-05-15      | 2.2500%  | 0.0000% | $453300.00         | $327575.21         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-08-15      | 2.2500%  | 0.0000% | $49092100.00       | $47998224.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $69.58             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-07-31      | 2.7500%  | 0.0000% | $100.00            | $99.13             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $98.03             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-05-15      | 2.8750%  | 0.0000% | $264200000.00      | $246736842.35      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $74.06             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-05-15      | 3.2500%  | 0.0000% | $3899600.00        | $3215920.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-02-15      | 3.5000%  | 0.0000% | $41461000.00       | $40382826.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-12-31      | 3.7500%  | 0.0000% | $100.00            | $99.29             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-05-15      | 3.8750%  | 0.0000% | $3597800.00        | $3206657.07        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-09-30      | 3.8750%  | 0.0000% | $49998300.00       | $50637206.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-08-15      | 3.8750%  | 0.0000% | $9596000.00        | $9472316.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-04-30      | 3.8750%  | 0.0000% | $8261400.00        | $8333218.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-06-30      | 3.8750%  | 0.0000% | $4994400.00        | $5004513.66        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-02-29      | 4.0000%  | 0.0000% | $13034200.00       | $13294673.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-04-30      | 4.0000%  | 0.0000% | $100.00            | $100.50            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-05-31      | 4.0000%  | 0.0000% | $63500.00          | $64209.21          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2053-08-15      | 4.1250%  | 0.0000% | $1703300.00        | $1533088.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-09-30      | 4.1250%  | 0.0000% | $74884500.00       | $76283802.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-07-31      | 4.1250%  | 0.0000% | $613000.00         | $629031.51         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-10-31      | 4.1250%  | 0.0000% | $1069900.00        | $1085657.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-08-15      | 4.2500%  | 0.0000% | $88416000.00       | $81386879.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-06-30      | 4.2500%  | 0.0000% | $100.00            | $101.72            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-11-15      | 4.2500%  | 0.0000% | $300000000.00      | $301407150.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-11-30      | 4.3750%  | 0.0000% | $23960700.00       | $24615691.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $101.72            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-01-31      | 4.3750%  | 0.0000% | $213900.00         | $222273.22         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-02-15      | 4.5000%  | 0.0000% | $130600.00         | $127449.77         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-05-15      | 4.6250%  | 0.0000% | $104000.00         | $101823.62         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2055-02-15      | 4.6250%  | 0.0000% | $4921700.00        | $4830490.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-06-15      | 4.6250%  | 0.0000% | $210829900.00      | $214647079.09      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2055-05-15      | 4.7500%  | 0.0000% | $900.00            | $891.70            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-05-31      | 4.8750%  | 0.0000% | $2899400.00        | $2931551.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-05-15      | 5.0000%  | 0.0000% | $12050200.00       | $12358950.22       | U.S. Treasuries (including strips) |

### Security 229: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19BCE5, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: ARP19BCE5_4.39_0701
- **C.18 - Value (incl. sponsor support):** $1100000000.00
- **C.18.a - Value (excl. sponsor support):** $1100000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $61.61             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 1.2500%  | 0.0000% | $137824300.00      | $132630391.30      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-02-15      | 2.2500%  | 0.0000% | $144807700.00      | $89226143.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 2.3750%  | 0.0000% | $30835900.00       | $22599293.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 3.1250%  | 0.0000% | $359000.00         | $291500.82         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 3.1250%  | 0.0000% | $339900.00         | $270805.13         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 3.2500%  | 0.0000% | $39684100.00       | $39308410.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-15      | 3.3750%  | 0.0000% | $54073000.00       | $51681662.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-03-31      | 3.6250%  | 0.0000% | $6607600.00        | $6612291.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.6250%  | 0.0000% | $283521500.00      | $285295965.54      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.7500%  | 0.0000% | $228000.00         | $227120.15         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-31      | 3.7500%  | 0.0000% | $272068400.00      | $272535287.03      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 3.8750%  | 0.0000% | $12926300.00       | $11567354.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $100.00            | $100.79            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 4.0000%  | 0.0000% | $635700.00         | $651645.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-03-31      | 4.0000%  | 0.0000% | $3302300.00        | $3362161.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 4.1250%  | 0.0000% | $9942800.00        | $10225847.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-02-15      | 4.2500%  | 0.0000% | $116876300.00      | $108047633.54      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-05-15      | 4.6250%  | 0.0000% | $88561000.00       | $87078422.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-30      | 4.6250%  | 0.0000% | $100.00            | $103.86            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-06-30      | 4.6250%  | 0.0000% | $220700.00         | $221989.77         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2037-05-15      | 5.0000%  | 0.0000% | $283900.00         | $302635.99         | U.S. Treasuries (including strips) |

### Security 230: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC 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: ARP19BCH8, C.3 - LEI: 254900QX5Y2Z, C.5 - Other ID: ARP19BCH8_4.40_0701
- **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:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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.      | 2053-07-01      | 5.5000%  | 0.0000% | $8819188.00        | $7774793.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 5.5000%  | 0.0000% | $50000000.00       | $45541111.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $55742140.00       | $44798237.33       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $56000000.00       | $44383736.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $25912548.00       | $24149571.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $57243240.00       | $45740306.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $43721916.00       | $45112243.77       | Agency Mortgage-Backed Securities |

### Security 231: Nomura Securities International, Inc.

- **C.1 - Title:** Nomura Securities International, 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: ARP19BCJ4, C.3 - LEI: OXTKY6Q8X53C, C.5 - Other ID: ARP19BCJ4_4.40_0701
- **C.18 - Value (incl. sponsor support):** $905000000.00
- **C.18.a - Value (excl. sponsor support):** $905000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $1669700.00        | $1418012.25        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $187800.00         | $157192.83         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 5.0000%  | 0.0000% | $30000000.00       | $27315433.32       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 5.0000%  | 0.0000% | $100000.00         | $84916.27          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-04-20      | 5.0000%  | 0.0000% | $1682300.00        | $1102259.62        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $149300.00         | $127517.78         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-20      | 4.0000%  | 0.0000% | $14342900.00       | $11261111.26       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $700000.00         | $557338.89         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2062-08-20      | 2.5000%  | 0.0000% | $272200.00         | $211315.12         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2062-02-20      | 2.5000%  | 0.0000% | $338900.00         | $264606.95         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 3.5000%  | 0.0000% | $12634200.00       | $9630637.95        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 5.0000%  | 0.0000% | $820800.00         | $689224.10         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 5.0000%  | 0.0000% | $15000.00          | $12593.27          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-07-20      | 7.0000%  | 0.0000% | $1174800.00        | $986777.59         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-11-17      | 4.6250%  | 0.0000% | $1000000.00        | $1014044.31        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2027-04-09      | 4.7500%  | 0.0000% | $610000.00         | $625827.98         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2033-01-24      | 4.7500%  | 0.0000% | $6000000.00        | $6293840.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-02-25      | 4.8000%  | 0.0000% | $84911000.00       | $86207590.97       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2035-06-18      | 5.4500%  | 0.0000% | $10025000.00       | $10057898.70       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-07-15      | 5.6250%  | 0.0000% | $26839000.00       | $29994226.39       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-05-15      | 6.2500%  | 0.0000% | $84000.00          | $91905.87          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-07-01      | 2.0000%  | 0.0000% | $21200.00          | $11579.23          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-02-01      | 2.5000%  | 0.0000% | $294400.00         | $154976.16         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-08-01      | 3.5000%  | 0.0000% | $85100.00          | $25829.87          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-07-01      | 3.5000%  | 0.0000% | $4507500.00        | $636970.37         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-07-01      | 4.0000%  | 0.0000% | $3170000.00        | $514264.75         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-03-01      | 4.0000%  | 0.0000% | $1779300.00        | $281812.61         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-01-01      | 4.0000%  | 0.0000% | $94700.00          | $19279.13          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-11-01      | 4.5000%  | 0.0000% | $99000.00          | $12590.58          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 4.5000%  | 0.0000% | $6966900.00        | $1473615.82        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-02-01      | 4.5000%  | 0.0000% | $259400.00         | $35420.49          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $793.01            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $2028500.00        | $1726807.10        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $291900.00         | $292971.73         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.0000%  | 0.0000% | $1164700.00        | $936036.82         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $1002300.00        | $850497.78         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-03-01      | 3.0000%  | 0.0000% | $228600.00         | $37213.70          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-05-01      | 3.5000%  | 0.0000% | $2014700.00        | $326265.42         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-10-01      | 4.5000%  | 0.0000% | $2223700.00        | $425252.45         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-11-01      | 6.3920%  | 0.0000% | $91100.00          | $12117.04          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-02-01      | 6.7170%  | 0.0000% | $75400.00          | $22962.26          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-04-01      | 6.7490%  | 0.0000% | $1407800.00        | $326324.53         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-01-01      | 6.7570%  | 0.0000% | $750000.00         | $82889.85          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-09-01      | 6.9680%  | 0.0000% | $268300.00         | $31504.68          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2025-07-10      | N/A      | 0.0000% | $6107000.00        | $6097839.50        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2025-07-18      | N/A      | 0.0000% | $8000000.00        | $7980640.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-03-15      | N/A      | 0.0000% | $533000.00         | $423061.82         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-07-15      | N/A      | 0.0000% | $557000.00         | $313483.50         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2025-10-15      | 0.5300%  | 0.0000% | $51000.00          | $50485.72          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2025-09-30      | 0.5500%  | 0.0000% | $65000.00          | $64477.08          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-06-12      | 0.8750%  | 0.0000% | $420000.00         | $407302.35         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-08-05      | 0.8750%  | 0.0000% | $14781000.00       | $12790358.56       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2026-09-24      | 1.8750%  | 0.0000% | $905000.00         | $886311.75         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2036-09-29      | 2.2300%  | 0.0000% | $63000.00          | $48935.69          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2027-11-23      | 3.4000%  | 0.0000% | $20000.00          | $19849.89          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2030-01-25      | 3.7500%  | 0.0000% | $142000.00         | $143459.88         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2036-12-04      | 3.7800%  | 0.0000% | $29000.00          | $26636.21          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2025-07-24      | 4.0000%  | 0.0000% | $38935000.00       | $39599750.23       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2028-06-30      | 4.0000%  | 0.0000% | $835000.00         | $842289.55         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2027-03-10      | 4.0000%  | 0.0000% | $390000.00         | $395794.14         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2028-01-28      | 4.2500%  | 0.0000% | $33000.00          | $33953.92          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2028-06-16      | 4.4200%  | 0.0000% | $80147000.00       | $80144987.42       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-03-01      | 7.4230%  | 0.0000% | $2500000.00        | $45593.03          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-07-25      | 3.0000%  | 0.0000% | $27241500.00       | $23460900.44       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-12-01      | 3.0000%  | 0.0000% | $47500.00          | $12500.93          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $755500.00         | $524773.11         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-09-01      | 3.0000%  | 0.0000% | $40000.00          | $5106.35           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-10-01      | 3.0000%  | 0.0000% | $83800.00          | $11710.29          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-12-01      | 3.5000%  | 0.0000% | $100000.00         | $12155.13          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-08-01      | 3.5000%  | 0.0000% | $273000.00         | $48241.66          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $575000.00         | $464814.49         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 3.5000%  | 0.0000% | $20083300.00       | $17066255.31       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-10-01      | 3.5000%  | 0.0000% | $600000.00         | $27363.13          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-04-01      | 4.0000%  | 0.0000% | $396600.00         | $81778.10          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-04-01      | 4.0000%  | 0.0000% | $43956300.00       | $7109740.07        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-02-01      | 4.0000%  | 0.0000% | $205000.00         | $39177.99          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 4.0000%  | 0.0000% | $8258000.00        | $6929113.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $100000.00         | $77655.08          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $117700.00         | $24535.29          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-11-01      | 4.5000%  | 0.0000% | $2629100.00        | $422695.67         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-01-01      | 4.5000%  | 0.0000% | $295500.00         | $40597.37          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-03-01      | 4.5000%  | 0.0000% | $7562100.00        | $1237550.10        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 4.5000%  | 0.0000% | $684300.00         | $127885.34         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-06-01      | 5.0000%  | 0.0000% | $101400.00         | $12680.88          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1627300.00        | $1387788.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $1549500.00        | $1379416.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $119800.00         | $102243.88         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $3037600.00        | $2716538.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $6761000.00        | $5294524.59        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $500000.00         | $402457.30         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-01-01      | 6.5000%  | 0.0000% | $12856300.00       | $7072010.88        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-11-15      | 6.0000%  | 0.0000% | $157700.00         | $10249.36          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-10-20      | 2.5000%  | 0.0000% | $2022200.00        | $1359553.87        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $130200.00         | $88241.87          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $88635100.00       | $60618847.15       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-20      | 3.5000%  | 0.0000% | $413600.00         | $221175.09         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 3.5000%  | 0.0000% | $7795300.00        | $7046728.03        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-07-20      | 4.0000%  | 0.0000% | $146000.00         | $16415.76          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-02-20      | 4.0000%  | 0.0000% | $258000.00         | $221479.87         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-20      | 4.0000%  | 0.0000% | $67000.00          | $20964.64          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2028-01-27      | 4.4300%  | 0.0000% | $119000.00         | $121966.37         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2028-03-10      | 4.5000%  | 0.0000% | $355000.00         | $366380.23         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip                      | 2048-11-15      | N/A      | 0.0000% | $460467.50         | $139947.58         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2050-05-15      | N/A      | 0.0000% | $1421098.89        | $403248.18         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2050-08-15      | N/A      | 0.0000% | $1548112.58        | $432844.54         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2051-02-15      | N/A      | 0.0000% | $2380087.48        | $648357.25         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2051-05-15      | N/A      | 0.0000% | $704846.58         | $190110.51         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2051-08-15      | N/A      | 0.0000% | $3626387.94        | $964829.52         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2039-11-15      | N/A      | 0.0000% | $1989900.00        | $1015555.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2049-02-15      | N/A      | 0.0000% | $500000.00         | $153031.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2051-08-15      | N/A      | 0.0000% | $2739500.00        | $749239.55         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2052-05-15      | N/A      | 0.0000% | $124000000.00      | $32852932.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2052-08-15      | N/A      | 0.0000% | $76100000.00       | $19949158.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2054-08-15      | N/A      | 0.0000% | $1286600.00        | $312188.34         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-07-15      | 0.2500%  | 0.0000% | $5003000.00        | $6020849.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-07-15      | 0.6250%  | 0.0000% | $53702900.00       | $55310972.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-07-15      | 0.7500%  | 0.0000% | $59200.00          | $74891.04          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-07-31      | 1.8750%  | 0.0000% | $499900.00         | $492574.63         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-10-15      | 2.3750%  | 0.0000% | $14372200.00       | $15668007.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2047-08-15      | 2.7500%  | 0.0000% | $118600.00         | $84942.34          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2028-04-15      | 3.6250%  | 0.0000% | $5296700.00        | $11233179.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2039-11-15      | 4.3750%  | 0.0000% | $300.00            | $293.54            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2026-02-15      | 6.0000%  | 0.0000% | $6668700.00        | $6890338.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2035-02-15      | N/A      | 0.0000% | $21275009.98       | $13865796.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2036-08-15      | N/A      | 0.0000% | $234921.90         | $141214.14         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2037-02-15      | N/A      | 0.0000% | $234921.60         | $137356.08         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2025-08-15      | N/A      | 0.0000% | $257153.20         | $255877.21         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2025-11-15      | N/A      | 0.0000% | $145499.00         | $143299.06         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2026-08-15      | N/A      | 0.0000% | $44884470.00       | $42971449.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2027-02-15      | N/A      | 0.0000% | $21432017.70       | $20166114.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2027-08-15      | N/A      | 0.0000% | $954362.40         | $880137.82         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2028-08-15      | N/A      | 0.0000% | $840245.40         | $746004.32         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2035-05-15      | N/A      | 0.0000% | $145499.00         | $93586.27          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2029-08-15      | N/A      | 0.0000% | $257421.40         | $219426.26         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2030-05-15      | N/A      | 0.0000% | $145499.00         | $120054.57         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2036-11-15      | N/A      | 0.0000% | $44630240.00       | $26458234.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2037-05-15      | N/A      | 0.0000% | $105687200.00      | $60863461.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2037-08-15      | N/A      | 0.0000% | $26012188.16       | $14773336.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2039-02-15      | N/A      | 0.0000% | $50705596.98       | $26347439.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2052-02-15      | N/A      | 0.0000% | $233750.00         | $60941.20          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2038-11-15      | N/A      | 0.0000% | $11804010.00       | $6235692.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2039-05-15      | N/A      | 0.0000% | $35282500.00       | $18014468.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2039-08-15      | N/A      | 0.0000% | $32373673.70       | $16329540.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2040-02-15      | N/A      | 0.0000% | $22108857.98       | $10792107.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2053-08-15      | N/A      | 0.0000% | $35078278.36       | $8731053.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2040-05-15      | N/A      | 0.0000% | $20666220.00       | $9925758.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2040-08-15      | N/A      | 0.0000% | $234921.60         | $111233.97         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2048-02-15      | N/A      | 0.0000% | $233748.94         | $73735.87          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2048-05-15      | N/A      | 0.0000% | $428141.00         | $133303.84         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2048-08-15      | N/A      | 0.0000% | $317872.44         | $97757.85          | U.S. Treasuries (including strips) |

