# EDGAR Filing Document

**Accession Number:** 0001094885
**File Stem:** 0001410368-25-013989
**Filing Date:** 2025-10
**Character Count:** 762022
**Document Hash:** 109a7ad4fef6e0fc8230220dd74980c7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-013989.hdr.sgml**: 20251007

**ACCESSION NUMBER**: 0001410368-25-013989

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251007

**DATE AS OF CHANGE**: 20251007

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** STATE STREET MASTER FUNDS
- **CENTRAL INDEX KEY:** 0001094885

**ORGANIZATION NAME:**
- **EIN:** 043480508
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09599
- **FILM NUMBER:** 251378672

**BUSINESS ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114
- **BUSINESS PHONE:** 6176643920

**MAIL ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STATE STREET MASTER TRUST
- **DATE OF NAME CHANGE:** 19990913

## Series and Classes Contracts Data

### State Street U.S. Government Money Market Portfolio (Series ID: S000010686)

| Class ID   | Class Name                                          | Ticker Symbol   |
|:---|:---|:---|
| C000029566 | State Street U.S. Government Money Market Portfolio |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001094885

### General Information

**Report for (YYYY-MM-DD):** 2025-09-30

**Registrant Full Name:** STATE STREET MASTER FUNDS

**CIK Number of Registrant:** 0001094885

**LEI of Registrant:** 549300NPC2XKLU7VNS49

**Name of Series:** State Street U.S. Government Money Market Portfolio

**LEI of Series:** 549300EG2J8MKJKUK458

**EDGAR Series Identifier:** S000010686

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

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

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

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

### Service Providers
| Role                          | Details                                         | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | SSGA Funds Management, Inc.                     | 801-60103         |
| Independent Public Accountant | Ernst & Young  LLP<br>City: Boston<br>State: MA |  |
| Administrator                 | SSGA Funds Management, Inc.                     |  |
| Transfer Agent                | None<br>CIK: —                                  |  |

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 49 days

- **WAL:** 101 days

- **Total Value of Portfolio Securities:** $186485891244.58

- **Amortized Cost of Portfolio Securities:** $186437838631.28

- **Cash:** $14477900125.37

- **Total Other Assets:** $271109383.10

- **Total Liabilities:** $4990918152.97

- **Net Assets of Series:** $196195929986.78

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

- **Does the fund seek to maintain a stable price per share?:** No

- **Stable Price Per Share:** $0.00

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-09-02 | $141288515298.31          | $142063350562.31           | 83.2000%                  | 83.6600%                   |
| 2025-09-03 | $141672706917.21          | $142082546802.71           | 83.0000%                  | 83.2400%                   |
| 2025-09-04 | $146800620681.44          | $147210463764.69           | 82.9700%                  | 83.2000%                   |
| 2025-09-05 | $143214422419.32          | $144174268304.82           | 82.6000%                  | 83.1500%                   |
| 2025-09-08 | $149954739508.07          | $150529593799.82           | 83.4200%                  | 83.7400%                   |
| 2025-09-09 | $146932234178.70          | $147507091095.45           | 82.9600%                  | 83.2900%                   |
| 2025-09-10 | $150809834242.03          | $152104693964.28           | 82.6700%                  | 83.3800%                   |
| 2025-09-11 | $148368652000.65          | $149113514868.65           | 82.6900%                  | 83.1100%                   |
| 2025-09-12 | $145146018945.52          | $145890885612.27           | 82.1800%                  | 82.6000%                   |
| 2025-09-15 | $142910846183.10          | $143655720245.60           | 81.9500%                  | 82.3800%                   |
| 2025-09-16 | $141722011324.28          | $141746889102.03           | 81.9400%                  | 81.9600%                   |
| 2025-09-17 | $144634675484.56          | $144659557383.81           | 82.2400%                  | 82.2600%                   |
| 2025-09-18 | $151034398531.42          | $151059282302.17           | 82.8700%                  | 82.8800%                   |
| 2025-09-19 | $150745760500.77          | $150770646611.77           | 82.8400%                  | 82.8500%                   |
| 2025-09-22 | $156329526753.46          | $156799531597.96           | 83.2500%                  | 83.5000%                   |
| 2025-09-23 | $157072583947.77          | $157542636060.90           | 83.1200%                  | 83.3700%                   |
| 2025-09-24 | $160053463642.91          | $160523582441.07           | 83.3800%                  | 83.6200%                   |
| 2025-09-25 | $165975416113.58          | $166445586112.83           | 83.8700%                  | 84.1100%                   |
| 2025-09-26 | $168965743930.23          | $169800980636.54           | 84.1000%                  | 84.5100%                   |
| 2025-09-29 | $171960653148.87          | $173139010988.52           | 83.9900%                  | 84.5600%                   |
| 2025-09-30 | $168477066212.60          | $169655549670.59           | 83.7200%                  | 84.3100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-09-02 | 0.0000%             |
| 2025-09-03 | 0.0000%             |
| 2025-09-04 | 0.0000%             |
| 2025-09-05 | 0.0000%             |
| 2025-09-08 | 0.0000%             |
| 2025-09-09 | 0.0000%             |
| 2025-09-10 | 0.0000%             |
| 2025-09-11 | 0.0000%             |
| 2025-09-12 | 0.0000%             |
| 2025-09-15 | 0.0000%             |
| 2025-09-16 | 0.0000%             |
| 2025-09-17 | 0.0000%             |
| 2025-09-18 | 0.0000%             |
| 2025-09-19 | 0.0000%             |
| 2025-09-22 | 0.0000%             |
| 2025-09-23 | 0.0000%             |
| 2025-09-24 | 0.0000%             |
| 2025-09-25 | 0.0000%             |
| 2025-09-26 | 0.0000%             |
| 2025-09-29 | 0.0000%             |
| 2025-09-30 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-09-02 | 0.0000                      |
|  |  |
| 2025-09-03 | 0.0000                      |
|  |  |
| 2025-09-04 | 0.0000                      |
|  |  |
| 2025-09-05 | 0.0000                      |
|  |  |
| 2025-09-08 | 0.0000                      |
|  |  |
| 2025-09-09 | 0.0000                      |
|  |  |
| 2025-09-10 | 0.0000                      |
|  |  |
| 2025-09-11 | 0.0000                      |
|  |  |
| 2025-09-12 | 0.0000                      |
|  |  |
| 2025-09-15 | 0.0000                      |
|  |  |
| 2025-09-16 | 0.0000                      |
|  |  |
| 2025-09-17 | 0.0000                      |
|  |  |
| 2025-09-18 | 0.0000                      |
|  |  |
| 2025-09-19 | 0.0000                      |
|  |  |
| 2025-09-22 | 0.0000                      |
|  |  |
| 2025-09-23 | 0.0000                      |
|  |  |
| 2025-09-24 | 0.0000                      |
|  |  |
| 2025-09-25 | 0.0000                      |
|  |  |
| 2025-09-26 | 0.0000                      |
|  |  |
| 2025-09-29 | 0.0000                      |
|  |  |
| 2025-09-30 | 0.0000                      |
|  |  |

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

### Class: Single Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $196195929986.78

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.0000          |
|  |  |
| 2025-09-03 | 0.0000          |
|  |  |
| 2025-09-04 | 0.0000          |
|  |  |
| 2025-09-05 | 0.0000          |
|  |  |
| 2025-09-08 | 0.0000          |
|  |  |
| 2025-09-09 | 0.0000          |
|  |  |
| 2025-09-10 | 0.0000          |
|  |  |
| 2025-09-11 | 0.0000          |
|  |  |
| 2025-09-12 | 0.0000          |
|  |  |
| 2025-09-15 | 0.0000          |
|  |  |
| 2025-09-16 | 0.0000          |
|  |  |
| 2025-09-17 | 0.0000          |
|  |  |
| 2025-09-18 | 0.0000          |
|  |  |
| 2025-09-19 | 0.0000          |
|  |  |
| 2025-09-22 | 0.0000          |
|  |  |
| 2025-09-23 | 0.0000          |
|  |  |
| 2025-09-24 | 0.0000          |
|  |  |
| 2025-09-25 | 0.0000          |
|  |  |
| 2025-09-26 | 0.0000          |
|  |  |
| 2025-09-29 | 0.0000          |
|  |  |
| 2025-09-30 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $0.00                     | $0.00                   |
| 2025-09-03 | $0.00                     | $0.00                   |
| 2025-09-04 | $0.00                     | $0.00                   |
| 2025-09-05 | $0.00                     | $0.00                   |
| 2025-09-08 | $0.00                     | $0.00                   |
| 2025-09-09 | $0.00                     | $0.00                   |
| 2025-09-10 | $0.00                     | $0.00                   |
| 2025-09-11 | $0.00                     | $0.00                   |
| 2025-09-12 | $0.00                     | $0.00                   |
| 2025-09-15 | $0.00                     | $0.00                   |
| 2025-09-16 | $0.00                     | $0.00                   |
| 2025-09-17 | $0.00                     | $0.00                   |
| 2025-09-18 | $0.00                     | $0.00                   |
| 2025-09-19 | $0.00                     | $0.00                   |
| 2025-09-22 | $0.00                     | $0.00                   |
| 2025-09-23 | $0.00                     | $0.00                   |
| 2025-09-24 | $0.00                     | $0.00                   |
| 2025-09-25 | $0.00                     | $0.00                   |
| 2025-09-26 | $0.00                     | $0.00                   |
| 2025-09-29 | $0.00                     | $0.00                   |
| 2025-09-30 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 0.0000%           |
| 2025-09-03 | 0.0000%           |
| 2025-09-04 | 0.0000%           |
| 2025-09-05 | 0.0000%           |
| 2025-09-08 | 0.0000%           |
| 2025-09-09 | 0.0000%           |
| 2025-09-10 | 0.0000%           |
| 2025-09-11 | 0.0000%           |
| 2025-09-12 | 0.0000%           |
| 2025-09-15 | 0.0000%           |
| 2025-09-16 | 0.0000%           |
| 2025-09-17 | 0.0000%           |
| 2025-09-18 | 0.0000%           |
| 2025-09-19 | 0.0000%           |
| 2025-09-22 | 0.0000%           |
| 2025-09-23 | 0.0000%           |
| 2025-09-24 | 0.0000%           |
| 2025-09-25 | 0.0000%           |
| 2025-09-26 | 0.0000%           |
| 2025-09-29 | 0.0000%           |
| 2025-09-30 | 0.0000%           |

**Beneficial/Record Owner Categories**
| Category                      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Registered investment company |  | 99.0200%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: RBC Capital Markets LLC Tri Party Repo

- **C.1 - Title:** RBC Capital Markets LLC Tri Party Repo 4.220000%
- **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: 15499Q009, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: 15499Q009_4.22_1001
- **C.18 - Value (incl. sponsor support):** $2395000000.00
- **C.18.a - Value (excl. sponsor support):** $2395000000.00
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B                | 2028-02-15      | 2.7500%  | 0.0000% | $25000.00          | $24591.06          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-05-15      | 2.8750%  | 0.0000% | $600000.00         | $595307.55         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-08-15      | 2.8750%  | 0.0000% | $900000.00         | $884791.58         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2025-10-31      | 3.0000%  | 0.0000% | $10000.00          | $10114.76          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2029-01-15      | 0.8750%  | 0.0000% | $34600.00          | $43999.03          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-01-31      | 2.6250%  | 0.0000% | $50000.00          | $49986.76          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-02-15      | 2.6250%  | 0.0000% | $920000.00         | $893616.47         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-04-30      | 2.3750%  | 0.0000% | $461500.00         | $462212.70         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2055-02-15      | 2.3750%  | 0.0000% | $6100.00           | $6130.83           | U.S. Treasuries (including strips) |
| STRIP PRINC                    | 2028-05-15      | NA       | 0.0000% | $20000.00          | $18191.94          | U.S. Treasuries (including strips) |
| Freddie Mac                    | 2034-09-01      | 3.5000%  | 0.0000% | $2055818.00        | $593659.58         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-09-01      | 2.0000%  | 0.0000% | $1032479.00        | $207275.06         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks      | 2027-05-12      | 4.2250%  | 0.0000% | $2900000.00        | $2917089.46        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks      | 2027-08-27      | 3.6250%  | 0.0000% | $40240000.00       | $40310054.49       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks      | 2029-09-10      | 3.5000%  | 0.0000% | $250000.00         | $248662.36         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-08-01      | 6.5000%  | 0.0000% | $1266562.00        | $1051704.56        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-09-01      | 6.5000%  | 0.0000% | $513200.00         | $455750.17         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-09-01      | 1.5000%  | 0.0000% | $2000000.00        | $547863.79         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-10-01      | 1.5000%  | 0.0000% | $1000000.00        | $296134.38         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-12-01      | 2.0000%  | 0.0000% | $1000000.00        | $317182.77         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-11-01      | 1.5000%  | 0.0000% | $810000.00         | $242339.37         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-07-01      | 2.0000%  | 0.0000% | $1625443.00        | $383377.03         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-08-01      | 2.0000%  | 0.0000% | $1000000.00        | $235543.62         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-09-01      | 2.0000%  | 0.0000% | $1000000.00        | $247757.45         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-11-01      | 2.0000%  | 0.0000% | $1000000.00        | $299360.05         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-03-01      | 1.5000%  | 0.0000% | $18111572.00       | $6596054.93        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-04-01      | 2.0000%  | 0.0000% | $1000000.00        | $357061.76         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-07-01      | 1.5000%  | 0.0000% | $9366383.00        | $3911019.62        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-09-01      | 1.5000%  | 0.0000% | $1500000.00        | $654045.97         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-01-01      | 1.5000%  | 0.0000% | $10000000.00       | $4904798.23        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-02-01      | 2.0000%  | 0.0000% | $9959380.00        | $4655195.85        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-03-01      | 2.5000%  | 0.0000% | $1000000.00        | $481256.74         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-05-01      | 1.5000%  | 0.0000% | $500000.00         | $269032.88         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-07-01      | 3.0000%  | 0.0000% | $15950000.00       | $622762.03         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-07-01      | 2.5000%  | 0.0000% | $10000000.00       | $423235.19         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-01-01      | 3.0000%  | 0.0000% | $4200000.00        | $335507.16         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2034-01-01      | 4.0000%  | 0.0000% | $5000000.00        | $540209.02         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN BANK         | 2027-12-10      | 2.5000%  | 0.0000% | $7150000.00        | $7035706.46        | Agency Mortgage-Backed Securities  |
| FED HOME LN DISCOUNT NT        | 2025-11-17      | NA       | 0.0000% | $550000.00         | $547177.40         | Agency Mortgage-Backed Securities  |
| FED HOME LN DISCOUNT NT        | 2025-12-15      | NA       | 0.0000% | $625000.00         | $619935.00         | Agency Mortgage-Backed Securities  |
| TSY INFL IX N/B                | 2054-02-15      | 2.1250%  | 0.0000% | $1000700.00        | $977190.16         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-05-31      | 2.1250%  | 0.0000% | $8000000.00        | $7966994.66        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2029-07-15      | 0.2500%  | 0.0000% | $1146700.00        | $1405280.32        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2026-01-15      | 0.6250%  | 0.0000% | $1124000.00        | $1525832.23        | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-11-20      | 3.0000%  | 0.0000% | $26110.00          | $8784.30           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2027-09-30      | 3.6000%  | 0.0000% | $8000000.00        | $7984072.00        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2027-09-30      | 3.6000%  | 0.0000% | $4000000.00        | $3990040.00        | Agency Mortgage-Backed Securities  |
| FANNIE DISCOUNT NOTE           | 2025-10-16      | NA       | 0.0000% | $10000.00          | $9983.95           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-09-30      | 3.3750%  | 0.0000% | $1490000.00        | $1484741.79        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-04-01      | 4.9600%  | 0.0000% | $1800000.00        | $1348574.75        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-11-01      | 3.0000%  | 0.0000% | $24589089.00       | $214289.09         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-01-01      | 3.5000%  | 0.0000% | $2347.00           | $19.93             | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2028-09-30      | 4.6250%  | 0.0000% | $6000.00           | $6169.67           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-10-15      | 4.6250%  | 0.0000% | $1200000.00        | $1236645.01        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2025-10-31      | 5.0000%  | 0.0000% | $1000.00           | $1021.43           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-10-31      | 4.8750%  | 0.0000% | $148700.00         | $157044.20         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2028-10-15      | 2.3750%  | 0.0000% | $19700.00          | $21862.20          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-11-15      | 4.6250%  | 0.0000% | $12700.00          | $13046.30          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-11-30      | 4.3750%  | 0.0000% | $7100.00           | $7358.87           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2034-01-15      | 1.7500%  | 0.0000% | $880500.00         | $933510.66         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-02-28      | 4.2500%  | 0.0000% | $999900.00         | $1022712.82        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-03-15      | 4.2500%  | 0.0000% | $700000.00         | $706976.94         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-03-31      | 4.1250%  | 0.0000% | $53000.00          | $53816.04          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2029-04-15      | 2.1250%  | 0.0000% | $1275000.00        | $1387253.05        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2031-06-30      | 4.2500%  | 0.0000% | $69800.00          | $72112.89          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-07-15      | 4.3750%  | 0.0000% | $200.00            | $204.36            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-07-31      | 4.3750%  | 0.0000% | $39700.00          | $40184.06          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2034-07-15      | 1.8750%  | 0.0000% | $909000.00         | $953843.07         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2031-08-31      | 3.7500%  | 0.0000% | $146600.00         | $146499.98         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-09-15      | 3.3750%  | 0.0000% | $85000.00          | $84746.66          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-09-30      | 3.5000%  | 0.0000% | $12000000.00       | $11919648.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-10-15      | 3.8750%  | 0.0000% | $1056000.00        | $1080196.01        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-10-31      | 4.1250%  | 0.0000% | $50000.00          | $51680.91          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-10-31      | 4.1250%  | 0.0000% | $80400.00          | $82122.26          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2029-10-15      | 1.6250%  | 0.0000% | $202400.00         | $213527.40         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2034-11-15      | 4.2500%  | 0.0000% | $920200.00         | $946283.53         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-11-15      | 4.1250%  | 0.0000% | $5100000.00        | $5232308.03        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-11-30      | 4.2500%  | 0.0000% | $6744900.00        | $6882379.05        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-11-30      | 4.1250%  | 0.0000% | $10000000.00       | $10302330.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-12-31      | 4.2500%  | 0.0000% | $9000000.00        | $9155241.00        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-01-15      | 4.2500%  | 0.0000% | $45000.00          | $46019.86          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-01-31      | 4.2500%  | 0.0000% | $7000000.00        | $7201493.86        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2032-01-31      | 4.3750%  | 0.0000% | $500000.00         | $517898.52         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2035-01-15      | 2.1250%  | 0.0000% | $895200.00         | $947974.52         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2035-02-15      | 4.6250%  | 0.0000% | $9875000.00        | $10331523.72       | U.S. Treasuries (including strips) |
| Freddie Mac                    | 2028-09-01      | 2.5000%  | 0.0000% | $4091196.00        | $496913.26         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-09-20      | 5.0000%  | 0.0000% | $50000.00          | $11731.82          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | 5.0000%  | 0.0000% | $75000.00          | $20635.07          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2027-08-01      | 2.5000%  | 0.0000% | $10600000.00       | $218761.95         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2045-04-01      | 6.4820%  | 0.0000% | $14490.00          | $2046.83           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-07-01      | 3.0000%  | 0.0000% | $1543253.00        | $145301.17         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-10-01      | 3.0000%  | 0.0000% | $11394853.00       | $1002178.85        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-10-01      | 3.0000%  | 0.0000% | $7922315.00        | $804438.63         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-10-01      | 3.0000%  | 0.0000% | $7497692.00        | $661620.65         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2026-10-01      | 3.5000%  | 0.0000% | $9700000.00        | $19156.08          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-01-01      | 2.0000%  | 0.0000% | $12100000.00       | $771099.64         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-04-01      | 2.0000%  | 0.0000% | $10000000.00       | $457636.49         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-04-01      | 2.5000%  | 0.0000% | $46900000.00       | $1401534.82        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-08-01      | 3.0000%  | 0.0000% | $2040000.00        | $227563.74         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-11-01      | 3.0000%  | 0.0000% | $4100000.00        | $154784.13         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-01-01      | 2.5000%  | 0.0000% | $46900000.00       | $2498497.92        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-01-01      | 3.5000%  | 0.0000% | $4601616.00        | $390697.67         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2027-05-01      | 3.0000%  | 0.0000% | $4100000.00        | $143534.09         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-11-01      | 2.5000%  | 0.0000% | $9433000.00        | $548553.30         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-05-01      | 2.5000%  | 0.0000% | $4000000.00        | $303896.33         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2027-09-01      | 3.0000%  | 0.0000% | $1100000.00        | $71698.66          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2033-07-01      | 3.0000%  | 0.0000% | $7075000.00        | $1299220.13        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-11-01      | 3.5000%  | 0.0000% | $4100000.00        | $270514.49         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-01-01      | 2.0000%  | 0.0000% | $8100000.00        | $361648.15         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-05-01      | 2.0000%  | 0.0000% | $1000000.00        | $52089.58          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-08-01      | 3.0000%  | 0.0000% | $2723864.00        | $151283.10         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-09-01      | 3.0000%  | 0.0000% | $2350000.00        | $123127.77         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-10-01      | 3.0000%  | 0.0000% | $2250000.00        | $130690.20         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-11-01      | 3.0000%  | 0.0000% | $1000000.00        | $90136.27          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-04-01      | 2.5000%  | 0.0000% | $1200000.00        | $104507.76         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-05-01      | 3.0000%  | 0.0000% | $1250000.00        | $97249.90          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-05-01      | 2.5000%  | 0.0000% | $1075000.00        | $95389.39          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-01-01      | 3.0000%  | 0.0000% | $2733000.00        | $250217.96         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2033-06-01      | 3.0000%  | 0.0000% | $7193159.00        | $871766.91         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2034-04-01      | 4.0000%  | 0.0000% | $3800000.00        | $354542.19         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-02-01      | 4.5000%  | 0.0000% | $3410000.00        | $120463.44         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-12-01      | 4.0000%  | 0.0000% | $14169391.00       | $665426.33         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-02-01      | 3.0000%  | 0.0000% | $4000000.00        | $278127.38         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-03-01      | 3.0000%  | 0.0000% | $3050000.00        | $235994.30         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-09-01      | 3.0000%  | 0.0000% | $4000000.00        | $373957.89         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2033-01-01      | 2.5000%  | 0.0000% | $3000000.00        | $351138.87         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2027-02-01      | 3.0000%  | 0.0000% | $25000000.00       | $332475.07         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2027-09-01      | 3.0000%  | 0.0000% | $23200000.00       | $484960.22         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-03-01      | 2.0000%  | 0.0000% | $7800000.00        | $307291.17         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-03-01      | 2.5000%  | 0.0000% | $23325000.00       | $638340.13         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-04-01      | 3.0000%  | 0.0000% | $20000000.00       | $491987.74         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-05-01      | 3.0000%  | 0.0000% | $9815027.00        | $326146.30         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-06-01      | 3.0000%  | 0.0000% | $15000000.00       | $521043.10         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-12-01      | 3.0000%  | 0.0000% | $4397981.00        | $241275.38         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN BANK         | 2026-09-11      | 1.8750%  | 0.0000% | $800000.00         | $787142.87         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN BANK         | 2028-03-10      | 1.0000%  | 0.0000% | $6000000.00        | $5636343.33        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 7.5000%  | 0.0000% | $71000.00          | $19331.15          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-08-20      | 4.5000%  | 0.0000% | $200000.00         | $193596.20         | Agency Mortgage-Backed Securities  |
| TSY INFL IX N/B                | 2028-04-15      | 3.6250%  | 0.0000% | $1052500.00        | $2270203.56        | U.S. Treasuries (including strips) |
| Fannie Mae                     | 2028-04-01      | 3.2200%  | 0.0000% | $1095000.00        | $407306.89         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-08-01      | 3.5000%  | 0.0000% | $3610000.00        | $465396.36         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-10-01      | 2.5000%  | 0.0000% | $7400000.00        | $496363.38         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-05-01      | 2.8030%  | 0.0000% | $2117000.00        | $902982.32         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-02-01      | 2.5000%  | 0.0000% | $5000000.00        | $697973.47         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-09-01      | 2.7920%  | 0.0000% | $3735000.00        | $2254642.14        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2029-12-01      | 3.5000%  | 0.0000% | $9065000.00        | $656198.76         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-01-01      | 2.9700%  | 0.0000% | $497938.00         | $18442.02          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-03-01      | 3.1900%  | 0.0000% | $7448340.00        | $2832411.14        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-01-01      | 3.0100%  | 0.0000% | $315000.00         | $200374.44         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-11-01      | 3.4000%  | 0.0000% | $1372000.00        | $1094252.27        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-08-01      | 3.5700%  | 0.0000% | $850000.00         | $611938.43         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-02-01      | 2.9400%  | 0.0000% | $1355000.00        | $1042013.75        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2028-02-15      | 4.2500%  | 0.0000% | $5000300.00        | $5098723.41        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-02-28      | 4.1250%  | 0.0000% | $1000000.00        | $1009626.51        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-03-31      | 3.8750%  | 0.0000% | $600.00            | $601.88            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-04-30      | 3.7500%  | 0.0000% | $9635000.00        | $9800529.62        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-04-30      | 3.8750%  | 0.0000% | $12200000.00       | $12481523.95       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2030-04-15      | 1.6250%  | 0.0000% | $1296200.00        | $1345740.66        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2035-05-15      | 4.2500%  | 0.0000% | $600500.00         | $616206.98         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2032-06-30      | 4.0000%  | 0.0000% | $4000000.00        | $4064644.00        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-06-30      | 3.8750%  | 0.0000% | $566100.00         | $575363.38         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-07-15      | 3.8750%  | 0.0000% | $9850000.00        | $9996055.96        | U.S. Treasuries (including strips) |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $9398410.00        | $9672692.85        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2027-01-01      | 3.0000%  | 0.0000% | $53711095.00       | $531148.10         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-11-01      | 2.5000%  | 0.0000% | $7375000.00        | $442042.99         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-04-01      | 2.5000%  | 0.0000% | $10600000.00       | $427638.60         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-01-01      | 3.5000%  | 0.0000% | $11050000.00       | $618771.72         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-07-01      | 2.5000%  | 0.0000% | $3977179.00        | $77171.22          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-08-01      | 3.0000%  | 0.0000% | $25500000.00       | $2004708.12        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-04-01      | 2.5000%  | 0.0000% | $16000000.00       | $749057.05         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-06-01      | 4.0000%  | 0.0000% | $141263417.00      | $5197424.79        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-07-01      | 3.5000%  | 0.0000% | $9770000.00        | $696570.04         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-12-01      | 3.0000%  | 0.0000% | $11000000.00       | $1074946.53        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-03-01      | 3.0000%  | 0.0000% | $8500000.00        | $943081.11         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-06-01      | 2.5000%  | 0.0000% | $24298651.00       | $3023972.77        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-08-01      | 3.0000%  | 0.0000% | $7328185.00        | $890097.39         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-06-01      | 4.0000%  | 0.0000% | $8877000.00        | $920171.69         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-09-01      | 4.0000%  | 0.0000% | $9154311.00        | $1064753.07        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-10-01      | 4.0000%  | 0.0000% | $8138498.00        | $753228.34         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-10-01      | 2.5000%  | 0.0000% | $10000000.00       | $1272794.43        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-11-01      | 2.0000%  | 0.0000% | $5000000.00        | $827994.20         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-07-01      | 2.5000%  | 0.0000% | $9000000.00        | $1101652.52        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-07-01      | 1.5000%  | 0.0000% | $134547327.00      | $55361584.75       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-08-01      | 1.5000%  | 0.0000% | $3500000.00        | $1482995.77        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-11-01      | 1.5000%  | 0.0000% | $20000000.00       | $9240683.58        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2030-04-01      | 2.0000%  | 0.0000% | $5000000.00        | $751261.49         | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2026-02-15      | 1.6250%  | 0.0000% | $2000000.00        | $1987100.50        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2026-07-15      | 0.1250%  | 0.0000% | $1125600.00        | $1511530.99        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-11-15      | 2.0000%  | 0.0000% | $10350000.00       | $10233045.00       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2027-01-15      | 0.3750%  | 0.0000% | $1101200.00        | $1462046.26        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-05-15      | 2.3750%  | 0.0000% | $200000.00         | $197783.65         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2028-07-15      | 0.7500%  | 0.0000% | $1086900.00        | $1393683.72        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-08-15      | 1.6250%  | 0.0000% | $10000.00          | $9300.87           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-09-30      | 1.6250%  | 0.0000% | $240000.00         | $235144.08         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-11-30      | 1.6250%  | 0.0000% | $100000.00         | $98193.77          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-12-31      | 1.7500%  | 0.0000% | $800000.00         | $784604.80         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2030-01-15      | 0.1250%  | 0.0000% | $86700.00          | $103954.64         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-01-31      | 1.5000%  | 0.0000% | $4700000.00        | $4579197.84        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-05-15      | 0.6250%  | 0.0000% | $700000.00         | $610513.92         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-05-31      | 0.5000%  | 0.0000% | $228000.00         | $216890.17         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-06-30      | 0.5000%  | 0.0000% | $13000000.00       | $12331644.00       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2030-07-15      | 0.1250%  | 0.0000% | $1138500.00        | $1364453.27        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-07-31      | 0.3750%  | 0.0000% | $600000.00         | $566057.16         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2025-10-15      | 0.1250%  | 0.0000% | $144200.00         | $179545.60         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2031-01-15      | 0.1250%  | 0.0000% | $888700.00         | $1036018.73        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2031-02-15      | 1.1250%  | 0.0000% | $500000.00         | $437918.13         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-02-28      | 0.5000%  | 0.0000% | $2000.00           | $1972.93           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-04-30      | 0.7500%  | 0.0000% | $10000.00          | $9855.10           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2026-04-15      | 0.1250%  | 0.0000% | $304700.00         | $373511.76         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2031-05-15      | 1.6250%  | 0.0000% | $780000.00         | $699653.57         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-05-31      | 1.2500%  | 0.0000% | $200000.00         | $188860.53         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-05-31      | 0.7500%  | 0.0000% | $10000.00          | $9823.25           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-06-30      | 1.2500%  | 0.0000% | $500000.00         | $470788.50         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-06-30      | 0.8750%  | 0.0000% | $141000.00         | $138293.01         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2031-07-15      | 0.1250%  | 0.0000% | $925700.00         | $1042284.68        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-07-31      | 0.6250%  | 0.0000% | $3000000.00        | $2926410.01        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2031-08-15      | 1.2500%  | 0.0000% | $450000.00         | $390208.73         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-08-31      | 1.1250%  | 0.0000% | $300000.00         | $279669.10         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-08-31      | 0.7500%  | 0.0000% | $10200000.00       | $9933510.18        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-09-30      | 0.8750%  | 0.0000% | $13600000.00       | $13222967.20       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2026-10-15      | 0.1250%  | 0.0000% | $1133200.00        | $1332674.90        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-10-31      | 1.1250%  | 0.0000% | $14510000.00       | $14180221.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2031-11-15      | 1.3750%  | 0.0000% | $520000.00         | $453115.13         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-11-30      | 1.2500%  | 0.0000% | $820000.00         | $800592.79         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-11-30      | 1.5000%  | 0.0000% | $600000.00         | $564957.00         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2032-01-15      | 0.1250%  | 0.0000% | $904100.00         | $970422.64         | U.S. Treasuries (including strips) |
| Fannie Mae                     | 2027-02-01      | 2.8900%  | 0.0000% | $1045000.00        | $885981.78         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-11-01      | 3.1200%  | 0.0000% | $2000000.00        | $1694402.31        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-02-01      | 3.3400%  | 0.0000% | $25500000.00       | $25354409.18       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-05-01      | 2.7100%  | 0.0000% | $7420000.00        | $5720899.50        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-01-01      | 3.1700%  | 0.0000% | $1775690.00        | $1483459.70        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-10-01      | 3.2000%  | 0.0000% | $1000000.00        | $808035.60         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-03-01      | 3.1000%  | 0.0000% | $2000000.00        | $1739338.29        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-05-01      | 2.6800%  | 0.0000% | $430000.00         | $390223.85         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-06-01      | 2.6800%  | 0.0000% | $2500000.00        | $2423117.22        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-07-01      | 2.7000%  | 0.0000% | $1276000.00        | $1122334.57        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-07-01      | 2.8000%  | 0.0000% | $3775029.00        | $3250839.55        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-08-01      | 2.3400%  | 0.0000% | $2000000.00        | $1974570.00        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-09-01      | 2.1200%  | 0.0000% | $116867279.00      | $115089468.01      | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-09-01      | 2.5900%  | 0.0000% | $500000.00         | $493695.19         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-11-01      | 2.3550%  | 0.0000% | $43148000.00       | $42498237.85       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2029-02-01      | 2.9900%  | 0.0000% | $7475000.00        | $7246404.12        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-11-01      | 2.5100%  | 0.0000% | $10000000.00       | $8323418.73        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-12-01      | 2.9600%  | 0.0000% | $1448023.00        | $1339705.17        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-03-01      | 3.1500%  | 0.0000% | $3300000.00        | $2883147.77        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-02-01      | 3.0500%  | 0.0000% | $168797090.00      | $167101682.58      | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-06-01      | 2.8500%  | 0.0000% | $2185000.00        | $1798377.28        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-10-01      | 2.8300%  | 0.0000% | $6350000.00        | $5922655.59        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-11-01      | 2.8600%  | 0.0000% | $2000000.00        | $1860227.68        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-11-01      | 3.0600%  | 0.0000% | $2000000.00        | $1971140.00        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-11-01      | 4.8240%  | 0.0000% | $1300000.00        | $1297552.10        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-12-01      | 2.8800%  | 0.0000% | $2000000.00        | $1900403.81        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-05-01      | 3.5800%  | 0.0000% | $2500000.00        | $2147702.00        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-03-01      | 4.7690%  | 0.0000% | $10000000.00       | $9710277.41        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-04-01      | 3.4000%  | 0.0000% | $15000000.00       | $14894758.34       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-12-01      | 3.0000%  | 0.0000% | $3431410.00        | $234832.22         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-11-01      | 3.0000%  | 0.0000% | $4619073.00        | $298848.30         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-12-01      | 3.0000%  | 0.0000% | $2118325.00        | $243646.17         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-01-01      | 3.0000%  | 0.0000% | $4086599.00        | $338513.71         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-01-01      | 3.0000%  | 0.0000% | $5274068.00        | $477770.38         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-08-01      | 2.5000%  | 0.0000% | $5200000.00        | $244552.06         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-10-01      | 3.5000%  | 0.0000% | $3299526.00        | $248683.08         | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2030-07-31      | 3.8750%  | 0.0000% | $2215700.00        | $2244735.05        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-07-31      | 3.8750%  | 0.0000% | $688300.00         | $695651.21         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2032-07-31      | 4.0000%  | 0.0000% | $500200.00         | $506390.19         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2035-07-15      | 1.8750%  | 0.0000% | $10346400.00       | $10541207.65       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-08-15      | 3.6250%  | 0.0000% | $300.00            | $301.44            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-08-31      | 3.6250%  | 0.0000% | $2379300.00        | $2386723.76        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2032-08-31      | 3.8750%  | 0.0000% | $3455000.00        | $3459440.80        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2032-09-30      | 3.8750%  | 0.0000% | $2785800.00        | $2779211.58        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-09-30      | 3.5000%  | 0.0000% | $469100.00         | $468165.55         | U.S. Treasuries (including strips) |
| Fannie Mae                     | 2049-05-01      | 3.0000%  | 0.0000% | $9028357.00        | $7824444.56        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2032-03-01      | 1.5000%  | 0.0000% | $158913.00         | $138163.02         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-01-01      | 2.0000%  | 0.0000% | $3000000.00        | $359719.85         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-07-01      | 2.0000%  | 0.0000% | $3300000.00        | $461856.39         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2030-10-01      | 3.0000%  | 0.0000% | $9220000.00        | $590631.93         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-09-01      | 2.5000%  | 0.0000% | $2650000.00        | $378719.06         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-09-01      | 2.5000%  | 0.0000% | $4250000.00        | $619041.05         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-01-01      | 2.5000%  | 0.0000% | $2525000.00        | $460701.74         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-01-01      | 2.0000%  | 0.0000% | $7000000.00        | $274173.86         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-08-01      | 3.5000%  | 0.0000% | $2703321.00        | $477618.06         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.0000%  | 0.0000% | $4035833.00        | $4156469.43        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.0000%  | 0.0000% | $11982864.00       | $12349831.22       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-04-01      | 2.5000%  | 0.0000% | $3650000.00        | $813465.12         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2030-07-01      | 3.0000%  | 0.0000% | $5000000.00        | $956981.30         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2029-06-01      | 2.5000%  | 0.0000% | $9380000.00        | $990588.35         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-03-01      | 4.0000%  | 0.0000% | $6500000.00        | $1748549.36        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-11-01      | 2.5000%  | 0.0000% | $8260000.00        | $1567704.49        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-11-01      | 3.0000%  | 0.0000% | $9380000.00        | $1288291.17        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-01-01      | 3.0000%  | 0.0000% | $2775000.00        | $1371954.74        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-04-01      | 3.5000%  | 0.0000% | $5100000.00        | $235551.50         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-05-01      | 3.5000%  | 0.0000% | $2750000.00        | $594842.06         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2029-05-01      | 4.0000%  | 0.0000% | $18760000.00       | $230843.67         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-04-01      | 3.0000%  | 0.0000% | $2000000.00        | $236803.83         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-04-01      | 2.0000%  | 0.0000% | $2800000.00        | $1070410.92        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-01-01      | 1.5000%  | 0.0000% | $5000000.00        | $1597026.78        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-02-01      | 1.5000%  | 0.0000% | $5000000.00        | $2457362.98        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-12-01      | 1.5000%  | 0.0000% | $3000000.00        | $1403679.56        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-05-01      | 3.5000%  | 0.0000% | $4500.00           | $3250.57           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-07-01      | 3.0000%  | 0.0000% | $2100000.00        | $1065775.14        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-11-01      | 4.0000%  | 0.0000% | $239390.00         | $107504.61         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2033-04-01      | 3.0000%  | 0.0000% | $1350000.00        | $253363.29         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-05-01      | 3.0000%  | 0.0000% | $3500000.00        | $423761.82         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-12-01      | 3.0000%  | 0.0000% | $3260000.00        | $473722.08         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-03-01      | 3.0000%  | 0.0000% | $3000000.00        | $278959.48         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-07-01      | 2.5000%  | 0.0000% | $4700000.00        | $442756.79         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2030-11-01      | 3.5000%  | 0.0000% | $2288684.00        | $269989.16         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2030-05-01      | 3.5000%  | 0.0000% | $953543.00         | $329355.05         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2033-04-01      | 2.5000%  | 0.0000% | $1535000.00        | $335241.13         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2035-02-01      | 2.5000%  | 0.0000% | $1000000.00        | $366990.27         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2033-10-01      | 3.0000%  | 0.0000% | $89639.00          | $40604.33          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2033-01-01      | 2.5000%  | 0.0000% | $750000.00         | $340884.71         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2034-02-01      | 3.5000%  | 0.0000% | $955000.00         | $483574.40         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-12-01      | 2.5000%  | 0.0000% | $700000.00         | $511344.05         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.5000%  | 0.0000% | $68058168.00       | $71775852.98       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-08-20      | 4.6250%  | 0.0000% | $5000000.00        | $310602.74         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-11-20      | 5.0000%  | 0.0000% | $682000.00         | $643363.71         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-07-20      | 7.0000%  | 0.0000% | $95000.00          | $64032.53          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | 4.0000%  | 0.0000% | $225918742.00      | $210377692.58      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 4.0000%  | 0.0000% | $286631814.00      | $268624304.80      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 7.0000%  | 0.0000% | $56953.00          | $57891.58          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 4.0000%  | 0.0000% | $153655747.00      | $144298108.68      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-06-20      | 4.0000%  | 0.0000% | $136704524.00      | $128601137.67      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 4.0000%  | 0.0000% | $370853373.00      | $349333475.90      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 7.0000%  | 0.0000% | $20000.00          | $20574.22          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 4.0000%  | 0.0000% | $48910452.00       | $46142561.74       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 7.0000%  | 0.0000% | $50000.00          | $51661.01          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-06-20      | 5.0000%  | 0.0000% | $30000.00          | $29833.73          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-07-20      | 4.0000%  | 0.0000% | $32399900.00       | $30629868.26       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2026-07-20      | 7.5000%  | 0.0000% | $75002.00          | $3.40              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-02-20      | 5.5000%  | 0.0000% | $248333086.00      | $1520612.03        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-06-15      | 6.0000%  | 0.0000% | $10971630.00       | $10838042.68       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-06-20      | 6.5000%  | 0.0000% | $760094.00         | $768317.00         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2039-10-01      | 5.0000%  | 0.0000% | $13020812.00       | $867702.24         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-05-01      | 1.5000%  | 0.0000% | $1500000.00        | $803028.16         | Agency Mortgage-Backed Securities  |
| TSY INFL IX N/B                | 2029-04-15      | 3.8750%  | 0.0000% | $1010700.00        | $2206052.70        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2032-04-15      | 3.3750%  | 0.0000% | $976200.00         | $2016256.19        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2026-01-15      | 2.0000%  | 0.0000% | $47200.00          | $77228.61          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2027-01-15      | 2.3750%  | 0.0000% | $17500.00          | $28660.01          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2028-01-15      | 1.7500%  | 0.0000% | $1073700.00        | $1688385.30        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2029-01-15      | 2.5000%  | 0.0000% | $1035000.00        | $1635342.34        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2040-02-15      | 2.1250%  | 0.0000% | $997800.00         | $1507348.09        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2041-02-15      | 2.1250%  | 0.0000% | $21100.00          | $31197.72          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2042-02-15      | 0.7500%  | 0.0000% | $987300.00         | $1120973.20        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2043-02-15      | 0.6250%  | 0.0000% | $993600.00         | $1061847.79        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2044-02-15      | 1.3750%  | 0.0000% | $927600.00         | $1102390.59        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2045-02-15      | 0.7500%  | 0.0000% | $930600.00         | $953210.72         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2046-02-15      | 1.0000%  | 0.0000% | $929000.00         | $978512.01         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2047-02-15      | 0.8750%  | 0.0000% | $931900.00         | $922870.70         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2048-02-15      | 1.0000%  | 0.0000% | $100.00            | $98.39             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2049-02-15      | 1.0000%  | 0.0000% | $1000900.00        | $950466.52         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2050-02-15      | 0.2500%  | 0.0000% | $3000.00           | $2231.65           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2051-02-15      | 0.1250%  | 0.0000% | $1004300.00        | $691990.24         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2052-02-15      | 0.1250%  | 0.0000% | $1005400.00        | $633617.01         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2053-02-15      | 1.5000%  | 0.0000% | $1007900.00        | $880002.10         | U.S. Treasuries (including strips) |
| Fannie Mae                     | 2032-02-01      | 2.0000%  | 0.0000% | $2000000.00        | $868268.45         | Agency Mortgage-Backed Securities  |
| TSY INFL IX N/B                | 2027-04-15      | 0.1250%  | 0.0000% | $9166400.00        | $10343655.42       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-04-30      | 2.8750%  | 0.0000% | $900000.00         | $887173.31         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-04-30      | 2.7500%  | 0.0000% | $400000.00         | $399061.77         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-06-30      | 3.2500%  | 0.0000% | $580000.00         | $576272.92         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-06-30      | 3.2500%  | 0.0000% | $630000.00         | $631033.83         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2032-07-15      | 0.6250%  | 0.0000% | $895800.00         | $944291.06         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-08-31      | 3.1250%  | 0.0000% | $10600000.00       | $10414073.66       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2025-10-15      | 4.2500%  | 0.0000% | $8000.00           | $8156.54           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2027-10-15      | 1.6250%  | 0.0000% | $1223500.00        | $1365067.85        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-10-31      | 4.0000%  | 0.0000% | $150000.00         | $154228.57         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2032-11-15      | 4.1250%  | 0.0000% | $210000.00         | $215869.66         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2025-12-15      | 4.0000%  | 0.0000% | $62000.00          | $62733.27          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-12-31      | 3.8750%  | 0.0000% | $680000.00         | $690354.02         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-01-31      | 3.5000%  | 0.0000% | $50000.00          | $49890.43          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2033-01-15      | 1.1250%  | 0.0000% | $21700.00          | $22871.91          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-02-29      | 4.0000%  | 0.0000% | $500000.00         | $506102.46         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-02-28      | 4.0000%  | 0.0000% | $13436000.00       | $13644189.70       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-03-31      | 3.6250%  | 0.0000% | $600000.00         | $597832.80         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2028-04-15      | 1.2500%  | 0.0000% | $229100.00         | $249002.08         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-04-30      | 3.5000%  | 0.0000% | $295000.00         | $298481.78         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-05-31      | 3.6250%  | 0.0000% | $40000.00          | $40496.85          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-06-30      | 3.7500%  | 0.0000% | $800000.00         | $808215.20         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-07-15      | 4.5000%  | 0.0000% | $12000.00          | $12178.75          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2033-07-15      | 1.3750%  | 0.0000% | $889300.00         | $934518.79         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-08-31      | 4.1250%  | 0.0000% | $300000.00         | $306255.45         | U.S. Treasuries (including strips) |
| FANNIE MAE POOL                | 2055-03-01      | 6.5000%  | 0.0000% | $4179284.00        | $4167577.56        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-09-01      | 4.0000%  | 0.0000% | $2089838.00        | $368050.18         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-06-01      | 4.0000%  | 0.0000% | $9776009.00        | $2737307.49        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-06-01      | 4.0000%  | 0.0000% | $16214465.00       | $3224006.87        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-12-01      | 2.0000%  | 0.0000% | $10000000.00       | $4562243.08        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2028-08-31      | 4.3750%  | 0.0000% | $800000.00         | $819313.35         | U.S. Treasuries (including strips) |
| Fannie Mae                     | 2034-11-01      | 3.0000%  | 0.0000% | $3150000.00        | $1553232.99        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-05-01      | 1.5000%  | 0.0000% | $1000000.00        | $752420.03         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-05-01      | 3.5000%  | 0.0000% | $7135000.00        | $5849255.82        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-11-01      | 5.1880%  | 0.0000% | $2700000.00        | $217758.86         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2047-11-01      | 3.0000%  | 0.0000% | $14520102.00       | $11607834.77       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-07-01      | 6.5000%  | 0.0000% | $12658380.00       | $9346259.61        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-02-01      | 6.5000%  | 0.0000% | $110870557.00      | $97409304.32       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2030-09-24      | 4.0000%  | 0.0000% | $201000.00         | $200926.77         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2030-09-30      | 3.7500%  | 0.0000% | $3795000.00        | $3770708.21        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2030-09-25      | 3.9000%  | 0.0000% | $1500000.00        | $1496931.50        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2030-09-30      | 4.0000%  | 0.0000% | $250000.00         | $249731.25         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-08-01      | 5.5000%  | 0.0000% | $2579406.00        | $5010.68           | Agency Mortgage-Backed Securities  |
| TSY INFL IX N/B                | 2027-07-15      | 0.3750%  | 0.0000% | $179100.00         | $235016.59         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-08-15      | 2.2500%  | 0.0000% | $700000.00         | $684668.25         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-11-15      | 2.2500%  | 0.0000% | $1300000.00        | $1274807.95        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2028-01-15      | 0.5000%  | 0.0000% | $186200.00         | $241186.00         | U.S. Treasuries (including strips) |

### Security 2: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AQEQ2, C.4 - ISIN: US3130AQEQ27, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $47074386.90
- **C.18.a - Value (excl. sponsor support):** $47074386.90
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.260000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYT30, C.4 - ISIN: US3130AYT304, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $120567087.16
- **C.18.a - Value (excl. sponsor support):** $120567087.16
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.260000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYVT0, C.4 - ISIN: US3130AYVT07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $384914288.76
- **C.18.a - Value (excl. sponsor support):** $384914288.76
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.240000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10002.80
- **C.18.a - Value (excl. sponsor support):** $10002.80
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.240000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XV4, C.4 - ISIN: US3130B1XV42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100049.23
- **C.18.a - Value (excl. sponsor support):** $100049.23
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2SE6, C.4 - ISIN: US3130B2SE64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $185143615.50
- **C.18.a - Value (excl. sponsor support):** $185143615.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3EC3, C.4 - ISIN: US3130B3EC38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $473611598.82
- **C.18.a - Value (excl. sponsor support):** $473611598.82
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.225000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3Q30, C.4 - ISIN: US3130B3Q302, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $189775997.61
- **C.18.a - Value (excl. sponsor support):** $189775997.61
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.310000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3RU9, C.4 - ISIN: US3130B3RU98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $750136492.50
- **C.18.a - Value (excl. sponsor support):** $750136492.50
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.265000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4L74, C.4 - ISIN: US3130B4L749, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $192642391.26
- **C.18.a - Value (excl. sponsor support):** $192642391.26
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-19
- **C.13 - Final Legal Maturity Date:** 2027-01-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.265000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4Q20, C.4 - ISIN: US3130B4Q201, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $163735969.80
- **C.18.a - Value (excl. sponsor support):** $163735969.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5AF5, C.4 - ISIN: US3130B5AF52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $53406020.32
- **C.18.a - Value (excl. sponsor support):** $53406020.32
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5JE9, C.4 - ISIN: US3130B5JE96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $143016087.50
- **C.18.a - Value (excl. sponsor support):** $143016087.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.269300%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6FG6, C.4 - ISIN: US3130B6FG63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $971007459.52
- **C.18.a - Value (excl. sponsor support):** $971007459.52
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.255000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7H23, C.4 - ISIN: US3130B7H237, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145919295.28
- **C.18.a - Value (excl. sponsor support):** $145919295.28
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.126100%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7LP7, C.4 - ISIN: US3130B7LP71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $449655479.70
- **C.18.a - Value (excl. sponsor support):** $449655479.70
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.012500%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7PH1, C.4 - ISIN: US3130B7PH10, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1378725163.09
- **C.18.a - Value (excl. sponsor support):** $1378725163.09
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.060000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313NQ7, C.4 - ISIN: US313313NQ79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24916041.75
- **C.18.a - Value (excl. sponsor support):** $24916041.75
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313PT9, C.4 - ISIN: US313313PT90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39757433.20
- **C.18.a - Value (excl. sponsor support):** $39757433.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2025-11-26
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.940000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313TP3, C.4 - ISIN: US313313TP33, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95705455.72
- **C.18.a - Value (excl. sponsor support):** $95705455.72
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.110000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PN0, C.4 - ISIN: US313385PN08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $445521565.44
- **C.18.a - Value (excl. sponsor support):** $445521565.44
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.163000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PT7, C.4 - ISIN: US313385PT77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $45124686.68
- **C.18.a - Value (excl. sponsor support):** $45124686.68
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2025-11-26
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.110000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PV2, C.4 - ISIN: US313385PV24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $623163730.92
- **C.18.a - Value (excl. sponsor support):** $623163730.92
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.030000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $444824347.48
- **C.18.a - Value (excl. sponsor support):** $444824347.48
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.895000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RM0, C.4 - ISIN: US313385RM07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $320745303.28
- **C.18.a - Value (excl. sponsor support):** $320745303.28
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.835000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SG2, C.4 - ISIN: US313385SG20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $133114363.74
- **C.18.a - Value (excl. sponsor support):** $133114363.74
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-26
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SL1, C.4 - ISIN: US313385SL15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $447932996.79
- **C.18.a - Value (excl. sponsor support):** $447932996.79
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.960000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TG1, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $666685367.47
- **C.18.a - Value (excl. sponsor support):** $666685367.47
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.955000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TH9, C.4 - ISIN: US313385TH93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $444344678.69
- **C.18.a - Value (excl. sponsor support):** $444344678.69
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Banks

- **C.1 - Title:** Federal Home Loan Banks 3.940000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TM8, C.4 - ISIN: US313385TM88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $442779756.83
- **C.18.a - Value (excl. sponsor support):** $442779756.83
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.930000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TX4, C.4 - ISIN: US313385TX44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $239302214.14
- **C.18.a - Value (excl. sponsor support):** $239302214.14
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UY0, C.4 - ISIN: US313385UY08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $450472160.97
- **C.18.a - Value (excl. sponsor support):** $450472160.97
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EN2Z2, C.4 - ISIN: US3133EN2Z20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14107417.02
- **C.18.a - Value (excl. sponsor support):** $14107417.02
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.260000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP3F0, C.4 - ISIN: US3133EP3F02, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65030039.75
- **C.18.a - Value (excl. sponsor support):** $65030039.75
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP3T0, C.4 - ISIN: US3133EP3T06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $418095009.03
- **C.18.a - Value (excl. sponsor support):** $418095009.03
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.088000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP4V4, C.4 - ISIN: US3133EP4V43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250124517.50
- **C.18.a - Value (excl. sponsor support):** $250124517.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.235000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5N1, C.4 - ISIN: US3133EP5N18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $450599788.43
- **C.18.a - Value (excl. sponsor support):** $450599788.43
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6U4, C.4 - ISIN: US3133EP6U42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $613783614.92
- **C.18.a - Value (excl. sponsor support):** $613783614.92
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP7F6, C.4 - ISIN: US3133EP7F65, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $46660634.52
- **C.18.a - Value (excl. sponsor support):** $46660634.52
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-29
- **C.13 - Final Legal Maturity Date:** 2027-03-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPN76, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28570434.90
- **C.18.a - Value (excl. sponsor support):** $28570434.90
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.018000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2A8, C.4 - ISIN: US3133ER2A87, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99997716.00
- **C.18.a - Value (excl. sponsor support):** $99997716.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-27
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.260000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $106134844.30
- **C.18.a - Value (excl. sponsor support):** $106134844.30
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.205000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Y5, C.4 - ISIN: US3133ER3Y54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $133194918.42
- **C.18.a - Value (excl. sponsor support):** $133194918.42
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.225000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Z2, C.4 - ISIN: US3133ER3Z20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $225290638.79
- **C.18.a - Value (excl. sponsor support):** $225290638.79
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $119083477.26
- **C.18.a - Value (excl. sponsor support):** $119083477.26
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.235000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB59, C.4 - ISIN: US3133ERB591, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33215796.89
- **C.18.a - Value (excl. sponsor support):** $33215796.89
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD32, C.4 - ISIN: US3133ERD324, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $243895574.12
- **C.18.a - Value (excl. sponsor support):** $243895574.12
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.325000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDR9, C.4 - ISIN: US3133ERDR94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $56479206.47
- **C.18.a - Value (excl. sponsor support):** $56479206.47
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-05-03
- **C.13 - Final Legal Maturity Date:** 2027-05-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $57323539.85
- **C.18.a - Value (excl. sponsor support):** $57323539.85
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERF97, C.4 - ISIN: US3133ERF972, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $189877997.41
- **C.18.a - Value (excl. sponsor support):** $189877997.41
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $62251134.00
- **C.18.a - Value (excl. sponsor support):** $62251134.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.255000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH38, C.4 - ISIN: US3133ERH382, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $66436897.82
- **C.18.a - Value (excl. sponsor support):** $66436897.82
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47423914.25
- **C.18.a - Value (excl. sponsor support):** $47423914.25
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.265000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL66, C.4 - ISIN: US3133ERL665, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $247550377.14
- **C.18.a - Value (excl. sponsor support):** $247550377.14
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.255000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLB5, C.4 - ISIN: US3133ERLB50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $270867746.04
- **C.18.a - Value (excl. sponsor support):** $270867746.04
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPE5, C.4 - ISIN: US3133ERPE53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30016335.90
- **C.18.a - Value (excl. sponsor support):** $30016335.90
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.260000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ95, C.4 - ISIN: US3133ERQ953, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175098745.50
- **C.18.a - Value (excl. sponsor support):** $175098745.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.255000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR86, C.4 - ISIN: US3133ERR860, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50025584.50
- **C.18.a - Value (excl. sponsor support):** $50025584.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.265000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $339931874.56
- **C.18.a - Value (excl. sponsor support):** $339931874.56
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $129407293.59
- **C.18.a - Value (excl. sponsor support):** $129407293.59
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.265000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERT68, C.4 - ISIN: US3133ERT684, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70039971.40
- **C.18.a - Value (excl. sponsor support):** $70039971.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-14
- **C.13 - Final Legal Maturity Date:** 2027-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.215000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERT76, C.4 - ISIN: US3133ERT767, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $301302980.28
- **C.18.a - Value (excl. sponsor support):** $301302980.28
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.018000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERU82, C.4 - ISIN: US3133ERU823, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99998075.00
- **C.18.a - Value (excl. sponsor support):** $99998075.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $591050096.26
- **C.18.a - Value (excl. sponsor support):** $591050096.26
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.245000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWN7, C.4 - ISIN: US3133ERWN79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28561374.89
- **C.18.a - Value (excl. sponsor support):** $28561374.89
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.255000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWZ0, C.4 - ISIN: US3133ERWZ00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95048894.60
- **C.18.a - Value (excl. sponsor support):** $95048894.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.018000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERX63, C.4 - ISIN: US3133ERX637, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250106645.00
- **C.18.a - Value (excl. sponsor support):** $250106645.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.240000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXK2, C.4 - ISIN: US3133ERXK22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $94736382.79
- **C.18.a - Value (excl. sponsor support):** $94736382.79
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.265000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8, C.4 - ISIN: US3133ERXV86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $247079192.61
- **C.18.a - Value (excl. sponsor support):** $247079192.61
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.255000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYD7, C.4 - ISIN: US3133ERYD79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $94950415.63
- **C.18.a - Value (excl. sponsor support):** $94950415.63
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100075239.00
- **C.18.a - Value (excl. sponsor support):** $100075239.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.265000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYK1, C.4 - ISIN: US3133ERYK13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $405282114.90
- **C.18.a - Value (excl. sponsor support):** $405282114.90
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.220000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYR6, C.4 - ISIN: US3133ERYR65, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $156241514.84
- **C.18.a - Value (excl. sponsor support):** $156241514.84
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.260000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33121292.90
- **C.18.a - Value (excl. sponsor support):** $33121292.90
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAB3, C.4 - ISIN: US3133ETAB36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85566224.81
- **C.18.a - Value (excl. sponsor support):** $85566224.81
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBP1, C.4 - ISIN: US3133ETBP13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $287671641.59
- **C.18.a - Value (excl. sponsor support):** $287671641.59
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.230000%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $76089560.60
- **C.18.a - Value (excl. sponsor support):** $76089560.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTA5, C.4 - ISIN: US3133ETTA51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $119493022.40
- **C.18.a - Value (excl. sponsor support):** $119493022.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.255000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTP2, C.4 - ISIN: US3133ETTP21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $198388032.51
- **C.18.a - Value (excl. sponsor support):** $198388032.51
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXF9, C.4 - ISIN: US3133ETXF92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15999001.60
- **C.18.a - Value (excl. sponsor support):** $15999001.60
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-06-09
- **C.13 - Final Legal Maturity Date:** 2027-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYC5, C.4 - ISIN: US3133ETYC52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29997706.80
- **C.18.a - Value (excl. sponsor support):** $29997706.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.220000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HABP7, C.4 - ISIN: US3134HABP77, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $26106578.77
- **C.18.a - Value (excl. sponsor support):** $26106578.77
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.240000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJM6, C.4 - ISIN: US3134HAJM64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $591552224.93
- **C.18.a - Value (excl. sponsor support):** $591552224.93
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $599745531.61
- **C.18.a - Value (excl. sponsor support):** $599745531.61
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAMW0, C.4 - ISIN: US3134HAMW00, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $578457868.48
- **C.18.a - Value (excl. sponsor support):** $578457868.48
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.245000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAPV9, C.4 - ISIN: US3134HAPV99, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $705980925.21
- **C.18.a - Value (excl. sponsor support):** $705980925.21
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $416579836.86
- **C.18.a - Value (excl. sponsor support):** $416579836.86
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.240000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $177496072.74
- **C.18.a - Value (excl. sponsor support):** $177496072.74
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBF55, C.4 - ISIN: US3134HBF555, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $95594417.92
- **C.18.a - Value (excl. sponsor support):** $95594417.92
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.260000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBK59, C.4 - ISIN: US3134HBK597, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $143188416.55
- **C.18.a - Value (excl. sponsor support):** $143188416.55
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $476794707.52
- **C.18.a - Value (excl. sponsor support):** $476794707.52
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $537019405.56
- **C.18.a - Value (excl. sponsor support):** $537019405.56
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.265000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $589883395.40
- **C.18.a - Value (excl. sponsor support):** $589883395.40
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $531172228.81
- **C.18.a - Value (excl. sponsor support):** $531172228.81
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $91767264.70
- **C.18.a - Value (excl. sponsor support):** $91767264.70
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $714094924.01
- **C.18.a - Value (excl. sponsor support):** $714094924.01
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $126185420.14
- **C.18.a - Value (excl. sponsor support):** $126185420.14
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: ING Financial Markets LLC Tri Party Repo

- **C.1 - Title:** ING Financial Markets LLC Tri Party Repo 4.209900%
- **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: 46599J009, C.3 - LEI: N/A, C.5 - Other ID: 46599J009_4.21_1001
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac      | 2053-11-01      | 6.0000%  | 0.0000% | $10345263.00       | $9287778.15        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2047-02-01      | 3.5000%  | 0.0000% | $33000000.00       | $8062349.62        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-07-01      | 5.0000%  | 0.0000% | $10874017.00       | $8739458.30        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-07-01      | 5.0000%  | 0.0000% | $12018265.00       | $10295249.30       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-08-01      | 5.0000%  | 0.0000% | $15604674.00       | $10801259.17       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-08-01      | 4.5000%  | 0.0000% | $10010407.00       | $8404247.12        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-01-01      | 5.5000%  | 0.0000% | $13750664.00       | $11314318.83       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-01-01      | 5.5000%  | 0.0000% | $13008391.00       | $9224560.14        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-02-01      | 5.0000%  | 0.0000% | $15120828.00       | $11046549.50       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-02-01      | 5.5000%  | 0.0000% | $7157158.00        | $6901005.96        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-03-01      | 5.0000%  | 0.0000% | $10467038.00       | $8281858.29        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 5.5000%  | 0.0000% | $13613392.00       | $9724722.83        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-06-01      | 5.0000%  | 0.0000% | $14590539.00       | $12189356.81       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-10-01      | 5.0000%  | 0.0000% | $8240000.00        | $8130580.74        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-05-01      | 4.5000%  | 0.0000% | $46500000.00       | $9648598.81        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-08-01      | 6.5000%  | 0.0000% | $14074000.00       | $10607017.53       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-11-01      | 6.0000%  | 0.0000% | $11928000.00       | $10301426.66       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-08-01      | 3.5000%  | 0.0000% | $118273781.00      | $10893135.46       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2042-03-01      | 3.5000%  | 0.0000% | $56365470.00       | $8112409.83        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-02-01      | 3.5000%  | 0.0000% | $61976913.00       | $11282474.59       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-03-01      | 3.5000%  | 0.0000% | $91044381.00       | $10639851.13       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-04-01      | 6.5000%  | 0.0000% | $12520000.00       | $11040596.25       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-07-01      | 3.5000%  | 0.0000% | $125685277.00      | $7940603.01        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-04-01      | 4.0000%  | 0.0000% | $14707111.00       | $9124934.70        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-11-01      | 3.5000%  | 0.0000% | $25086888.00       | $7564325.44        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-05-01      | 3.5000%  | 0.0000% | $49888184.00       | $9299048.76        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-05-01      | 6.0000%  | 0.0000% | $10000000.00       | $7510982.44        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-09-01      | 4.5000%  | 0.0000% | $9947902.00        | $8854543.80        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-09-01      | 4.5000%  | 0.0000% | $9807738.00        | $7496020.41        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-10-01      | 5.5000%  | 0.0000% | $9890953.00        | $8140712.78        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-12-01      | 5.5000%  | 0.0000% | $8039046.00        | $7792467.81        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-07-01      | 6.5000%  | 0.0000% | $9563733.00        | $9969742.68        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-08-01      | 6.0000%  | 0.0000% | $11057540.00       | $11343734.61       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-09-01      | 6.0000%  | 0.0000% | $7110353.00        | $7290167.69        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-09-01      | 6.5000%  | 0.0000% | $11434248.00       | $11943324.86       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-06-01      | 3.0000%  | 0.0000% | $18282611.00       | $7691809.34        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-08-01      | 4.5000%  | 0.0000% | $54587896.00       | $7595347.50        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-10-01      | 4.5000%  | 0.0000% | $30150000.00       | $7272828.81        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-02-01      | 4.5000%  | 0.0000% | $38337550.00       | $10457705.45       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-09-01      | 6.5000%  | 0.0000% | $9182014.00        | $9590807.46        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-11-01      | 6.0000%  | 0.0000% | $9624691.00        | $7734358.10        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-11-01      | 6.0000%  | 0.0000% | $11725000.00       | $8546419.11        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-08-01      | 5.0000%  | 0.0000% | $9650000.00        | $7922933.66        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 4.0000%  | 0.0000% | $11148054.00       | $8264681.17        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-04-01      | 5.0000%  | 0.0000% | $9674121.00        | $8473745.75        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 5.0000%  | 0.0000% | $11691255.00       | $11648258.31       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-10-01      | 4.5000%  | 0.0000% | $24799000.00       | $9164289.43        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-02-01      | 7.0000%  | 0.0000% | $18501256.00       | $9694744.92        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-02-01      | 5.0000%  | 0.0000% | $8429600.00        | $7633948.74        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-05-01      | 5.5000%  | 0.0000% | $9218143.00        | $7963120.49        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-05-01      | 6.0000%  | 0.0000% | $7995091.00        | $7265236.14        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-05-01      | 5.5000%  | 0.0000% | $9061444.00        | $8102795.81        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-10-01      | 5.0000%  | 0.0000% | $16300000.00       | $12361401.11       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-10-01      | 4.5000%  | 0.0000% | $15000000.00       | $12044619.69       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-01-01      | 5.0000%  | 0.0000% | $581408.00         | $494003.15         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-07-01      | 5.5000%  | 0.0000% | $12637415.00       | $10877531.86       | Agency Mortgage-Backed Securities |