### Security 232: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 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: ARP19BCL9, C.3 - LEI: 549300H8L46O, C.5 - Other ID: ARP19BCL9_4.41_0701
- **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):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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    | 2031-02-01      | 1.2900%  | 0.0000% | $730371.00         | $565197.91         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-02-01      | 1.5800%  | 0.0000% | $438627.00         | $379407.87         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-08-01      | 1.7546%  | 0.0000% | $1350.00           | $1149.35           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-04-01      | 1.9800%  | 0.0000% | $868441.00         | $768930.68         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-10-01      | 2.4300%  | 0.0000% | $1094.00           | $973.89            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-07-01      | 4.1000%  | 0.0000% | $5362.00           | $5302.39           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-11-01      | 4.4900%  | 0.0000% | $1000.00           | $1013.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-12-01      | 4.5900%  | 0.0000% | $4530.00           | $4478.29           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $562966.00         | $480647.82         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $1033.00           | $858.68            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $751.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.0000%  | 0.0000% | $22949855.00       | $19016099.86       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 5.5000%  | 0.0000% | $599710.00         | $464971.67         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $1768088.00        | $1740416.99        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.65           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $925.42            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $5563665.00        | $5599368.11        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.03           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $3050.00           | $3067.71           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $1108.00           | $838.33            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $34217908.00       | $30706077.64       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1758348.00        | $1793744.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $851.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $936.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1007.00           | $1044.30           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $2048.00           | $2115.65           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 6.0000%  | 0.0000% | $5929310.00        | $4852661.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-01-01      | 6.0000%  | 0.0000% | $11275000.00       | $190496.80         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-09-01      | 6.0000%  | 0.0000% | $18350000.00       | $154391.51         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $980.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.04           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1025.88           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $995.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1093403.00        | $1139405.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $775.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 6.5000%  | 0.0000% | $1130626.00        | $793107.15         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $897.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 6.5000%  | 0.0000% | $92186.00          | $74898.06          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $3255032.00        | $2677946.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $863.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $1019930.00        | $994403.73         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 7.0000%  | 0.0000% | $5000.00           | $5312.04           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 7.0000%  | 0.0000% | $828337.00         | $878602.05         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 7.0000%  | 0.0000% | $524708.00         | $344403.39         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-15      | 2.5000%  | 0.0000% | $4051.00           | $2739.23           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-15      | 6.5000%  | 0.0000% | $4000.00           | $4230.60           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-12-20      | 3.0000%  | 0.0000% | $13482718.00       | $1933626.40        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $4999.00           | $1314.14           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $379673.00         | $31262.10          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $48324584.00       | $34422571.31       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 3.5000%  | 0.0000% | $8664336.00        | $6178699.13        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 3.5000%  | 0.0000% | $41369175.00       | $29654932.78       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $8849617.00        | $6226274.60        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 3.5000%  | 0.0000% | $3000.00           | $1556.56           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $4195966.00        | $3055683.87        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $1377983.00        | $1156422.41        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $2726279.00        | $2041368.53        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $1703378.00        | $1088909.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $2696181.00        | $1589859.39        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $15889607.00       | $3487948.09        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $50077478.00       | $11306638.56       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 4.0000%  | 0.0000% | $4000.00           | $3235.75           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 4.0000%  | 0.0000% | $1236821.00        | $707830.27         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 4.0000%  | 0.0000% | $1110277.00        | $845255.29         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 4.0000%  | 0.0000% | $1124391.00        | $672252.35         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-01-20      | 4.5000%  | 0.0000% | $132534249.00      | $6845247.75        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-06-20      | 4.5000%  | 0.0000% | $160359415.00      | $6715569.73        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $7598948.00        | $562270.74         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1033.61           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $5000.00           | $5258.43           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $5000.00           | $4593.20           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $2000.00           | $1999.62           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $3000.00           | $3190.87           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $3000.00           | $2842.19           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $5000.00           | $2389.44           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $836.75            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 7.3750%  | 0.0000% | $21836.00          | $23555.23          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.5000%  | 0.0000% | $6048.00           | $6534.50           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $5000000.00        | $3984280.52        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-06-20      | 5.0000%  | 0.0000% | $10173573.00       | $6940780.19        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2073-08-20      | 6.5190%  | 0.0000% | $1330032.00        | $572436.09         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2073-10-20      | 6.5630%  | 0.0000% | $1227836.00        | $557614.17         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2073-08-20      | 6.5680%  | 0.0000% | $1231363.00        | $579872.16         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2073-11-20      | 6.5770%  | 0.0000% | $995288.00         | $654743.84         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2072-10-20      | 7.2840%  | 0.0000% | $1000.00           | $920.55            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-10-20      | 3.5000%  | 0.0000% | $1885392.00        | $1337327.06        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $2052147.00        | $973139.83         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-11-20      | 4.0000%  | 0.0000% | $2005.00           | $897.51            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-07-20      | 4.0000%  | 0.0000% | $1181991.00        | $473528.62         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-06-20      | 4.0000%  | 0.0000% | $1711084.00        | $1002919.70        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $1638207.00        | $1054767.38        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-01-20      | 4.5000%  | 0.0000% | $3788599.00        | $1119158.73        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-10-20      | 4.5000%  | 0.0000% | $1452817.00        | $312538.43         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-02-20      | 4.5000%  | 0.0000% | $1649507.00        | $1031820.04        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-12-20      | 4.5000%  | 0.0000% | $3999892.00        | $1969261.67        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-05-20      | 4.5000%  | 0.0000% | $1282942.00        | $849006.14         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-11-20      | 5.0000%  | 0.0000% | $10114531.00       | $6938175.62        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-06-20      | 5.0000%  | 0.0000% | $4213627.00        | $1765063.95        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 5.0000%  | 0.0000% | $3657595.00        | $2014327.01        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-06-20      | 5.0000%  | 0.0000% | $3583368.00        | $2043398.22        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $74257.00          | $54021.62          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.0000%  | 0.0000% | $1271365.00        | $904029.96         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $2894177.00        | $2945646.87        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $248800.00         | $233961.83         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.89           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.5000%  | 0.0000% | $20384.00          | $21086.29          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.5000%  | 0.0000% | $2000.00           | $2084.62           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $731.05            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $720.42            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 7.0000%  | 0.0000% | $1005.00           | $456.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $1048.21           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 7.0000%  | 0.0000% | $457245.00         | $480705.04         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 7.0000%  | 0.0000% | $7000.00           | $7453.83           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-04-01      | 5.5000%  | 0.0000% | $18631133.00       | $795061.67         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-06-01      | 6.5820%  | 0.0000% | $1223.00           | $38.34             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $494455.00         | $308620.45         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $9935120.00        | $6149491.78        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.5000%  | 0.0000% | $785134.00         | $457822.02         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $254496.00         | $177118.15         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $111002.00         | $34256.42          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $6473131.00        | $6004174.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $13975.00          | $13223.46          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1002.00           | $718.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $377553.00         | $373066.66         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $668752.00         | $662746.70         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.82           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $3260040.00        | $3252510.47        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.78           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2061-09-01      | 5.5000%  | 0.0000% | $8149296.00        | $6203201.07        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $811.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $7312576.00        | $6815060.24        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $3310704.00        | $2934838.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-06-01      | 6.0000%  | 0.0000% | $36879842.00       | $642874.22         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-04-01      | 6.0000%  | 0.0000% | $14013000.00       | $138703.45         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $6000.00           | $6080.19           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.44           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1196888.00        | $1221642.80        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2050-05-15      | 1.2500%  | 0.0000% | $14133500.00       | $6775154.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2050-08-15      | 1.3750%  | 0.0000% | $65535900.00       | $32469746.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $61.62             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $71.02             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-05-31      | 4.0000%  | 0.0000% | $2100.00           | $2124.71           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-11-30      | 4.2500%  | 0.0000% | $600.00            | $605.09            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2053-11-15      | 4.7500%  | 0.0000% | $100800.00         | $100060.58         | U.S. Treasuries (including strips) |