### Security 100: ING Financial Markets LLC Tri Party Repo

- **C.1 - Title:** ING Financial Markets LLC Tri Party Repo 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 46599M002, C.3 - LEI: N/A, C.5 - Other ID: 46599M002_4.20_1001
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2054-11-15      | 4.5000%  | 0.0000% | $2000000.00        | $1964192.00        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 4.7500%  | 0.0000% | $500000.00         | $506857.25         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $100000.00         | $102347.05         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-08-15      | 4.7500%  | 0.0000% | $1100000.00        | $1113187.35        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 1.2500%  | 0.0000% | $75000000.00       | $70800225.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 1.2500%  | 0.0000% | $70720100.00       | $65973296.17       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2036-02-15      | 4.5000%  | 0.0000% | $3300000.00        | $3427832.10        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-02-15      | 3.5000%  | 0.0000% | $834200.00         | $767469.84         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-02-15      | 4.6250%  | 0.0000% | $4000000.00        | $4097409.00        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-11-15      | 2.7500%  | 0.0000% | $5000000.00        | $3670957.50        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-05-15      | 2.3750%  | 0.0000% | $700000.00         | $457959.78         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-11-15      | 2.0000%  | 0.0000% | $166600.00         | $118335.98         | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bill 3.795000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $800840536.11
- **C.18.a - Value (excl. sponsor support):** $800840536.11
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.060000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1804806423.88
- **C.18.a - Value (excl. sponsor support):** $1804806423.88
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.152500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2805773353.94
- **C.18.a - Value (excl. sponsor support):** $2805773353.94
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.105000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2595200976.71
- **C.18.a - Value (excl. sponsor support):** $2595200976.71
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Bill

- **C.1 - Title:** U.S. Treasury Bill 4.117500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1374125560.73
- **C.18.a - Value (excl. sponsor support):** $1374125560.73
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.945000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2401866023.04
- **C.18.a - Value (excl. sponsor support):** $2401866023.04
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.715000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1979786288.18
- **C.18.a - Value (excl. sponsor support):** $1979786288.18
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1191513615.97
- **C.18.a - Value (excl. sponsor support):** $1191513615.97
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Bill

- **C.1 - Title:** U.S. Treasury Bill 4.085000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4903087674.99
- **C.18.a - Value (excl. sponsor support):** $4903087674.99
- **C.19 - Percentage of Net Assets:** 2.5000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 110: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.105000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QQ3, C.4 - ISIN: US912797QQ39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3094996862.29
- **C.18.a - Value (excl. sponsor support):** $3094996862.29
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Bill

- **C.1 - Title:** U.S. Treasury Bill 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QR1, C.4 - ISIN: US912797QR12, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1472456024.20
- **C.18.a - Value (excl. sponsor support):** $1472456024.20
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Bill

- **C.1 - Title:** U.S. Treasury Bill 4.152500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3778607204.38
- **C.18.a - Value (excl. sponsor support):** $3778607204.38
- **C.19 - Percentage of Net Assets:** 1.9300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Bill

- **C.1 - Title:** U.S. Treasury Bill 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2541931287.99
- **C.18.a - Value (excl. sponsor support):** $2541931287.99
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Bill

- **C.1 - Title:** U.S. Treasury Bill 4.155000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QZ3, C.4 - ISIN: US912797QZ38, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2985029914.77
- **C.18.a - Value (excl. sponsor support):** $2985029914.77
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Bill

- **C.1 - Title:** U.S. Treasury Bill 4.095000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $7949284939.71
- **C.18.a - Value (excl. sponsor support):** $7949284939.71
- **C.19 - Percentage of Net Assets:** 4.0500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 116: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.230000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RB5, C.4 - ISIN: US912797RB50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1707361828.46
- **C.18.a - Value (excl. sponsor support):** $1707361828.46
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Bill

- **C.1 - Title:** U.S. Treasury Bill 4.220000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RC3, C.4 - ISIN: US912797RC34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2246737873.33
- **C.18.a - Value (excl. sponsor support):** $2246737873.33
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 118: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.235000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $910050812.29
- **C.18.a - Value (excl. sponsor support):** $910050812.29
- **C.19 - Percentage of Net Assets:** 0.4600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 119: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.207500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RE9, C.4 - ISIN: US912797RE99, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2608553008.41
- **C.18.a - Value (excl. sponsor support):** $2608553008.41
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 120: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1978855367.17
- **C.18.a - Value (excl. sponsor support):** $1978855367.17
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 121: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2142513492.84
- **C.18.a - Value (excl. sponsor support):** $2142513492.84
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 122: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.120000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2807880842.81
- **C.18.a - Value (excl. sponsor support):** $2807880842.81
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 123: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.185000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RM1, C.4 - ISIN: US912797RM16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2250415529.13
- **C.18.a - Value (excl. sponsor support):** $2250415529.13
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 124: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.230000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $853276291.20
- **C.18.a - Value (excl. sponsor support):** $853276291.20
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 125: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.225000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $956138400.82
- **C.18.a - Value (excl. sponsor support):** $956138400.82
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 126: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.210000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $496645970.00
- **C.18.a - Value (excl. sponsor support):** $496645970.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 127: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.880000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1330468784.06
- **C.18.a - Value (excl. sponsor support):** $1330468784.06
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 128: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.122000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RW9, C.4 - ISIN: US912797RW97, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2973996381.74
- **C.18.a - Value (excl. sponsor support):** $2973996381.74
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 129: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.050000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $311517362.62
- **C.18.a - Value (excl. sponsor support):** $311517362.62
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 130: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.020000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1592443852.22
- **C.18.a - Value (excl. sponsor support):** $1592443852.22
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 131: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.730000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1687948884.84
- **C.18.a - Value (excl. sponsor support):** $1687948884.84
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 132: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.705000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2401766812.87
- **C.18.a - Value (excl. sponsor support):** $2401766812.87
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 133: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.720000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2509885857.64
- **C.18.a - Value (excl. sponsor support):** $2509885857.64
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 134: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.957000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SE8, C.4 - ISIN: US912797SE80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $699476516.24
- **C.18.a - Value (excl. sponsor support):** $699476516.24
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 135: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.850000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SF5, C.4 - ISIN: US912797SF55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2995989149.15
- **C.18.a - Value (excl. sponsor support):** $2995989149.15
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 136: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.815000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SG3, C.4 - ISIN: US912797SG39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1690965863.97
- **C.18.a - Value (excl. sponsor support):** $1690965863.97
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 137: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.805000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SH1, C.4 - ISIN: US912797SH12, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1647749049.88
- **C.18.a - Value (excl. sponsor support):** $1647749049.88
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-27
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 138: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.753300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $66071597.99
- **C.18.a - Value (excl. sponsor support):** $66071597.99
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 139: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.206100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $96973951.18
- **C.18.a - Value (excl. sponsor support):** $96973951.18
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 140: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.313100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAT8, C.4 - ISIN: US91282CAT80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $134344066.15
- **C.18.a - Value (excl. sponsor support):** $134344066.15
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 141: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.197100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $65543964.84
- **C.18.a - Value (excl. sponsor support):** $65543964.84
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 142: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.294200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $167434163.75
- **C.18.a - Value (excl. sponsor support):** $167434163.75
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 143: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1240270880.57
- **C.18.a - Value (excl. sponsor support):** $1240270880.57
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 144: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.016100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2596229684.98
- **C.18.a - Value (excl. sponsor support):** $2596229684.98
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 145: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.178900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $425336025.35
- **C.18.a - Value (excl. sponsor support):** $425336025.35
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 146: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.068000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $731557155.26
- **C.18.a - Value (excl. sponsor support):** $731557155.26
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 147: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.332300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJE2, C.4 - ISIN: US91282CJE21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $134004642.80
- **C.18.a - Value (excl. sponsor support):** $134004642.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 148: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.341900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJL6, C.4 - ISIN: US91282CJL63, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $139176907.73
- **C.18.a - Value (excl. sponsor support):** $139176907.73
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 149: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.191500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $511985741.46
- **C.18.a - Value (excl. sponsor support):** $511985741.46
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 150: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.143000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $530244149.96
- **C.18.a - Value (excl. sponsor support):** $530244149.96
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 151: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.254100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $492297753.48
- **C.18.a - Value (excl. sponsor support):** $492297753.48
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 152: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.098900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1131071389.68
- **C.18.a - Value (excl. sponsor support):** $1131071389.68
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 153: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.016000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $936466147.23
- **C.18.a - Value (excl. sponsor support):** $936466147.23
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 154: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.048000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $712043710.98
- **C.18.a - Value (excl. sponsor support):** $712043710.98
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 155: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.136800%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $613718872.64
- **C.18.a - Value (excl. sponsor support):** $613718872.64
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 156: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2084433084.04
- **C.18.a - Value (excl. sponsor support):** $2084433084.04
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 157: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.103000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1634417662.51
- **C.18.a - Value (excl. sponsor support):** $1634417662.51
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 158: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.996000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1796704006.85
- **C.18.a - Value (excl. sponsor support):** $1796704006.85
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 159: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.058000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $610731974.41
- **C.18.a - Value (excl. sponsor support):** $610731974.41
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 160: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.057000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1286462684.81
- **C.18.a - Value (excl. sponsor support):** $1286462684.81
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 161: Mizuho Securities USA Inc. Tri Party Repo

- **C.1 - Title:** Mizuho Securities USA Inc. Tri Party Repo 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 922FHA002, C.3 - LEI: N/A, C.5 - Other ID: 922FHA002_4.20_1001
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $2880000.00        | $3027614.40        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 4.2500%  | 0.0000% | $9694700.00        | $9909457.95        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 4.6250%  | 0.0000% | $220619900.00      | $231824509.62      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-01-31      | 4.3750%  | 0.0000% | $121000.00         | $125242.51         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 0.5000%  | 0.0000% | $2943200.00        | $2790330.19        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-15      | 0.6250%  | 0.0000% | $281000.00         | $242398.82         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 3.8750%  | 0.0000% | $6999300.00        | $7110291.40        | U.S. Treasuries (including strips) |

### Security 162: Barclays Bank PLC Tri Party Repo

- **C.1 - Title:** Barclays Bank PLC Tri Party Repo 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 926SGH006, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: 926SGH006_4.20_1001
- **C.18 - Value (incl. sponsor support):** $385000000.00
- **C.18.a - Value (excl. sponsor support):** $385000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $93.06             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2034-07-15      | 1.8750%  | 0.0000% | $200.00            | $209.87            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-08-15      | 3.8750%  | 0.0000% | $35103900.00       | $34777073.92       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-28      | NA       | 0.0000% | $1000.00           | $996.97            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-04-15      | 3.8750%  | 0.0000% | $78274300.00       | $170849144.86      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-01-15      | 0.3750%  | 0.0000% | $100.00            | $132.77            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 1.1250%  | 0.0000% | $200.00            | $188.79            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-01-15      | 2.3750%  | 0.0000% | $199900.00         | $327379.18         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-01-15      | 1.7500%  | 0.0000% | $2396200.00        | $3768006.75        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-01-15      | 2.5000%  | 0.0000% | $19700.00          | $31126.81          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-05-15      | 4.3750%  | 0.0000% | $154099800.00      | $155131382.59      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2041-02-15      | 2.1250%  | 0.0000% | $200.00            | $295.71            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 2.7500%  | 0.0000% | $31904100.00       | $25065535.93       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2045-02-15      | 0.7500%  | 0.0000% | $1100.00           | $1126.73           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2049-02-15      | 1.0000%  | 0.0000% | $201000.00         | $190871.99         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2032-07-15      | 0.6250%  | 0.0000% | $99900.00          | $105307.74         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-11-15      | 4.5000%  | 0.0000% | $2409500.00        | $2451143.39        | U.S. Treasuries (including strips) |

### Security 163: BNP Paribas Tri Party Repo

- **C.1 - Title:** BNP Paribas Tri Party Repo 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 927NEC009, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: 927NEC009_4.20_1001
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-08-31      | 3.6250%  | 0.0000% | $20378000.00       | $20400153.82       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-02-15      | 4.6250%  | 0.0000% | $1600.00           | $1673.97           | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2046-05-15      | NA       | 0.0000% | $1808800.00        | $669201.74         | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2055-02-15      | NA       | 0.0000% | $12639200.00       | $3150232.13        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-15      | 1.6250%  | 0.0000% | $41450200.00       | $41148183.48       | U.S. Treasuries (including strips) |
| STRIPS          | 2039-02-15      | NA       | 0.0000% | $39429105.93       | $21330554.87       | U.S. Treasuries (including strips) |

### Security 164: BNP Paribas Tri Party Repo

- **C.1 - Title:** BNP Paribas Tri Party Repo 4.209900%
- **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: 927NEF002, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: 927NEF002_4.21_1001
- **C.18 - Value (incl. sponsor support):** $145000000.00
- **C.18.a - Value (excl. sponsor support):** $145000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac        | 2055-08-25      | 5.5560%  | 0.0000% | $6618222.00        | $6520969.56        | Agency Mortgage-Backed Securities |
| GINNIE MAE         | 2054-10-20      | 5.3388%  | 0.0000% | $99998000.00       | $90345140.46       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS  | 2055-05-25      | 1.5940%  | 0.0000% | $69434549.00       | $4864492.56        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2053-09-25      | 1.6140%  | 0.0000% | $49599999.00       | $1938245.51        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2054-11-25      | 2.8440%  | 0.0000% | $4474912.00        | $452261.31         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2055-03-25      | 0.8240%  | 0.0000% | $85459698.00       | $2986846.94        | Agency Mortgage-Backed Securities |
| GINNIE MAE         | 2055-08-20      | 5.4688%  | 0.0000% | $42181186.00       | $42242043.67       | Agency Mortgage-Backed Securities |