### Security 233: Daiwa Capital Markets America, Inc.

- **C.1 - Title:** Daiwa Capital Markets America, 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: ARP19BCM7, C.3 - LEI: M67H5PRC0NQK, C.5 - Other ID: ARP19BCM7_4.39_0701
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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.         | 2036-05-01      | 2.0000%  | 0.0000% | $1000.00           | $537.01            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.5000%  | 0.0000% | $1106088.00        | $980134.28         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $2353761.00        | $2452185.94        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 7.0000%  | 0.0000% | $259511.00         | $207525.98         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 7.0000%  | 0.0000% | $8656.00           | $8749.53           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-03-01      | 3.0000%  | 0.0000% | $1000.00           | $105.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-11-01      | 6.0000%  | 0.0000% | $4037314.00        | $55407.37          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-05-01      | 6.0000%  | 0.0000% | $6227.00           | $90.91             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-11-01      | 1.5000%  | 0.0000% | $725000.00         | $356182.98         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $130000.00         | $68067.24          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $1034.00           | $591.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $169978.00         | $108504.48         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $1058447.00        | $688257.63         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $28273.00          | $17317.98          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $5000.00           | $3082.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $638.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1114.62           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 2.0000%  | 0.0000% | $2000.00           | $1208.36           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $1071.00           | $710.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $659.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $675.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $4000000.00        | $2657729.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $458845.00         | $297242.46         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $63329.00          | $24401.40          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $200000.00         | $126513.22         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $6993710.00        | $4716338.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 2.5000%  | 0.0000% | $1000.00           | $791.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $39000.00          | $30847.23          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $654.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $685.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 2.5000%  | 0.0000% | $5004.00           | $3547.19           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $1000000.00        | $724757.81         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $360960.00         | $70808.48          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1150.00           | $807.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1036.00           | $893.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 3.0000%  | 0.0000% | $1001.00           | $244.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $4018011.00        | $2426033.39        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-11-01      | 3.0000%  | 0.0000% | $170000.00         | $82818.32          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-10-01      | 3.0000%  | 0.0000% | $1000.00           | $54.48             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-04-01      | 3.0000%  | 0.0000% | $3065000.00        | $692085.79         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-04-01      | 3.0000%  | 0.0000% | $7000.00           | $4244.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $741.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-09-01      | 3.0000%  | 0.0000% | $7010.00           | $4727.71           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-03-01      | 3.5000%  | 0.0000% | $125041459.00      | $18890508.54       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-08-01      | 3.5000%  | 0.0000% | $3099787.00        | $305853.73         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 3.5000%  | 0.0000% | $8294402.00        | $4244569.43        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1452.35           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 3.5000%  | 0.0000% | $2897000.00        | $1724015.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $494395.00         | $325555.66         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $1008.00           | $747.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 3.5000%  | 0.0000% | $543000.00         | $463734.45         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-25      | 3.5000%  | 0.0000% | $7000.00           | $5608.58           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $6000.00           | $4472.34           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $3001.00           | $2308.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-10-01      | 4.0000%  | 0.0000% | $72511569.00       | $15069566.15       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-03-01      | 4.0000%  | 0.0000% | $2551486.00        | $1088669.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-12-01      | 4.0000%  | 0.0000% | $1000.00           | $128.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $780.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.0000%  | 0.0000% | $2000.00           | $1560.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $4000.00           | $3148.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-09-01      | 4.5000%  | 0.0000% | $3317.00           | $53.05             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $97200.00          | $79547.65          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 4.5000%  | 0.0000% | $158994.00         | $132521.93         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $170258.00         | $139973.46         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 4.5000%  | 0.0000% | $16099332.00       | $15284036.23       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $1307962.00        | $1058855.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $15364216.00       | $14417987.58       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $782.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $157752956.00      | $147267567.63      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 4.5000%  | 0.0000% | $101461.00         | $96139.61          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 2.0000%  | 0.0000% | $3323.00           | $1746.24           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $492.05            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 2.5000%  | 0.0000% | $18026.00          | $12738.26          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $745.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 2.5000%  | 0.0000% | $29720000.00       | $21166815.70       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-06-01      | 2.5000%  | 0.0000% | $100000.00         | $34029.64          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $526.87            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-06-01      | 2.5000%  | 0.0000% | $9128852.00        | $3867501.78        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $532.68            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $1006.00           | $633.61            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1270.22           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | 2.5000%  | 0.0000% | $128999.00         | $94821.67          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 3.0000%  | 0.0000% | $1717428.00        | $1017877.47        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 3.0000%  | 0.0000% | $106649680.00      | $63208650.64       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $530.11            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $574.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $65000.00          | $47262.64          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $230.98            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1408.26           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 3.0000%  | 0.0000% | $3000.00           | $2115.85           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1371.19           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-01-01      | 3.5000%  | 0.0000% | $48423.00          | $6216.72           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 3.5000%  | 0.0000% | $1095900.00        | $444481.42         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $39000.00          | $29904.17          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-02-01      | 3.5000%  | 0.0000% | $1002.00           | $146.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $732.32            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $550000.00         | $402777.88         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 3.5000%  | 0.0000% | $2000.00           | $1574.33           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 3.5000%  | 0.0000% | $1009.00           | $561.98            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $836.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.0000%  | 0.0000% | $56605354.00       | $43422208.70       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 4.0000%  | 0.0000% | $264939.00         | $182439.82         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 4.0000%  | 0.0000% | $60000.00          | $48834.26          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $716.53            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $174.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 4.0000%  | 0.0000% | $1000.00           | $257.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $219.23            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $865.09            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 4.5000%  | 0.0000% | $1000.00           | $872.22            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 4.5000%  | 0.0000% | $3585092.00        | $3379464.13        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 4.5000%  | 0.0000% | $2219223.00        | $2102111.66        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $765.05            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $825.02            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $6002160.00        | $5489580.10        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1594.40           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 4.5000%  | 0.0000% | $12996317.00       | $12307702.44       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $30526920.00       | $23105814.82       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $26000.00          | $20618.16          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.0000%  | 0.0000% | $1001.00           | $806.91            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $893.42            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $1001.00           | $791.95            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.0000%  | 0.0000% | $585416.00         | $556717.80         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $2691079.00        | $2271799.86        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $1018.00           | $988.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.0000%  | 0.0000% | $1109236.00        | $1084769.22        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.0000%  | 0.0000% | $1672408.00        | $1641135.01        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.0000%  | 0.0000% | $101222.00         | $94119.22          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.0000%  | 0.0000% | $15026370.00       | $14740517.20       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $1051.00           | $962.75            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $197000.00         | $177878.85         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $930468.00         | $882228.00         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $2081.00           | $1708.02           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 5.5000%  | 0.0000% | $53121313.00       | $46894989.84       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $15555712.00       | $13914652.63       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.5000%  | 0.0000% | $33025373.00       | $30395336.76       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $2997.00           | $2786.56           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $315166.00         | $307375.50         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $59472864.00       | $56540682.03       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $221831.00         | $214271.49         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $687.03            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $1012.00           | $861.93            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $874.69            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $1038.00           | $901.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $232912.00         | $184033.51         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-04-01      | 5.5000%  | 0.0000% | $437139.00         | $428926.95         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $7934126.00        | $7267123.82        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1553698.00        | $1565640.38        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $2346538.00        | $2357191.87        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $2623750.00        | $2322820.14        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $3103361.00        | $3022096.58        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-04-01      | 6.0000%  | 0.0000% | $1000.00           | $782.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $1001.00           | $946.02            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $53436133.00       | $46452872.96       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1846.47           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $1129119.00        | $1088912.06        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $2527652.00        | $2499078.51        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $4327839.00        | $3652005.81        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $1045.00           | $927.89            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.0000%  | 0.0000% | $4039.00           | $2794.89           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 6.0000%  | 0.0000% | $1010.00           | $945.39            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-03-01      | 6.0000%  | 0.0000% | $345000.00         | $340498.96         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $7850164.00        | $8086572.30        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $4590.00           | $4568.94           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $41608.00          | $38376.81          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $354874.00         | $362203.33         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $832.20            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.5000%  | 0.0000% | $3027.00           | $2858.30           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $1094480.00        | $941908.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $1629932.00        | $1449482.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 4.5000%  | 0.0000% | $2256237.00        | $2125458.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 4.5000%  | 0.0000% | $1625253.00        | $1551840.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $2850163.00        | $2736179.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $318233.00         | $313491.26         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-02-01      | 5.0000%  | 0.0000% | $1376654.00        | $814277.22         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $788.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1003.00           | $963.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.0000%  | 0.0000% | $10143.00          | $9930.74           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $888.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-12-01      | 5.0000%  | 0.0000% | $7000.00           | $3893.48           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $5015.00           | $4269.53           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $4000.00           | $3447.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-05-01      | 5.0000%  | 0.0000% | $66471.00          | $66045.73          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $6728000.00        | $6414238.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $4597000.00        | $4438896.17        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $3435000.00        | $3204184.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $13749779.00       | $13829179.52       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $3466814.00        | $3501404.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $23682350.00       | $23666808.96       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $3971.00           | $3303.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $1243379.00        | $1216307.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $2814195.00        | $2766156.89        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $1240.00           | $1029.16           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $10655000.00       | $10051281.56       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1741.91           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $128180.00         | $101385.98         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $3000.00           | $2452.29           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $10085100.00       | $9400396.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $112419807.00      | $104712714.05      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $4280904.00        | $4040008.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $15635463.00       | $15031284.37       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $29363106.00       | $28593274.12       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $5835413.00        | $5784294.81        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $9951353.00        | $9982964.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $1079887.00        | $1108195.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1761.00           | $1776.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $478551.00         | $492496.62         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.23           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $416955.00         | $426954.55         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $2499762.00        | $1640810.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $911.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $21222730.00       | $20445045.45       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $12763700.00       | $12747903.30       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $625000.00         | $616651.53         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $847496.00         | $837886.82         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-11-01      | 6.0000%  | 0.0000% | $9859121.00        | $218939.75         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $1615.00           | $1217.75           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $74440.00          | $71976.65          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $2009286.00        | $1968179.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-04-01      | 6.0000%  | 0.0000% | $767901.00         | $782119.41         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1837357.00        | $1819722.12        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $40000.00          | $39939.06          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $29239708.00       | $27604105.51       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $1712708.00        | $1777231.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 7.0000%  | 0.0000% | $53226.00          | $48092.25          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 7.5000%  | 0.0000% | $1828380.00        | $1516964.26        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-08-20      | 5.0000%  | 0.0000% | $1999.00           | $320.61            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-12-20      | 5.8750%  | 0.0000% | $1991.00           | $258.04            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-10-15      | 5.0000%  | 0.0000% | $2223.00           | $35.63             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $234351.00         | $145285.55         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $4600000.00        | $2113194.20        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $129376.00         | $84911.32          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-08-20      | 3.0000%  | 0.0000% | $2404000.00        | $300387.32         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $15000000.00       | $2138896.70        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $7400000.00        | $1248966.54        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $24200000.00       | $6238844.41        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $2499241.00        | $1709267.64        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 4.0000%  | 0.0000% | $25850176.00       | $23969532.94       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 4.5000%  | 0.0000% | $40668651.00       | $38555537.06       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $96622910.00       | $95004093.41       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $23527976.00       | $23173121.84       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $8049687.00        | $6218001.46        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $27424404.00       | $27214400.89       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $15953301.00       | $16035628.90       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $113337.00         | $116826.45         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $5329904.00        | $1950737.69        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $626.53            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.0000%  | 0.0000% | $1385.00           | $997.67            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2032-01-15      | 0.1250%  | 0.0000% | $1552300.00        | $1627406.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-06-30      | 3.7500%  | 0.0000% | $1837600.00        | $1838031.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-12-31      | 3.8750%  | 0.0000% | $1000.00           | $1003.19           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-08-15      | 3.8750%  | 0.0000% | $15849700.00       | $15675859.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-05-15      | 4.2500%  | 0.0000% | $351300.00         | $352931.96         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-05-15      | 4.3750%  | 0.0000% | $23677500.00       | $22976663.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-08-31      | 4.3750%  | 0.0000% | $1700.00           | $1757.20           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-05-31      | 4.6250%  | 0.0000% | $338900.00         | $352669.16         | U.S. Treasuries (including strips) |

### Security 234: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, 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: ARP19BCN5, C.3 - LEI: K5HU16E3LMSV, C.5 - Other ID: ARP19BCN5_4.39_0701
- **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:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2031-09-20      | 6.0000%  | 0.0000% | $95377.00          | $199.42            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-01-20      | 6.0000%  | 0.0000% | $80000.00          | $241.19            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-06-20      | 6.0000%  | 0.0000% | $50000.00          | $185.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-10-20      | 6.0000%  | 0.0000% | $75000.00          | $773.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-10-20      | 6.0000%  | 0.0000% | $296999.00         | $2901.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-08-20      | 6.0000%  | 0.0000% | $455000.00         | $4987.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-11-20      | 6.0000%  | 0.0000% | $10000.00          | $112.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $39000.00          | $439.06            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-20      | 6.0000%  | 0.0000% | $1005214.00        | $17410.30          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-08-20      | 6.5000%  | 0.0000% | $200000.00         | $30274.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $20000.00          | $3080.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-09-20      | 6.5000%  | 0.0000% | $100000.00         | $44746.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-06-20      | 6.5000%  | 0.0000% | $4000.00           | $1521.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-10-20      | 6.5000%  | 0.0000% | $412619.00         | $369553.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-10-20      | 6.5000%  | 0.0000% | $50000.00          | $3401.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-20      | 6.5000%  | 0.0000% | $25000.00          | $1824.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-09-20      | 6.5000%  | 0.0000% | $25000.00          | $2871.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-20      | 6.5000%  | 0.0000% | $210000.00         | $24478.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-12-20      | 6.5000%  | 0.0000% | $20000.00          | $2874.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 6.5000%  | 0.0000% | $100000.00         | $10617.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-07-20      | 6.5000%  | 0.0000% | $98304.00          | $77.57             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-05-20      | 6.5000%  | 0.0000% | $32768.00          | $13.55             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-02-20      | 6.5000%  | 0.0000% | $1359872.00        | $911.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-07-20      | 6.5000%  | 0.0000% | $263918.00         | $432.40            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-09-20      | 6.5000%  | 0.0000% | $150000.00         | $234.18            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-02-20      | 6.5000%  | 0.0000% | $30074.00          | $63.96             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-02-20      | 6.5000%  | 0.0000% | $1141879.00        | $18225.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-03-20      | 6.5000%  | 0.0000% | $220000.00         | $5597.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-05-20      | 6.5000%  | 0.0000% | $113208.00         | $1030.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-08-20      | 6.5000%  | 0.0000% | $74000.00          | $699.75            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-10-20      | 6.5000%  | 0.0000% | $61579.00          | $608.80            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-02-20      | 6.5000%  | 0.0000% | $20000.00          | $289.69            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-07-20      | 6.5000%  | 0.0000% | $23000.00          | $302.29            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-09-20      | 6.5000%  | 0.0000% | $25000.00          | $270.11            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-11-20      | 6.5000%  | 0.0000% | $476399.00         | $10743.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-08-20      | 6.5000%  | 0.0000% | $107000.00         | $1783.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $2000000.00        | $1707055.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $5145408.00        | $4901157.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-12-01      | 2.5000%  | 0.0000% | $406940.00         | $76687.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $160000.00         | $49167.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $658000.00         | $234224.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-02-01      | 3.0000%  | 0.0000% | $6000.00           | $829.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-03-01      | 3.0000%  | 0.0000% | $5000.00           | $726.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-06-01      | 3.0000%  | 0.0000% | $100000.00         | $13836.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-06-01      | 3.0000%  | 0.0000% | $2009776.00        | $294701.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-01-01      | 3.0000%  | 0.0000% | $500000.00         | $134906.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $100000.00         | $73346.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-10-01      | 3.0000%  | 0.0000% | $40000.00          | $7209.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-01-01      | 3.0000%  | 0.0000% | $70000.00          | $13260.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-01-01      | 3.0000%  | 0.0000% | $30016.00          | $4814.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-03-01      | 3.0000%  | 0.0000% | $3766600.00        | $369006.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $747000.00         | $103391.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $177.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $10161000.00       | $2565597.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-12-01      | 3.0000%  | 0.0000% | $320150.00         | $105590.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $854000.00         | $402725.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $6724064.00        | $3437516.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-03-01      | 3.5000%  | 0.0000% | $150216.00         | $7221.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-08-01      | 3.5000%  | 0.0000% | $32842560.00       | $246776.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-06-01      | 3.5000%  | 0.0000% | $12000.00          | $201.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-06-01      | 3.5000%  | 0.0000% | $20000.00          | $347.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-04-01      | 3.5000%  | 0.0000% | $2100000.00        | $162033.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-02-01      | 3.5000%  | 0.0000% | $43000.00          | $3778.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-07-01      | 3.5000%  | 0.0000% | $1000.00           | $679.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-09-01      | 3.5000%  | 0.0000% | $9000.00           | $1384.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-09-01      | 3.5000%  | 0.0000% | $20000.00          | $7250.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 3.5000%  | 0.0000% | $28000.00          | $21896.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-04-01      | 3.5000%  | 0.0000% | $85000.00          | $66473.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-11-01      | 3.5000%  | 0.0000% | $10000.00          | $593.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-10-01      | 3.5000%  | 0.0000% | $3400000.00        | $328708.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-07-01      | 3.5000%  | 0.0000% | $141000.00         | $15548.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 3.5000%  | 0.0000% | $23000.00          | $2207.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $31000.00          | $4327.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 3.5000%  | 0.0000% | $300000.00         | $179779.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 3.5000%  | 0.0000% | $15000.00          | $13243.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2025-09-01      | 3.5000%  | 0.0000% | $16384.00          | $8.96              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-04-01      | 4.0000%  | 0.0000% | $87000.00          | $197.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-09-01      | 4.0000%  | 0.0000% | $1150000.00        | $4053.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-03-01      | 4.0000%  | 0.0000% | $2224000.00        | $7685.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-05-01      | 4.0000%  | 0.0000% | $150000.00         | $9197.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-02-01      | 4.0000%  | 0.0000% | $1100000.00        | $8251.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-03-01      | 4.0000%  | 0.0000% | $99500.00          | $621.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-07-01      | 4.0000%  | 0.0000% | $70000.00          | $7811.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-06-01      | 4.0000%  | 0.0000% | $911000.00         | $273041.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 4.0000%  | 0.0000% | $410000.00         | $166497.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 4.0000%  | 0.0000% | $6000.00           | $5188.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-08-01      | 4.0000%  | 0.0000% | $2000.00           | $89.72             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-02-01      | 4.0000%  | 0.0000% | $61000.00          | $2057.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-02-01      | 4.0000%  | 0.0000% | $38000.00          | $4012.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 4.0000%  | 0.0000% | $4245000.00        | $1828088.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 4.0000%  | 0.0000% | $3000.00           | $2536.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-01-01      | 4.0000%  | 0.0000% | $1196032.00        | $1172.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-06-01      | 4.5000%  | 0.0000% | $620000.00         | $19422.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-10-01      | 4.5000%  | 0.0000% | $136000.00         | $793.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-01-01      | 4.5000%  | 0.0000% | $65536.00          | $21.30             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-01-01      | 4.5000%  | 0.0000% | $393214.00         | $61.72             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $2000.00           | $179.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-05-01      | 4.5000%  | 0.0000% | $594000.00         | $86085.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-05-01      | 4.5000%  | 0.0000% | $9000.00           | $2959.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-06-01      | 4.5000%  | 0.0000% | $100000.00         | $28891.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $41000.00          | $32087.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-03-01      | 4.5000%  | 0.0000% | $720000.00         | $44621.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-06-01      | 4.5000%  | 0.0000% | $131000.00         | $2904.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-07-01      | 4.5000%  | 0.0000% | $4080424.00        | $100766.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2025-12-01      | 4.5000%  | 0.0000% | $32000.00          | $75.30             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-04-01      | 5.0000%  | 0.0000% | $100000.00         | $5553.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-06-01      | 5.0000%  | 0.0000% | $100000.00         | $8788.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-05-01      | 5.0000%  | 0.0000% | $1022058.00        | $165368.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $135000.00         | $104616.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $115000.00         | $73454.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $194435.00         | $161111.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $104000.00         | $81429.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-02-01      | 5.0000%  | 0.0000% | $4446064.00        | $2369631.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $160000.00         | $137696.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 5.0000%  | 0.0000% | $4499280.00        | $4217211.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 5.0000%  | 0.0000% | $19000.00          | $17374.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $9366272.00        | $8818457.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-11-01      | 5.0000%  | 0.0000% | $10000.00          | $8945.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-01-01      | 5.0000%  | 0.0000% | $4000.00           | $3668.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-04-01      | 5.5000%  | 0.0000% | $105000.00         | $943.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $4315000.00        | $3362655.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-10-01      | 5.5000%  | 0.0000% | $13000.00          | $12156.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-06-01      | 5.5000%  | 0.0000% | $548000.00         | $4880.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-05-01      | 5.5000%  | 0.0000% | $220000.00         | $151311.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $13000.00          | $12268.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-04-01      | 5.5000%  | 0.0000% | $272000.00         | $25388.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-03-01      | 6.0000%  | 0.0000% | $15000.00          | $23.45             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-03-01      | 6.0000%  | 0.0000% | $42000.00          | $84.65             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-04-01      | 6.0000%  | 0.0000% | $32768.00          | $12.22             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-11-01      | 6.0000%  | 0.0000% | $616254.00         | $1061.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-10-01      | 6.0000%  | 0.0000% | $1500000.00        | $12682.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $280000.00         | $223331.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $12245936.00       | $11807179.94       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $395000.00         | $337291.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-03-01      | 6.0000%  | 0.0000% | $240000.00         | $1511.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-07-01      | 6.0000%  | 0.0000% | $170000.00         | $1255.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-11-01      | 6.0000%  | 0.0000% | $5000.00           | $10.14             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-11-01      | 6.0000%  | 0.0000% | $22001.00          | $238.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-03-01      | 6.0000%  | 0.0000% | $4000.00           | $2654.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 6.0000%  | 0.0000% | $200000.00         | $133007.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $5464760.00        | $4318231.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-01-01      | 6.0000%  | 0.0000% | $3925000.00        | $3156401.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-09-01      | 6.0000%  | 0.0000% | $22000.00          | $17241.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-09-01      | 6.0000%  | 0.0000% | $2009064.00        | $37905.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-06-01      | 6.0000%  | 0.0000% | $65536.00          | $52.91             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-03-01      | 6.5000%  | 0.0000% | $300000.00         | $258030.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $45836000.00       | $21692242.25       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 2.5000%  | 0.0000% | $2491670.00        | $1012473.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-03-20      | 3.5000%  | 0.0000% | $142402.00         | $54685.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-01-20      | 3.5000%  | 0.0000% | $16533184.00       | $1521107.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-20      | 3.5000%  | 0.0000% | $2000000.00        | $176897.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 3.5000%  | 0.0000% | $200000.00         | $28397.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-20      | 3.5000%  | 0.0000% | $175000.00         | $21000.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 4.0000%  | 0.0000% | $8987.00           | $1266.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-08-20      | 4.0000%  | 0.0000% | $63781.00          | $14772.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 4.0000%  | 0.0000% | $120643000.00      | $13108053.43       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $3000000.00        | $2388704.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 4.5000%  | 0.0000% | $466228.00         | $412149.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $20000000.00       | $15082254.17       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $14943472.00       | $14369028.42       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 6.0000%  | 0.0000% | $93000.00          | $11767.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-12-20      | 6.0000%  | 0.0000% | $384587.00         | $227984.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $10000000.00       | $9652246.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $25000.00          | $3445.94           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $11246447.00       | $11414195.41       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2031-02-03      | 1.3000%  | 0.0000% | $5000000.00        | $4338331.67        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2032-03-23      | 3.3000%  | 0.0000% | $8680000.00        | $8235502.99        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2031-03-17      | 4.1250%  | 0.0000% | $10000000.00       | $10062985.83       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2028-05-23      | 4.2200%  | 0.0000% | $11777000.00       | $11819823.79       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2031-03-14      | 4.7500%  | 0.0000% | $19590000.00       | $20612247.56       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-12-01      | 4.0000%  | 0.0000% | $405000.00         | $52677.57          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-02-01      | 4.5000%  | 0.0000% | $9000.00           | $329.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-01-01      | 4.5000%  | 0.0000% | $130000.00         | $12009.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $15000.00          | $8431.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $25000.00          | $14258.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-05-01      | 2.5000%  | 0.0000% | $60000.00          | $11666.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $52000.00          | $27109.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $17000.00          | $10679.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $417000.00         | $273837.84         | Agency Mortgage-Backed Securities |