### Security 165: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 4.209900%
- **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: 930PNG000, C.3 - LEI: N/A, C.5 - Other ID: 930PNG000_4.21_1001
- **C.18 - Value (incl. sponsor support):** $5451000000.00
- **C.18.a - Value (excl. sponsor support):** $5451000000.00
- **C.19 - Percentage of Net Assets:** 2.7800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac               | 2030-08-01      | 2.5000%  | 0.0000% | $450455.00         | $52368.10          | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2046-12-01      | 3.5000%  | 0.0000% | $650000.00         | $203457.38         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL          | 2032-07-01      | 4.1600%  | 0.0000% | $23078000.00       | $22851284.29       | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2035-09-01      | 3.7900%  | 0.0000% | $10000000.00       | $9541704.95        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-10-01      | 4.0000%  | 0.0000% | $207983.00         | $93555.22          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-05-01      | 7.0000%  | 0.0000% | $1563434.00        | $1603525.16        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-11-01      | 6.5000%  | 0.0000% | $1002000.00        | $228605.08         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-01-01      | 6.5000%  | 0.0000% | $1155510.00        | $875872.79         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-01-01      | 4.0000%  | 0.0000% | $195522.00         | $157182.36         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-05-01      | 4.5000%  | 0.0000% | $702929.00         | $616031.64         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-06-01      | 5.0000%  | 0.0000% | $3150250.00        | $1750341.99        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-06-01      | 5.0000%  | 0.0000% | $469305.00         | $449069.67         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2030-04-01      | 4.4750%  | 0.0000% | $25386000.00       | $25819563.97       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2035-01-01      | 4.6100%  | 0.0000% | $30955000.00       | $31280232.14       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2032-08-01      | 4.4800%  | 0.0000% | $41380000.00       | $41774305.43       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2035-07-01      | 4.4700%  | 0.0000% | $22594000.00       | $22587918.44       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2030-06-01      | 4.0500%  | 0.0000% | $22668000.00       | $22647746.14       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2035-06-01      | 5.0500%  | 0.0000% | $8210000.00        | $8530958.31        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2048-11-01      | 4.0000%  | 0.0000% | $211773.00         | $57007.88          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2028-08-01      | 3.7500%  | 0.0000% | $49467200.00       | $49020353.66       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2033-09-01      | 3.7800%  | 0.0000% | $14640000.00       | $13815606.96       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2030-09-01      | 3.6900%  | 0.0000% | $17138000.00       | $16800064.35       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2042-02-01      | 3.5000%  | 0.0000% | $74754640.00       | $6309783.64        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2039-06-01      | 5.5000%  | 0.0000% | $91001600.00       | $1921723.79        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2040-05-01      | 7.0000%  | 0.0000% | $15310704.00       | $3106732.88        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-07-01      | 6.0000%  | 0.0000% | $4082336.00        | $4206392.06        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-07-01      | 5.5000%  | 0.0000% | $2913704.00        | $2957497.53        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2055-07-01      | 7.0000%  | 0.0000% | $1564100.00        | $1646057.83        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-08-01      | 6.5000%  | 0.0000% | $1181730.00        | $1244592.91        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2040-08-01      | 5.5000%  | 0.0000% | $1644372.00        | $1683793.59        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-08-01      | 5.5000%  | 0.0000% | $14152880.00       | $14513164.10       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-06-01      | 5.5000%  | 0.0000% | $1262478.00        | $1283777.62        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-07-01      | 6.5000%  | 0.0000% | $685015.00         | $720735.26         | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2027-08-01      | 3.0000%  | 0.0000% | $1200000.00        | $29518.78          | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2048-11-01      | 3.0050%  | 0.0000% | $200000.00         | $37808.27          | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2041-06-01      | 4.0000%  | 0.0000% | $45000.00          | $5314.59           | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2035-10-01      | 6.7300%  | 0.0000% | $1675000.00        | $18895.41          | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2037-02-01      | 6.1650%  | 0.0000% | $13458280.00       | $130825.82         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-12-01      | 7.0000%  | 0.0000% | $9809660.00        | $4835389.79        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-03-01      | 5.0000%  | 0.0000% | $2000000.00        | $1798717.69        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2040-06-01      | 5.0000%  | 0.0000% | $3088740.00        | $171238.06         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2033-11-01      | 5.0000%  | 0.0000% | $3050000.00        | $320079.84         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2041-12-01      | 5.0000%  | 0.0000% | $706000.00         | $80087.54          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-09-01      | 5.5000%  | 0.0000% | $30150752.00       | $30633437.71       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-09-01      | 6.5000%  | 0.0000% | $18860060.00       | $19651900.32       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-09-01      | 6.5000%  | 0.0000% | $1506464.00        | $1566713.69        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-09-01      | 7.0000%  | 0.0000% | $1324362.00        | $1403816.95        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-09-01      | 5.5000%  | 0.0000% | $10211552.00       | $10479141.19       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2040-09-01      | 6.0000%  | 0.0000% | $1434024.00        | $1484890.75        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2040-09-01      | 5.0000%  | 0.0000% | $1009316.00        | $1025410.33        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-09-01      | 6.0000%  | 0.0000% | $84479488.00       | $86717377.77       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-09-01      | 5.5000%  | 0.0000% | $18619320.00       | $19133968.36       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-09-01      | 5.5000%  | 0.0000% | $6704776.00        | $6821228.28        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-10-01      | 6.0000%  | 0.0000% | $14066128.00       | $14473037.63       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-10-01      | 5.5000%  | 0.0000% | $10994832.00       | $11243464.25       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-10-01      | 5.5000%  | 0.0000% | $1129818.00        | $1155114.12        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-09-01      | 6.0000%  | 0.0000% | $30812576.00       | $31628811.40       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2040-09-01      | 6.0000%  | 0.0000% | $1000230.00        | $1039177.29        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-09-01      | 4.5000%  | 0.0000% | $3072732.00        | $3006619.10        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-09-01      | 4.5000%  | 0.0000% | $4377112.00        | $4267749.86        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2035-10-01      | 6.0000%  | 0.0000% | $22998683.00       | $78026.90          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2037-10-01      | 6.0000%  | 0.0000% | $10005980.00       | $417044.80         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2041-05-01      | 4.5000%  | 0.0000% | $40460000.00       | $3527392.96        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2042-10-01      | 3.5000%  | 0.0000% | $238323.00         | $22036.27          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2043-02-01      | 3.0000%  | 0.0000% | $8060000.00        | $1562910.31        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2033-04-01      | 3.5000%  | 0.0000% | $200000.00         | $26509.13          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2032-02-01      | 3.5000%  | 0.0000% | $7000000.00        | $361029.50         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2047-03-01      | 3.0000%  | 0.0000% | $2959816.00        | $663672.92         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2037-02-01      | 3.5000%  | 0.0000% | $250047000.00      | $39608369.04       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2036-11-01      | 1.5000%  | 0.0000% | $10282160.00       | $6142976.14        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2041-11-01      | 1.5000%  | 0.0000% | $1640000.00        | $1026618.27        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2051-12-01      | 2.5000%  | 0.0000% | $400000000.00      | $258020949.42      | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2049-10-01      | 4.5000%  | 0.0000% | $1668108.00        | $209404.37         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2035-04-01      | 3.5000%  | 0.0000% | $471993.00         | $69537.88          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-03-01      | 4.5000%  | 0.0000% | $7730480.00        | $7322946.22        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-03-01      | 5.0000%  | 0.0000% | $140000.00         | $127495.26         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-03-01      | 5.5000%  | 0.0000% | $129522432.00      | $114626801.26      | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2044-10-01      | 6.5000%  | 0.0000% | $3173896.00        | $3045619.89        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-10-01      | 5.5000%  | 0.0000% | $145000.00         | $139779.08         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-11-01      | 5.0000%  | 0.0000% | $100226944.00      | $96246109.66       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-12-01      | 4.5000%  | 0.0000% | $28260.00          | $26677.47          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-02-01      | 5.5000%  | 0.0000% | $59555136.00       | $58951159.85       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2055-03-01      | 6.5000%  | 0.0000% | $22049792.00       | $22312156.82       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-05-01      | 6.0000%  | 0.0000% | $380431872.00      | $355644548.94      | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2046-01-01      | 3.8800%  | 0.0000% | $10947000.00       | $8378716.97        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2042-11-01      | 2.5000%  | 0.0000% | $1163000.00        | $204363.56         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2042-12-01      | 3.0000%  | 0.0000% | $50000000.00       | $7509551.43        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2045-04-01      | 3.5000%  | 0.0000% | $2810000.00        | $483598.79         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-11-01      | 5.5000%  | 0.0000% | $7825050.00        | $7172589.33        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-12-01      | 5.0000%  | 0.0000% | $15610464.00       | $15375178.87       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-11-01      | 3.5000%  | 0.0000% | $5574944.00        | $4906194.04        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-09-01      | 3.5000%  | 0.0000% | $762208.00         | $664636.53         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2051-02-01      | 3.5000%  | 0.0000% | $13988944.00       | $12812987.89       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-04-01      | 3.5000%  | 0.0000% | $32169088.00       | $28604514.45       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2037-02-01      | 2.5000%  | 0.0000% | $2941428.00        | $2571417.16        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2055-04-01      | 5.5000%  | 0.0000% | $107874560.00      | $107600139.59      | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2040-08-01      | 5.5000%  | 0.0000% | $138772992.00      | $139525177.44      | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2055-06-01      | 6.0000%  | 0.0000% | $56630016.00       | $57847954.87       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-04-01      | 6.0000%  | 0.0000% | $79896960.00       | $80359882.20       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2037-06-01      | 3.0000%  | 0.0000% | $39734208.00       | $36099160.47       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2040-03-01      | 5.0000%  | 0.0000% | $19963104.00       | $19826077.75       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2040-07-01      | 5.0000%  | 0.0000% | $106375936.00      | $103923773.30      | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-07-01      | 6.0000%  | 0.0000% | $112184576.00      | $115346599.47      | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2055-06-01      | 6.0000%  | 0.0000% | $72626304.00       | $73529321.69       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-10-01      | 5.5000%  | 0.0000% | $90264832.00       | $89145221.75       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-07-01      | 6.0000%  | 0.0000% | $31323600.00       | $31941556.52       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2036-09-01      | 2.5000%  | 0.0000% | $450409.00         | $421822.39         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-09-01      | 5.0000%  | 0.0000% | $2805032.00        | $2817499.74        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-09-01      | 7.0000%  | 0.0000% | $18347456.00       | $19359738.15       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2040-10-01      | 5.0000%  | 0.0000% | $12679392.00       | $12867627.44       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2040-09-01      | 6.0000%  | 0.0000% | $1981074.00        | $2055666.06        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2039-07-01      | 5.5000%  | 0.0000% | $6277100.00        | $1193346.76        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2063-12-01      | 4.5000%  | 0.0000% | $13196640.00       | $11399738.75       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2056-08-01      | 3.0000%  | 0.0000% | $205000.00         | $63393.27          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2057-02-01      | 3.0000%  | 0.0000% | $8000000.00        | $2630714.11        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2059-01-01      | 4.5000%  | 0.0000% | $9010000.00        | $3182465.16        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2055-02-01      | 3.0000%  | 0.0000% | $227000.00         | $122442.91         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2047-06-01      | 4.0000%  | 0.0000% | $57385.00          | $6700.55           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2047-10-01      | 3.5000%  | 0.0000% | $211470.00         | $56976.85          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2047-12-01      | 4.0000%  | 0.0000% | $6557232.00        | $1284810.71        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2048-04-01      | 4.5000%  | 0.0000% | $167638.00         | $14018.92          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2048-06-01      | 4.5000%  | 0.0000% | $11715136.00       | $3069527.10        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2037-05-01      | 3.5000%  | 0.0000% | $1069706.00        | $270689.57         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2043-06-01      | 2.5250%  | 0.0000% | $194557.00         | $22035.37          | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL | 2054-10-01      | 6.3030%  | 0.0000% | $3933688.00        | $4009189.04        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2055-08-01      | 6.0000%  | 0.0000% | $51064960.00       | $52792308.08       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2051-12-01      | 3.0000%  | 0.0000% | $22172960.00       | $19572826.68       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2053-02-01      | 6.0000%  | 0.0000% | $209300224.00      | $215805344.66      | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-10-01      | 5.5000%  | 0.0000% | $101984256.00      | $103360080.27      | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2048-11-01      | 4.0000%  | 0.0000% | $448000.00         | $44402.68          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2044-12-01      | 4.0000%  | 0.0000% | $156250000.00      | $52108939.97       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2050-04-01      | 3.0000%  | 0.0000% | $3500000.00        | $1151470.18        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2050-02-01      | 3.5000%  | 0.0000% | $962150.00         | $215232.62         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2046-03-01      | 3.5000%  | 0.0000% | $173536.00         | $44244.46          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2035-11-01      | 1.5000%  | 0.0000% | $4682568.00        | $2066592.40        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2049-09-01      | 4.0000%  | 0.0000% | $21059200.00       | $3120359.49        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2035-08-01      | 2.5000%  | 0.0000% | $101203.00         | $32506.69          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2049-07-01      | 4.0000%  | 0.0000% | $1177900.00        | $194126.23         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2035-12-01      | 2.0000%  | 0.0000% | $2550000.00        | $1258649.90        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2035-12-01      | 2.5000%  | 0.0000% | $2400000.00        | $982434.39         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2036-01-01      | 2.0000%  | 0.0000% | $75000.00          | $36253.78          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2035-12-01      | 2.5000%  | 0.0000% | $346000.00         | $152483.03         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2036-03-01      | 1.5000%  | 0.0000% | $1000000.00        | $479676.12         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2051-03-01      | 2.0000%  | 0.0000% | $7007380.00        | $4418836.48        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2047-05-01      | 3.0000%  | 0.0000% | $7400000.00        | $3517114.48        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2051-02-01      | 3.5000%  | 0.0000% | $8602624.00        | $3172801.45        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2041-05-01      | 2.0000%  | 0.0000% | $5100000.00        | $2983532.25        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2051-06-01      | 3.5000%  | 0.0000% | $105566.00         | $55908.13          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2041-07-01      | 2.5000%  | 0.0000% | $5104840.00        | $3278578.71        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2048-06-01      | 4.0000%  | 0.0000% | $135000.00         | $61251.36          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2041-10-01      | 2.0000%  | 0.0000% | $1600000.00        | $999755.79         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2051-11-01      | 3.0000%  | 0.0000% | $100000.00         | $59513.96          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2051-11-01      | 3.0000%  | 0.0000% | $300000.00         | $187104.78         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2051-11-01      | 2.0000%  | 0.0000% | $5560230.00        | $3839524.76        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2050-05-01      | 5.0000%  | 0.0000% | $40501632.00       | $19838559.79       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2042-02-01      | 2.5000%  | 0.0000% | $3600000.00        | $2241575.39        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-04-01      | 3.0000%  | 0.0000% | $1055708.00        | $801712.00         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-03-01      | 4.0000%  | 0.0000% | $600000.00         | $382963.97         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-03-01      | 3.0000%  | 0.0000% | $3625476.00        | $2526170.34        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2033-12-01      | 4.0000%  | 0.0000% | $6825000.00        | $6604944.37        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2046-11-01      | 3.0000%  | 0.0000% | $174000000.00      | $38352077.36       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2030-03-01      | 4.3739%  | 0.0000% | $3000000.00        | $3012880.10        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2048-05-01      | 4.0000%  | 0.0000% | $430000.00         | $402624.48         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2049-05-01      | 5.0000%  | 0.0000% | $124000.00         | $49806.24          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2035-03-01      | 2.5000%  | 0.0000% | $2600000.00        | $980109.11         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2050-11-01      | 3.0000%  | 0.0000% | $1100000.00        | $859601.65         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2051-12-01      | 2.0000%  | 0.0000% | $5000000.00        | $3131531.86        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2035-07-01      | 6.0940%  | 0.0000% | $34890176.00       | $179967.97         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2035-07-01      | 6.5000%  | 0.0000% | $775000.00         | $9842.54           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2034-12-01      | 5.0000%  | 0.0000% | $74555648.00       | $1023791.65        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2050-09-01      | 2.0000%  | 0.0000% | $1823896.00        | $794248.31         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2036-03-01      | 1.5000%  | 0.0000% | $5142232.00        | $2596712.38        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2041-06-01      | 2.5000%  | 0.0000% | $100000.00         | $58473.55          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-02-01      | 4.5000%  | 0.0000% | $2201000.00        | $1982566.51        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-04-01      | 6.0000%  | 0.0000% | $1550000.00        | $1252047.93        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2041-12-01      | 2.0000%  | 0.0000% | $14013000.00       | $8846360.91        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2037-02-01      | 2.0000%  | 0.0000% | $57290720.00       | $34373877.04       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-07-01      | 3.5000%  | 0.0000% | $7632896.00        | $5765856.24        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2042-05-01      | 3.0000%  | 0.0000% | $1110000.00        | $778728.39         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2037-09-01      | 3.0000%  | 0.0000% | $38784448.00       | $25593374.15       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-09-01      | 4.0000%  | 0.0000% | $727590.00         | $643448.60         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-12-01      | 4.5000%  | 0.0000% | $77000.00          | $63070.60          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-12-01      | 6.5000%  | 0.0000% | $2019000.00        | $1340378.70        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-01-01      | 5.0000%  | 0.0000% | $82324000.00       | $67114176.82       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-02-01      | 5.0000%  | 0.0000% | $383000.00         | $309407.60         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-03-01      | 3.5000%  | 0.0000% | $3925504.00        | $3134810.18        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-02-01      | 3.0000%  | 0.0000% | $4465600.00        | $3394179.80        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-04-01      | 4.0000%  | 0.0000% | $3075000.00        | $2564382.83        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2038-08-01      | 5.0000%  | 0.0000% | $51000.00          | $33993.05          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-10-01      | 6.0000%  | 0.0000% | $2200000.00        | $1683455.97        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2038-09-01      | 5.0000%  | 0.0000% | $1324000.00        | $872966.50         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-12-01      | 3.5000%  | 0.0000% | $1202350.00        | $1009532.47        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-07-01      | 4.5000%  | 0.0000% | $116433.00         | $105922.00         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2034-07-01      | 6.0000%  | 0.0000% | $325000.00         | $167088.34         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-09-01      | 7.0000%  | 0.0000% | $2842124.00        | $2104246.27        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-10-01      | 6.0000%  | 0.0000% | $290000.00         | $254443.77         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2039-11-01      | 4.0000%  | 0.0000% | $5564176.00        | $4999272.53        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-11-01      | 7.0000%  | 0.0000% | $55114624.00       | $41132529.47       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2040-02-01      | 4.0000%  | 0.0000% | $6427168.00        | $5858435.20        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2040-07-01      | 6.0000%  | 0.0000% | $13813280.00       | $13597407.05       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2040-08-01      | 6.0000%  | 0.0000% | $41834688.00       | $40927705.75       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2055-09-01      | 7.5000%  | 0.0000% | $6172112.00        | $6285634.45        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2035-07-01      | 4.0000%  | 0.0000% | $2716488.00        | $2631369.62        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2055-09-01      | 6.0000%  | 0.0000% | $525425664.00      | $536259155.90      | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2040-09-01      | 5.0000%  | 0.0000% | $13095408.00       | $13144748.16       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2055-09-01      | 4.0000%  | 0.0000% | $5000000.00        | $4736941.11        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2035-09-01      | 4.0000%  | 0.0000% | $2525704.00        | $2483003.36        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2038-09-01      | 5.5000%  | 0.0000% | $286870016.00      | $5015106.60        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2037-04-01      | 5.5000%  | 0.0000% | $152807424.00      | $2850330.08        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2040-08-01      | 6.5100%  | 0.0000% | $5031096.00        | $239752.25         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-01-01      | 7.5000%  | 0.0000% | $3614476.00        | $1942678.45        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-03-01      | 5.5000%  | 0.0000% | $1572226.00        | $1576696.55        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-03-01      | 7.0000%  | 0.0000% | $1430516.00        | $1492871.84        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-03-01      | 5.5000%  | 0.0000% | $1196690.00        | $876362.42         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-03-01      | 6.0000%  | 0.0000% | $1523938.00        | $1293259.01        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-05-01      | 5.5000%  | 0.0000% | $3046632.00        | $3056402.22        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-05-01      | 5.5000%  | 0.0000% | $6678456.00        | $6064811.65        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-12-01      | 4.5000%  | 0.0000% | $30953.00          | $29820.52          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-07-01      | 6.5000%  | 0.0000% | $10136200.00       | $10522439.20       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-08-01      | 5.5000%  | 0.0000% | $3812580.00        | $3869693.71        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2040-07-01      | 5.5000%  | 0.0000% | $2124920.00        | $2157352.61        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2040-07-01      | 5.5000%  | 0.0000% | $1017440.00        | $1033402.30        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2040-07-01      | 5.5000%  | 0.0000% | $1017056.00        | $1037862.32        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-08-01      | 6.0000%  | 0.0000% | $113486592.00      | $115742118.57      | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2040-08-01      | 6.0000%  | 0.0000% | $3998264.00        | $3766136.07        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-08-01      | 6.5000%  | 0.0000% | $640187.00         | $669712.83         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-08-01      | 6.5000%  | 0.0000% | $868882.00         | $913999.57         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-08-01      | 5.5000%  | 0.0000% | $4506952.00        | $4587042.28        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-08-01      | 5.5000%  | 0.0000% | $6042056.00        | $6130003.35        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-08-01      | 5.0000%  | 0.0000% | $2869408.00        | $2865522.95        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-08-01      | 4.5000%  | 0.0000% | $4511344.00        | $4407435.88        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-09-01      | 7.0000%  | 0.0000% | $1060914.00        | $1116989.55        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-09-01      | 5.0000%  | 0.0000% | $11617536.00       | $11591951.61       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-09-01      | 5.0000%  | 0.0000% | $7197168.00        | $7176136.28        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-08-01      | 6.5000%  | 0.0000% | $1479444.00        | $1544307.43        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-08-01      | 4.0000%  | 0.0000% | $1075582.00        | $1021643.78        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2031-07-01      | 1.8700%  | 0.0000% | $15798000.00       | $13716570.17       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2028-10-01      | 1.6000%  | 0.0000% | $8500000.00        | $7280505.89        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2037-02-01      | 2.5700%  | 0.0000% | $675143.00         | $551335.46         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2034-09-01      | 3.9100%  | 0.0000% | $66788300.00       | $64023780.12       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2051-06-01      | 2.5000%  | 0.0000% | $250000.00         | $142972.67         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2051-09-01      | 2.5000%  | 0.0000% | $25000000.00       | $14489935.24       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2051-09-01      | 4.0000%  | 0.0000% | $1487726.00        | $1067396.46        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-08-01      | 7.0000%  | 0.0000% | $1102928.00        | $1052878.25        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-01-01      | 5.0000%  | 0.0000% | $17804096.00       | $17648116.86       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-01-01      | 4.0000%  | 0.0000% | $3115484.00        | $2923453.82        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2055-02-01      | 5.5000%  | 0.0000% | $2443592.00        | $2449759.11        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2055-02-01      | 6.5000%  | 0.0000% | $1409196.00        | $1454890.43        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-01-01      | 3.5000%  | 0.0000% | $953573.00         | $825727.73         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-06-01      | 6.0000%  | 0.0000% | $2955304.00        | $3022380.56        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-06-01      | 6.5000%  | 0.0000% | $12761920.00       | $13227105.65       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2045-05-01      | 6.0000%  | 0.0000% | $1531200.00        | $1566802.70        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-07-01      | 6.0000%  | 0.0000% | $26031040.00       | $26560076.44       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-03-01      | 7.0000%  | 0.0000% | $2653836.00        | $2107135.96        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-03-01      | 6.5000%  | 0.0000% | $19721120.00       | $19446613.28       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2051-05-01      | 3.5000%  | 0.0000% | $2089520.00        | $1312358.78        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-08-01      | 5.0000%  | 0.0000% | $3735372.00        | $2608113.88        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-01-01      | 2.5000%  | 0.0000% | $1030000.00        | $721724.34         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-01-01      | 6.5000%  | 0.0000% | $279159.00         | $133184.22         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-11-01      | 5.5000%  | 0.0000% | $1934000.00        | $1392801.14        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-08-01      | 7.0000%  | 0.0000% | $1790446.00        | $1554456.14        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-10-01      | 5.0000%  | 0.0000% | $3138152.00        | $3079494.67        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-09-01      | 5.5000%  | 0.0000% | $11698128.00       | $11253378.06       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-11-01      | 4.5000%  | 0.0000% | $1158200.00        | $1123024.21        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-10-01      | 6.0000%  | 0.0000% | $5527384.00        | $5449041.14        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-10-01      | 5.5000%  | 0.0000% | $7689920.00        | $7646704.92        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-11-01      | 5.5000%  | 0.0000% | $2865936.00        | $2871092.32        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2039-10-01      | 6.0000%  | 0.0000% | $1149192.00        | $1083526.51        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-11-01      | 5.5000%  | 0.0000% | $163000.00         | $156403.59         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-12-01      | 5.5000%  | 0.0000% | $8189648.00        | $7670004.36        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-12-01      | 5.5000%  | 0.0000% | $14462832.00       | $14509580.58       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-12-01      | 4.5000%  | 0.0000% | $3610088.00        | $3498391.66        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-01-01      | 6.5000%  | 0.0000% | $1206160.00        | $1252404.02        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2039-11-01      | 4.0000%  | 0.0000% | $2018904.00        | $1916262.79        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-02-01      | 6.0000%  | 0.0000% | $3225420.00        | $2639976.46        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-01-01      | 5.5000%  | 0.0000% | $1319906.00        | $1271790.36        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-01-01      | 6.0000%  | 0.0000% | $1933668.00        | $1993860.69        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2055-02-01      | 5.5000%  | 0.0000% | $1400126.00        | $1421068.28        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2055-04-01      | 6.5000%  | 0.0000% | $1199764.00        | $1248929.80        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-04-01      | 5.0000%  | 0.0000% | $3616884.00        | $3578661.82        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-07-01      | 5.0000%  | 0.0000% | $4372176.00        | $4379689.90        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-07-01      | 5.0000%  | 0.0000% | $2633512.00        | $2638826.41        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-06-01      | 3.0000%  | 0.0000% | $2287516.00        | $1704876.88        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-07-01      | 5.0000%  | 0.0000% | $2438856.00        | $2451955.58        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-07-01      | 7.0000%  | 0.0000% | $2640310.00        | $2786606.87        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-07-01      | 4.0000%  | 0.0000% | $2619724.00        | $2460002.66        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2055-07-01      | 6.0000%  | 0.0000% | $15830816.00       | $15340793.94       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-07-01      | 5.5000%  | 0.0000% | $4938584.00        | $5060711.68        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-08-01      | 6.0000%  | 0.0000% | $2598424.00        | $2702758.23        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-08-01      | 6.0000%  | 0.0000% | $51733376.00       | $53071484.51       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-07-01      | 5.0000%  | 0.0000% | $3846056.00        | $3863157.52        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-08-01      | 6.5000%  | 0.0000% | $6092880.00        | $6359614.72        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-08-01      | 5.5000%  | 0.0000% | $49829248.00       | $50484694.34       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2040-07-01      | 5.0000%  | 0.0000% | $1141714.00        | $1155247.15        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-09-01      | 7.5000%  | 0.0000% | $2933684.00        | $2954797.50        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-04-01      | 4.0000%  | 0.0000% | $315980.00         | $282958.57         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-08-01      | 4.5300%  | 0.0000% | $60000.00          | $42504.98          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2037-04-01      | 3.0000%  | 0.0000% | $151243.00         | $93652.95          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-06-01      | 3.5000%  | 0.0000% | $2430000.00        | $1783172.67        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-10-01      | 5.0000%  | 0.0000% | $300000.00         | $241208.05         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-08-01      | 4.5000%  | 0.0000% | $5000000.00        | $4141504.45        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-09-01      | 5.0000%  | 0.0000% | $2100000.00        | $1641781.69        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-03-01      | 7.5000%  | 0.0000% | $1021360.00        | $615052.06         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2055-03-01      | 6.5000%  | 0.0000% | $2121264.00        | $1370988.61        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-04-01      | 5.5000%  | 0.0000% | $2955108.00        | $2982658.02        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-04-01      | 6.0000%  | 0.0000% | $3032916.00        | $3097641.00        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2055-04-01      | 5.5000%  | 0.0000% | $4711520.00        | $4727907.09        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-04-01      | 5.5000%  | 0.0000% | $2660196.00        | $2694501.13        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-04-01      | 6.5000%  | 0.0000% | $7993160.00        | $7994478.92        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-07-01      | 6.0000%  | 0.0000% | $2432396.00        | $2481736.16        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-04-01      | 6.5000%  | 0.0000% | $1912158.00        | $1985956.93        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-06-01      | 5.0000%  | 0.0000% | $3284452.00        | $3173657.38        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-05-01      | 5.5000%  | 0.0000% | $3558120.00        | $3608193.89        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-05-01      | 6.0000%  | 0.0000% | $5409704.00        | $5563997.72        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2040-09-01      | 5.5000%  | 0.0000% | $3103784.00        | $3189416.02        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-09-01      | 5.0000%  | 0.0000% | $1194280.00        | $1190501.03        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-06-01      | 5.5000%  | 0.0000% | $2888284.00        | $2939945.70        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-06-01      | 3.5000%  | 0.0000% | $2061048.00        | $1885595.62        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-05-01      | 6.0000%  | 0.0000% | $2262080.00        | $2318458.55        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2055-06-01      | 6.0000%  | 0.0000% | $3002724.00        | $3071918.11        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-06-01      | 6.0000%  | 0.0000% | $89079808.00       | $89879048.04       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-06-01      | 6.5000%  | 0.0000% | $38468864.00       | $40081365.97       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2055-06-01      | 5.0000%  | 0.0000% | $3787784.00        | $3742371.73        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2055-06-01      | 6.0000%  | 0.0000% | $30299456.00       | $30939278.22       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2055-06-01      | 6.5000%  | 0.0000% | $11772368.00       | $11878060.23       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-06-01      | 5.5000%  | 0.0000% | $1701360.00        | $1743248.78        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-06-01      | 5.0000%  | 0.0000% | $10025968.00       | $10013322.81       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-07-01      | 5.5000%  | 0.0000% | $3451488.00        | $3501599.23        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-07-01      | 6.0000%  | 0.0000% | $23136480.00       | $23823621.29       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-07-01      | 6.0000%  | 0.0000% | $74536960.00       | $76357504.10       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-08-01      | 6.0000%  | 0.0000% | $1087654.00        | $1025950.93        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-08-01      | 6.0000%  | 0.0000% | $1444026.00        | $1504789.18        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2055-06-01      | 6.5000%  | 0.0000% | $1946206.00        | $2033896.93        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-06-01      | 5.5000%  | 0.0000% | $1956424.00        | $1993032.65        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2040-09-01      | 5.0000%  | 0.0000% | $1365874.00        | $1385307.78        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-07-01      | 6.5000%  | 0.0000% | $18463008.00       | $19156202.28       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2040-07-01      | 5.5000%  | 0.0000% | $1212992.00        | $1234669.53        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-07-01      | 6.5000%  | 0.0000% | $9676144.00        | $9696493.96        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-09-01      | 7.0000%  | 0.0000% | $1004218.00        | $1070391.84        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2049-06-01      | 4.0000%  | 0.0000% | $855918.00         | $217709.62         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2034-03-01      | 4.5000%  | 0.0000% | $2050852.00        | $489283.81         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2034-11-01      | 3.5000%  | 0.0000% | $2742716.00        | $614526.15         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2050-01-01      | 4.0000%  | 0.0000% | $370000.00         | $148187.91         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2035-09-01      | 2.5000%  | 0.0000% | $291469.00         | $111027.81         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2035-10-01      | 2.5000%  | 0.0000% | $240000.00         | $116236.77         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2035-12-01      | 3.0000%  | 0.0000% | $115661.00         | $55131.88          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-02-01      | 2.0000%  | 0.0000% | $4542200.00        | $3092428.46        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-04-01      | 2.5000%  | 0.0000% | $28787.00          | $11815.60          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-04-01      | 3.0000%  | 0.0000% | $5650000.00        | $4021726.04        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-04-01      | 4.0000%  | 0.0000% | $2800000.00        | $2060473.65        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2042-08-01      | 2.5000%  | 0.0000% | $1200000.00        | $900456.16         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-02-01      | 5.5000%  | 0.0000% | $56926144.00       | $48286728.77       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-01-01      | 2.5000%  | 0.0000% | $175000.00         | $129876.28         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-05-01      | 6.0000%  | 0.0000% | $25000.00          | $19730.32          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-05-01      | 6.5000%  | 0.0000% | $1036846.00        | $779601.40         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-06-01      | 3.5000%  | 0.0000% | $3362404.00        | $2652428.72        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2038-02-01      | 4.0000%  | 0.0000% | $2361208.00        | $1735074.47        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-11-01      | 6.0000%  | 0.0000% | $4141770.00        | $3805341.95        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-06-01      | 3.5000%  | 0.0000% | $6000000.00        | $4654838.45        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2051-12-01      | 3.5000%  | 0.0000% | $2000000.00        | $1495263.51        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-08-01      | 3.5000%  | 0.0000% | $2739220.00        | $2294129.42        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2051-07-01      | 4.0000%  | 0.0000% | $413000.00         | $316665.59         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-11-01      | 5.5000%  | 0.0000% | $38730000.00       | $36083340.03       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-12-01      | 3.0000%  | 0.0000% | $5500000.00        | $4377825.85        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-02-01      | 6.5000%  | 0.0000% | $29000.00          | $22229.25          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-10-01      | 3.0000%  | 0.0000% | $2745456.00        | $2195940.48        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-06-01      | 6.0000%  | 0.0000% | $45917952.00       | $41077714.52       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2039-02-01      | 6.0000%  | 0.0000% | $401289.00         | $299784.67         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-07-01      | 4.0000%  | 0.0000% | $10000000.00       | $8204053.26        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-05-01      | 3.0000%  | 0.0000% | $2800000.00        | $2278583.38        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2037-08-01      | 2.5000%  | 0.0000% | $93777280.00       | $76098941.21       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2037-05-01      | 2.5000%  | 0.0000% | $2071270.00        | $1690244.88        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-08-01      | 5.5000%  | 0.0000% | $30208608.00       | $28396331.62       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-10-01      | 5.5000%  | 0.0000% | $7225330.00        | $6664012.31        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-10-01      | 6.5000%  | 0.0000% | $2466608.00        | $2227767.02        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-03-01      | 6.0000%  | 0.0000% | $176950016.00      | $173361364.37      | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2055-03-01      | 6.5000%  | 0.0000% | $53229504.00       | $49935324.83       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2040-03-01      | 6.0000%  | 0.0000% | $2958544.00        | $2977577.03        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2045-04-01      | 6.5000%  | 0.0000% | $2378868.00        | $2474485.55        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-05-01      | 5.0000%  | 0.0000% | $7423104.00        | $7258386.08        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2040-05-01      | 6.0000%  | 0.0000% | $8126400.00        | $8283958.22        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2040-05-01      | 6.0000%  | 0.0000% | $4199768.00        | $4228440.11        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-06-01      | 7.0000%  | 0.0000% | $17717376.00       | $17879403.07       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2055-07-01      | 6.0000%  | 0.0000% | $2780000.00        | $2867188.53        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2040-09-01      | 5.0000%  | 0.0000% | $15158336.00       | $15380311.31       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2040-09-01      | 5.5000%  | 0.0000% | $7142968.00        | $7333717.79        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2040-09-01      | 6.0000%  | 0.0000% | $2009296.00        | $2086337.10        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-09-01      | 5.0000%  | 0.0000% | $199530.00         | $157570.99         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-01-01      | 6.5000%  | 0.0000% | $1400000.00        | $854875.90         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-02-01      | 4.0000%  | 0.0000% | $172000.00         | $143532.39         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-07-01      | 5.0000%  | 0.0000% | $1651154.00        | $1620174.20        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-08-01      | 7.0000%  | 0.0000% | $1471146.00        | $1387190.90        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2040-02-01      | 4.0000%  | 0.0000% | $1535778.00        | $1472994.70        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2048-04-01      | 6.0000%  | 0.0000% | $3106576.00        | $46720.98          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-05-01      | 6.5000%  | 0.0000% | $6295600.00        | $3192914.95        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2038-05-01      | 3.0000%  | 0.0000% | $40853.00          | $32616.97          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-10-01      | 4.0000%  | 0.0000% | $1017382.00        | $637694.44         | Agency Mortgage-Backed Securities |

### Security 166: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 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: 930PNJ004, C.3 - LEI: N/A, C.5 - Other ID: 930PNJ004_4.14_1029
- **C.18 - Value (incl. sponsor support):** $365000000.00
- **C.18.a - Value (excl. sponsor support):** $365000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-12-31      | 0.6250%  | 0.0000% | $2829800.00        | $2653066.26        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-15      | 3.3750%  | 0.0000% | $81561000.00       | $81137085.15       | U.S. Treasuries (including strips) |
| STRIPS          | 2027-05-15      | NA       | 0.0000% | $170767820.02      | $160921347.52      | U.S. Treasuries (including strips) |
| STRIPS          | 2028-02-15      | NA       | 0.0000% | $139148697.60      | $127588502.10      | U.S. Treasuries (including strips) |

### Security 167: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930PNJ004, C.3 - LEI: N/A, C.5 - Other ID: 930PNJ004_4.20_1001
- **C.18 - Value (incl. sponsor support):** $3698000000.00
- **C.18.a - Value (excl. sponsor support):** $3698000000.00
- **C.19 - Percentage of Net Assets:** 1.8800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIP PRINC     | 2027-05-15      | NA       | 0.0000% | $700.00            | $659.82            | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2026-11-15      | NA       | 0.0000% | $4000.00           | $3850.03           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-07-15      | 0.1250%  | 0.0000% | $147809600.00      | $198488620.09      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-07-15      | 0.1250%  | 0.0000% | $613339100.00      | $823632778.99      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-15      | 0.6250%  | 0.0000% | $731880000.00      | $638318473.47      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 0.5000%  | 0.0000% | $176783200.00      | $168169026.14      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-15      | 0.6250%  | 0.0000% | $44095500.00       | $38077268.99       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $87.58             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 1.0000%  | 0.0000% | $34118400.00       | $31784108.09       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 3.6250%  | 0.0000% | $400.00            | $399.44            | U.S. Treasuries (including strips) |
| STRIPS          | 2028-05-15      | NA       | 0.0000% | $140928256.00      | $128009362.77      | U.S. Treasuries (including strips) |
| STRIPS          | 2028-11-15      | NA       | 0.0000% | $64631029.76       | $57598074.99       | U.S. Treasuries (including strips) |
| STRIPS          | 2029-08-15      | NA       | 0.0000% | $204.80            | $177.20            | U.S. Treasuries (including strips) |
| STRIPS          | 2030-02-15      | NA       | 0.0000% | $315328852.94      | $267170253.87      | U.S. Treasuries (including strips) |
| STRIPS          | 2047-02-15      | NA       | 0.0000% | $204.80            | $71.40             | U.S. Treasuries (including strips) |
| STRIPS          | 2055-05-15      | NA       | 0.0000% | $370.00            | $90.53             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 1.8750%  | 0.0000% | $381456000.00      | $360532324.75      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-05-15      | 1.2500%  | 0.0000% | $800.00            | $396.99            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $531449600.00      | $539684367.44      | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2030-08-15      | NA       | 0.0000% | $486200.00         | $405647.36         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-07-15      | 0.3750%  | 0.0000% | $396342400.00      | $520083961.50      | U.S. Treasuries (including strips) |

### Security 168: Wells Fargo Bank Tri Party Repo

- **C.1 - Title:** Wells Fargo Bank Tri Party Repo 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930REQ004, C.3 - LEI: N/A, C.5 - Other ID: 930REQ004_4.20_1001
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2044-05-15      | 4.6250%  | 0.0000% | $92531300.00       | $93655069.51       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $810400.00         | $755505.53         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-05-15      | 3.0000%  | 0.0000% | $4964600.00        | $3925042.55        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-02-15      | 3.0000%  | 0.0000% | $41372800.00       | $31221321.56       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-11-15      | 1.3750%  | 0.0000% | $31064200.00       | $20449570.63       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-11-15      | 2.0000%  | 0.0000% | $28464900.00       | $20232423.95       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-08-15      | 4.1250%  | 0.0000% | $37028200.00       | $33784909.22       | U.S. Treasuries (including strips) |

### Security 169: Wells Fargo Bank Tri Party Repo

- **C.1 - Title:** Wells Fargo Bank Tri Party Repo 4.209900%
- **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: 930RFC004, C.3 - LEI: N/A, C.5 - Other ID: 930RFC004_4.21_1001
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac      | 2052-08-01      | 4.5000%  | 0.0000% | $438800.00         | $322384.81         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2036-06-01      | 2.0000%  | 0.0000% | $35000.00          | $20528.13          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2036-12-01      | 2.0000%  | 0.0000% | $2000000.00        | $1202119.92        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-07-01      | 2.5000%  | 0.0000% | $1000000.00        | $491957.15         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-05-01      | 2.5000%  | 0.0000% | $2855000.00        | $1743166.19        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-02-01      | 2.0000%  | 0.0000% | $500000.00         | $278467.21         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-06-01      | 5.5000%  | 0.0000% | $100000.00         | $98431.36          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2036-02-01      | 1.5000%  | 0.0000% | $124055890.00      | $61455383.60       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-11-01      | 6.5000%  | 0.0000% | $40000.00          | $31627.17          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-11-01      | 2.5000%  | 0.0000% | $2685999.00        | $1929369.83        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-03-01      | 2.0000%  | 0.0000% | $1070870.00        | $809882.00         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-05-01      | 4.5000%  | 0.0000% | $100000.00         | $74442.16          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-05-01      | 3.5000%  | 0.0000% | $39000.00          | $29057.48          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-08-01      | 4.5000%  | 0.0000% | $1480000.00        | $1270832.28        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2039-08-01      | 6.0000%  | 0.0000% | $1047742.00        | $786450.89         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-04-01      | 5.5000%  | 0.0000% | $1787202.00        | $1795685.83        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2039-11-01      | 6.0000%  | 0.0000% | $2048011.00        | $1622921.04        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2039-12-01      | 3.5000%  | 0.0000% | $2809238.00        | $2576928.12        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2039-11-01      | 3.5000%  | 0.0000% | $1343762.00        | $1257718.75        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-01-01      | 6.0000%  | 0.0000% | $1075469.00        | $1087132.08        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-01-01      | 5.0000%  | 0.0000% | $3277726.00        | $3032740.82        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-07-01      | 5.0000%  | 0.0000% | $1849865.00        | $1868747.24        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-07-01      | 6.0000%  | 0.0000% | $1476051.00        | $1519923.41        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-09-01      | 5.0000%  | 0.0000% | $1060247.00        | $1077971.97        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-04-01      | 6.5000%  | 0.0000% | $186418.00         | $173805.48         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2035-09-01      | 4.5000%  | 0.0000% | $2017784.00        | $18646.45          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2035-08-01      | 4.5000%  | 0.0000% | $3018936.00        | $39083.24          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2035-06-01      | 5.5000%  | 0.0000% | $4020000.00        | $30256.39          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2035-10-01      | 4.5000%  | 0.0000% | $3013350.00        | $21301.76          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2035-08-01      | 4.5000%  | 0.0000% | $23200000.00       | $281940.69         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2036-07-01      | 6.5000%  | 0.0000% | $1253654.00        | $29644.44          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2032-04-01      | 7.5000%  | 0.0000% | $325000.00         | $1727.74           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2033-08-01      | 3.5000%  | 0.0000% | $2082276.00        | $322585.29         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2049-05-01      | 4.5000%  | 0.0000% | $150000.00         | $19569.25          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2038-08-01      | 5.0000%  | 0.0000% | $1881362.00        | $1631877.47        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-08-01      | 4.5000%  | 0.0000% | $1027451.00        | $761304.53         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-10-01      | 4.5000%  | 0.0000% | $10511660.00       | $8075478.95        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-06-01      | 3.5000%  | 0.0000% | $604975.00         | $553137.78         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-06-01      | 5.0000%  | 0.0000% | $1152594.00        | $1156792.95        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-08-01      | 5.5000%  | 0.0000% | $8460000.00        | $8548014.31        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-08-01      | 5.5000%  | 0.0000% | $1329220.00        | $1348877.24        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-09-01      | 6.0000%  | 0.0000% | $6602906.00        | $6804105.35        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-07-01      | 5.0000%  | 0.0000% | $2101813.00        | $1987136.15        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-10-01      | 6.5000%  | 0.0000% | $67105533.00       | $55617797.20       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-06-01      | 6.5000%  | 0.0000% | $4156795.00        | $3311721.95        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-10-01      | 5.5000%  | 0.0000% | $2735000.00        | $2579254.27        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-11-01      | 6.0000%  | 0.0000% | $27214745.00       | $27043748.81       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-11-01      | 6.0000%  | 0.0000% | $190000.00         | $178999.63         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2048-08-01      | 3.5000%  | 0.0000% | $2015226.00        | $155910.14         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2048-03-01      | 3.5000%  | 0.0000% | $88000.00          | $10403.42          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2033-05-01      | 3.5000%  | 0.0000% | $2000000.00        | $193656.53         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2041-09-01      | 5.5000%  | 0.0000% | $9000.00           | $2317.53           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-12-01      | 5.5000%  | 0.0000% | $100000.00         | $99214.50          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-12-01      | 5.5000%  | 0.0000% | $5682355.00        | $5393750.30        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-01-01      | 5.5000%  | 0.0000% | $47015.00          | $42183.90          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-03-01      | 6.0000%  | 0.0000% | $1192344.00        | $1238572.19        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-04-01      | 5.0000%  | 0.0000% | $1919299.00        | $1914716.18        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-05-01      | 6.5000%  | 0.0000% | $1558857.00        | $1630444.76        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-04-01      | 6.0000%  | 0.0000% | $1637021.00        | $1681213.83        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-05-01      | 6.5000%  | 0.0000% | $1133875.00        | $1027610.19        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-04-01      | 6.5000%  | 0.0000% | $1941966.00        | $1916021.86        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-05-01      | 6.5000%  | 0.0000% | $2791520.00        | $2765120.15        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-05-01      | 6.5000%  | 0.0000% | $2605286.00        | $2444546.98        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2035-03-01      | 2.5000%  | 0.0000% | $75000.00          | $14000.80          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2035-07-01      | 2.5000%  | 0.0000% | $5400000.00        | $1606959.33        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2036-09-01      | 2.0000%  | 0.0000% | $47194239.00       | $26213908.92       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2038-06-01      | 4.0000%  | 0.0000% | $185000.00         | $133049.37         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2039-06-01      | 5.0000%  | 0.0000% | $47000.00          | $35029.77          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2039-12-01      | 5.0000%  | 0.0000% | $265000.00         | $222989.00         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2039-06-01      | 3.5000%  | 0.0000% | $4241189.00        | $3335426.33        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-04-01      | 6.5000%  | 0.0000% | $5468585.00        | $5481014.04        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-07-01      | 6.5000%  | 0.0000% | $1393799.00        | $1371894.68        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-01-01      | 4.0000%  | 0.0000% | $1002694.00        | $866179.53         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-02-01      | 5.5000%  | 0.0000% | $1451117.00        | $1070543.57        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-05-01      | 5.5000%  | 0.0000% | $3177214.00        | $2628413.57        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-07-01      | 5.5000%  | 0.0000% | $100000.00         | $83517.98          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-07-01      | 4.0000%  | 0.0000% | $1103000.00        | $782730.43         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-01-01      | 6.0000%  | 0.0000% | $31665446.00       | $21175746.17       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-01-01      | 6.0000%  | 0.0000% | $2500000.00        | $2148356.93        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-07-01      | 6.0000%  | 0.0000% | $28780000.00       | $24283886.93       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-11-01      | 5.0000%  | 0.0000% | $47074787.00       | $43504221.72       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2049-12-01      | 3.0000%  | 0.0000% | $206000.00         | $36184.34          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-04-01      | 6.0000%  | 0.0000% | $119562047.00      | $119154313.61      | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-03-01      | 3.0000%  | 0.0000% | $7544606.00        | $5030609.62        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-10-01      | 4.5000%  | 0.0000% | $15000.00          | $13097.23          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-03-01      | 6.5000%  | 0.0000% | $31811.00          | $21586.95          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-11-01      | 4.0000%  | 0.0000% | $1000.00           | $911.97            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-10-01      | 6.0000%  | 0.0000% | $3789000.00        | $3352317.80        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-02-01      | 5.5000%  | 0.0000% | $20791900.00       | $19849530.82       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-07-01      | 2.5000%  | 0.0000% | $123000.00         | $92427.55          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-12-01      | 5.0000%  | 0.0000% | $145000.00         | $114433.58         | Agency Mortgage-Backed Securities |