### Security 235: Bank of America NA

- **C.1 - Title:** Bank of America NA 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: ARP19BCP0, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP19BCP0_4.40_0701
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2029-11-15      | 1.7500%  | 0.0000% | $145966700.00      | $134500650.76      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 2.6250%  | 0.0000% | $438955900.00      | $426499369.72      | U.S. Treasuries (including strips) |

### Security 236: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets 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: ARP19BCR6, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP19BCR6_4.40_0701
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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% | $732852080.00      | $119166734.65      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 4.5000%  | 0.0000% | $121656574.00      | $97261922.98       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $160356843.00      | $154432832.15      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $122958869.00      | $93776437.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $85308817.00       | $67600048.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $60914376.00       | $50899921.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $36303987.00       | $30203999.09       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $101252652.00      | $86368086.39       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $113709198.00      | $108103192.90      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $70994075.00       | $67793830.14       | Agency Mortgage-Backed Securities |

### Security 237: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19BCS4, C.3 - LEI: SUVUFHICNZMP, C.5 - Other ID: ARP19BCS4_4.40_0701
- **C.18 - Value (incl. sponsor support):** $810000000.00
- **C.18.a - Value (excl. sponsor support):** $810000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2027-01-31      | 1.5000%  | 0.0000% | $199716900.00      | $193785002.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-15      | 3.3750%  | 0.0000% | $140813800.00      | $134367309.02      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-15      | 3.7500%  | 0.0000% | $193191600.00      | $194802216.17      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-05-31      | 4.6250%  | 0.0000% | $161880400.00      | $168292641.91      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 4.8750%  | 0.0000% | $129389000.00      | $134952835.97      | U.S. Treasuries (including strips) |

### Security 238: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19BCU9, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP19BCU9_4.39_0701
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 2.6900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2025-10-15      | 0.1250%  | 0.0000% | $970915100.00      | $1195618764.56     | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-15      | 0.5000%  | 0.0000% | $362964000.00      | $463850690.37      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-08-15      | 1.3750%  | 0.0000% | $1101369600.00     | $545673306.18      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-15      | 1.6250%  | 0.0000% | $958662400.00      | $991873010.88      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-15      | 2.1250%  | 0.0000% | $287972700.00      | $307676216.86      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 2.3750%  | 0.0000% | $123461000.00      | $134618823.52      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-08-15      | 2.7500%  | 0.0000% | $248622800.00      | $178984181.54      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-05-15      | 2.8750%  | 0.0000% | $200589200.00      | $144083573.44      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-02-15      | 4.2500%  | 0.0000% | $679510400.00      | $628181168.35      | U.S. Treasuries (including strips) |

### Security 239: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 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: ARP19BDQ7, C.3 - LEI: VYVVCKR63DVZ, C.5 - Other ID: ARP19BDQ7_4.42_0701
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2054-10-20      | 7.0000%  | 0.0000% | $1049210.00        | $870668.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-10-20      | 7.0000%  | 0.0000% | $27855582.00       | $22796.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-03-20      | 7.0000%  | 0.0000% | $16740381.00       | $43484.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $1881624.00        | $489346.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 4.5000%  | 0.0000% | $1000000.00        | $75118.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-04-20      | 4.5000%  | 0.0000% | $51650.00          | $8064.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 4.5000%  | 0.0000% | $1058669.00        | $394270.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 4.5000%  | 0.0000% | $2678176.00        | $1795922.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 5.0000%  | 0.0000% | $393500.00         | $48638.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 5.0000%  | 0.0000% | $1031000.00        | $92659.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 5.0000%  | 0.0000% | $70363942.00       | $6369309.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-10-20      | 5.0000%  | 0.0000% | $4800000.00        | $339749.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 5.0000%  | 0.0000% | $43731982.00       | $3073640.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 5.0000%  | 0.0000% | $40000.00          | $37872.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-11-20      | 5.5000%  | 0.0000% | $500000.00         | $31865.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 5.5000%  | 0.0000% | $6000.00           | $558.65            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 5.5000%  | 0.0000% | $11242349.00       | $1170279.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 5.5000%  | 0.0000% | $100000.00         | $35237.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $845847.00         | $826445.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1318268.00        | $1325122.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1098164.00        | $1111526.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $26922189.00       | $27000179.19       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 6.0000%  | 0.0000% | $233000.00         | $36027.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 6.0000%  | 0.0000% | $666706.00         | $430331.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.0000%  | 0.0000% | $32450000.00       | $21999209.97       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $1903299.00        | $1471768.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $10955452.00       | $9142615.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $2359853.00        | $2161894.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $257885419.00      | $259399615.53      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 6.5000%  | 0.0000% | $110000.00         | $107133.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $2221154.00        | $1984533.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1442111.00        | $1486540.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $2407220.00        | $2278402.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-03-20      | 6.5000%  | 0.0000% | $109973.00         | $1466.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $1192328.00        | $501245.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 1.5000%  | 0.0000% | $12121432.00       | $7784943.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-08-20      | 2.5000%  | 0.0000% | $149000.00         | $24064.51          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-04-20      | 2.5000%  | 0.0000% | $22000.00          | $3045.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-09-20      | 2.5000%  | 0.0000% | $162650.00         | $21109.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.0000%  | 0.0000% | $157220811.00      | $21531173.25       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.0000%  | 0.0000% | $120204917.00      | $16476821.24       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $800000.00         | $578575.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $66000.00          | $15279.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-02-20      | 3.5000%  | 0.0000% | $3608690.00        | $345138.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-04-20      | 3.5000%  | 0.0000% | $16056977.00       | $1211291.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 3.5000%  | 0.0000% | $7158320.00        | $2393357.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $600000.00         | $222738.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-02-20      | 3.5000%  | 0.0000% | $975000.00         | $66868.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-03-20      | 3.5000%  | 0.0000% | $225000.00         | $30543.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 3.5000%  | 0.0000% | $73971435.00       | $66536602.98       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-02-20      | 4.0000%  | 0.0000% | $16240000.00       | $962462.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-07-20      | 4.0000%  | 0.0000% | $7099755.00        | $458073.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-20      | 4.0000%  | 0.0000% | $267813347.00      | $20736582.65       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-05-20      | 4.0000%  | 0.0000% | $89528.00          | $8339.49           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $700000.00         | $70648.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $7660911.00        | $760310.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 4.0000%  | 0.0000% | $9179024.00        | $3469550.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 4.0000%  | 0.0000% | $250000.00         | $166438.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 4.0000%  | 0.0000% | $27057580.00       | $24962497.47       | Agency Mortgage-Backed Securities |

### Security 240: Deutsche Bank Securities, Inc.

- **C.1 - Title:** Deutsche Bank Securities, Inc. 4.410000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19BDT1, C.3 - LEI: 9J6MBOOO7BEC, C.5 - Other ID: ARP19BDT1_4.41_0701
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2046-08-15      | 2.2500%  | 0.0000% | $218240900.00      | $143415236.18      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-02-15      | 2.5000%  | 0.0000% | $109979200.00      | $76529048.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-11-15      | 3.0000%  | 0.0000% | $12459800.00       | $9555719.66        | U.S. Treasuries (including strips) |

### Security 241: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19BDU8, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP19BDU8_4.39_0701
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2031-07-15      | 0.1250%  | 0.0000% | $37120000.00       | $40798956.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $1000.00           | $1044.91           | U.S. Treasuries (including strips) |

### Security 242: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19BDW4, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP19BDW4_4.39_0701
- **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:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2026-09-30      | 1.6250%  | 0.0000% | $104497600.00      | $102000034.36      | U.S. Treasuries (including strips) |

### Security 243: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19BDY0, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP19BDY0_4.39_0701
- **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:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2034-08-15      | N/A      | 0.0000% | $1.04              | $0.70              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $5.54              | $1.84              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-08-15      | N/A      | 0.0000% | $17.50             | $5.97              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $12.68             | $9.99              | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-08-31      | 1.1250%  | 0.0000% | $400.00            | $370.39            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-02-15      | N/A      | 0.0000% | $1890.49           | $982.33            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2031-02-15      | 5.3750%  | 0.0000% | $1000.00           | $1093.16           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2041-08-15      | 1.7500%  | 0.0000% | $2200.00           | $1461.55           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-11-15      | N/A      | 0.0000% | $2635.81           | $2126.72           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-11-30      | 4.1250%  | 0.0000% | $100200.00         | $101290.29         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-02-15      | N/A      | 0.0000% | $772720.13         | $451800.96         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-02-15      | N/A      | 0.0000% | $892584.96         | $491568.85         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2025-11-06      | N/A      | 0.0000% | $499800.00         | $492402.96         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-08-15      | N/A      | 0.0000% | $536772.34         | $495025.41         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $1226900.00        | $523935.38         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-08-15      | 4.1250%  | 0.0000% | $615800.00         | $569479.70         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-02-15      | N/A      | 0.0000% | $1387096.13        | $601443.49         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2047-08-15      | 2.7500%  | 0.0000% | $940800.00         | $673808.98         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-02-15      | 4.6250%  | 0.0000% | $720300.00         | $752647.18         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $2089700.00        | $758960.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-05-15      | 3.3750%  | 0.0000% | $982300.00         | $804975.94         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-10-15      | 1.6250%  | 0.0000% | $778800.00         | $805115.40         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-10-15      | 0.1250%  | 0.0000% | $834800.00         | $1028165.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-08-15      | 3.6250%  | 0.0000% | $1379200.00        | $1194553.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-07-31      | 0.6250%  | 0.0000% | $1293600.00        | $1250919.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2051-08-15      | 2.0000%  | 0.0000% | $2225400.00        | $1284982.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $2670420.01        | $1303525.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-11-30      | 1.6250%  | 0.0000% | $1382700.00        | $1341955.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $3028339.08        | $1355720.78        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2052-05-15      | 2.8750%  | 0.0000% | $2567800.00        | $1797770.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-03-31      | 2.5000%  | 0.0000% | $2319300.00        | $2283257.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-04-30      | 2.8750%  | 0.0000% | $2571300.00        | $2501837.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-05-15      | 4.6250%  | 0.0000% | $2611200.00        | $2527958.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $6561030.66        | $2686847.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-08-31      | 3.6250%  | 0.0000% | $2877700.00        | $2894182.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-01-31      | 4.3750%  | 0.0000% | $3163300.00        | $3287128.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $9096478.72        | $3381706.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2048-11-15      | 3.3750%  | 0.0000% | $4649300.00        | $3662052.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-08-15      | N/A      | 0.0000% | $5413098.36        | $3823547.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $14580600.00       | $3901637.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $10700000.00       | $4040437.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-02-15      | N/A      | 0.0000% | $5133584.03        | $4091312.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-15      | 1.6250%  | 0.0000% | $4140900.00        | $4549132.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2047-02-15      | 0.8750%  | 0.0000% | $4875000.00        | $4671139.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-02-15      | 4.6250%  | 0.0000% | $4749700.00        | $4823652.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-11-30      | 3.8750%  | 0.0000% | $4806500.00        | $4836955.09        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $8460853.17        | $5085911.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-02-15      | 0.7500%  | 0.0000% | $5016900.00        | $5503776.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-02-15      | N/A      | 0.0000% | $7818123.44        | $5942602.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-31      | 4.1250%  | 0.0000% | $6603300.00        | $6703720.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2053-02-15      | 3.6250%  | 0.0000% | $8442300.00        | $6937338.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2052-02-15      | 0.1250%  | 0.0000% | $12374300.00       | $7531401.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $15191600.00       | $7652601.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-08-15      | N/A      | 0.0000% | $16016237.91       | $8589156.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2053-02-15      | 1.5000%  | 0.0000% | $12225600.00       | $10428963.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $22419600.00       | $10895073.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-08-31      | 3.1250%  | 0.0000% | $12918100.00       | $12722908.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-11-15      | 1.6250%  | 0.0000% | $27980500.00       | $14624686.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-11-15      | N/A      | 0.0000% | $17161400.00       | $15127327.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2046-02-15      | 1.0000%  | 0.0000% | $15591000.00       | $15931479.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-03-15      | 4.6250%  | 0.0000% | $17127300.00       | $17414039.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2026-01-15      | 2.0000%  | 0.0000% | $11505100.00       | $18786295.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-01-15      | 2.1250%  | 0.0000% | $18727100.00       | $19464253.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-31      | 2.6250%  | 0.0000% | $20421900.00       | $20033978.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-11-15      | 1.3750%  | 0.0000% | $32508700.00       | $20575495.80       | U.S. Treasuries (including strips) |

### Security 244: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19BE37, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP19BE37_4.39_0701
- **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:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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      | 3.7500%  | 0.0000% | $34718900.00       | $34725704.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-15      | 4.1250%  | 0.0000% | $93198600.00       | $95046941.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-03-31      | 4.5000%  | 0.0000% | $173820400.00      | $176227382.29      | U.S. Treasuries (including strips) |

### Security 245: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 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: ARP19BE45, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP19BE45_4.40_0701
- **C.18 - Value (incl. sponsor support):** $210000000.00
- **C.18.a - Value (excl. sponsor support):** $210000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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    | 2052-11-01      | 6.5000%  | 0.0000% | $2370940.00        | $1868497.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-03-01      | 4.7000%  | 0.0000% | $1869860.00        | $1886604.81        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $2230825.00        | $1908946.10        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $2513878.00        | $1929877.69        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 5.5000%  | 0.0000% | $2298000.00        | $1996455.61        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.0000%  | 0.0000% | $2352631.00        | $2055939.77        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.5000%  | 0.0000% | $2621136.00        | $2111555.30        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-12-15      | 4.5000%  | 0.0000% | $2351161.00        | $2156298.56        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.5000%  | 0.0000% | $10995128.00       | $2180017.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $3212643.00        | $2198928.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $3554598.00        | $2220338.10        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-12-01      | 5.0000%  | 0.0000% | $6380644.00        | $2373776.28        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $2581032.00        | $2390230.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $13607151.00       | $2410673.20        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $2413256.00        | $2547587.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $7625859.00        | $2579405.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $2565900.00        | $2583353.56        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 4.5000%  | 0.0000% | $3301412.00        | $2670220.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $4794000.00        | $2697344.28        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.5000%  | 0.0000% | $1067736.00        | $697400.37         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $615522.00         | $559269.45         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $597000.00         | $575719.09         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $783001.00         | $580570.42         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $698002.00         | $581310.95         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 6.0000%  | 0.0000% | $657925.00         | $610440.33         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $620544.00         | $620439.94         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.0000%  | 0.0000% | $800000.00         | $621899.90         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $627688.00         | $623486.82         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-03-01      | 3.5000%  | 0.0000% | $2090060.00        | $640448.71         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $810000.00         | $647503.30         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $877123.00         | $647756.57         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 7.0000%  | 0.0000% | $611187.00         | $655790.70         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 4.0000%  | 0.0000% | $887503.00         | $685433.39         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.0000%  | 0.0000% | $543000.00         | $296426.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-03-01      | 6.9710%  | 0.0000% | $5752000.00        | $308529.94         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $305198.00         | $311877.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $532000.00         | $313917.91         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-05-01      | 2.1700%  | 0.0000% | $359882.00         | $328408.62         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.0000%  | 0.0000% | $400000.00         | $334722.91         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $519859.00         | $352082.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-11-01      | 4.9900%  | 0.0000% | $362078.00         | $357539.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $724200.00         | $363426.69         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 4.5000%  | 0.0000% | $998000.00         | $373952.31         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.5000%  | 0.0000% | $444246.00         | $382420.08         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $1232297.00        | $383867.34         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $734000.00         | $384318.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $497999.00         | $404883.29         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.0000%  | 0.0000% | $742862.00         | $407329.22         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-06-01      | 4.4400%  | 0.0000% | $410045.00         | $407333.23         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-08-01      | 2.0000%  | 0.0000% | $686868.00         | $428190.14         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.0000%  | 0.0000% | $446288.00         | $433817.80         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $930000.00         | $446539.69         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-20      | 5.0000%  | 0.0000% | $4690827.00        | $447040.93         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-01-01      | 4.0000%  | 0.0000% | $498999.00         | $451274.04         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $569780.00         | $454889.85         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-03-01      | 2.5770%  | 0.0000% | $3399999.00        | $455810.02         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $444571.00         | $456016.14         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 3.5000%  | 0.0000% | $548000.00         | $457914.02         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $780996.00         | $478381.18         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-02-01      | 3.5900%  | 0.0000% | $499000.00         | $478482.73         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $459237.00         | $478712.85         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $848000.00         | $485049.23         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 5.0000%  | 0.0000% | $2270332.00        | $550718.48         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $193954.00         | $146867.92         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $114010.00         | $87721.30          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $179000.00         | $87919.22          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-09-01      | 2.8900%  | 0.0000% | $103110.00         | $90429.34          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-05-01      | 3.0000%  | 0.0000% | $475000.00         | $92864.85          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $105743.00         | $95354.38          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-06-01      | 4.5000%  | 0.0000% | $1349743.00        | $97582.37          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $1443998.00        | $101247.38         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 6.8550%  | 0.0000% | $210999.00         | $104835.47         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-12-01      | 4.9900%  | 0.0000% | $102727.00         | $104979.77         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-11-01      | 3.5000%  | 0.0000% | $364000.00         | $105418.17         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.0000%  | 0.0000% | $121975.00         | $115438.02         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-11-15      | 3.0000%  | 0.0000% | $658635.00         | $117056.03         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $232000.00         | $118604.44         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-08-01      | 4.0000%  | 0.0000% | $1152117.00        | $121078.88         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-10-01      | 4.0000%  | 0.0000% | $2218365.00        | $147246.08         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 6.5000%  | 0.0000% | $200000.00         | $148176.71         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $200010.00         | $150167.46         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-07-01      | 4.0000%  | 0.0000% | $1125000.00        | $150714.34         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $152092.00         | $157898.66         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-07-20      | 4.5000%  | 0.0000% | $2095760.00        | $159330.93         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $200000.00         | $160982.92         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $152401.00         | $163623.83         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-08-20      | 5.2180%  | 0.0000% | $200000.00         | $168071.12         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $260878.00         | $171197.73         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $176775.00         | $175411.22         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 6.0000%  | 0.0000% | $232316.00         | $175441.95         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 4.0000%  | 0.0000% | $249504.00         | $178036.55         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $189401.00         | $181050.13         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.0000%  | 0.0000% | $185517.00         | $184862.73         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $265000.00         | $185100.78         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $199000.00         | $185697.35         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $281757.00         | $186117.97         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-03-20      | 3.5000%  | 0.0000% | $2072849.00        | $188546.29         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $725000.00         | $189083.34         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $832695.00         | $191734.37         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $549000.00         | $199335.05         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $235360.00         | $208946.24         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $1122960.00        | $209675.28         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $263125.00         | $212353.76         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $319000.00         | $213207.65         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $403000.00         | $218696.68         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 6.5000%  | 0.0000% | $278120.00         | $222555.90         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-09-01      | 3.0000%  | 0.0000% | $1043000.00        | $224556.93         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $222908.00         | $225370.73         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $282858.00         | $230735.09         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 5.0000%  | 0.0000% | $1078000.00        | $236074.66         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $237587.00         | $245555.12         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 2.5000%  | 0.0000% | $399000.00         | $247231.50         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $320100.00         | $250976.84         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.5000%  | 0.0000% | $300000.00         | $261382.24         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $405753.00         | $267752.30         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-09-01      | 6.8980%  | 0.0000% | $21509541.00       | $275230.15         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 5.0000%  | 0.0000% | $1740296.00        | $284570.82         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-05-01      | 6.0000%  | 0.0000% | $2371496.00        | $284923.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 2.5000%  | 0.0000% | $2598860.00        | $1817671.21        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-12-01      | 2.0000%  | 0.0000% | $2904776.00        | $1846227.29        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-04-01      | 4.4000%  | 0.0000% | $705763.00         | $706916.53         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.0000%  | 0.0000% | $1309000.00        | $724011.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $5443015.00        | $728736.64         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 3.0080%  | 0.0000% | $3757271.00        | $736239.21         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $1200000.00        | $740996.51         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $723115.00         | $741731.65         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $3592552.00        | $752735.98         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $1200000.00        | $765907.36         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $802124.00         | $773222.57         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-02-01      | 6.5490%  | 0.0000% | $15645138.00       | $779726.23         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $896991.00         | $795117.56         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.0000%  | 0.0000% | $998007.00         | $798024.67         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $1528000.00        | $818444.94         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-10-01      | 3.6900%  | 0.0000% | $905440.00         | $857644.09         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $1649000.00        | $866322.29         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $866648.00         | $890801.55         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1499000.00        | $913105.53         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-12-01      | 6.8570%  | 0.0000% | $24987887.00       | $917880.53         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $1092330.00        | $931933.59         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 2.0000%  | 0.0000% | $1699000.00        | $934570.07         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 4.5000%  | 0.0000% | $1002316.00        | $950236.38         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.0000%  | 0.0000% | $1013031.00        | $969303.97         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $1823000.00        | $974663.47         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-06-01      | 4.7600%  | 0.0000% | $982835.00         | $1005970.39        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1499000.00        | $1006413.32        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $1058659.00        | $1014515.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $1600000.00        | $1057077.08        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1029186.00        | $1072786.86        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $1052062.00        | $1089073.10        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $1091756.00        | $1094910.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1319550.00        | $1095927.34        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $1433050.00        | $1098101.68        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 7.0000%  | 0.0000% | $1028887.00        | $1105785.30        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.0000%  | 0.0000% | $1297316.00        | $1108779.56        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $1199000.00        | $1112163.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $1198000.00        | $1130586.04        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $2148000.00        | $1137882.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $2069000.00        | $1144269.17        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-11-01      | 3.5000%  | 0.0000% | $10185181.00       | $1154083.03        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.0000%  | 0.0000% | $2350000.00        | $1154164.93        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $1447374.00        | $1167913.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1205187.00        | $1190918.84        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.5000%  | 0.0000% | $1158873.00        | $1201306.85        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1169817.00        | $1211634.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $1288784.00        | $1227349.21        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $3373187.00        | $1256962.56        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $1274355.00        | $1268297.07        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 6.5000%  | 0.0000% | $1228553.00        | $1270068.29        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-01-20      | 2.5000%  | 0.0000% | $7700000.00        | $1288959.52        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-12-01      | 4.5000%  | 0.0000% | $1281671.00        | $1289746.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $1948922.00        | $1292392.58        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $2309743.00        | $1307658.39        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $1397000.00        | $1356347.71        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $1763096.00        | $1366402.41        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $1357734.00        | $1380579.09        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.0000%  | 0.0000% | $1429206.00        | $1386883.12        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1377175.00        | $1411115.51        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $1444757.00        | $1448485.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1438100.00        | $1467945.37        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $2203348.00        | $1498936.76        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $1699000.00        | $1511318.09        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2058-04-15      | 4.9200%  | 0.0000% | $1610904.00        | $1585702.71        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1619440.00        | $1663841.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1616850.00        | $1672491.18        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.5000%  | 0.0000% | $1867000.00        | $1718318.02        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.5000%  | 0.0000% | $6604859.00        | $1720303.86        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 7.0000%  | 0.0000% | $1620142.00        | $1727064.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 6.0000%  | 0.0000% | $2205588.00        | $1748556.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $5198000.00        | $1790148.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $2678548.00        | $1801021.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $2797050.00        | $2866910.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $5198000.00        | $3062051.67        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 4.5000%  | 0.0000% | $25542088.00       | $23508978.58       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $26002043.00       | $25853141.90       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2027-08-15      | 3.7500%  | 0.0000% | $1753100.00        | $1777476.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2047-02-15      | N/A      | 0.0000% | $863523.28         | $286785.58         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2047-02-15      | 0.8750%  | 0.0000% | $720200.00         | $690083.02         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2045-08-15      | N/A      | 0.0000% | $1954484.12        | $698999.75         | U.S. Treasuries (including strips) |