### Security 170: Wells Fargo Bank Tri Party Repo

- **C.1 - Title:** Wells Fargo Bank Tri Party Repo 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: 930RFC004, C.3 - LEI: N/A, C.5 - Other ID: 930RFC004_4.26_1128
- **C.18 - Value (incl. sponsor support):** $360000000.00
- **C.18.a - Value (excl. sponsor support):** $360000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **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
- **Characteristics:** C.9 Eligible 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 Farm Credit Banks | 2027-06-25      | 4.2300%  | 0.0000% | $155331000.00      | $155422256.96      | Agency Mortgage-Backed Securities |
| Federal Farm Credit Banks | 2025-11-03      | 4.3200%  | 0.0000% | $58000.00          | $58426.86          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Banks | 2026-06-23      | 4.3750%  | 0.0000% | $7750000.00        | $7872071.76        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Banks | 2025-10-10      | 5.1250%  | 0.0000% | $560000.00         | $573670.38         | Agency Mortgage-Backed Securities |
| FARMER MAC                | 2027-01-06      | 4.9216%  | 0.0000% | $2700000.00        | $2754372.63        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK    | 2036-07-15      | 5.5000%  | 0.0000% | $3085000.00        | $3410801.71        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK    | 2028-06-09      | 5.0000%  | 0.0000% | $15000.00          | $15718.15          | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2032-07-15      | NA       | 0.0000% | $15076000.00       | $11405174.91       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2030-01-15      | NA       | 0.0000% | $5161000.00        | $4374664.88        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2030-11-15      | NA       | 0.0000% | $4919000.00        | $4031612.40        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2029-05-15      | 6.2500%  | 0.0000% | $8854000.00        | $9819772.19        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2030-01-15      | 7.1250%  | 0.0000% | $5000000.00        | $5739518.75        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2030-11-15      | 6.6250%  | 0.0000% | $9942000.00        | $11480770.56       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2030-08-05      | 0.8750%  | 0.0000% | $32000000.00       | $27975257.78       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2027-10-08      | 0.7500%  | 0.0000% | $6978000.00        | $6608398.60        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2026-06-18      | 4.2600%  | 0.0000% | $160000.00         | $160339.78         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2026-08-21      | 4.2950%  | 0.0000% | $2000000.00        | $2012238.89        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2026-09-11      | 4.3000%  | 0.0000% | $70000.00          | $70212.39          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2026-09-24      | 1.8750%  | 0.0000% | $515000.00         | $505817.29         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2026-11-20      | 4.3000%  | 0.0000% | $5000000.00        | $5029545.83        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2026-12-11      | 4.3000%  | 0.0000% | $3840000.00        | $3851536.00        | Agency Mortgage-Backed Securities |
| FNMA PRIN STRIP           | 2027-10-08      | NA       | 0.0000% | $97000.00          | $89764.77          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK    | 2027-03-12      | 3.0000%  | 0.0000% | $25000.00          | $24772.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK    | 2027-09-10      | 2.3750%  | 0.0000% | $70000.00          | $68345.86          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK    | 2029-06-08      | 2.7500%  | 0.0000% | $40000.00          | $39015.82          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK    | 2034-06-09      | 2.8750%  | 0.0000% | $15000.00          | $13556.02          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK    | 2031-12-12      | 1.6250%  | 0.0000% | $50000.00          | $43689.75          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK    | 2032-09-10      | 4.8750%  | 0.0000% | $36000000.00       | $37919640.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK    | 2027-03-12      | 4.5000%  | 0.0000% | $65000.00          | $65905.45          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK    | 2028-06-30      | 4.0000%  | 0.0000% | $55000.00          | $56056.99          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK    | 2026-03-13      | 4.9460%  | 0.0000% | $10000.00          | $10067.16          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK    | 2027-07-26      | 4.7150%  | 0.0000% | $10000.00          | $10185.84          | Agency Mortgage-Backed Securities |
| RESOLUTION FUNDING STRIP  | 2028-07-15      | NA       | 0.0000% | $48052000.00       | $43335215.68       | Agency Mortgage-Backed Securities |
| RESOLUTION FUNDING STRIP  | 2027-10-15      | NA       | 0.0000% | $435000.00         | $401296.20         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK    | 2026-03-13      | 4.8750%  | 0.0000% | $55000.00          | $55363.33          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK    | 2026-10-09      | 4.0000%  | 0.0000% | $3000000.00        | $3065802.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK    | 2027-03-10      | 4.0000%  | 0.0000% | $500000.00         | $503116.11         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK    | 2028-03-03      | 4.0000%  | 0.0000% | $105000.00         | $105798.00         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2037-07-15      | 5.6250%  | 0.0000% | $7744000.00        | $8636486.32        | Agency Mortgage-Backed Securities |
| FARMER MAC                | 2027-11-22      | 4.0500%  | 0.0000% | $12000000.00       | $12234360.00       | Agency Mortgage-Backed Securities |

### Security 171: Wells Fargo Bank Tri Party Repo

- **C.1 - Title:** Wells Fargo Bank Tri Party Repo 4.300000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930RFC004, C.3 - LEI: N/A, C.5 - Other ID: 930RFC004_4.30_1030
- **C.18 - Value (incl. sponsor support):** $360000000.00
- **C.18.a - Value (excl. sponsor support):** $360000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **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
- **Characteristics:** C.9 Eligible 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL | 2038-03-01      | 5.0000%  | 0.0000% | $733469.00         | $490678.25         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-08-01      | 5.0000%  | 0.0000% | $2309346.00        | $1977150.25        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-02-01      | 4.5000%  | 0.0000% | $560548.00         | $356047.62         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2041-05-01      | 4.5000%  | 0.0000% | $2450000.00        | $71045.80          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2041-09-01      | 4.5000%  | 0.0000% | $659250.00         | $47040.03          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-07-01      | 5.5000%  | 0.0000% | $2357442.00        | $2159937.07        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-11-01      | 5.5000%  | 0.0000% | $150133.00         | $131742.69         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2046-06-01      | 3.5000%  | 0.0000% | $4249148.00        | $927455.89         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-06-01      | 4.0000%  | 0.0000% | $3659696.00        | $915186.37         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-09-01      | 5.0000%  | 0.0000% | $1021655.00        | $1021469.85        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-09-01      | 7.0000%  | 0.0000% | $150000.00         | $907.28            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2039-08-01      | 4.5000%  | 0.0000% | $205000.00         | $9480.94           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2043-03-01      | 3.0000%  | 0.0000% | $227000.00         | $46199.74          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-10-01      | 4.0000%  | 0.0000% | $52000.00          | $3912.45           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-04-01      | 3.5000%  | 0.0000% | $17437338.00       | $2255194.67        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-05-01      | 4.0000%  | 0.0000% | $25838.00          | $2991.19           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2031-10-01      | 1.5000%  | 0.0000% | $36784655.00       | $16537194.09       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-03-01      | 4.0000%  | 0.0000% | $10000.00          | $681.08            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2039-04-01      | 5.0000%  | 0.0000% | $3218077.00        | $2426125.43        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-05-01      | 5.5000%  | 0.0000% | $91932695.00       | $85390776.63       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2042-06-01      | 4.0000%  | 0.0000% | $602000.00         | $77902.22          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2045-04-01      | 3.0000%  | 0.0000% | $28000.00          | $3804.57           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2052-07-01      | 4.5000%  | 0.0000% | $6458212.00        | $5707136.95        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-09-01      | 3.5000%  | 0.0000% | $10000.00          | $8719.88           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-03-01      | 4.5000%  | 0.0000% | $348000.00         | $327889.18         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-04-01      | 5.0000%  | 0.0000% | $27012464.00       | $26450207.15       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2052-11-01      | 4.5000%  | 0.0000% | $16490604.00       | $16189892.05       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2046-03-01      | 3.5000%  | 0.0000% | $82000.00          | $11068.90          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2033-04-01      | 5.5000%  | 0.0000% | $235000.00         | $32396.51          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-11-01      | 3.5000%  | 0.0000% | $2000.00           | $629.00            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-05-01      | 5.5000%  | 0.0000% | $320000.00         | $74796.85          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-12-01      | 2.0000%  | 0.0000% | $240000.00         | $113712.26         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-08-01      | 3.0000%  | 0.0000% | $1950000.00        | $918949.06         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-12-01      | 2.5000%  | 0.0000% | $100000.00         | $51083.56          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-03-01      | 2.0000%  | 0.0000% | $200000.00         | $102902.23         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-12-01      | 2.5000%  | 0.0000% | $299000.00         | $104654.61         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2047-05-01      | 4.5000%  | 0.0000% | $3979942.00        | $1586586.43        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-02-01      | 2.5000%  | 0.0000% | $100000.00         | $52493.49          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-06-01      | 3.5000%  | 0.0000% | $26000.00          | $8509.22           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-02-01      | 2.5000%  | 0.0000% | $894746.00         | $565264.32         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-03-01      | 4.0000%  | 0.0000% | $984000.00         | $328249.06         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2036-08-01      | 2.0000%  | 0.0000% | $50000.00          | $26873.05          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-07-01      | 2.5000%  | 0.0000% | $2742899.00        | $1836771.58        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2047-02-01      | 3.5000%  | 0.0000% | $16000.00          | $3776.11           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-01-01      | 3.5000%  | 0.0000% | $1747351.00        | $1501184.83        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-04-01      | 6.5000%  | 0.0000% | $746941.00         | $519375.77         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-03-01      | 2.5000%  | 0.0000% | $196000.00         | $131335.60         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2042-02-01      | 2.0000%  | 0.0000% | $29516047.00       | $18903312.05       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-06-01      | 3.5000%  | 0.0000% | $3152598.00        | $2984701.02        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-11-01      | 4.5000%  | 0.0000% | $41997.00          | $1474.05           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-08-01      | 5.0000%  | 0.0000% | $1419374.00        | $1418366.96        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-08-01      | 5.5000%  | 0.0000% | $6988860.00        | $6751124.20        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-04-01      | 2.5000%  | 0.0000% | $923877.00         | $630111.36         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2036-03-01      | 2.0000%  | 0.0000% | $1000000.00        | $540637.97         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2042-02-01      | 2.0000%  | 0.0000% | $6014524.00        | $4069282.45        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-03-01      | 2.5000%  | 0.0000% | $128000.00         | $70547.59          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-12-01      | 3.0000%  | 0.0000% | $980000.00         | $605608.64         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $66305.88          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-04-01      | 2.5000%  | 0.0000% | $953987.00         | $671955.53         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1220.40           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-01-01      | 5.5000%  | 0.0000% | $900000.00         | $715716.06         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-11-01      | 6.0000%  | 0.0000% | $100000.00         | $82899.68          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-12-01      | 5.5000%  | 0.0000% | $1123521.00        | $903591.71         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-03-01      | 6.0000%  | 0.0000% | $1537080.00        | $1305049.65        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-07-01      | 4.5000%  | 0.0000% | $2214684.00        | $1762902.66        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-02-01      | 6.0000%  | 0.0000% | $2002992.00        | $1695164.79        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-04-01      | 5.5000%  | 0.0000% | $1033870.00        | $1053216.39        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-04-01      | 6.0000%  | 0.0000% | $8144741.00        | $8075343.05        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-04-01      | 6.5000%  | 0.0000% | $44304134.00       | $40480676.06       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-04-01      | 5.5000%  | 0.0000% | $10998786.00       | $11008913.73       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-05-01      | 6.0000%  | 0.0000% | $128666.00         | $133897.85         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-05-01      | 6.5000%  | 0.0000% | $1211447.00        | $1278862.58        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-06-01      | 6.0000%  | 0.0000% | $1443176.00        | $1474186.44        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-07-01      | 6.0000%  | 0.0000% | $1601782.00        | $1607996.68        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-07-01      | 3.5000%  | 0.0000% | $293000.00         | $34376.50          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2036-04-01      | 2.5000%  | 0.0000% | $780057.00         | $461548.89         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-10-01      | 2.5000%  | 0.0000% | $239910.00         | $160794.06         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-08-01      | 3.5000%  | 0.0000% | $416826.00         | $345719.40         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-07-01      | 2.5000%  | 0.0000% | $121000.00         | $90864.87          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-12-01      | 6.0000%  | 0.0000% | $125000.00         | $1335.01           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-10-01      | 4.5000%  | 0.0000% | $82419822.00       | $69167609.26       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-02-01      | 6.0000%  | 0.0000% | $24689629.00       | $19805710.53       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2027-02-01      | 5.5000%  | 0.0000% | $3149000.00        | $5362.11           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2028-12-01      | 5.5000%  | 0.0000% | $639477.00         | $1692.14           | Agency Mortgage-Backed Securities |

### Security 172: MUFG Securities Repo

- **C.1 - Title:** MUFG Securities Repo 4.220000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 931NXA006, C.3 - LEI: N/A, C.5 - Other ID: 931NXA006_4.22_1001
- **C.18 - Value (incl. sponsor support):** $2940000000.00
- **C.18.a - Value (excl. sponsor support):** $2940000000.00
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2025-11-06      | NA       | 0.0000% | $99999900.00       | $99586990.71       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-01-15      | NA       | 0.0000% | $39999900.00       | $39491040.07       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-11-18      | NA       | 0.0000% | $139999900.00      | $139238154.66      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-02-15      | 3.0000%  | 0.0000% | $795800.00         | $612517.31         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-08-15      | 3.0000%  | 0.0000% | $940900.00         | $713613.84         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-02-15      | 1.8750%  | 0.0000% | $149999900.00      | $106054616.80      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 2.3750%  | 0.0000% | $124999900.00      | $93281175.38       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-05-15      | 2.8750%  | 0.0000% | $61096800.00       | $44467014.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-02-15      | 3.6250%  | 0.0000% | $749900.00         | $626283.67         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 4.3750%  | 0.0000% | $119999900.00      | $116756152.70      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-02-15      | 4.2500%  | 0.0000% | $149321900.00      | $139312666.39      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-05-15      | 4.6250%  | 0.0000% | $29999900.00       | $30135837.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 4.1250%  | 0.0000% | $14990900.00       | $14030545.47       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $299900.00         | $303133.30         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-02-15      | 4.6250%  | 0.0000% | $839900.00         | $834256.92         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 4.7500%  | 0.0000% | $991900.00         | $1006778.50        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $13824900.00       | $14179163.06       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-08-15      | 4.7500%  | 0.0000% | $23646900.00       | $23979434.53       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 2.2500%  | 0.0000% | $19639900.00       | $19262445.67       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-15      | 0.6250%  | 0.0000% | $29781800.00       | $25982293.80       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 1.1250%  | 0.0000% | $84562900.00       | $79832224.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-15      | 1.8750%  | 0.0000% | $234881000.00      | $209227590.78      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 3.2500%  | 0.0000% | $107612900.00      | $106940319.38      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.2500%  | 0.0000% | $19999900.00       | $20035056.07       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 3.8750%  | 0.0000% | $23599900.00       | $24072512.58       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-01-15      | 3.8750%  | 0.0000% | $24999900.00       | $25192834.01       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-02-15      | 3.5000%  | 0.0000% | $24999900.00       | $24421777.31       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $99999900.00       | $100587874.96      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-15      | 4.3750%  | 0.0000% | $149999900.00      | $153113755.51      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $25099900.00       | $25425414.33       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 4.0000%  | 0.0000% | $21199900.00       | $21578963.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-02-15      | 4.0000%  | 0.0000% | $64999900.00       | $65274118.33       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-03-31      | 4.1250%  | 0.0000% | $24999900.00       | $25431538.90       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-31      | 4.5000%  | 0.0000% | $14999900.00       | $15045016.89       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $125267900.00      | $130738584.07      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-09-30      | 3.6250%  | 0.0000% | $144442900.00      | $142919478.79      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $156999900.00      | $161587240.83      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-02-15      | 4.6250%  | 0.0000% | $255000900.00      | $266993911.08      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 3.8750%  | 0.0000% | $24999900.00       | $25079001.25       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-15      | 3.7500%  | 0.0000% | $29699900.00       | $30310900.89       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-05-15      | 4.2500%  | 0.0000% | $90394900.00       | $92838387.14       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $225464900.00      | $231324638.81      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.8750%  | 0.0000% | $41904900.00       | $42605497.55       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 3.6250%  | 0.0000% | $54621900.00       | $54890742.16       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $15553900.00       | $15584406.27       | U.S. Treasuries (including strips) |

### Security 173: Prudential Legacy Insurance Company of New Jersey Repo

- **C.1 - Title:** Prudential Legacy Insurance Company of New Jersey Repo 4.220000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 932HJC000, C.3 - LEI: 5493005NCNV4ZW27HH91, C.5 - Other ID: 932HJC000_4.22_1001
- **C.18 - Value (incl. sponsor support):** $173728750.00
- **C.18.a - Value (excl. sponsor support):** $173728750.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2053-11-15      | 4.7500%  | 0.0000% | $50000000.00       | $51187500.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-05-15      | 4.6250%  | 0.0000% | $24000000.00       | $24090000.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-11-15      | 4.5000%  | 0.0000% | $25000000.00       | $24593750.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $25000000.00       | $25382812.50       | U.S. Treasuries (including strips) |
| STRIPS          | 2040-02-15      | NA       | 0.0000% | $20000000.00       | $10275360.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2042-02-15      | NA       | 0.0000% | $50000000.00       | $22922250.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2045-11-15      | NA       | 0.0000% | $50000000.00       | $18729950.00       | U.S. Treasuries (including strips) |

### Security 174: Fixed Income Clearing Corp. Tri Party Repo - JPM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - JPM 4.209900%
- **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: 932KXR004, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 932KXR004_4.21_1001
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp. Tri Party Repo - JPM