### Security 246: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities 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: ARP19BE52, C.3 - LEI: VYVVCKR63DVZ, C.5 - Other ID: ARP19BE52_4.41_0701
- **C.18 - Value (incl. sponsor support):** $3087000000.00
- **C.18.a - Value (excl. sponsor support):** $3087000000.00
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2047-05-20      | 5.5000%  | 0.0000% | $13495528.00       | $1367915.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1600571.00        | $1368573.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 5.0000%  | 0.0000% | $3906717.00        | $1380214.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $1687801.00        | $1394522.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $1357548.00        | $1406858.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 5.0000%  | 0.0000% | $17844178.00       | $1414636.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $2724655.00        | $1435823.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1395015.00        | $1437852.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $1419808.00        | $1455925.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $1491764.00        | $1456298.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 5.5000%  | 0.0000% | $2001520.00        | $1529381.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.5000%  | 0.0000% | $6615000.00        | $1539793.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1534940.00        | $1547915.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $1484240.00        | $1550323.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $1798649.00        | $1579824.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1651005.00        | $1597324.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1578717.00        | $1597430.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $1765422.00        | $1611451.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $1543118.00        | $1620075.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 7.0000%  | 0.0000% | $1551087.00        | $1629335.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $1558399.00        | $1647407.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 4.0000%  | 0.0000% | $1846084.00        | $1680072.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-03-20      | 5.0000%  | 0.0000% | $46673084.00       | $1685318.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1615138.00        | $1689835.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-12-20      | 2.5000%  | 0.0000% | $4800000.00        | $1743121.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1703897.00        | $1766771.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1721512.00        | $1795843.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1787746.00        | $1805419.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $3166352.00        | $1814881.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $1922670.00        | $1885486.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 5.5000%  | 0.0000% | $1992282.00        | $1889426.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $1893078.00        | $1912846.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $1852666.00        | $1920839.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $2198152.00        | $1962911.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 5.5000%  | 0.0000% | $12594175.00       | $1967222.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $2011336.00        | $1989963.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $2485083.00        | $1996721.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $2041508.00        | $2124251.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $2081343.00        | $2149674.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $396304.00         | $118359.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $2105725.00        | $2200411.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $2223295.00        | $2255691.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $2154619.00        | $2257194.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-20      | 4.5000%  | 0.0000% | $15428073.00       | $2346206.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $2351519.00        | $2391169.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $2320077.00        | $2396557.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 4.0000%  | 0.0000% | $3200000.00        | $2417038.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $2513558.00        | $2467037.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 3.5000%  | 0.0000% | $2999700.00        | $2476822.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $2636984.00        | $2522165.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 6.5000%  | 0.0000% | $3753767.00        | $2523558.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $2431267.00        | $2550888.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $2568025.00        | $2565375.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $2545392.00        | $2596731.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $2503721.00        | $2632299.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 4.0000%  | 0.0000% | $10600000.00       | $2682562.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $2688098.00        | $2757528.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $3454200.00        | $2849215.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $5100000.00        | $2875846.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $2830773.00        | $2885321.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-10-20      | 4.0000%  | 0.0000% | $59269436.00       | $2921202.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 4.0000%  | 0.0000% | $3892633.00        | $2940740.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $2859624.00        | $2954901.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 2.5000%  | 0.0000% | $6726435.00        | $2968901.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $4522760.00        | $3010048.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-20      | 3.0000%  | 0.0000% | $21851501.00       | $3084348.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $2983156.00        | $3093324.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $2955267.00        | $3102962.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $3095100.00        | $3142168.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $3117331.00        | $3147305.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $3510339.00        | $3270095.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $5008548.00        | $3365727.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-10-20      | 6.0000%  | 0.0000% | $3898666.00        | $3374846.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-02-20      | 3.5000%  | 0.0000% | $46831356.00       | $3404552.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $4129961.00        | $3450450.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $3305163.00        | $3455096.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $3771981.00        | $3460933.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-03-20      | 3.5000%  | 0.0000% | $45837000.00       | $3462831.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $3398066.00        | $3498203.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $3456172.00        | $3508897.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $4059980.00        | $3611415.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 6.5000%  | 0.0000% | $4054449.00        | $3648475.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $3499612.00        | $3674511.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 4.5000%  | 0.0000% | $14075093.00       | $3680771.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $4627855.00        | $3731430.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $3673370.00        | $3752346.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $3579385.00        | $3752482.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 5.0000%  | 0.0000% | $10144601.00       | $3774968.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $5105508.00        | $3931613.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $4130405.00        | $4161129.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $8090000.00        | $4208442.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $4452652.00        | $4302376.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $4235207.00        | $4347150.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $7360000.00        | $4562820.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $4702286.00        | $4742800.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $5049948.00        | $4755734.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 7.0000%  | 0.0000% | $6496368.00        | $4787339.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $5531948.00        | $4789017.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $6333494.00        | $4890419.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $6098444.00        | $5045002.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $8101607.00        | $5070999.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-08-20      | 5.0000%  | 0.0000% | $200000000.00      | $5190491.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $6774667.00        | $5244655.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-11-20      | 4.5000%  | 0.0000% | $103431255.00      | $5265019.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $6023414.00        | $5310583.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $43216401.00       | $5386513.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $5968669.00        | $5484957.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $6066355.00        | $5524038.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 3.0000%  | 0.0000% | $35620360.00       | $5556661.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $10218270.00       | $5864298.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $6044627.00        | $6185378.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $6618047.00        | $6193378.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $6265199.00        | $6287555.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 3.5000%  | 0.0000% | $14630486.00       | $6513113.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $40000000.00       | $11792722.06       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-20      | 3.5000%  | 0.0000% | $127671847.00      | $13810154.36       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 4.5000%  | 0.0000% | $17000000.00       | $13907331.91       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $14207532.00       | $14344159.53       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 5.0000%  | 0.0000% | $15905000.00       | $14481732.23       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $15145572.00       | $14936636.42       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-20      | 4.5000%  | 0.0000% | $220830554.00      | $15404652.30       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 3.5000%  | 0.0000% | $247646000.00      | $25217064.72       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $25500000.00       | $25303273.39       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 4.0000%  | 0.0000% | $30000000.00       | $27386399.59       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $32400483.00       | $32712031.65       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 4.0000%  | 0.0000% | $47759463.00       | $43516719.77       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-10-20      | 3.5000%  | 0.0000% | $410251020.00      | $45461506.96       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 3.5000%  | 0.0000% | $90703954.00       | $81029535.22       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 2.0000%  | 0.0000% | $192198076.00      | $84902756.71       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $139291640.00      | $103179627.63      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $271595768.00      | $193796009.89      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $214618277.00      | $218810487.30      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $217240886.00      | $224690403.20      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $242049200.00      | $237993916.87      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $467692608.00      | $292181445.80      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 4.0000%  | 0.0000% | $439780394.00      | $409177053.56      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $1013565936.00     | $627182103.46      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 6.0000%  | 0.0000% | $250681.00         | $41874.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 3.5000%  | 0.0000% | $60000.00          | $43623.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-11-20      | 3.5000%  | 0.0000% | $1500000.00        | $49141.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-20      | 5.5000%  | 0.0000% | $512061.00         | $67168.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 5.0000%  | 0.0000% | $277000.00         | $68313.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 3.5000%  | 0.0000% | $189000.00         | $73423.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-12-20      | 6.5000%  | 0.0000% | $1000197.00        | $75495.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $165000.00         | $75918.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 6.0000%  | 0.0000% | $134160.00         | $83350.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 1.5000%  | 0.0000% | $135401.00         | $85457.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-05-20      | 4.0000%  | 0.0000% | $192306.00         | $92814.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-20      | 5.0000%  | 0.0000% | $2321477.00        | $95624.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 5.0000%  | 0.0000% | $1044000.00        | $99989.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 7.0000%  | 0.0000% | $228000.00         | $100293.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 5.0000%  | 0.0000% | $372000.00         | $102946.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-02-20      | 7.0000%  | 0.0000% | $186402739.00      | $105116.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $200000.00         | $106248.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-08-20      | 4.0000%  | 0.0000% | $1694994.00        | $109705.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $190000.00         | $112119.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-08-20      | 3.0000%  | 0.0000% | $960326.00         | $114372.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $287183.00         | $117778.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-02-20      | 3.5000%  | 0.0000% | $143992.00         | $121150.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $420002.00         | $136440.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $151764.00         | $147201.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-05-20      | 1.5000%  | 0.0000% | $223418.00         | $149517.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-09-20      | 3.0000%  | 0.0000% | $176339.00         | $154274.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-20      | 5.0000%  | 0.0000% | $1263705.00        | $156923.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-02-20      | 1.5000%  | 0.0000% | $280730.00         | $161577.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 1.5000%  | 0.0000% | $304229.00         | $165452.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $250000.00         | $172171.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $252000.00         | $183768.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 4.5000%  | 0.0000% | $194100.00         | $185269.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-20      | 3.0000%  | 0.0000% | $750000.00         | $188143.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-04-20      | 4.0000%  | 0.0000% | $286649.00         | $192104.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-03-20      | 3.5000%  | 0.0000% | $4339148.00        | $198371.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $1047657.00        | $204102.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $858784.00         | $227484.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-07-20      | 6.0000%  | 0.0000% | $18808135.00       | $232547.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $250000.00         | $245136.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-03-20      | 4.0000%  | 0.0000% | $290719.00         | $263266.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 4.0000%  | 0.0000% | $331306.00         | $275651.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 1.5000%  | 0.0000% | $579292.00         | $278787.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $500000.00         | $282760.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 3.0000%  | 0.0000% | $1740234.00        | $293392.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1057962.00        | $308943.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-20      | 3.5000%  | 0.0000% | $2000000.00        | $311194.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-20      | 3.0000%  | 0.0000% | $1254591.00        | $322809.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 6.0000%  | 0.0000% | $551961.00         | $332999.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 1.5000%  | 0.0000% | $461181.00         | $334383.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-05-20      | 5.0000%  | 0.0000% | $9829769.00        | $347606.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 4.0000%  | 0.0000% | $395921.00         | $355032.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1540000.00        | $362437.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 6.0000%  | 0.0000% | $1500000.00        | $377094.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 6.0000%  | 0.0000% | $1145332.00        | $379092.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 4.0000%  | 0.0000% | $1009940.00        | $387244.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-01-20      | 3.0000%  | 0.0000% | $1988969.00        | $394111.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $1562605.00        | $414651.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-11-20      | 3.5000%  | 0.0000% | $444491.00         | $420406.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-11-20      | 3.0000%  | 0.0000% | $4250000.00        | $437930.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1025445.00        | $437984.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 5.0000%  | 0.0000% | $1607000.00        | $441927.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 2.5000%  | 0.0000% | $2575000.00        | $449796.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-11-20      | 2.5000%  | 0.0000% | $1265000.00        | $464494.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 4.0000%  | 0.0000% | $1552916.00        | $471571.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 4.5000%  | 0.0000% | $1499229.00        | $511035.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-20      | 2.5000%  | 0.0000% | $3034945.00        | $522376.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $1586162.00        | $525825.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $519876.00         | $533064.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-20      | 4.0000%  | 0.0000% | $575000.00         | $534204.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $1111742.00        | $556054.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 4.0000%  | 0.0000% | $700000.00         | $563190.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $1639430.00        | $568462.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 4.5000%  | 0.0000% | $10097215.00       | $570463.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 4.0000%  | 0.0000% | $2874513.00        | $597234.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-20      | 3.5000%  | 0.0000% | $4933000.00        | $603551.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1493847.00        | $613141.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 7.0000%  | 0.0000% | $1103718.00        | $615935.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 4.5000%  | 0.0000% | $650151.00         | $622364.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $1498957.00        | $646208.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1080211.00        | $648246.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $1050093.00        | $666008.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $1186904.00        | $680862.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 4.5000%  | 0.0000% | $1193538.00        | $681903.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $2706112.00        | $731696.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $1245354.00        | $778320.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1284592.00        | $797876.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $1057946.00        | $832021.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $964350.00         | $836315.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 4.0000%  | 0.0000% | $5493879.00        | $867057.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $1180000.00        | $896489.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $1078217.00        | $896591.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $1006161.00        | $903383.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 3.0000%  | 0.0000% | $4727895.00        | $908861.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $6341929.00        | $948357.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 7.0000%  | 0.0000% | $1385890.00        | $952139.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1081730.00        | $982732.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $1000962.00        | $1017428.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $1020591.00        | $1020224.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1294870.00        | $1020469.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $1106056.00        | $1025958.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $1099832.00        | $1037839.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1020814.00        | $1070374.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $1078319.00        | $1090120.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-11-20      | 6.0000%  | 0.0000% | $100000000.00      | $1101112.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1077483.00        | $1126909.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 5.5000%  | 0.0000% | $1294056.00        | $1138590.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1128718.00        | $1140958.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $1120792.00        | $1146599.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $1123346.00        | $1148623.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1897522.00        | $1153403.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $1490026.00        | $1161986.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $1193137.00        | $1168755.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $1129928.00        | $1177457.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-11-20      | 4.5000%  | 0.0000% | $9938655.00        | $1184320.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1135058.00        | $1186045.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $2908166.00        | $1214635.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1171749.00        | $1227455.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $1242154.00        | $1262038.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $1324050.00        | $1355963.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $1308847.00        | $1365364.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-11-20      | 5.5000%  | 0.0000% | $114000.00         | $599.69            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-03-20      | 5.5000%  | 0.0000% | $50000.00          | $671.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-06-20      | 5.0000%  | 0.0000% | $50000.00          | $777.74            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-02-20      | 4.0000%  | 0.0000% | $25000.00          | $791.69            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-02-20      | 5.0000%  | 0.0000% | $105000.00         | $820.07            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-11-20      | 5.0000%  | 0.0000% | $66000.00          | $833.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-05-20      | 4.0000%  | 0.0000% | $25000.00          | $1109.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-08-20      | 6.0000%  | 0.0000% | $132587.00         | $1118.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-20      | 4.5000%  | 0.0000% | $32000.00          | $1204.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-04-20      | 4.0000%  | 0.0000% | $25000.00          | $1208.73           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-10-20      | 4.5000%  | 0.0000% | $3306753.00        | $1396.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-10-20      | 6.0000%  | 0.0000% | $314000.00         | $1398.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-05-20      | 6.0000%  | 0.0000% | $125000.00         | $1625.12           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-08-20      | 5.5000%  | 0.0000% | $140000.00         | $1768.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-11-20      | 5.5000%  | 0.0000% | $125000.00         | $1966.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-11-20      | 5.5000%  | 0.0000% | $139245.00         | $2112.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-08-20      | 6.0000%  | 0.0000% | $190000.00         | $2115.72           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-08-20      | 4.0000%  | 0.0000% | $25000.00          | $2388.25           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-07-20      | 5.5000%  | 0.0000% | $160000.00         | $2588.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 6.0000%  | 0.0000% | $25000.00          | $2725.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-12-20      | 5.5000%  | 0.0000% | $300000.00         | $2810.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-02-20      | 4.5000%  | 0.0000% | $73000.00          | $2878.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-07-20      | 5.0000%  | 0.0000% | $205000.00         | $3161.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $6000.00           | $3328.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $250000.00         | $3663.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-08-20      | 5.5000%  | 0.0000% | $75000.00          | $4019.48           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $408816.00         | $4217.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-11-20      | 7.0000%  | 0.0000% | $6850000.00        | $4720.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $474524.00         | $5342.19           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-08-20      | 6.5000%  | 0.0000% | $565000.00         | $5342.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-05-20      | 5.0000%  | 0.0000% | $400000.00         | $5490.12           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-07-20      | 5.5000%  | 0.0000% | $593906.00         | $6484.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-02-20      | 4.0000%  | 0.0000% | $134168.00         | $6578.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-20      | 4.5000%  | 0.0000% | $100000.00         | $7024.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-07-20      | 5.0000%  | 0.0000% | $180000.00         | $7186.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-02-20      | 6.0000%  | 0.0000% | $580000.00         | $8406.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-09-20      | 4.0000%  | 0.0000% | $66868.00          | $8789.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 7.0000%  | 0.0000% | $550000.00         | $10466.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-02-20      | 3.0000%  | 0.0000% | $80000.00          | $11639.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $51000.00          | $12925.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-04-20      | 5.5000%  | 0.0000% | $280000.00         | $12927.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 4.0000%  | 0.0000% | $25000.00          | $14046.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-01-20      | 6.0000%  | 0.0000% | $9925001.00        | $15104.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-06-20      | 4.0000%  | 0.0000% | $262527.00         | $15364.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-04-20      | 2.0000%  | 0.0000% | $35000.00          | $16013.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-02-20      | 4.0000%  | 0.0000% | $301532.00         | $16028.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $19348.00          | $16311.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 6.0000%  | 0.0000% | $75000.00          | $18101.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-20      | 5.0000%  | 0.0000% | $721000.00         | $19102.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-12-20      | 5.0000%  | 0.0000% | $595000.00         | $20190.30          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 4.0000%  | 0.0000% | $35239.00          | $20209.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 3.0000%  | 0.0000% | $30000.00          | $20682.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 5.5000%  | 0.0000% | $225000.00         | $21921.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-06-20      | 6.0000%  | 0.0000% | $70000.00          | $25329.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-12-20      | 4.0000%  | 0.0000% | $269417.00         | $26255.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-07-20      | 3.5000%  | 0.0000% | $262000.00         | $26774.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-12-20      | 2.5000%  | 0.0000% | $50000.00          | $27605.70          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-02-20      | 4.0000%  | 0.0000% | $265500.00         | $32050.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-09-20      | 7.0000%  | 0.0000% | $37842104.00       | $34156.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 5.0000%  | 0.0000% | $130113.00         | $35343.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 2.5000%  | 0.0000% | $200000.00         | $36414.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-09-20      | 6.0000%  | 0.0000% | $18100000.00       | $37844.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-20      | 5.0000%  | 0.0000% | $1193997.00        | $40979.76          | Agency Mortgage-Backed Securities |

### Security 247: Natixis SA

- **C.1 - Title:** Natixis SA 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: ARP19BE86, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP19BE86_4.40_0701
- **C.18 - Value (incl. sponsor support):** $1900000000.00
- **C.18.a - Value (excl. sponsor support):** $1900000000.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| Tenn Valley Authority                 | 2042-12-15      | N/A      | 0.0000% | $15535000.00       | $6098730.30        | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                 | 2065-09-15      | N/A      | 0.0000% | $9714000.00        | $1087093.74        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 5.0000%  | 0.0000% | $2351160.00        | $2285311.36        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.5000%  | 0.0000% | $1283.00           | $1285.87           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $1008.00           | $1015.22           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.50           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.49           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $3177456.00        | $3249575.50        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $5819037.00        | $5939221.70        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $36470.00          | $37396.03          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $171953.00         | $175206.70         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.79           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.16           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $1067212.00        | $1109406.04        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.84           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 7.0000%  | 0.0000% | $398704.00         | $374641.37         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-01-01      | 3.0000%  | 0.0000% | $333370462.00      | $46638400.45       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-01-01      | 2.0000%  | 0.0000% | $76066011.00       | $47538551.70       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.5000%  | 0.0000% | $53552350.00       | $41215735.78       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.12           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $386680.00         | $394697.16         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1014.48           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.92           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.75           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $1062.00           | $1086.10           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.72           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.99           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.58           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $1002.00           | $1048.48           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 7.0000%  | 0.0000% | $1530.00           | $1630.78           | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                 | 2038-01-15      | N/A      | 0.0000% | $12700000.00       | $6626225.00        | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                 | 2056-04-01      | N/A      | 0.0000% | $32848000.00       | $5778948.64        | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                 | 2038-06-15      | N/A      | 0.0000% | $5600000.00        | $2935016.00        | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                 | 2039-09-15      | N/A      | 0.0000% | $16947000.00       | $8223870.69        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2053-11-15      | 4.7500%  | 0.0000% | $177032000.00      | $174759174.70      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-02-15      | 4.7500%  | 0.0000% | $700.00            | $703.43            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-05-31      | 4.8750%  | 0.0000% | $28284700.00       | $28598346.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2028-08-15      | 5.5000%  | 0.0000% | $825800.00         | $886579.75         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2027-11-15      | 6.1250%  | 0.0000% | $100000000.00      | $106140625.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2030-05-15      | 6.2500%  | 0.0000% | $1673000.00        | $1863175.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2025-09-04      | N/A      | 0.0000% | $50000200.00       | $49608548.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-01-22      | N/A      | 0.0000% | $900.00            | $879.48            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2025-07-24      | N/A      | 0.0000% | $4255600.00        | $4243939.66        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2025-07-31      | N/A      | 0.0000% | $420800.00         | $419313.31         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2025-08-21      | N/A      | 0.0000% | $100000000.00      | $99375000.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2051-02-15      | 0.1250%  | 0.0000% | $700.00            | $464.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-07-31      | 0.3750%  | 0.0000% | $82556200.00       | $77118129.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-02-29      | 1.1250%  | 0.0000% | $16398600.00       | $15382224.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-11-15      | 1.6250%  | 0.0000% | $6000000.00        | $3136045.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-02-15      | 1.8750%  | 0.0000% | $99300.00          | $68366.80          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-06-30      | 1.8750%  | 0.0000% | $100.00            | $97.90             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-04-15      | 2.1250%  | 0.0000% | $40865600.00       | $43643933.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-08-15      | 2.2500%  | 0.0000% | $3200.00           | $2102.85           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-02-15      | 2.3750%  | 0.0000% | $6198100.00        | $4523324.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-02-15      | 2.5000%  | 0.0000% | $200.00            | $139.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-02-15      | 2.7500%  | 0.0000% | $17857500.00       | $17599039.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-04-30      | 2.7500%  | 0.0000% | $1366200.00        | $1347609.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-05-15      | 2.8750%  | 0.0000% | $400.00            | $392.11            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-08-15      | 2.8750%  | 0.0000% | $100.00            | $98.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2025-07-31      | 2.8750%  | 0.0000% | $200.00            | $202.10            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2048-08-15      | 3.0000%  | 0.0000% | $13000000.00       | $9665107.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2052-08-15      | 3.0000%  | 0.0000% | $300.00            | $217.67            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2025-07-15      | 3.0000%  | 0.0000% | $46226000.00       | $46823697.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-01-31      | 3.5000%  | 0.0000% | $100.00            | $100.86            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-09-30      | 3.5000%  | 0.0000% | $100.00            | $99.72             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-02-15      | 3.6250%  | 0.0000% | $3279000.00        | $2827542.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-02-15      | 3.6250%  | 0.0000% | $1532000.00        | $1258899.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-06-30      | 3.7500%  | 0.0000% | $167139000.00      | $166410274.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-08-31      | 3.7500%  | 0.0000% | $3000000.00        | $3002016.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-05-15      | 3.7500%  | 0.0000% | $13773000.00       | $13847202.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-08-15      | 3.8750%  | 0.0000% | $34878000.00       | $34733638.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-03-15      | 3.8750%  | 0.0000% | $63163000.00       | $64131098.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-05-31      | 3.8750%  | 0.0000% | $7114400.00        | $7150585.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-06-15      | 3.8750%  | 0.0000% | $893500.00         | $898895.05         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-01-31      | 4.0000%  | 0.0000% | $24119100.00       | $24710610.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-01-31      | 4.0000%  | 0.0000% | $87074100.00       | $88952687.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-03-31      | 4.0000%  | 0.0000% | $122500000.00      | $124661555.99      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-05-31      | 4.0000%  | 0.0000% | $33354200.00       | $33726722.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-06-30      | 4.0000%  | 0.0000% | $22062000.00       | $22013287.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-08-15      | 4.1250%  | 0.0000% | $6158500.00        | $5695259.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-11-15      | 4.1250%  | 0.0000% | $100.00            | $100.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-07-31      | 4.1250%  | 0.0000% | $10000000.00       | $10282905.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-11-30      | 4.1250%  | 0.0000% | $10350000.00       | $10462619.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-05-31      | 4.1250%  | 0.0000% | $178456800.00      | $180064900.65      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2025-12-31      | 4.2500%  | 0.0000% | $124853200.00      | $124858194.10      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-05-15      | 4.2500%  | 0.0000% | $200.00            | $200.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note      | 2025-07-31      | 4.3650%  | 0.0000% | $100.00            | $100.75            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-03-31      | 4.5000%  | 0.0000% | $5152500.00        | $5223849.38        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-05-15      | 4.5000%  | 0.0000% | $12800000.00       | $13035417.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-05-31      | 4.5000%  | 0.0000% | $100000.00         | $102969.55         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-11-15      | 4.6250%  | 0.0000% | $9994200.00        | $9767743.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $98.14             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-11-15      | 4.6250%  | 0.0000% | $2791900.00        | $2834546.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-04-30      | 4.6250%  | 0.0000% | $5074800.00        | $5296855.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-04-30      | 4.6250%  | 0.0000% | $105165700.00      | $109128284.73      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-06-30      | 4.6250%  | 0.0000% | $9675100.00        | $9730925.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2037-02-15      | 4.7500%  | 0.0000% | $800.00            | $842.31            | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Morgan Stanley Institutional Liquidity Funds

**Date:** 2025-07-08

**By:** Lonnie Bae

**Name of Signing Officer:** Lonnie Bae

**Title of Signing Officer:** Vice President