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac      | 2051-11-01      | 3.0000%  | 0.0000% | $592582.00         | $422301.79         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-03-01      | 3.5000%  | 0.0000% | $1022340.00        | $730334.78         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-05-01      | 4.0000%  | 0.0000% | $183000.00         | $132368.47         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2036-06-01      | 2.0000%  | 0.0000% | $145000.00         | $75855.34          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-10-01      | 2.0000%  | 0.0000% | $21871936.00       | $12071294.15       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2049-08-01      | 4.0000%  | 0.0000% | $3600000.00        | $495662.13         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-09-01      | 5.5000%  | 0.0000% | $2346000.00        | $2381315.34        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-10-01      | 5.5000%  | 0.0000% | $23323360.00       | $22816731.32       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-11-01      | 5.5000%  | 0.0000% | $1616060.00        | $1555874.69        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-11-01      | 5.5000%  | 0.0000% | $26218368.00       | $25637291.21       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2041-12-01      | 2.5000%  | 0.0000% | $200000.00         | $131716.93         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-07-01      | 6.0000%  | 0.0000% | $2000000.00        | $1801102.19        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-08-01      | 6.5000%  | 0.0000% | $4682600.00        | $4230184.15        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-08-01      | 6.5000%  | 0.0000% | $1601690.00        | $1322346.49        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-09-01      | 5.5000%  | 0.0000% | $102769.00         | $102953.67         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-09-01      | 7.5000%  | 0.0000% | $1137630.00        | $1004800.00        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-08-01      | 5.5000%  | 0.0000% | $1148200.00        | $946832.96         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-01-01      | 6.0000%  | 0.0000% | $44808.00          | $45260.21          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-04-01      | 4.5000%  | 0.0000% | $1800000.00        | $1568026.60        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-08-01      | 3.5000%  | 0.0000% | $5529248.00        | $3062129.28        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-02-01      | 4.5000%  | 0.0000% | $1212628.00        | $864768.66         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-09-01      | 2.5000%  | 0.0000% | $5510000.00        | $3240079.23        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-11-01      | 2.0000%  | 0.0000% | $1221282.00        | $907320.17         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-03-01      | 3.5000%  | 0.0000% | $597555.00         | $375504.71         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-04-01      | 3.5000%  | 0.0000% | $509833.00         | $343516.36         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-08-01      | 4.0000%  | 0.0000% | $14732512.00       | $9994953.85        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-01-01      | 5.0000%  | 0.0000% | $329930.00         | $259058.22         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-03-01      | 5.0000%  | 0.0000% | $25486.00          | $18373.16          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-04-01      | 4.5000%  | 0.0000% | $177930.00         | $166657.86         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-03-01      | 4.0000%  | 0.0000% | $3045224.00        | $2064437.38        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-04-01      | 7.0000%  | 0.0000% | $3204940.00        | $1675268.54        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-04-01      | 4.0000%  | 0.0000% | $69470.00          | $48943.31          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-12-01      | 3.5000%  | 0.0000% | $324021.00         | $261218.76         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-06-01      | 4.5000%  | 0.0000% | $47928.00          | $33007.99          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 6.5000%  | 0.0000% | $1013864.00        | $1039744.27        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-06-01      | 6.0000%  | 0.0000% | $1283286.00        | $564856.84         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-06-01      | 5.5000%  | 0.0000% | $70000.00          | $67880.12          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-06-01      | 5.5000%  | 0.0000% | $2457580.00        | $2356198.00        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-08-01      | 4.5000%  | 0.0000% | $3887484.00        | $3382572.32        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-08-01      | 5.5000%  | 0.0000% | $1180984.00        | $964411.25         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-08-01      | 5.5000%  | 0.0000% | $3278060.00        | $2470311.20        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-09-01      | 5.5000%  | 0.0000% | $2228724.00        | $1305865.34        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2030-12-01      | 5.4300%  | 0.0000% | $18951700.00       | $19955669.47       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-12-01      | 4.0000%  | 0.0000% | $1396216.00        | $76824.30          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-06-01      | 4.0000%  | 0.0000% | $475000.00         | $49167.28          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-07-01      | 4.5000%  | 0.0000% | $27000.00          | $5902.86           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2039-06-01      | 5.5000%  | 0.0000% | $862982.00         | $561744.05         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-02-01      | 6.0000%  | 0.0000% | $1236190.00        | $1229698.06        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-06-01      | 5.5000%  | 0.0000% | $2635412.00        | $2664635.75        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2028-08-01      | 4.8090%  | 0.0000% | $9144580.00        | $8810810.17        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2027-07-01      | 7.0000%  | 0.0000% | $5000000.00        | $9927.14           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-09-01      | 7.0000%  | 0.0000% | $2885000.00        | $11625.06          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2031-07-01      | 6.5000%  | 0.0000% | $4570000.00        | $36551.75          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-08-01      | 6.5000%  | 0.0000% | $3391824.00        | $3548966.00        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-07-01      | 6.0000%  | 0.0000% | $5770850.00        | $5926403.78        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-06-01      | 5.0000%  | 0.0000% | $69833.00          | $62247.01          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-07-01      | 7.0000%  | 0.0000% | $1051982.00        | $771441.99         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-08-01      | 4.5000%  | 0.0000% | $241000.00         | $205882.46         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2053-11-01      | 6.5000%  | 0.0000% | $1826100.00        | $1703670.67        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2044-01-01      | 7.0000%  | 0.0000% | $1423246.00        | $770347.54         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-08-01      | 3.5000%  | 0.0000% | $332371.00         | $22712.90          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-12-01      | 5.5000%  | 0.0000% | $400000.00         | $30173.82          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-11-01      | 6.0000%  | 0.0000% | $3000000.00        | $233108.21         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2044-02-01      | 3.0000%  | 0.0000% | $2351936.00        | $486955.77         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-08-01      | 3.5000%  | 0.0000% | $36000.00          | $6252.94           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-06-01      | 4.5000%  | 0.0000% | $253225.00         | $45714.80          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-11-01      | 4.0000%  | 0.0000% | $425000.00         | $48126.43          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2035-02-01      | 5.5000%  | 0.0000% | $3005892.00        | $53209.95          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2046-10-01      | 3.0000%  | 0.0000% | $4650072.00        | $1543685.67        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2048-05-01      | 4.0000%  | 0.0000% | $2157392.00        | $364008.35         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2032-03-01      | 3.5000%  | 0.0000% | $11200000.00       | $674966.99         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-01-01      | 5.5000%  | 0.0000% | $1337000.00        | $20066.92          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-02-01      | 5.5000%  | 0.0000% | $4000000.00        | $94273.26          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-12-01      | 5.5000%  | 0.0000% | $400000.00         | $15242.97          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-07-01      | 5.5000%  | 0.0000% | $32089728.00       | $276488.39         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-12-01      | 3.5000%  | 0.0000% | $200000.00         | $19431.12          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2033-01-01      | 2.5000%  | 0.0000% | $455339.00         | $62507.10          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2028-01-01      | 2.0000%  | 0.0000% | $3000000.00        | $119560.30         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-03-01      | 3.0000%  | 0.0000% | $67502.00          | $14267.46          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-04-01      | 3.0000%  | 0.0000% | $272561.00         | $55339.55          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-05-01      | 5.5000%  | 0.0000% | $583458.00         | $18780.89          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-12-01      | 5.0000%  | 0.0000% | $1500000.00        | $72602.72          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-12-01      | 3.5000%  | 0.0000% | $12000000.00       | $591323.18         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2031-11-01      | 4.0000%  | 0.0000% | $1956442.00        | $95483.71          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-08-01      | 3.5000%  | 0.0000% | $5914288.00        | $1005035.22        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2029-05-01      | 3.5000%  | 0.0000% | $190000.00         | $10718.46          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-01-01      | 3.0000%  | 0.0000% | $1500000.00        | $253703.51         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-10-01      | 3.5000%  | 0.0000% | $250000.00         | $30920.09          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-09-01      | 3.5000%  | 0.0000% | $497759.00         | $116594.51         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-12-01      | 3.0000%  | 0.0000% | $42000.00          | $5404.68           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-11-01      | 2.5000%  | 0.0000% | $436000.00         | $228906.12         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-12-01      | 2.0000%  | 0.0000% | $2973080.00        | $1744818.74        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-06-01      | 4.5000%  | 0.0000% | $440000.00         | $40267.28          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-07-01      | 4.5000%  | 0.0000% | $77000.00          | $8213.95           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2034-10-01      | 2.5000%  | 0.0000% | $149000.00         | $21816.02          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2034-11-01      | 2.0000%  | 0.0000% | $1934000.00        | $466397.68         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2039-09-01      | 5.0000%  | 0.0000% | $1126990.00        | $229726.81         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-01-01      | 3.0000%  | 0.0000% | $88647.00          | $14176.15          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-05-01      | 3.0000%  | 0.0000% | $44000.00          | $12034.26          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-06-01      | 3.0000%  | 0.0000% | $57000.00          | $15262.73          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-06-01      | 2.5000%  | 0.0000% | $56000.00          | $16162.31          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-08-01      | 2.5000%  | 0.0000% | $67000.00          | $22171.60          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-03-01      | 5.5000%  | 0.0000% | $10000.00          | $8876.52           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2044-03-01      | 7.0000%  | 0.0000% | $1057308.00        | $896059.61         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-04-01      | 6.5000%  | 0.0000% | $58000.00          | $42443.05          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 6.0000%  | 0.0000% | $212497408.00      | $198651980.50      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2027-04-01      | 3.0000%  | 0.0000% | $2000000.00        | $60753.75          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-06-01      | 4.0000%  | 0.0000% | $100000.00         | $13820.30          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-12-01      | 3.5000%  | 0.0000% | $1300000.00        | $120316.27         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-01-01      | 2.5000%  | 0.0000% | $167200.00         | $31493.60          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-12-01      | 3.0000%  | 0.0000% | $35633.00          | $5395.34           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2028-01-01      | 2.5000%  | 0.0000% | $1300000.00        | $49989.94          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-06-01      | 3.0000%  | 0.0000% | $75000.00          | $10407.65          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-04-01      | 3.0000%  | 0.0000% | $26053.00          | $6720.24           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-09-01      | 3.0000%  | 0.0000% | $9016320.00        | $1365109.94        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2028-11-01      | 3.5000%  | 0.0000% | $596000.00         | $21959.15          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2044-06-01      | 4.0000%  | 0.0000% | $8800000.00        | $1005009.03        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-08-01      | 3.5000%  | 0.0000% | $90000.00          | $11799.73          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2039-12-01      | 5.0000%  | 0.0000% | $331416.00         | $273768.63         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-12-01      | 5.0000%  | 0.0000% | $11919216.00       | $11196942.20       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-02-01      | 3.5000%  | 0.0000% | $49481.00          | $6819.62           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-12-01      | 3.5000%  | 0.0000% | $100000.00         | $24728.06          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-05-01      | 4.0000%  | 0.0000% | $1000000.00        | $149689.09         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-04-01      | 4.0000%  | 0.0000% | $31332.00          | $10256.15          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-09-01      | 4.5000%  | 0.0000% | $967195.00         | $309675.35         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2041-01-01      | 4.0000%  | 0.0000% | $185000.00         | $33177.50          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-04-01      | 3.0000%  | 0.0000% | $350000.00         | $90522.59          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-06-01      | 3.5000%  | 0.0000% | $1519000.00        | $440559.37         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-07-01      | 4.5000%  | 0.0000% | $456000.00         | $184995.56         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-02-01      | 3.0000%  | 0.0000% | $800000.00         | $245716.36         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2060-03-01      | 3.0000%  | 0.0000% | $300000.00         | $123150.48         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2044-12-01      | 3.0000%  | 0.0000% | $2927416.00        | $1209757.51        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2062-03-01      | 4.0000%  | 0.0000% | $54055424.00       | $41470980.40       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-03-01      | 3.5000%  | 0.0000% | $140000.00         | $24409.37          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-11-01      | 3.5000%  | 0.0000% | $194976.00         | $67829.29          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-05-01      | 4.0000%  | 0.0000% | $201530.00         | $43882.61          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-07-01      | 4.5000%  | 0.0000% | $95306.00          | $14222.89          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-01-01      | 3.5000%  | 0.0000% | $1688000.00        | $500388.60         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-12-01      | 3.5000%  | 0.0000% | $972627.00         | $161741.63         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-02-01      | 4.0000%  | 0.0000% | $637143.00         | $143860.29         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-04-01      | 4.0000%  | 0.0000% | $2310000.00        | $321104.03         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-07-01      | 4.0000%  | 0.0000% | $152426.00         | $9254.23           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-04-01      | 5.5000%  | 0.0000% | $1120904.00        | $280635.53         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-09-01      | 4.0000%  | 0.0000% | $226966.00         | $20609.52          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-02-01      | 3.5000%  | 0.0000% | $314000.00         | $32547.31          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2031-10-01      | 2.5000%  | 0.0000% | $775511.00         | $122583.95         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2031-07-01      | 2.5000%  | 0.0000% | $812379.00         | $115614.76         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-09-01      | 3.5000%  | 0.0000% | $50033792.00       | $13323613.97       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2031-10-01      | 2.5000%  | 0.0000% | $974434.00         | $152402.73         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2031-11-01      | 2.5000%  | 0.0000% | $536711.00         | $77243.74          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-02-01      | 3.5000%  | 0.0000% | $900000.00         | $136889.66         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2044-02-01      | 3.0000%  | 0.0000% | $78000.00          | $8263.57           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-03-01      | 2.5000%  | 0.0000% | $278143.00         | $44852.94          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-05-01      | 3.5000%  | 0.0000% | $89000.00          | $11368.51          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-05-01      | 4.5000%  | 0.0000% | $50034368.00       | $13556591.02       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-03-01      | 2.5000%  | 0.0000% | $57000.00          | $9691.32           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-03-01      | 3.0000%  | 0.0000% | $89926.00          | $15499.82          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2028-07-01      | 2.0000%  | 0.0000% | $703581.00         | $19014.93          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2033-06-01      | 3.5000%  | 0.0000% | $300000.00         | $12919.60          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2026-12-01      | 2.0000%  | 0.0000% | $617626.00         | $7608.77           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2030-05-01      | 2.5000%  | 0.0000% | $192102.00         | $13351.49          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2030-03-01      | 2.0000%  | 0.0000% | $25000.00          | $7920.48           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-07-01      | 3.0000%  | 0.0000% | $3407692.00        | $32416.99          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2030-07-01      | 2.5000%  | 0.0000% | $172000.00         | $18736.41          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-07-01      | 4.0000%  | 0.0000% | $2638964.00        | $477402.17         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-01-01      | 2.5000%  | 0.0000% | $52842.00          | $11455.82          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-04-01      | 6.5000%  | 0.0000% | $1057152.00        | $6119.32           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-04-01      | 5.0000%  | 0.0000% | $675000.00         | $6437.91           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-07-01      | 7.0000%  | 0.0000% | $2297860.00        | $1965389.37        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2038-05-01      | 4.5000%  | 0.0000% | $1018434.00        | $671040.01         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-09-01      | 5.0000%  | 0.0000% | $8644192.00        | $6874787.64        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-11-01      | 5.5000%  | 0.0000% | $1768780.00        | $1488195.14        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-11-01      | 5.0000%  | 0.0000% | $1072052.00        | $753864.30         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-12-01      | 6.0000%  | 0.0000% | $500000.00         | $286250.83         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-06-01      | 5.0000%  | 0.0000% | $2323576.00        | $2309796.15        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-07-01      | 6.5000%  | 0.0000% | $4224584.00        | $4398697.10        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-07-01      | 7.0000%  | 0.0000% | $1485166.00        | $1572131.20        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-08-01      | 5.5000%  | 0.0000% | $5005720.00        | $5043510.59        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-08-01      | 7.0000%  | 0.0000% | $12707856.00       | $13372429.17       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-08-01      | 6.0000%  | 0.0000% | $2459750.00        | $2537048.63        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-08-01      | 3.5000%  | 0.0000% | $5661328.00        | $4977867.90        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-01-01      | 3.5000%  | 0.0000% | $11772640.00       | $10535266.22       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-04-01      | 5.5000%  | 0.0000% | $22721952.00       | $22531363.19       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-04-01      | 7.0000%  | 0.0000% | $8289000.00        | $8732398.87        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-09-01      | 6.0000%  | 0.0000% | $36827968.00       | $38433016.77       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-09-01      | 6.0000%  | 0.0000% | $50840640.00       | $52836812.98       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-03-01      | 4.0000%  | 0.0000% | $550000.00         | $55198.20          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-07-01      | 3.0000%  | 0.0000% | $4115672.00        | $1300791.43        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-02-01      | 1.5000%  | 0.0000% | $2637808.00        | $1272175.69        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-10-01      | 2.5000%  | 0.0000% | $4920000.00        | $2373310.66        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-03-01      | 4.0000%  | 0.0000% | $27569792.00       | $5500968.94        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-12-01      | 1.5000%  | 0.0000% | $609253.00         | $293019.14         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-12-01      | 3.0000%  | 0.0000% | $641765.00         | $227126.65         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-06-01      | 3.5000%  | 0.0000% | $17000.00          | $5563.72           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2039-08-01      | 3.5000%  | 0.0000% | $300000.00         | $109722.45         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-02-01      | 2.5000%  | 0.0000% | $1075000.00        | $670549.59         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-02-01      | 3.5000%  | 0.0000% | $22000.00          | $9684.07           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-08-01      | 2.5000%  | 0.0000% | $1435000.00        | $915989.58         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-09-01      | 3.0000%  | 0.0000% | $700000.00         | $408342.40         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2041-10-01      | 2.0000%  | 0.0000% | $500000.00         | $313221.41         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2041-10-01      | 2.0000%  | 0.0000% | $1000000.00        | $622033.65         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-01-01      | 3.0000%  | 0.0000% | $30000.00          | $21366.90          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $70335.13          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-01-01      | 3.0000%  | 0.0000% | $1000000.00        | $552860.72         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-03-01      | 2.5000%  | 0.0000% | $800000.00         | $525207.01         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-08-01      | 3.5000%  | 0.0000% | $36254.00          | $6904.05           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-09-01      | 4.0000%  | 0.0000% | $132929.00         | $39657.20          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2028-08-01      | 3.0000%  | 0.0000% | $1000000.00        | $43253.14          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-11-01      | 4.0000%  | 0.0000% | $50000.00          | $11914.00          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-02-01      | 3.5000%  | 0.0000% | $66000.00          | $8892.24           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-10-01      | 4.0000%  | 0.0000% | $575000.00         | $118365.61         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-10-01      | 4.0000%  | 0.0000% | $67113.00          | $6724.48           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-03-01      | 3.5000%  | 0.0000% | $4767550.00        | $48017.64          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-06-01      | 3.5000%  | 0.0000% | $6300416.00        | $1496373.72        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-10-01      | 3.0000%  | 0.0000% | $99000.00          | $16036.78          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-09-01      | 2.5000%  | 0.0000% | $300000.00         | $67572.97          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-11-01      | 3.5000%  | 0.0000% | $4695000.00        | $1245025.32        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-02-01      | 3.5000%  | 0.0000% | $26971.00          | $7042.46           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-02-01      | 4.0000%  | 0.0000% | $27801888.00       | $6273872.50        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2033-12-01      | 6.5000%  | 0.0000% | $1909000.00        | $26200.30          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-06-01      | 5.0000%  | 0.0000% | $1600000.00        | $15684.95          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2033-04-01      | 6.5000%  | 0.0000% | $9762160.00        | $58398.11          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-10-01      | 5.5000%  | 0.0000% | $6270880.00        | $186827.82         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-08-01      | 7.5000%  | 0.0000% | $1070772.00        | $33101.52          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-03-01      | 5.0000%  | 0.0000% | $1908736.00        | $932137.52         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-10-01      | 2.0000%  | 0.0000% | $1393376.00        | $690565.49         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-01-01      | 1.5000%  | 0.0000% | $12186064.00       | $5795920.27        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-05-01      | 3.0000%  | 0.0000% | $2769084.00        | $1266364.85        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-03-01      | 5.5000%  | 0.0000% | $28000.00          | $24098.11          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-04-01      | 5.5000%  | 0.0000% | $1534662.00        | $1343363.10        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2044-05-01      | 6.5000%  | 0.0000% | $5796128.00        | $3145654.03        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-01-01      | 2.5000%  | 0.0000% | $8000.00           | $5228.93           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-02-01      | 3.0000%  | 0.0000% | $524000.00         | $339743.04         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-04-01      | 2.5000%  | 0.0000% | $4996000.00        | $3111106.73        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 3.0000%  | 0.0000% | $415000.00         | $305269.03         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-04-01      | 3.0000%  | 0.0000% | $100000.00         | $66730.35          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-06-01      | 3.5000%  | 0.0000% | $1017000.00        | $596732.53         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 5.0000%  | 0.0000% | $800000.00         | $653353.64         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-07-01      | 4.0000%  | 0.0000% | $37142.00          | $21530.80          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-12-01      | 3.5000%  | 0.0000% | $20000.00          | $12884.65          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-02-01      | 4.0000%  | 0.0000% | $2852296.00        | $2296377.63        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-03-01      | 4.5000%  | 0.0000% | $1505200.00        | $1255984.10        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-03-01      | 5.0000%  | 0.0000% | $8000.00           | $5838.81           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-04-01      | 4.0000%  | 0.0000% | $18000.00          | $11954.10          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-06-01      | 5.0000%  | 0.0000% | $769000.00         | $649004.46         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-06-01      | 4.0000%  | 0.0000% | $113371.00         | $94640.12          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-08-01      | 5.0000%  | 0.0000% | $12000.00          | $10286.40          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-07-01      | 4.0000%  | 0.0000% | $546879.00         | $452225.61         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-11-01      | 5.5000%  | 0.0000% | $27000.00          | $17191.00          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-01-01      | 5.5000%  | 0.0000% | $501960192.00      | $478458758.99      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-05-01      | 6.5000%  | 0.0000% | $274500.00         | $268309.38         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-05-01      | 3.0000%  | 0.0000% | $2745972.00        | $2588599.62        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-04-01      | 5.5000%  | 0.0000% | $1195000.00        | $15838.33          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-12-01      | 6.5000%  | 0.0000% | $496000.00         | $14230.74          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-04-01      | 6.0000%  | 0.0000% | $419927.00         | $15902.79          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2030-05-01      | 5.0000%  | 0.0000% | $986875.00         | $24961.43          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-12-01      | 3.5000%  | 0.0000% | $2000000.00        | $149725.54         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-11-01      | 5.5000%  | 0.0000% | $2140056.00        | $1689324.89        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-11-01      | 5.5000%  | 0.0000% | $2944208.00        | $2080288.81        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-01-01      | 6.5000%  | 0.0000% | $1014826.00        | $1052028.82        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-04-01      | 5.5000%  | 0.0000% | $28147.00          | $25072.30          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-03-01      | 5.5000%  | 0.0000% | $334079.00         | $232856.64         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-04-01      | 5.5000%  | 0.0000% | $2097476.00        | $1546901.72        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-03-01      | 4.5000%  | 0.0000% | $1349566.00        | $1053261.20        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-07-01      | 5.5000%  | 0.0000% | $681056.00         | $673060.52         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-04-01      | 6.5000%  | 0.0000% | $45576.00          | $32426.48          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2043-11-01      | 5.0000%  | 0.0000% | $11914020.00       | $2445411.15        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2038-11-01      | 5.5000%  | 0.0000% | $5255000.00        | $3896851.59        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-07-01      | 4.5000%  | 0.0000% | $16106144.00       | $15808937.06       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-08-01      | 6.0000%  | 0.0000% | $245456896.00      | $246986505.48      | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-07-01      | 5.5000%  | 0.0000% | $2386691.00        | $2430229.89        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-08-01      | 7.0000%  | 0.0000% | $1815752.00        | $1916095.96        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-08-01      | 6.0000%  | 0.0000% | $1060460.00        | $1095576.75        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-08-01      | 5.0000%  | 0.0000% | $1010330.00        | $1021150.58        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2041-10-01      | 2.2600%  | 0.0000% | $4710000.00        | $3415152.97        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 3.5000%  | 0.0000% | $100038.00         | $73674.85          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-11-01      | 3.5000%  | 0.0000% | $965000.00         | $798678.29         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-12-01      | 4.5000%  | 0.0000% | $3533884.00        | $3293668.34        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-12-01      | 3.0000%  | 0.0000% | $1035342.00        | $763924.15         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 3.0000%  | 0.0000% | $4458120.00        | $3292262.94        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-01-01      | 3.5000%  | 0.0000% | $6651730.00        | $3252681.31        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-06-01      | 6.0000%  | 0.0000% | $95760128.00       | $97190365.08       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 4.5000%  | 0.0000% | $367305.00         | $269134.31         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-02-01      | 1.5000%  | 0.0000% | $1000000.00        | $455524.84         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-12-01      | 6.0000%  | 0.0000% | $4281980.00        | $4356823.95        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-12-01      | 5.0000%  | 0.0000% | $10000000.00       | $9823935.43        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-12-01      | 5.5000%  | 0.0000% | $27780.00          | $27922.48          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-01-01      | 5.5000%  | 0.0000% | $815164.00         | $817152.93         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-02-01      | 5.5000%  | 0.0000% | $6047416.00        | $6092339.52        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-02-01      | 5.0000%  | 0.0000% | $11457360.00       | $11330904.41       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-04-01      | 5.0000%  | 0.0000% | $3843380.00        | $3821058.55        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-03-01      | 6.5000%  | 0.0000% | $3770720.00        | $3793196.14        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-06-01      | 6.5000%  | 0.0000% | $5063264.00        | $5268641.09        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $73498.83          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-03-01      | 3.5000%  | 0.0000% | $5618000.00        | $3762293.05        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-01-01      | 3.5000%  | 0.0000% | $300000.00         | $198917.64         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-04-01      | 2.5000%  | 0.0000% | $2485000.00        | $1714232.48        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 3.5000%  | 0.0000% | $1900000.00        | $1345834.46        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 3.5000%  | 0.0000% | $300000.00         | $213882.42         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-08-01      | 4.5000%  | 0.0000% | $159750.00         | $108133.38         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 4.5000%  | 0.0000% | $2130000.00        | $1624123.48        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 4.0000%  | 0.0000% | $773000.00         | $555895.11         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 4.5000%  | 0.0000% | $295000.00         | $228827.90         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-02-01      | 3.0000%  | 0.0000% | $740000.00         | $513975.67         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 5.0000%  | 0.0000% | $63832.00          | $47940.71          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-08-01      | 5.0000%  | 0.0000% | $150000.00         | $114793.20         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 3.5000%  | 0.0000% | $2150000.00        | $1522315.28        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 5.0000%  | 0.0000% | $70000.00          | $49950.97          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-11-01      | 6.5000%  | 0.0000% | $72188.00          | $53197.04          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-11-01      | 3.5000%  | 0.0000% | $1605112.00        | $1213992.32        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 3.5000%  | 0.0000% | $442000.00         | $325365.87         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-11-01      | 4.5000%  | 0.0000% | $236000.00         | $140995.64         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 2.5000%  | 0.0000% | $1514238.00        | $1091358.47        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-09-01      | 5.5000%  | 0.0000% | $3605536.00        | $3381809.89        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-09-01      | 5.5000%  | 0.0000% | $5103090.00        | $4454299.44        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-11-01      | 5.5000%  | 0.0000% | $3021196.00        | $2584307.48        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-10-01      | 4.5000%  | 0.0000% | $1091550.00        | $1051889.21        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-10-01      | 4.5000%  | 0.0000% | $4569888.00        | $4403327.14        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-10-01      | 5.5000%  | 0.0000% | $3228388.00        | $3234115.65        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-11-01      | 5.5000%  | 0.0000% | $2263596.00        | $2296029.13        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-01-01      | 5.5000%  | 0.0000% | $251239.00         | $238539.53         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-12-01      | 5.0000%  | 0.0000% | $5039544.00        | $4759781.33        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-12-01      | 5.0000%  | 0.0000% | $8501008.00        | $8214635.43        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-01-01      | 6.0000%  | 0.0000% | $14885264.00       | $14312886.70       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-01-01      | 5.0000%  | 0.0000% | $3045488.00        | $3035032.61        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-01-01      | 5.0000%  | 0.0000% | $800000.00         | $658247.56         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 6.0000%  | 0.0000% | $2014080.00        | $2073388.29        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 5.5000%  | 0.0000% | $8493856.00        | $8577106.76        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-03-01      | 5.0000%  | 0.0000% | $3394676.00        | $3392996.67        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2036-11-01      | 2.5000%  | 0.0000% | $185000.00         | $96138.11          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2037-04-01      | 2.5000%  | 0.0000% | $182649.00         | $110485.24         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2037-11-01      | 4.5000%  | 0.0000% | $116848.00         | $69359.48          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2039-01-01      | 5.0000%  | 0.0000% | $25949.00          | $18857.02          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-10-01      | 2.5000%  | 0.0000% | $1093000.00        | $525583.38         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-07-01      | 4.0000%  | 0.0000% | $198627.00         | $115950.14         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-02-01      | 4.0000%  | 0.0000% | $1575184.00        | $1517688.93        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 7.5000%  | 0.0000% | $30714.00          | $32924.78          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-01-01      | 3.5000%  | 0.0000% | $2597804.00        | $1388323.11        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 4.5000%  | 0.0000% | $500000.00         | $383906.55         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-03-01      | 3.5000%  | 0.0000% | $177933.00         | $141172.03         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-08-01      | 4.0000%  | 0.0000% | $1197574.00        | $905804.11         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-09-01      | 6.0000%  | 0.0000% | $1924058.00        | $2000793.92        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-09-01      | 5.5000%  | 0.0000% | $1862446.00        | $1916752.24        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-08-01      | 5.0000%  | 0.0000% | $2059144.00        | $2090959.38        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-08-01      | 4.0000%  | 0.0000% | $130873.00         | $98948.32          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-08-01      | 5.0000%  | 0.0000% | $35000.00          | $26477.98          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-04-01      | 2.5000%  | 0.0000% | $6515000.00        | $4355831.96        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 3.0000%  | 0.0000% | $12438448.00       | $8878259.03        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 3.0000%  | 0.0000% | $600000.00         | $432088.26         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 4.0000%  | 0.0000% | $11417440.00       | $7566047.45        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 4.5000%  | 0.0000% | $2319160.00        | $1768421.43        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 4.0000%  | 0.0000% | $700000.00         | $493047.52         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 4.5000%  | 0.0000% | $36039.00          | $23185.33          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-04-01      | 3.0000%  | 0.0000% | $1105712.00        | $687371.02         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-03-01      | 3.0000%  | 0.0000% | $4450768.00        | $3043709.21        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-12-01      | 4.0000%  | 0.0000% | $11608064.00       | $9715111.68        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-08-01      | 5.0000%  | 0.0000% | $5980000.00        | $3927494.46        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 4.0000%  | 0.0000% | $1818216.00        | $1630464.83        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-02-01      | 6.5000%  | 0.0000% | $39400.00          | $30584.39          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-03-01      | 5.5000%  | 0.0000% | $3352060.00        | $3420276.68        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-04-01      | 6.5000%  | 0.0000% | $2632500.00        | $2738397.96        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-03-01      | 6.5000%  | 0.0000% | $3800116.00        | $3664976.01        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-05-01      | 5.5000%  | 0.0000% | $54273.00          | $54760.67          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 5.0000%  | 0.0000% | $4233552.00        | $4202836.11        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 5.5000%  | 0.0000% | $2126470.00        | $2174612.90        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 5.5000%  | 0.0000% | $7511376.00        | $7591611.72        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 7.5000%  | 0.0000% | $1035446.00        | $1110427.90        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 5.5000%  | 0.0000% | $2651352.00        | $2695400.27        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 4.5000%  | 0.0000% | $4622690.00        | $4489743.65        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-10-01      | 4.0000%  | 0.0000% | $3900960.00        | $303636.53         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-04-01      | 5.0000%  | 0.0000% | $400000.00         | $91283.15          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2034-04-01      | 4.0000%  | 0.0000% | $56000.00          | $11399.58          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2034-10-01      | 3.5000%  | 0.0000% | $5616792.00        | $1004984.21        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-08-01      | 3.0000%  | 0.0000% | $98000.00          | $23180.69          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-09-01      | 3.5000%  | 0.0000% | $550000.00         | $111023.80         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-11-01      | 3.5000%  | 0.0000% | $180000.00         | $10327.15          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-02-01      | 3.5000%  | 0.0000% | $1370386.00        | $699164.68         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-12-01      | 3.0000%  | 0.0000% | $55000.00          | $13287.78          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-04-01      | 3.0000%  | 0.0000% | $377000.00         | $91805.39          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-04-01      | 3.5000%  | 0.0000% | $500000.00         | $181277.57         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-04-01      | 2.5000%  | 0.0000% | $101000.00         | $35101.73          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-07-01      | 2.5000%  | 0.0000% | $65968.00          | $26616.83          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-07-01      | 3.0000%  | 0.0000% | $29000.00          | $7840.21           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-10-01      | 2.5000%  | 0.0000% | $450941.00         | $199309.01         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-10-01      | 2.5000%  | 0.0000% | $174200000.00      | $91387824.73       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-04-01      | 1.5000%  | 0.0000% | $7577000.00        | $4026482.55        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-05-01      | 2.5000%  | 0.0000% | $2907000.00        | $1838942.81        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-08-01      | 2.5000%  | 0.0000% | $6365000.00        | $4077827.06        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 3.0000%  | 0.0000% | $857395.00         | $623205.96         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-04-01      | 3.5000%  | 0.0000% | $800000.00         | $509536.88         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-08-01      | 5.0000%  | 0.0000% | $400000.00         | $311508.53         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 4.0000%  | 0.0000% | $481360.00         | $381829.17         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 2.5000%  | 0.0000% | $645612.00         | $477792.83         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 3.5000%  | 0.0000% | $280000.00         | $205969.68         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 3.5000%  | 0.0000% | $5208100.00        | $3932806.77        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 4.5000%  | 0.0000% | $1647294.00        | $1311415.64        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 3.0000%  | 0.0000% | $87750.00          | $64317.24          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-02-01      | 6.5000%  | 0.0000% | $10000000.00       | $7010860.71        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-01-01      | 4.5000%  | 0.0000% | $740000.00         | $561829.72         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-07-01      | 2.5000%  | 0.0000% | $2275000.00        | $1578897.35        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-10-01      | 3.0000%  | 0.0000% | $157619.00         | $108325.50         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-05-01      | 4.0000%  | 0.0000% | $1270000.00        | $739629.02         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-03-01      | 4.5000%  | 0.0000% | $444000.00         | $359564.68         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-09-01      | 3.5000%  | 0.0000% | $515000.00         | $378412.77         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-07-01      | 5.5000%  | 0.0000% | $200000.00         | $173362.63         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-02-01      | 4.5000%  | 0.0000% | $200000.00         | $158628.82         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 4.5000%  | 0.0000% | $682166.00         | $514424.22         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 6.5000%  | 0.0000% | $850000.00         | $580596.84         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-06-01      | 4.5000%  | 0.0000% | $1260000.00        | $1018895.43        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-06-01      | 5.0000%  | 0.0000% | $400000.00         | $293025.98         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-11-01      | 6.5000%  | 0.0000% | $1667630.00        | $1325885.41        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-02-01      | 4.0000%  | 0.0000% | $1625000.00        | $1304893.58        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-04-01      | 4.5000%  | 0.0000% | $944000.00         | $782429.63         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-02-01      | 6.5000%  | 0.0000% | $88000.00          | $71983.75          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-11-01      | 6.5000%  | 0.0000% | $34373.00          | $27078.77          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 4.5000%  | 0.0000% | $12797824.00       | $11299332.45       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-01-01      | 6.5000%  | 0.0000% | $137000.00         | $104684.67         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-06-01      | 5.5000%  | 0.0000% | $200000.00         | $184311.22         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-06-01      | 2.5000%  | 0.0000% | $1740000.00        | $1327216.44        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-04-01      | 6.5000%  | 0.0000% | $12000.00          | $10571.61          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-12-01      | 4.5000%  | 0.0000% | $99400.00          | $89276.93          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-07-01      | 6.5000%  | 0.0000% | $1632912.00        | $1438432.99        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-02-01      | 5.0000%  | 0.0000% | $1325050.00        | $940075.47         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-03-01      | 7.0000%  | 0.0000% | $9830000.00        | $71932.19          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-02-01      | 5.0000%  | 0.0000% | $150829.00         | $115369.77         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-03-01      | 6.0000%  | 0.0000% | $7823860.00        | $6902165.40        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2053-04-01      | 5.0000%  | 0.0000% | $28689920.00       | $26418700.24       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-05-01      | 5.0000%  | 0.0000% | $20132544.00       | $17036720.82       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-07-01      | 3.5000%  | 0.0000% | $12000.00          | $7758.70           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-11-01      | 5.0000%  | 0.0000% | $1000000.00        | $838264.71         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-09-01      | 3.0000%  | 0.0000% | $386354.00         | $236456.06         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 5.0000%  | 0.0000% | $1000000.00        | $779172.70         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-09-01      | 6.5000%  | 0.0000% | $33711.00          | $23947.51          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 5.0000%  | 0.0000% | $353150.00         | $303194.41         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-07-01      | 6.5000%  | 0.0000% | $1292900.00        | $1328259.18        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-08-01      | 6.5000%  | 0.0000% | $1401534.00        | $1420899.77        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-08-01      | 5.0000%  | 0.0000% | $2371940.00        | $2336157.22        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-10-01      | 5.0000%  | 0.0000% | $535000.00         | $440099.77         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-08-01      | 5.0000%  | 0.0000% | $1035000.00        | $814534.64         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-12-01      | 3.0000%  | 0.0000% | $500000.00         | $366146.20         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-05-01      | 5.5000%  | 0.0000% | $900000.00         | $743495.86         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-05-01      | 6.0000%  | 0.0000% | $1000000.00        | $938029.52         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-07-01      | 3.5000%  | 0.0000% | $48223.00          | $38421.42          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-03-01      | 4.5000%  | 0.0000% | $13348416.00       | $12415908.73       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2053-01-01      | 5.0000%  | 0.0000% | $2093608.00        | $1863795.83        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-10-01      | 5.5000%  | 0.0000% | $4124100.00        | $3947921.03        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-08-01      | 6.0000%  | 0.0000% | $3584070.00        | $3108604.59        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-04-01      | 3.5000%  | 0.0000% | $59000.00          | $11978.98          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-08-01      | 3.0000%  | 0.0000% | $13451000.00       | $9312081.65        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-06-01      | 6.5000%  | 0.0000% | $1868000.00        | $1628262.12        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-06-01      | 4.5000%  | 0.0000% | $5906490.00        | $4982333.38        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-02-01      | 5.5000%  | 0.0000% | $1265000.00        | $1101195.94        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-02-01      | 6.0000%  | 0.0000% | $21687200.00       | $16846802.21       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-06-01      | 5.0000%  | 0.0000% | $550000.00         | $508189.81         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-11-01      | 5.5000%  | 0.0000% | $605522.00         | $6446.71           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2027-03-01      | 7.0000%  | 0.0000% | $1791712.00        | $16991.88          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-09-01      | 6.5000%  | 0.0000% | $5658536.00        | $7394.00           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-03-01      | 6.0000%  | 0.0000% | $5002752.00        | $29259.77          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2028-07-01      | 5.0000%  | 0.0000% | $10088194.00       | $14134.26          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-09-01      | 4.5000%  | 0.0000% | $200000.00         | $38470.46          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2030-08-01      | 3.6100%  | 0.0000% | $2788000.00        | $2727829.54        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-11-01      | 5.0000%  | 0.0000% | $1000000.00        | $758097.82         | Agency Mortgage-Backed Securities |

### Security 175: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 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: 932KXR004, C.3 - LEI: N/A, C.5 - Other ID: 932KXR004_4.28_0116
- **C.18 - Value (incl. sponsor support):** $3250000000.00
- **C.18.a - Value (excl. sponsor support):** $3250000000.00
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                    | 2052-04-01      | 4.0000%  | 0.0000% | $9500000.00        | $6736136.91        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-03-01      | 2.5000%  | 0.0000% | $2106360.00        | $1430819.47        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-04-01      | 3.5000%  | 0.0000% | $8301056.00        | $5732559.38        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-05-01      | 3.5000%  | 0.0000% | $1850000.00        | $1296052.65        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-07-01      | 3.5000%  | 0.0000% | $2250000.00        | $1722202.85        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-01-01      | 2.5000%  | 0.0000% | $530910.00         | $207289.04         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-01-01      | 1.5000%  | 0.0000% | $3146960.00        | $1488422.84        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-07-01      | 5.5000%  | 0.0000% | $3752484.00        | $3727057.29        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-12-01      | 2.5000%  | 0.0000% | $1384000.00        | $1050833.65        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-11-01      | 3.5000%  | 0.0000% | $5000000.00        | $592010.44         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-06-01      | 3.0000%  | 0.0000% | $1800020.00        | $298306.68         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-07-01      | 2.5000%  | 0.0000% | $3505000.00        | $1276810.49        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-07-01      | 6.0000%  | 0.0000% | $2889000.00        | $2893918.05        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-09-01      | 7.0000%  | 0.0000% | $2681376.00        | $2774170.41        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-10-01      | 6.5000%  | 0.0000% | $2858150.00        | $2927721.56        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-07-01      | 4.5000%  | 0.0000% | $4350000.00        | $394282.50         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-04-01      | 4.0000%  | 0.0000% | $105000.00         | $30793.07          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-07-01      | 2.5000%  | 0.0000% | $150000000.00      | $59298459.71       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-07-01      | 3.0000%  | 0.0000% | $34000000.00       | $10429412.71       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-05-01      | 4.0000%  | 0.0000% | $345000.00         | $134751.53         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-10-01      | 4.5000%  | 0.0000% | $1483836.00        | $1421141.08        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-11-01      | 5.5000%  | 0.0000% | $1815050.00        | $1543688.35        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-11-01      | 5.5000%  | 0.0000% | $3132972.00        | $2887286.92        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-07-01      | 2.0000%  | 0.0000% | $800000.00         | $530840.98         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-08-01      | 5.5000%  | 0.0000% | $4581872.00        | $4276712.77        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-08-01      | 7.0000%  | 0.0000% | $4946656.00        | $4012093.77        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-09-01      | 5.5000%  | 0.0000% | $1937026.00        | $1677228.99        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-08-01      | 5.5000%  | 0.0000% | $1738504.00        | $1534246.87        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-12-01      | 7.0000%  | 0.0000% | $6885512.00        | $4203560.32        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-12-01      | 6.0000%  | 0.0000% | $1751718.00        | $1622361.38        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-01-01      | 7.0000%  | 0.0000% | $1098500.00        | $1021037.30        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-01-01      | 8.0000%  | 0.0000% | $11488912.00       | $5785562.29        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-04-01      | 4.5000%  | 0.0000% | $4355040.00        | $3721672.84        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-02-01      | 2.0000%  | 0.0000% | $500000.00         | $326539.38         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2045-08-01      | 6.5000%  | 0.0000% | $457429.00         | $483741.66         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-08-01      | 2.5000%  | 0.0000% | $500000.00         | $162029.03         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-05-01      | 1.5000%  | 0.0000% | $2245396.00        | $1121092.94        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-07-01      | 2.0000%  | 0.0000% | $10625000.00       | $5614580.24        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-07-01      | 2.0000%  | 0.0000% | $387129.00         | $239551.20         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2040-05-01      | 6.0000%  | 0.0000% | $1829226.00        | $1799131.63        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-04-01      | 5.5000%  | 0.0000% | $2488876.00        | $2323732.68        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-08-01      | 6.0000%  | 0.0000% | $3500000.00        | $2584798.13        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-09-01      | 5.5000%  | 0.0000% | $4875000.00        | $3973503.25        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-10-01      | 6.0000%  | 0.0000% | $7365048.00        | $5979423.60        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-09-01      | 6.0000%  | 0.0000% | $6255712.00        | $5504944.30        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-10-01      | 5.0000%  | 0.0000% | $2000000.00        | $1704911.32        | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2044-03-15      | NA       | 0.0000% | $10000000.00       | $1044933.16        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-12-01      | 3.5000%  | 0.0000% | $1000000.00        | $196741.70         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-03-01      | 2.0000%  | 0.0000% | $750000.00         | $351212.41         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-05-01      | 3.5000%  | 0.0000% | $661179.00         | $191095.10         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-12-01      | 2.5000%  | 0.0000% | $3037780.00        | $1775603.68        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-01-01      | 3.0000%  | 0.0000% | $1151522.00        | $818169.85         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-02-01      | 3.5000%  | 0.0000% | $1131468.00        | $774413.39         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-03-01      | 2.0000%  | 0.0000% | $1865104.00        | $1273603.31        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-04-01      | 3.5000%  | 0.0000% | $225000.00         | $193324.98         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-05-01      | 3.5000%  | 0.0000% | $423024.00         | $226350.03         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-06-01      | 5.0000%  | 0.0000% | $77412.00          | $56176.50          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-07-01      | 4.5000%  | 0.0000% | $4055024.00        | $2773162.21        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $2521492.00        | $1821853.09        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-06-01      | 7.0000%  | 0.0000% | $1951798.00        | $1199290.96        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-11-01      | 3.0000%  | 0.0000% | $1200564.00        | $1089759.59        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-06-01      | 6.5000%  | 0.0000% | $4016344.00        | $3360572.19        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2039-06-01      | 6.5000%  | 0.0000% | $1183852.00        | $953380.02         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2040-05-01      | 6.0000%  | 0.0000% | $1068960.00        | $1088118.48        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-08-01      | 5.5000%  | 0.0000% | $1663200.00        | $1698154.78        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2040-08-01      | 6.0000%  | 0.0000% | $4261112.00        | $4405728.78        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2040-09-01      | 5.5000%  | 0.0000% | $1060602.00        | $1089742.02        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2040-09-01      | 5.5000%  | 0.0000% | $1412550.00        | $1448079.43        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2040-09-01      | 6.0000%  | 0.0000% | $1621014.00        | $1678891.10        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2040-09-01      | 4.5000%  | 0.0000% | $1281280.00        | $1284164.16        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2040-09-01      | 5.0000%  | 0.0000% | $1933342.00        | $1964329.18        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-10-25      | 3.5000%  | 0.0000% | $1000000.00        | $893027.44         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-10-25      | 4.0000%  | 0.0000% | $14791000.00       | $2904175.04        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-05-25      | 3.5000%  | 0.0000% | $4905000.00        | $3311641.01        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-07-25      | 3.5000%  | 0.0000% | $2987744.00        | $2241656.09        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-01-25      | 2.5000%  | 0.0000% | $1837000.00        | $1488166.36        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-02-25      | 3.0000%  | 0.0000% | $11000000.00       | $1360086.09        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-09-25      | 3.5000%  | 0.0000% | $24500000.00       | $2039872.33        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-08-25      | 5.0000%  | 0.0000% | $31559424.00       | $29487521.23       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2051-11-25      | 5.0000%  | 0.0000% | $40172032.00       | $39595149.59       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-09-25      | 5.7060%  | 0.0000% | $1861024.00        | $1873750.62        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2030-05-25      | 4.4210%  | 0.0000% | $700000.00         | $709862.55         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-10-25      | 5.6825%  | 0.0000% | $26869100.00       | $27037924.71       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-04-01      | 5.5000%  | 0.0000% | $2726460.00        | $2686438.68        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-04-01      | 5.5000%  | 0.0000% | $10485088.00       | $9287344.19        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-04-01      | 5.5000%  | 0.0000% | $1532958.00        | $977485.05         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-07-01      | 6.0000%  | 0.0000% | $2638604.00        | $2723909.16        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-07-01      | 7.0000%  | 0.0000% | $1163766.00        | $1233092.64        | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST           | 2028-11-25      | 6.6692%  | 0.0000% | $4746000.00        | $762965.01         | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST           | 2030-01-25      | 7.2192%  | 0.0000% | $2550000.00        | $825750.27         | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST           | 2031-03-25      | 10.6047% | 0.0000% | $23715000.00       | $6926588.29        | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2036-01-15      | 5.0000%  | 0.0000% | $173746176.00      | $218549.23         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2038-12-01      | 3.0000%  | 0.0000% | $713849.00         | $497113.98         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-03-25      | 2.7500%  | 0.0000% | $25000000.00       | $2563727.19        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-05-25      | 3.0000%  | 0.0000% | $4280000.00        | $3400094.77        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-09-25      | 4.8205%  | 0.0000% | $3500000.00        | $1077602.04        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-01-25      | 3.0000%  | 0.0000% | $8832000.00        | $7788937.86        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-07-25      | 2.5000%  | 0.0000% | $6772000.00        | $4533264.08        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-02-20      | 5.0000%  | 0.0000% | $1500000.00        | $1477474.14        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | 5.7888%  | 0.0000% | $35000000.00       | $34892513.01       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-09-20      | 3.5000%  | 0.0000% | $18987000.00       | $17969487.52       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 5.4388%  | 0.0000% | $101577000.00      | $99495626.46       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 5.4388%  | 0.0000% | $100000000.00      | $98589636.17       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-06-20      | 5.7888%  | 0.0000% | $20000000.00       | $19780373.27       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-06-20      | 5.0000%  | 0.0000% | $7049208.00        | $7021770.92        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-06-20      | 5.0000%  | 0.0000% | $28036640.00       | $28078492.48       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 5.0000%  | 0.0000% | $63984128.00       | $63247641.10       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | 5.7388%  | 0.0000% | $50000000.00       | $49700617.54       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-11-01      | 3.5000%  | 0.0000% | $400000.00         | $60307.77          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-06-25      | 5.5000%  | 0.0000% | $32954200.00       | $19602668.94       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-04-25      | 5.5000%  | 0.0000% | $11730000.00       | $10751803.39       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2051-06-25      | 2.0000%  | 0.0000% | $1525000.00        | $1167318.23        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 7.5000%  | 0.0000% | $1173902.00        | $1257785.12        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-10-01      | 6.0000%  | 0.0000% | $1940104.00        | $1999219.61        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-10-01      | 6.0000%  | 0.0000% | $1412606.00        | $1463101.48        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $26434848.00       | $27758158.86       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-10-01      | 5.5000%  | 0.0000% | $2440200.00        | $2491064.89        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-10-01      | 6.0000%  | 0.0000% | $9136432.00        | $9517853.67        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-11-01      | 4.5000%  | 0.0000% | $20000000.00       | $525960.62         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2043-11-15      | 4.0000%  | 0.0000% | $11375568.00       | $193291.85         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2036-11-15      | 3.5000%  | 0.0000% | $8902736.00        | $193702.25         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2037-10-15      | 3.0000%  | 0.0000% | $18623616.00       | $531267.54         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2037-10-15      | 4.0000%  | 0.0000% | $2014452.00        | $151044.47         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2052-11-15      | 5.5000%  | 0.0000% | $26062400.00       | $3911386.74        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2034-12-01      | 4.5000%  | 0.0000% | $415954.00         | $40763.87          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-11-01      | 4.0000%  | 0.0000% | $4497912.00        | $112112.61         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-08-01      | 3.0000%  | 0.0000% | $15650000.00       | $1480012.25        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-09-01      | 4.0000%  | 0.0000% | $28105312.00       | $2031431.34        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-07-01      | 1.5000%  | 0.0000% | $19693632.00       | $10887304.77       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-10-01      | 3.0000%  | 0.0000% | $10000.00          | $5837.15           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-11-01      | 2.0000%  | 0.0000% | $3915032.00        | $2261266.33        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-08-01      | 4.5000%  | 0.0000% | $6000000.00        | $332096.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-09-16      | 3.0000%  | 0.0000% | $10650000.00       | $4039941.43        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-08-01      | 7.0000%  | 0.0000% | $2924016.00        | $2109181.96        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-01-01      | 5.5000%  | 0.0000% | $50000.00          | $48774.55          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-10-01      | 5.0000%  | 0.0000% | $2081252.00        | $2084995.71        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-10-01      | 6.0000%  | 0.0000% | $1549600.00        | $1596816.83        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-11-01      | 3.5000%  | 0.0000% | $19000000.00       | $2131617.08        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2057-06-01      | 4.0000%  | 0.0000% | $3714000.00        | $1050985.84        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-08-01      | 4.5000%  | 0.0000% | $10000000.00       | $2759894.40        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2060-07-01      | 3.0000%  | 0.0000% | $2457000.00        | $1368929.34        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-05-01      | 4.0000%  | 0.0000% | $4590416.00        | $402078.33         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-03-01      | 4.0000%  | 0.0000% | $428091.00         | $45767.89          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-09-01      | 3.0000%  | 0.0000% | $500000.00         | $69837.13          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-12-01      | 3.5000%  | 0.0000% | $9444256.00        | $3253907.36        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-01-25      | 8.7885%  | 0.0000% | $7128000.00        | $173423.78         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-05-25      | 6.3730%  | 0.0000% | $51100000.00       | $716138.72         | Agency Mortgage-Backed Securities |
| FHLMC STRUCTURED PASS THROUGH  | 2044-03-25      | 6.5000%  | 0.0000% | $14249936.00       | $736790.21         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2034-04-01      | 3.5000%  | 0.0000% | $37744640.00       | $362876.36         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2042-08-01      | 3.0000%  | 0.0000% | $35844864.00       | $2935977.32        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2042-07-01      | 3.5000%  | 0.0000% | $50402752.00       | $693670.42         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-02-25      | NA       | 0.0000% | $3424936.00        | $59824.66          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-02-25      | 5.5000%  | 0.0000% | $2808000.00        | $517018.52         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-07-15      | 6.0000%  | 0.0000% | $12085000.00       | $2583693.65        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-09-15      | 6.0000%  | 0.0000% | $13262000.00       | $671003.34         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-09-15      | 5.5000%  | 0.0000% | $3902000.00        | $734098.09         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-03-25      | 4.0000%  | 0.0000% | $971411.00         | $210352.17         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2048-01-01      | 3.5000%  | 0.0000% | $12803504.00       | $151060.44         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2039-06-01      | 6.0000%  | 0.0000% | $14505904.00       | $225330.03         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-05-15      | 4.5000%  | 0.0000% | $6430000.00        | $13644.47          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-11-15      | 4.5000%  | 0.0000% | $17400000.00       | $1184234.95        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-06-25      | 5.0000%  | 0.0000% | $465000.00         | $462864.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-02-20      | 3.5000%  | 0.0000% | $1055000.00        | $952031.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-11-16      | 1.5500%  | 0.0000% | $4180000.00        | $2810290.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-10-16      | 2.0000%  | 0.0000% | $475000.00         | $243977.15         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2064-12-16      | 4.5000%  | 0.0000% | $20841240.00       | $17859129.49       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-03-16      | 5.0000%  | 0.0000% | $9615000.00        | $9531793.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-06-20      | 5.7888%  | 0.0000% | $45000000.00       | $44900422.39       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-06-01      | 6.0000%  | 0.0000% | $5037160.00        | $5112136.73        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-07-01      | 6.5000%  | 0.0000% | $1767600.00        | $1135430.38        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-01-01      | 5.5000%  | 0.0000% | $3943076.00        | $2625829.07        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-07-01      | 5.5000%  | 0.0000% | $4047952.00        | $4112252.11        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-07-01      | 6.5000%  | 0.0000% | $18986624.00       | $19731837.34       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-06-01      | 4.5000%  | 0.0000% | $1109114.00        | $1085457.50        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-07-01      | 6.0000%  | 0.0000% | $1060418.00        | $1089322.85        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-08-01      | 6.5000%  | 0.0000% | $3373550.00        | $3448866.72        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-06-01      | 5.5000%  | 0.0000% | $3890624.00        | $3691282.59        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-08-01      | 7.0000%  | 0.0000% | $2626950.00        | $2760533.85        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-08-01      | 6.5000%  | 0.0000% | $1291500.00        | $1373311.81        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-08-01      | 7.0000%  | 0.0000% | $1255238.00        | $1335995.99        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 5.5000%  | 0.0000% | $7631552.00        | $7756001.99        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-08-01      | 4.5000%  | 0.0000% | $1094438.00        | $1071351.41        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-08-01      | 6.5000%  | 0.0000% | $3428540.00        | $3604980.14        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 6.5000%  | 0.0000% | $8607824.00        | $8824774.26        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 7.0000%  | 0.0000% | $4141264.00        | $4361961.06        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-06-01      | 4.5000%  | 0.0000% | $2646836.00        | $2585483.49        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-07-01      | 5.0000%  | 0.0000% | $7563984.00        | $7556427.03        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 6.5000%  | 0.0000% | $53977984.00       | $56231845.55       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 7.0000%  | 0.0000% | $1146400.00        | $1210385.04        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 7.0000%  | 0.0000% | $1043764.00        | $1108091.06        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 7.0000%  | 0.0000% | $1195600.00        | $1263509.95        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 5.0000%  | 0.0000% | $32754520.00       | $32662439.77       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 7.0000%  | 0.0000% | $1138106.00        | $1203866.78        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 5.0000%  | 0.0000% | $1171498.00        | $1173044.12        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-10-01      | 5.5000%  | 0.0000% | $4431400.00        | $4509133.65        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-10-01      | 6.0000%  | 0.0000% | $3444952.00        | $3559063.74        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-10-01      | 6.0000%  | 0.0000% | $1034000.00        | $1071823.03        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-10-01      | 6.5000%  | 0.0000% | $1005800.00        | $1063903.17        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-10-01      | 5.5000%  | 0.0000% | $88677632.00       | $89950648.71       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-04-01      | 5.0000%  | 0.0000% | $2530000.00        | $2422976.64        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-04-15      | 3.0000%  | 0.0000% | $6000000.00        | $5181879.86        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-01-01      | 5.0000%  | 0.0000% | $44524736.00       | $43005900.81       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-04-01      | 5.5000%  | 0.0000% | $37445120.00       | $37178574.74       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-09-01      | 4.0000%  | 0.0000% | $11047120.00       | $9999190.09        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-08-01      | 6.5000%  | 0.0000% | $56618700.00       | $59026133.41       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-08-01      | 6.0000%  | 0.0000% | $41968768.00       | $43514491.70       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 5.5000%  | 0.0000% | $44252880.00       | $44959932.87       | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2053-01-25      | 5.0000%  | 0.0000% | $2500000.00        | $444287.90         | Agency Mortgage-Backed Securities |
| FREDDIE MAC STRIPS             | 2039-02-25      | 6.5000%  | 0.0000% | $1019396.00        | $79324.59          | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2044-04-25      | 6.5000%  | 0.0000% | $698354.00         | $63324.43          | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2044-04-25      | 5.0000%  | 0.0000% | $724211.00         | $88944.83          | Agency Mortgage-Backed Securities |
| FREDDIE MAC STRIPS             | 2044-04-25      | 5.5000%  | 0.0000% | $1354662.00        | $132861.54         | Agency Mortgage-Backed Securities |
| FREDDIE MAC STRIPS             | 2039-04-25      | 6.0000%  | 0.0000% | $8217792.00        | $683431.24         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2054-04-25      | 6.0000%  | 0.0000% | $3127064.00        | $377862.80         | Agency Mortgage-Backed Securities |
| FREDDIE MAC STRIPS             | 2054-03-25      | 7.0000%  | 0.0000% | $1753958.00        | $111025.50         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2037-11-25      | 2.5000%  | 0.0000% | $2574304.00        | $145598.38         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2054-04-25      | 7.0000%  | 0.0000% | $42897472.00       | $5122874.74        | Agency Mortgage-Backed Securities |
| FREDDIE MAC STRIPS             | 2054-03-25      | 7.5000%  | 0.0000% | $15874768.00       | $1762257.40        | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2054-04-25      | 5.5000%  | 0.0000% | $4896104.00        | $645414.07         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2039-04-25      | 4.5000%  | 0.0000% | $10600560.00       | $958335.85         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2039-04-25      | 5.5000%  | 0.0000% | $8567232.00        | $771653.27         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-10-01      | 5.0000%  | 0.0000% | $5884520.00        | $5511102.09        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-02-01      | 3.5000%  | 0.0000% | $700000.00         | $213635.96         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-10-01      | 3.0000%  | 0.0000% | $3000000.00        | $400598.26         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-01-01      | 3.5000%  | 0.0000% | $253870.00         | $60344.01          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-10-01      | 3.5000%  | 0.0000% | $234000.00         | $68087.38          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-07-01      | 3.5000%  | 0.0000% | $4138400.00        | $951384.10         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-12-01      | 2.0000%  | 0.0000% | $707152.00         | $451075.08         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-02-01      | 2.5000%  | 0.0000% | $77025.00          | $46892.48          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-12-01      | 3.0000%  | 0.0000% | $134000.00         | $84554.88          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-03-01      | 3.0000%  | 0.0000% | $5000000.00        | $1125898.48        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-12-01      | 5.5000%  | 0.0000% | $9875296.00        | $175059.73         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-02-01      | 4.0000%  | 0.0000% | $3000000.00        | $2666740.12        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 2.0000%  | 0.0000% | $70000.00          | $48700.94          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2038-06-01      | 5.0000%  | 0.0000% | $363813.00         | $228885.98         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-06-01      | 5.0000%  | 0.0000% | $270000.00         | $191097.78         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-10-01      | 7.0000%  | 0.0000% | $700231.00         | $469912.06         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-07-01      | 5.5000%  | 0.0000% | $34000000.00       | $33743941.63       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-09-01      | 4.5000%  | 0.0000% | $34028224.00       | $34091652.61       | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2050-09-01      | 2.5000%  | 0.0000% | $146862.00         | $15153.53          | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2052-04-01      | 3.0000%  | 0.0000% | $100299.00         | $11776.08          | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2053-04-01      | 5.0000%  | 0.0000% | $18591264.00       | $3065652.48        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2052-06-01      | 2.5000%  | 0.0000% | $26262240.00       | $3000909.59        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2053-11-01      | 6.0000%  | 0.0000% | $117361024.00      | $18175297.39       | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2053-05-01      | 4.5000%  | 0.0000% | $6171088.00        | $1076365.57        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2052-05-01      | 2.5000%  | 0.0000% | $3610372.00        | $355593.01         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2053-05-01      | 5.0000%  | 0.0000% | $12730816.00       | $2346530.68        | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2039-11-01      | 5.5000%  | 0.0000% | $2033252.00        | $239463.92         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2039-06-01      | 5.0000%  | 0.0000% | $7242008.00        | $739264.95         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2054-06-01      | 6.5000%  | 0.0000% | $71235800.00       | $9220042.26        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2054-06-01      | 5.8046%  | 0.0000% | $1936574.00        | $329859.89         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2055-03-01      | 0.9940%  | 0.0000% | $2000000.00        | $68286.93          | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2055-03-01      | 0.8440%  | 0.0000% | $2450000.00        | $77519.12          | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2040-05-01      | 4.0000%  | 0.0000% | $24623520.00       | $3208024.69        | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2040-05-01      | 4.5000%  | 0.0000% | $20614016.00       | $2640741.34        | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2040-05-01      | 6.0000%  | 0.0000% | $6114400.00        | $688358.55         | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2055-05-01      | 6.5000%  | 0.0000% | $37326976.00       | $6045148.64        | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2055-05-01      | 7.0000%  | 0.0000% | $9131600.00        | $1319319.00        | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2055-05-01      | 4.5000%  | 0.0000% | $90006784.00       | $20818453.93       | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2055-05-01      | 5.0000%  | 0.0000% | $100000000.00      | $21710772.88       | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2055-05-01      | 5.5000%  | 0.0000% | $150000000.00      | $30608187.28       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-12-01      | 6.0000%  | 0.0000% | $9325104.00        | $8962598.21        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-01      | 6.5000%  | 0.0000% | $1073744.00        | $641110.02         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-09-01      | 6.0000%  | 0.0000% | $99999799.00       | $658994.91         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-08-01      | 3.5000%  | 0.0000% | $1000000.00        | $113823.41         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-07-01      | 3.0000%  | 0.0000% | $1157414.00        | $187307.87         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-02-01      | 3.5000%  | 0.0000% | $3964072.00        | $473064.49         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-04-01      | 3.0000%  | 0.0000% | $11834800.00       | $4581505.80        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-10-01      | 7.0000%  | 0.0000% | $4107640.00        | $577974.10         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-11-01      | 4.5000%  | 0.0000% | $1024356.00        | $135741.90         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-03-01      | 2.0000%  | 0.0000% | $1401184.00        | $1227716.23        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-08-01      | 4.0000%  | 0.0000% | $6611688.00        | $6297958.49        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 6.0000%  | 0.0000% | $138938624.00      | $142948667.11      | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-06-01      | 6.5000%  | 0.0000% | $1997018.00        | $1718590.25        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-07-01      | 3.0000%  | 0.0000% | $2477196.00        | $2302528.45        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-09-01      | 5.5000%  | 0.0000% | $100344192.00      | $103020427.39      | Agency Mortgage-Backed Securities |
| FREDDIE MAC - SCRT             | 2056-08-25      | 3.0000%  | 0.0000% | $8000000.00        | $6241109.33        | Agency Mortgage-Backed Securities |
| FREDDIE MAC - SCRT             | 2056-07-25      | 3.0000%  | 0.0000% | $8000000.00        | $6306069.34        | Agency Mortgage-Backed Securities |
| FREDDIE MAC - SLST             | 2060-04-26      | 4.7500%  | 0.0000% | $340000.00         | $95759.42          | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST           | 2026-06-25      | 10.4692% | 0.0000% | $57814976.00       | $26862573.84       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 6.0000%  | 0.0000% | $2303008.00        | $2384940.99        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-07-01      | 7.0000%  | 0.0000% | $1905918.00        | $1977460.27        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 6.5000%  | 0.0000% | $25788544.00       | $26346285.13       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 6.5000%  | 0.0000% | $1156640.00        | $1211661.78        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 6.5000%  | 0.0000% | $803558.00         | $843426.11         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 6.0000%  | 0.0000% | $15501000.00       | $15898977.23       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 6.5000%  | 0.0000% | $1281328.00        | $1343940.08        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-12-01      | 3.5000%  | 0.0000% | $100000.00         | $77866.75          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-08-20      | 5.0000%  | 0.0000% | $9501056.00        | $1533810.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-04-20      | 4.3499%  | 0.0000% | $351272906.00      | $8670.26           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-16      | 2.0870%  | 0.0000% | $999998.00         | $112239.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-02-16      | 2.5000%  | 0.0000% | $1700000.00        | $1500649.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 1.2500%  | 0.0000% | $9742200.00        | $3892893.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 1.2500%  | 0.0000% | $15000000.00       | $5933156.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | NA       | 0.0000% | $24993792.00       | $14093.41          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-12-01      | 5.5000%  | 0.0000% | $3680130.00        | $3692037.32        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-12-01      | 4.5000%  | 0.0000% | $1451854.00        | $1411818.54        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-02-01      | 6.5000%  | 0.0000% | $6983016.00        | $6648901.37        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-01-01      | 4.5000%  | 0.0000% | $1008056.00        | $880310.96         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-02-01      | 5.0000%  | 0.0000% | $1275292.00        | $1272132.56        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-03-01      | 5.0000%  | 0.0000% | $2629832.00        | $2275076.12        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-03-01      | 6.0000%  | 0.0000% | $6000000.00        | $5798206.12        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-03-01      | 6.0000%  | 0.0000% | $9272030.00        | $9461421.82        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-04-01      | 6.5000%  | 0.0000% | $15685472.00       | $14480164.78       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-05-01      | 5.5000%  | 0.0000% | $1523232.00        | $1546258.29        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-05-01      | 6.0000%  | 0.0000% | $2584100.00        | $2359787.22        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-03-01      | 4.5000%  | 0.0000% | $2080500.00        | $1753843.06        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-05-01      | 5.0000%  | 0.0000% | $2406908.00        | $2388891.25        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-05-01      | 5.0000%  | 0.0000% | $7010936.00        | $6914486.04        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-05-01      | 6.5000%  | 0.0000% | $14741744.00       | $14605736.90       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-03-01      | 3.0000%  | 0.0000% | $475000.00         | $321747.65         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-01      | 3.5000%  | 0.0000% | $153000.00         | $106334.51         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-11-01      | 3.0000%  | 0.0000% | $75000.00          | $48709.29          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-03-01      | 2.5000%  | 0.0000% | $471493.00         | $336790.00         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-06-01      | 5.0000%  | 0.0000% | $58000.00          | $45624.71          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-05-01      | 2.0000%  | 0.0000% | $523535.00         | $365036.79         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-12-01      | 5.0000%  | 0.0000% | $60000.00          | $50060.88          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2039-09-01      | 6.0000%  | 0.0000% | $492195.00         | $296097.24         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-11-01      | 6.0000%  | 0.0000% | $1873408.00        | $1931548.81        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-01-01      | 6.5000%  | 0.0000% | $1449464.00        | $1440799.91        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-01-01      | 6.5000%  | 0.0000% | $432426.00         | $454285.82         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-04-01      | 1.5000%  | 0.0000% | $1142412.00        | $594548.40         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-10-01      | 2.5000%  | 0.0000% | $40000.00          | $20977.36          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-09-01      | 3.5000%  | 0.0000% | $213932.00         | $133410.23         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-05-01      | 4.5000%  | 0.0000% | $457052.00         | $304132.75         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-05-01      | 5.0000%  | 0.0000% | $600000.00         | $382268.07         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-04-01      | 2.0000%  | 0.0000% | $2900000.00        | $2047437.63        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-01      | 3.0000%  | 0.0000% | $119551.00         | $86712.33          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 4.5000%  | 0.0000% | $135000.00         | $85138.50          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-12-01      | 4.0000%  | 0.0000% | $12700000.00       | $10478288.15       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-09-01      | 3.5000%  | 0.0000% | $200283.00         | $111264.92         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-02-01      | 5.5000%  | 0.0000% | $1288770.00        | $1300505.44        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-03-01      | 6.5000%  | 0.0000% | $3209468.00        | $3287211.28        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-06-01      | 6.0000%  | 0.0000% | $1997634.00        | $2007492.30        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-07-01      | 5.5000%  | 0.0000% | $4809056.00        | $4931812.11        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-07-01      | 5.5000%  | 0.0000% | $10779696.00       | $10520981.42       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-07-01      | 6.5000%  | 0.0000% | $1734000.00        | $1799509.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-11-20      | 5.6488%  | 0.0000% | $30000000.00       | $22441338.44       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-12-20      | 5.3888%  | 0.0000% | $100000000.00      | $39791125.55       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-11-20      | 2.5000%  | 0.0000% | $412702.00         | $250489.85         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 5.1688%  | 0.0000% | $18949100.00       | $15239273.54       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 5.3388%  | 0.0000% | $30000000.00       | $26438171.32       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-06-20      | 6.0000%  | 0.0000% | $57997400.00       | $57923762.52       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-06-20      | 5.6888%  | 0.0000% | $5000000.00        | $4683024.18        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2052-01-20      | 5.0000%  | 0.0000% | $581531.00         | $578575.53         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-06-20      | 4.5000%  | 0.0000% | $58516672.00       | $57760374.53       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2044-11-20      | 4.5000%  | 0.0000% | $27377632.00       | $27348182.47       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-08-20      | 5.0000%  | 0.0000% | $3958000.00        | $3917055.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-06-20      | 4.0000%  | 0.0000% | $150000000.00      | $29727289.68       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-11-20      | 0.7500%  | 0.0000% | $10000000.00       | $2900001.95        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-07-01      | 2.5000%  | 0.0000% | $907000.00         | $555879.71         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-01-01      | 3.0000%  | 0.0000% | $566964.00         | $391390.89         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-02-01      | 3.0000%  | 0.0000% | $900000.00         | $597419.60         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-01      | 2.5000%  | 0.0000% | $200000.00         | $135913.09         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 5.6888%  | 0.0000% | $40000000.00       | $15710517.22       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-20      | 5.5000%  | 0.0000% | $12000000.00       | $7381723.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 0.1250%  | 0.0000% | $100000000.00      | $70609923.84       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 0.1250%  | 0.0000% | $22824000.00       | $14249262.99       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 5.4388%  | 0.0000% | $20000000.00       | $16849920.18       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 5.0000%  | 0.0000% | $1856824.00        | $1820949.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 5.5688%  | 0.0000% | $100000000.00      | $56693852.34       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 5.5888%  | 0.0000% | $100000000.00      | $89117892.17       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 5.4288%  | 0.0000% | $16344704.00       | $15473163.39       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-12-20      | 5.5888%  | 0.0000% | $21861000.00       | $21254568.62       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 5.6388%  | 0.0000% | $30000000.00       | $23431305.72       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-08-20      | 5.5000%  | 0.0000% | $2139000.00        | $2153713.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-12-20      | 5.5000%  | 0.0000% | $6621000.00        | $6682089.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 6.0000%  | 0.0000% | $5533500.00        | $4509430.94        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-07-20      | 5.0000%  | 0.0000% | $7384168.00        | $7160662.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 5.3388%  | 0.0000% | $30000000.00       | $22130541.21       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-02-01      | 5.0000%  | 0.0000% | $25063.00          | $21317.68          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-03-01      | 2.0000%  | 0.0000% | $125000.00         | $79938.39          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2038-05-01      | 4.0000%  | 0.0000% | $117000.00         | $80244.28          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-10-01      | 5.5000%  | 0.0000% | $245000.00         | $229547.49         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-11-01      | 5.5000%  | 0.0000% | $1332000.00        | $1306289.95        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-06-01      | 4.5000%  | 0.0000% | $2276864.00        | $2214580.90        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-06-01      | 5.0000%  | 0.0000% | $1782324.00        | $1782726.77        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-06-01      | 6.5000%  | 0.0000% | $1281700.00        | $1332961.75        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-02-01      | 6.0000%  | 0.0000% | $6836944.00        | $5443922.76        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-04-01      | 5.5000%  | 0.0000% | $92161.00          | $83311.42          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-06-01      | 6.0000%  | 0.0000% | $2058780.00        | $1690319.61        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-10-01      | 5.5000%  | 0.0000% | $100000.00         | $80949.32          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-09-01      | 6.5000%  | 0.0000% | $100000.00         | $78047.28          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-07-01      | 7.0000%  | 0.0000% | $2486690.00        | $2161165.90        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-04-01      | 3.5000%  | 0.0000% | $11546800.00       | $7610690.79        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-07-01      | 4.0000%  | 0.0000% | $7525000.00        | $5498751.71        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-08-01      | 4.5000%  | 0.0000% | $4178000.00        | $3114275.70        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-09-01      | 5.5000%  | 0.0000% | $134163456.00      | $95711656.85       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-01-01      | 2.5000%  | 0.0000% | $177074.00         | $127113.78         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-04-01      | 6.0000%  | 0.0000% | $300000.00         | $230003.39         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-04-01      | 5.5000%  | 0.0000% | $100000.00         | $82718.49          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-03-01      | 5.0000%  | 0.0000% | $10719568.00       | $9965670.67        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-03-01      | 6.0000%  | 0.0000% | $600000.00         | $519042.36         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-07-01      | 4.5000%  | 0.0000% | $400000.00         | $337582.40         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-11-01      | 3.5000%  | 0.0000% | $2806576.00        | $2362025.89        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-08-01      | 6.5000%  | 0.0000% | $1952874.00        | $1825785.19        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-08-01      | 3.5000%  | 0.0000% | $7909600.00        | $6856708.10        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-12-01      | 5.0000%  | 0.0000% | $3500000.00        | $3335890.82        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-08-01      | 3.5000%  | 0.0000% | $10000000.00       | $1868718.87        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-09-01      | 5.5000%  | 0.0000% | $40000.00          | $33305.18          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-12-01      | 1.5000%  | 0.0000% | $200000.00         | $110314.06         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-01-01      | 4.5000%  | 0.0000% | $2394844.00        | $2003896.43        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-03-01      | 3.5000%  | 0.0000% | $183362.00         | $147326.61         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-04-01      | 3.5000%  | 0.0000% | $5473912.00        | $4300052.07        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-09-01      | 4.5000%  | 0.0000% | $1221200.00        | $1067271.96        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-06-01      | 5.5000%  | 0.0000% | $1255000.00        | $1108264.31        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-01-01      | 4.5000%  | 0.0000% | $118630784.00      | $110645349.03      | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2048-10-25      | 3.5000%  | 0.0000% | $5790736.00        | $5216948.73        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2036-04-25      | 5.5000%  | 0.0000% | $20737720.00       | $20991037.56       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2036-06-25      | 5.0000%  | 0.0000% | $6459808.00        | $6463807.75        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2053-02-25      | 5.0000%  | 0.0000% | $49866560.00       | $48978760.74       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2052-11-25      | 4.5000%  | 0.0000% | $14550400.00       | $14475421.79       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2050-03-25      | 4.0000%  | 0.0000% | $57747264.00       | $56623746.06       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2050-05-25      | 4.0000%  | 0.0000% | $33400000.00       | $33396300.02       | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2036-07-01      | 6.5000%  | 0.0000% | $148754432.00      | $180188.07         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2038-10-25      | 6.0000%  | 0.0000% | $173948160.00      | $244938.07         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2038-03-25      | 6.0000%  | 0.0000% | $165686784.00      | $181113.99         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2038-08-01      | 6.0000%  | 0.0000% | $248662528.00      | $307597.45         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2039-11-01      | 4.5000%  | 0.0000% | $65549952.00       | $183621.02         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2040-05-01      | NA       | 0.0000% | $36033280.00       | $788604.10         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-05-15      | 3.0000%  | 0.0000% | $560125.00         | $17946.50          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-04-15      | 3.5000%  | 0.0000% | $15000000.00       | $10983223.56       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-06-15      | NA       | 0.0000% | $12660592.00       | $2039782.59        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-08-15      | 2.0000%  | 0.0000% | $1010000.00        | $817837.51         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-12-15      | 4.8366%  | 0.0000% | $2448000.00        | $148656.75         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-07-15      | 2.0000%  | 0.0000% | $30000000.00       | $2458700.19        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2028-08-15      | 2.5000%  | 0.0000% | $651984.00         | $178797.32         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-02-15      | 2.5000%  | 0.0000% | $1000000.00        | $852312.89         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-01-15      | 4.8866%  | 0.0000% | $3000000.00        | $202017.74         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-09-15      | 4.8366%  | 0.0000% | $1760000.00        | $148472.74         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-09-15      | 2.5000%  | 0.0000% | $28287000.00       | $1826739.97        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-03-15      | 3.5000%  | 0.0000% | $2300000.00        | $219311.56         | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2032-07-25      | 1.5700%  | 0.0000% | $1000000.00        | $508813.43         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-08-15      | 3.5000%  | 0.0000% | $1700000.00        | $145366.22         | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2032-04-25      | 3.4240%  | 0.0000% | $1225000.00        | $1198066.20        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-02-15      | 3.5000%  | 0.0000% | $400000.00         | $296409.23         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-02-15      | 3.5000%  | 0.0000% | $1100000.00        | $400993.80         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-12-25      | 2.5000%  | 0.0000% | $2948000.00        | $984047.67         | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2033-02-25      | 4.6140%  | 0.0000% | $8700000.00        | $8841060.35        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2033-02-25      | 4.4300%  | 0.0000% | $1500000.00        | $1516559.42        | Agency Mortgage-Backed Securities |
| FREDDIE MAC MULTICLASS CERTIFI | 2033-09-25      | 4.7682%  | 0.0000% | $3400000.00        | $3445686.03        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2053-11-25      | 5.0000%  | 0.0000% | $12650400.00       | $12092017.57       | Agency Mortgage-Backed Securities |

### Security 176: Royal Bank of Canada NY Tri Party Repo

- **C.1 - Title:** Royal Bank of Canada NY Tri Party Repo 4.179900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 933UAA003, C.3 - LEI: N/A, C.5 - Other ID: 933UAA003_4.18_1027
- **C.18 - Value (incl. sponsor support):** $370000000.00
- **C.18.a - Value (excl. sponsor support):** $370000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-07-15      | 4.3750%  | 0.0000% | $72080000.00       | $73652080.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-15      | 3.8750%  | 0.0000% | $79853300.00       | $81682969.48       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $218246500.00      | $222065049.89      | U.S. Treasuries (including strips) |

### Security 177: Royal Bank of Canada NY Tri Party Repo

- **C.1 - Title:** Royal Bank of Canada NY Tri Party Repo 4.190000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 933UAV007, C.3 - LEI: N/A, C.5 - Other ID: 933UAV007_4.19_1027
- **C.18 - Value (incl. sponsor support):** $480000000.00
- **C.18.a - Value (excl. sponsor support):** $480000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-03-31      | 2.5000%  | 0.0000% | $497965400.00      | $489600079.25      | U.S. Treasuries (including strips) |

### Security 178: Bank of Montreal Tri Party Repo

- **C.1 - Title:** Bank of Montreal Tri Party Repo 4.209900%
- **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: 934EEG001, C.3 - LEI: N/A, C.5 - Other ID: 934EEG001_4.21_1001
- **C.18 - Value (incl. sponsor support):** $65000000.00
- **C.18.a - Value (excl. sponsor support):** $65000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 A | 2055-05-20      | 6.0000%  | 0.0000% | $2844964.00        | $2817503.08        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-06-20      | 5.5000%  | 0.0000% | $10082846.00       | $10212695.19       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-06-20      | 5.5000%  | 0.0000% | $10279246.00       | $10439590.31       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-07-20      | 6.5000%  | 0.0000% | $10453801.00       | $10933216.36       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-07-20      | 6.5000%  | 0.0000% | $622625.00         | $641500.00         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-08-20      | 5.5000%  | 0.0000% | $9957593.00        | $10232559.59       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-09-20      | 5.5000%  | 0.0000% | $10579061.00       | $10777551.22       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-09-20      | 5.5000%  | 0.0000% | $10056695.00       | $10245384.30       | Agency Mortgage-Backed Securities |

### Security 179: BMO Capital Markets Corp. Tri party Repo

- **C.1 - Title:** BMO Capital Markets Corp. Tri party Repo 4.209900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 934EFN005, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: 934EFN005_4.21_1001
- **C.18 - Value (incl. sponsor support):** $155000000.00
- **C.18.a - Value (excl. sponsor support):** $155000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2029-07-15      | 0.2500%  | 0.0000% | $200.00            | $245.10            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $30627900.00       | $31496063.14       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $91.41             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 3.6250%  | 0.0000% | $110299800.00      | $110643951.26      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 3.6250%  | 0.0000% | $5045500.00        | $5038442.07        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 3.5000%  | 0.0000% | $4041900.00        | $4033848.54        | U.S. Treasuries (including strips) |
| STRIPS          | 2029-02-15      | NA       | 0.0000% | $65.20             | $57.55             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2048-02-15      | 1.0000%  | 0.0000% | $7000000.00        | $6887382.16        | U.S. Treasuries (including strips) |

### Security 180: Fixed Income Clearing Corp. Tri Party Repo - BNYM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 4.209900%
- **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: 934QAM005, C.3 - LEI: N/A, C.5 - Other ID: 934QAM005_4.21_1001
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - BNYM

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac      | 2053-10-01      | 6.5000%  | 0.0000% | $4568216.00        | $4365238.65        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-11-01      | 5.5000%  | 0.0000% | $8679323.00        | $4905775.48        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2048-10-01      | 4.5000%  | 0.0000% | $32750301.00       | $4753433.20        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-04-01      | 2.5000%  | 0.0000% | $7745560.00        | $4327157.32        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-11-01      | 5.0000%  | 0.0000% | $10049920.00       | $8293189.87        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-03-01      | 6.0000%  | 0.0000% | $7502310.00        | $4871716.87        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-02-01      | 6.0000%  | 0.0000% | $5901834.00        | $4617533.95        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-04-01      | 5.0000%  | 0.0000% | $1008.00           | $817.54            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2053-05-01      | 5.0000%  | 0.0000% | $17512480.00       | $13973989.82       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-07-01      | 5.5000%  | 0.0000% | $24855616.00       | $20875253.34       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2053-08-01      | 6.0000%  | 0.0000% | $1008.00           | $895.94            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-11-01      | 3.5000%  | 0.0000% | $1024.00           | $151.86            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-09-01      | 3.5000%  | 0.0000% | $199951104.00      | $22202048.18       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-07-01      | 6.0000%  | 0.0000% | $4462799.00        | $4629388.72        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-06-01      | 5.0000%  | 0.0000% | $1024.00           | $906.34            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-07-01      | 6.0000%  | 0.0000% | $1024.00           | $830.37            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-07-01      | 4.5000%  | 0.0000% | $1024.00           | $896.84            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2053-07-01      | 6.0000%  | 0.0000% | $1024.00           | $832.02            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-08-01      | 6.0000%  | 0.0000% | $13348928.00       | $11260055.73       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $760.21            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $849.62            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $917.54            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-02-01      | 5.0000%  | 0.0000% | $1008.00           | $923.55            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-02-01      | 7.0000%  | 0.0000% | $16903168.00       | $14310787.36       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $820.25            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-10-01      | 5.5000%  | 0.0000% | $5738480.00        | $4793947.49        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-10-01      | 5.0000%  | 0.0000% | $1000.00           | $759.82            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $867.02            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-12-01      | 6.0000%  | 0.0000% | $1008.00           | $835.19            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-08-01      | 5.5000%  | 0.0000% | $1024.00           | $974.67            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-03-01      | 5.0000%  | 0.0000% | $43918560.00       | $37000695.09       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-03-01      | 5.5000%  | 0.0000% | $1008.00           | $860.48            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-03-01      | 6.5000%  | 0.0000% | $1024.00           | $779.15            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-04-01      | 6.5000%  | 0.0000% | $5773240.00        | $4921140.06        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-04-01      | 6.5000%  | 0.0000% | $1024.00           | $876.34            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-05-01      | 5.5000%  | 0.0000% | $46687920.00       | $41854351.54       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $924.02            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $959.81            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-05-01      | 3.5000%  | 0.0000% | $57785000.00       | $4419216.28        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-12-01      | 3.0000%  | 0.0000% | $1024.00           | $865.49            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-06-01      | 6.5000%  | 0.0000% | $1008.00           | $875.78            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-05-01      | 5.5000%  | 0.0000% | $42315712.00       | $41613130.05       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-09-01      | 6.0000%  | 0.0000% | $46090552.00       | $45907575.03       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-07-01      | 5.5000%  | 0.0000% | $16143461.00       | $16422670.69       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-12-01      | 3.5000%  | 0.0000% | $1024.00           | $190.76            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2062-06-01      | 2.5000%  | 0.0000% | $1024.00           | $817.88            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-10-01      | 4.0000%  | 0.0000% | $1024.00           | $266.72            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-05-01      | 4.5000%  | 0.0000% | $23590110.00       | $4963013.91        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-09-01      | 3.5000%  | 0.0000% | $27534560.00       | $4786962.12        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-11-01      | 3.0000%  | 0.0000% | $14879632.00       | $4397253.50        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-04-01      | 3.0000%  | 0.0000% | $1000.00           | $230.57            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-05-01      | 3.5000%  | 0.0000% | $77217920.00       | $14597205.62       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-04-01      | 3.0000%  | 0.0000% | $26325400.00       | $4467777.71        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-04-01      | 3.0000%  | 0.0000% | $97355392.00       | $13564813.79       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-05-01      | 3.5000%  | 0.0000% | $1024.00           | $112.15            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-05-01      | 6.0000%  | 0.0000% | $4999994.00        | $4478390.21        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-12-01      | 5.5000%  | 0.0000% | $5485643.00        | $4797255.24        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-07-01      | 6.0000%  | 0.0000% | $4776742.00        | $4931082.76        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-08-01      | 6.0000%  | 0.0000% | $45476608.00       | $46621951.93       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-08-01      | 6.0000%  | 0.0000% | $25720656.00       | $26581967.91       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-09-01      | 6.0000%  | 0.0000% | $5025864.00        | $5197304.07        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-09-01      | 6.0000%  | 0.0000% | $1560985.00        | $1617458.84        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.93           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $984.39            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-08-01      | 3.0000%  | 0.0000% | $1008.00           | $865.10            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $967.59            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $891.40            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $1001.53           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-04-01      | 6.0000%  | 0.0000% | $1200.00           | $1196.42           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-06-01      | 6.0000%  | 0.0000% | $14076720.00       | $10900266.69       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-03-01      | 5.5000%  | 0.0000% | $33496640.00       | $31828586.19       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-06-01      | 4.5000%  | 0.0000% | $4887474.00        | $4674313.48        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-07-01      | 2.5000%  | 0.0000% | $25283840.00       | $9637633.14        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-10-01      | 5.5000%  | 0.0000% | $33987.00          | $28564.18          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-07-01      | 4.5000%  | 0.0000% | $1000.00           | $909.72            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $1008.82           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-12-01      | 6.0000%  | 0.0000% | $12710980.00       | $9913329.07        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-06-01      | 6.0000%  | 0.0000% | $17823328.00       | $16534169.31       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-07-01      | 5.5000%  | 0.0000% | $1008.00           | $843.21            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-07-01      | 6.5000%  | 0.0000% | $4439391.00        | $4662912.16        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-09-01      | 6.0000%  | 0.0000% | $5796055.00        | $4626310.00        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-07-01      | 2.5000%  | 0.0000% | $1024.00           | $610.64            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-01-01      | 6.0000%  | 0.0000% | $6409800.00        | $6566439.97        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-05-01      | 5.0000%  | 0.0000% | $4493600.00        | $4469413.15        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-09-01      | 5.5000%  | 0.0000% | $1008.00           | $906.44            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $997.95            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-11-01      | 6.0000%  | 0.0000% | $4854476.00        | $4678955.62        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-11-01      | 4.5000%  | 0.0000% | $5314276.00        | $4946811.07        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 3.0000%  | 0.0000% | $1008.00           | $764.53            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-03-01      | 3.0000%  | 0.0000% | $26899960.00       | $18400251.12       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 3.5000%  | 0.0000% | $31229184.00       | $23230482.91       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-11-01      | 4.5000%  | 0.0000% | $1024.00           | $848.97            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-10-01      | 5.0000%  | 0.0000% | $1600752.00        | $947325.30         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 6.5000%  | 0.0000% | $4607579.00        | $4417466.49        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 6.0000%  | 0.0000% | $1008.00           | $979.05            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 6.5000%  | 0.0000% | $4143858.00        | $4321384.43        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-06-01      | 5.5000%  | 0.0000% | $1008.00           | $987.39            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-07-01      | 5.5000%  | 0.0000% | $4371011.00        | $4329972.05        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-07-01      | 4.5000%  | 0.0000% | $23269426.00       | $4671263.60        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $551.87            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $578.05            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $555.91            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-11-01      | 2.0000%  | 0.0000% | $72590208.00       | $39124617.47       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $619.72            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-11-01      | 2.0000%  | 0.0000% | $1212000.00        | $655190.84         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-12-01      | 2.0000%  | 0.0000% | $30825120.00       | $16695567.80       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-02-01      | 2.0000%  | 0.0000% | $8600267.00        | $4965331.69        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-04-01      | 3.5000%  | 0.0000% | $49993920.00       | $37790065.11       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 4.0000%  | 0.0000% | $1008.00           | $751.55            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 4.5000%  | 0.0000% | $26256288.00       | $21051144.89       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-03-01      | 2.0000%  | 0.0000% | $1000.00           | $711.81            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.25           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-06-01      | 5.5000%  | 0.0000% | $4836560.00        | $4880180.76        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-01-01      | 6.0000%  | 0.0000% | $8767889.00        | $4835752.74        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-02-01      | 6.0000%  | 0.0000% | $5802830.00        | $4360355.05        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2053-02-01      | 6.0000%  | 0.0000% | $7358590.00        | $4902768.26        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-02-01      | 6.0000%  | 0.0000% | $6798964.00        | $4767456.79        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-03-01      | 6.0000%  | 0.0000% | $5615259.00        | $4282021.42        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-08-01      | 3.5000%  | 0.0000% | $22725632.00       | $17095638.48       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 5.5000%  | 0.0000% | $1024.00           | $794.12            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $785.11            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 5.0000%  | 0.0000% | $1040.00           | $903.66            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $765.28            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-03-01      | 6.0000%  | 0.0000% | $45918000.00       | $34917955.58       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-04-01      | 5.5000%  | 0.0000% | $21911328.00       | $17832606.82       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $891.13            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-09-01      | 6.0000%  | 0.0000% | $24371008.00       | $18567128.38       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 6.0000%  | 0.0000% | $20865824.00       | $18515515.83       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 5.0000%  | 0.0000% | $1313856.00        | $1123117.45        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2053-04-01      | 5.5000%  | 0.0000% | $13107936.00       | $11487936.25       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-06-01      | 5.5000%  | 0.0000% | $1008.00           | $988.06            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.81           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $952.34            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-07-01      | 5.0000%  | 0.0000% | $1096000.00        | $1077811.67        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-09-01      | 4.5000%  | 0.0000% | $5739567.00        | $4416254.07        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-11-01      | 5.5000%  | 0.0000% | $6095560.00        | $4862557.12        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-03-01      | 6.5000%  | 0.0000% | $5776784.00        | $4638223.97        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $795.20            | Agency Mortgage-Backed Securities |

### Security 181: Prudential Insurance Company of America Repo

- **C.1 - Title:** Prudential Insurance Company of America Repo 4.220000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 934QUK007, C.3 - LEI: N/A, C.5 - Other ID: 934QUK007_4.22_1001
- **C.18 - Value (incl. sponsor support):** $493972500.00
- **C.18.a - Value (excl. sponsor support):** $493972500.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIP PRINC     | 2041-08-15      | NA       | 0.0000% | $15000000.00       | $7262025.00        | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2048-02-15      | NA       | 0.0000% | $250000000.00      | $85075750.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2049-11-15      | NA       | 0.0000% | $100000000.00      | $31345300.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2050-02-15      | NA       | 0.0000% | $100000000.00      | $30978100.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2050-08-15      | NA       | 0.0000% | $50000000.00       | $15187400.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-05-15      | 3.0000%  | 0.0000% | $20000000.00       | $15496875.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-05-15      | 2.8750%  | 0.0000% | $20000000.00       | $14862500.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-11-15      | 4.0000%  | 0.0000% | $49000000.00       | $44268437.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 4.3750%  | 0.0000% | $50000000.00       | $50618461.28       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 3.6250%  | 0.0000% | $100000000.00      | $99816039.36       | U.S. Treasuries (including strips) |
| STRIPS          | 2037-02-15      | NA       | 0.0000% | $45000000.00       | $27331155.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2052-08-15      | NA       | 0.0000% | $100000000.00      | $27405000.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2039-11-15      | NA       | 0.0000% | $50000000.00       | $26073900.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2041-11-15      | NA       | 0.0000% | $14000000.00       | $6514578.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2042-05-15      | NA       | 0.0000% | $25000000.00       | $11292425.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2046-11-15      | NA       | 0.0000% | $33000000.00       | $11792550.00       | U.S. Treasuries (including strips) |

### Security 182: Fixed Income Clearing Corp. Tri Party Repo - BNYM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 934QYA005, C.3 - LEI: N/A, C.5 - Other ID: 934QYA005_4.20_1001
- **C.18 - Value (incl. sponsor support):** $1465000000.00
- **C.18.a - Value (excl. sponsor support):** $1465000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - BNYM

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2054-02-15      | 2.1250%  | 0.0000% | $298210800.00      | $291538142.70      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-15      | 4.5000%  | 0.0000% | $500000000.00      | $516362869.00      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-01-15      | 0.1250%  | 0.0000% | $552352700.00      | $661963907.90      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $25000000.00       | $24435091.68       | U.S. Treasuries (including strips) |

### Security 183: National Australia Bank Ltd. Repo

- **C.1 - Title:** National Australia Bank Ltd. Repo 4.180000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 935EJW000, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: 935EJW000_4.18_1001
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $782310000.00      | $765074732.81      | U.S. Treasuries (including strips) |

### Security 184: Banco Santander SA Tri Party Repo

- **C.1 - Title:** Banco Santander SA Tri Party Repo 4.209900%
- **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: 936TGF006, C.3 - LEI: N/A, C.5 - Other ID: 936TGF006_4.21_1001
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 A | 2051-10-20      | 5.0000%  | 0.0000% | $31924.00          | $12979.94          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | 3.0000%  | 0.0000% | $927110.00         | $572481.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | 3.5000%  | 0.0000% | $3614378.00        | $2372416.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-12-20      | 1.5000%  | 0.0000% | $1000.00           | $538.07            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-12-20      | 3.5000%  | 0.0000% | $1873800.00        | $1228879.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-12-20      | 5.0000%  | 0.0000% | $22786.00          | $11789.11          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | 5.0000%  | 0.0000% | $31000.00          | $16121.63          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-03-20      | 3.0000%  | 0.0000% | $1000000.00        | $517114.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 4.5000%  | 0.0000% | $1000.00           | $761.21            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-11-20      | 4.0000%  | 0.0000% | $1000.00           | $776.20            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-12-20      | 2.0000%  | 0.0000% | $2000.00           | $1505.07           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 4.0000%  | 0.0000% | $1000.00           | $807.46            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 5.0000%  | 0.0000% | $1000.00           | $856.38            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 4.0000%  | 0.0000% | $5000.00           | $4179.75           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 6.5000%  | 0.0000% | $1000.00           | $515.04            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-09-20      | 3.5000%  | 0.0000% | $1000.00           | $339.92            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-05-15      | 4.0000%  | 0.0000% | $1000.00           | $306.85            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-05-20      | 5.0000%  | 0.0000% | $1000.00           | $325.93            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-11-20      | 3.0000%  | 0.0000% | $1000.00           | $494.73            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-03-20      | 2.5000%  | 0.0000% | $2000.00           | $1404.76           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-12-20      | 2.0000%  | 0.0000% | $1000.00           | $739.37            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-05-15      | 3.5000%  | 0.0000% | $1000.00           | $153.02            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-10-20      | 4.0000%  | 0.0000% | $1016.00           | $74.56             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-08-15      | 4.0000%  | 0.0000% | $2111.00           | $87.73             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 7.5000%  | 0.0000% | $1000.00           | $46.92             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 4.0000%  | 0.0000% | $295921.00         | $161826.84         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | 5.0000%  | 0.0000% | $20000.00          | $6024.87           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 4.0000%  | 0.0000% | $1032.00           | $486.31            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 3.0000%  | 0.0000% | $48894636.00       | $26381212.80       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 4.0000%  | 0.0000% | $2246.00           | $1007.03           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 3.0000%  | 0.0000% | $787922.00         | $399995.97         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-06-20      | 2.0000%  | 0.0000% | $1000.00           | $471.85            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | 6.0000%  | 0.0000% | $24000.00          | $6409.90           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | 3.5000%  | 0.0000% | $5000.00           | $1588.35           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-05-20      | 5.5000%  | 0.0000% | $9000.00           | $2353.16           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-10-20      | 6.0000%  | 0.0000% | $10000.00          | $2517.56           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-04-20      | 5.0000%  | 0.0000% | $4000.00           | $702.45            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2035-04-20      | 2.5000%  | 0.0000% | $1000.00           | $130.04            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-07-20      | 4.5000%  | 0.0000% | $11000.00          | $1524.59           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-02-20      | 3.0000%  | 0.0000% | $423897.00         | $67937.73          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 3.0000%  | 0.0000% | $355442.00         | $133441.09         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-08-01      | 5.0000%  | 0.0000% | $3687274.00        | $2807244.71        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-11-01      | 6.0000%  | 0.0000% | $2230778.00        | $1920812.33        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-04-01      | 5.0000%  | 0.0000% | $1017364.00        | $127115.40         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-06-01      | 4.5000%  | 0.0000% | $20987488.00       | $2884951.59        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-09-01      | 4.0000%  | 0.0000% | $21512134.00       | $5426643.40        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-05-01      | 4.0000%  | 0.0000% | $8020272.00        | $1570584.68        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-05-01      | 4.5000%  | 0.0000% | $1124402.00        | $258396.79         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $1691532.00        | $1159609.71        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-04-01      | 4.0000%  | 0.0000% | $44255514.00       | $7297081.36        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $25400795.00       | $18157919.24       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $5002938.00        | $3432485.52        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-08-01      | 5.0000%  | 0.0000% | $822389.00         | $614579.41         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $14485850.00       | $10497783.57       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $5659.00           | $4366.31           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-04-20      | 2.0000%  | 0.0000% | $1000.00           | $440.25            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-03-20      | 2.5000%  | 0.0000% | $2038.00           | $996.84            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-05-20      | 4.0000%  | 0.0000% | $11619088.00       | $8517068.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-05-20      | 1.5000%  | 0.0000% | $1000.00           | $611.37            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-04-20      | 3.0000%  | 0.0000% | $2000.00           | $1351.74           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 2.5000%  | 0.0000% | $1000.00           | $530.89            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-08-01      | 6.5000%  | 0.0000% | $1014200.00        | $1018870.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-02-20      | 6.0000%  | 0.0000% | $201515.00         | $35813.82          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-10-20      | 4.0000%  | 0.0000% | $1000.00           | $92.81             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-11-20      | 4.5000%  | 0.0000% | $2058.00           | $155.14            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-09-20      | 6.0000%  | 0.0000% | $39000.00          | $6622.62           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-12-20      | 4.5000%  | 0.0000% | $1026.00           | $70.40             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-01-20      | 4.5000%  | 0.0000% | $1999000.00        | $131846.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-04-20      | 3.0000%  | 0.0000% | $1000.00           | $135.04            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-03-20      | 5.5000%  | 0.0000% | $2000.00           | $184.28            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-05-20      | 4.0000%  | 0.0000% | $961348.00         | $80014.23          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-05-20      | 4.5000%  | 0.0000% | $1039.00           | $100.77            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-05-20      | 5.5000%  | 0.0000% | $73000.00          | $6337.72           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-06-20      | 5.5000%  | 0.0000% | $9013.00           | $966.22            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-05-20      | 5.5000%  | 0.0000% | $45000.00          | $4138.74           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-07-20      | 3.0000%  | 0.0000% | $471296.00         | $64525.32          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-09-20      | 5.0000%  | 0.0000% | $1000.00           | $126.99            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-01-20      | 2.0000%  | 0.0000% | $15000.00          | $6393.22           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-01-20      | 2.5000%  | 0.0000% | $1000.00           | $378.85            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 3.5000%  | 0.0000% | $1462285.00        | $549185.43         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-06-20      | 2.5000%  | 0.0000% | $1000.00           | $403.60            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-04-01      | 5.0000%  | 0.0000% | $2348577.00        | $65396.10          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-05-01      | 5.0000%  | 0.0000% | $2382605.00        | $76332.00          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2054-11-20      | 5.0000%  | 0.0000% | $1000.00           | $995.40            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2054-10-20      | 5.0000%  | 0.0000% | $1024.00           | $1029.71           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-12-20      | 6.0000%  | 0.0000% | $1000.00           | $1023.65           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-02-20      | 5.5000%  | 0.0000% | $1012.00           | $1029.58           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-01-20      | 5.5000%  | 0.0000% | $1004.00           | $1013.52           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1017.54           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-02-20      | 5.0000%  | 0.0000% | $1006.00           | $990.01            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1039.19           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-01-20      | 5.0000%  | 0.0000% | $2001.00           | $1989.67           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-04-20      | 6.5000%  | 0.0000% | $1018.00           | $1056.64           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-04-20      | 6.5000%  | 0.0000% | $1003.00           | $1042.78           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-06-20      | 7.0000%  | 0.0000% | $1000.00           | $1061.14           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-06-20      | 7.0000%  | 0.0000% | $1000.00           | $1060.66           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-06-20      | 7.0000%  | 0.0000% | $1024.00           | $1086.32           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 7.5000%  | 0.0000% | $1000.00           | $1067.34           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 6.0000%  | 0.0000% | $1001.00           | $1018.27           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1051.14           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 6.0000%  | 0.0000% | $2001.00           | $2035.07           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-05-20      | 5.0000%  | 0.0000% | $4000.00           | $3950.76           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-06-20      | 6.0000%  | 0.0000% | $1000.00           | $1018.22           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $1022.09           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-06-20      | 5.5000%  | 0.0000% | $2000.00           | $2031.19           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-07-20      | 6.0000%  | 0.0000% | $2000.00           | $2037.11           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1048.81           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-05-20      | 5.5000%  | 0.0000% | $1008.00           | $1024.01           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-06-20      | 6.0000%  | 0.0000% | $1000.00           | $1031.47           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-07-20      | 5.5000%  | 0.0000% | $1000.00           | $1019.12           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-07-20      | 6.0000%  | 0.0000% | $1000.00           | $1025.43           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1044.07           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-09-20      | 6.5000%  | 0.0000% | $1011.00           | $1052.37           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 7.5000%  | 0.0000% | $1000.00           | $1044.01           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 7.0000%  | 0.0000% | $1000.00           | $1061.85           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 7.0000%  | 0.0000% | $1000.00           | $1061.94           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-08-20      | 5.5000%  | 0.0000% | $1006.00           | $1029.46           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-07-20      | 6.0000%  | 0.0000% | $1000.00           | $1030.92           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-08-20      | 5.5000%  | 0.0000% | $1014.00           | $1035.05           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1031.36           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-07-20      | 6.5000%  | 0.0000% | $1007.00           | $1037.90           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-08-20      | 5.5000%  | 0.0000% | $1000.00           | $1022.04           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-09-20      | 6.0000%  | 0.0000% | $26340.00          | $27289.17          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-08-20      | 5.5000%  | 0.0000% | $1008.00           | $1025.80           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-05-01      | 5.0000%  | 0.0000% | $911129.00         | $676273.13         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-02-01      | 4.5000%  | 0.0000% | $3092272.00        | $2677549.61        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-06-01      | 4.5000%  | 0.0000% | $2078.00           | $528.86            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-02-01      | 4.5000%  | 0.0000% | $143807.00         | $42767.18          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-02-01      | 5.5000%  | 0.0000% | $5360.00           | $78.92             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-11-01      | 4.0000%  | 0.0000% | $1000.00           | $54.93             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-05-01      | 6.5000%  | 0.0000% | $921850.00         | $833252.73         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-06-01      | 5.5000%  | 0.0000% | $338683.00         | $326874.82         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-11-01      | 5.5000%  | 0.0000% | $1088.00           | $1049.63           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-12-01      | 5.5000%  | 0.0000% | $4720050.00        | $4550295.14        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-07-01      | 4.0000%  | 0.0000% | $7728784.00        | $1331138.68        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2056-08-01      | 3.5000%  | 0.0000% | $56569586.00       | $16700606.54       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2057-01-01      | 4.0000%  | 0.0000% | $57898120.00       | $20364338.30       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2057-09-01      | 3.5000%  | 0.0000% | $1999608.00        | $719767.06         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 3.5000%  | 0.0000% | $61769088.00       | $22541177.75       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-03-01      | 4.0000%  | 0.0000% | $94520738.00       | $30605131.14       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-08-01      | 4.5000%  | 0.0000% | $2150232.00        | $781227.53         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-10-01      | 3.5000%  | 0.0000% | $86707074.00       | $22823322.83       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-04-01      | 4.5000%  | 0.0000% | $33132771.00       | $7025811.74        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-05-01      | 4.0000%  | 0.0000% | $99998415.00       | $22973653.83       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-06-01      | 6.0000%  | 0.0000% | $1083000.00        | $998949.44         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-08-01      | 5.5000%  | 0.0000% | $3253273.00        | $3286290.28        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-08-01      | 6.5000%  | 0.0000% | $527258.00         | $558499.15         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 6.5000%  | 0.0000% | $942491.00         | $996618.36         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-12-01      | 3.5000%  | 0.0000% | $29623436.00       | $5714199.36        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-06-01      | 2.5000%  | 0.0000% | $2057.00           | $1018.60           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-12-01      | 5.5000%  | 0.0000% | $42045085.00       | $39575954.92       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-03-15      | 4.0000%  | 0.0000% | $37496.00          | $1580.03           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-05-20      | 4.0000%  | 0.0000% | $23978.00          | $2747.72           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-01-15      | 4.0000%  | 0.0000% | $4000.00           | $303.01            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2027-06-15      | 2.5000%  | 0.0000% | $2307380.00        | $39318.65          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-11-15      | 3.7500%  | 0.0000% | $275050.00         | $30843.38          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-05-15      | 3.0000%  | 0.0000% | $2047646.00        | $344354.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-02-20      | 2.5000%  | 0.0000% | $478805.00         | $65690.97          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-07-20      | 4.0000%  | 0.0000% | $597999.00         | $36291.35          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-08-20      | 3.0000%  | 0.0000% | $1301770.00        | $81605.37          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-09-20      | 3.5000%  | 0.0000% | $325000.00         | $28642.71          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-04-20      | 4.0000%  | 0.0000% | $7531.00           | $628.38            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2028-10-20      | 2.5000%  | 0.0000% | $1496001.00        | $80830.84          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-03-20      | 3.5000%  | 0.0000% | $3296.00           | $325.13            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-04-20      | 3.0000%  | 0.0000% | $1711588.00        | $177037.47         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1042.35           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-09-20      | 5.5000%  | 0.0000% | $1000.00           | $1019.94           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-08-20      | 5.5000%  | 0.0000% | $1000.00           | $1020.07           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-09-20      | 5.5000%  | 0.0000% | $2004.00           | $2041.60           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-09-20      | 6.0000%  | 0.0000% | $3000.00           | $3140.06           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-09-20      | 6.0000%  | 0.0000% | $1001.00           | $1042.63           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-09-20      | 5.5000%  | 0.0000% | $1000.00           | $1018.76           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 6.0000%  | 0.0000% | $1000.00           | $967.50            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 5.0000%  | 0.0000% | $1024.00           | $1011.89           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-09-20      | 5.0000%  | 0.0000% | $4525794.00        | $4529925.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-07-20      | 4.0000%  | 0.0000% | $1000.00           | $41.22             | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1004.83           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-01-01      | 6.5000%  | 0.0000% | $796510.00         | $789971.76         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-12-01      | 4.5000%  | 0.0000% | $4323952.00        | $3635222.65        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-09-01      | 5.0000%  | 0.0000% | $3514844.00        | $2581967.37        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-04-01      | 4.0000%  | 0.0000% | $1817.00           | $365.12            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $529.16            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-08-20      | 4.0000%  | 0.0000% | $429995.00         | $30282.16          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2030-09-20      | 3.0000%  | 0.0000% | $1000.00           | $58.06             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-09-20      | 3.5000%  | 0.0000% | $1000.00           | $93.07             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-04-20      | 4.0000%  | 0.0000% | $132881108.00      | $11970303.93       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-04-20      | 5.0000%  | 0.0000% | $4000.00           | $374.38            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-05-20      | 4.0000%  | 0.0000% | $900000.00         | $84947.32          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-11-20      | 3.0000%  | 0.0000% | $994000.00         | $138410.39         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-03-20      | 4.0000%  | 0.0000% | $954892.00         | $85018.41          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-07-20      | 4.5000%  | 0.0000% | $87465253.00       | $7904394.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-10-20      | 3.0000%  | 0.0000% | $1918000.00        | $260666.03         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-10-20      | 3.5000%  | 0.0000% | $18305347.00       | $2227926.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-10-20      | 4.0000%  | 0.0000% | $1000.00           | $110.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-02-20      | 4.0000%  | 0.0000% | $30676710.00       | $3097086.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-04-20      | 3.0000%  | 0.0000% | $205000.00         | $32182.91          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-06-20      | 6.0000%  | 0.0000% | $2501273.00        | $302100.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-10-20      | 2.5000%  | 0.0000% | $1000.00           | $180.24            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-09-20      | 4.0000%  | 0.0000% | $2433133.00        | $230942.95         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-09-20      | 5.0000%  | 0.0000% | $2000.00           | $155.50            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-01      | 5.0000%  | 0.0000% | $81008044.00       | $71881185.74       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-09-01      | 5.0000%  | 0.0000% | $1053257.00        | $806773.66         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-02-01      | 3.5000%  | 0.0000% | $189788.00         | $83841.76          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $1516091.00        | $1196116.57        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-01-01      | 5.5000%  | 0.0000% | $1443210.00        | $1295207.10        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-05-01      | 6.5000%  | 0.0000% | $7246943.00        | $6287052.25        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-03-01      | 5.5000%  | 0.0000% | $210191.00         | $168665.79         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-05-01      | 6.0000%  | 0.0000% | $8589535.00        | $7643202.30        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-01-01      | 5.5000%  | 0.0000% | $2715948.00        | $2144138.18        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-11-01      | 5.0000%  | 0.0000% | $14206456.00       | $11460762.53       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-12-01      | 5.0000%  | 0.0000% | $77167176.00       | $62975108.58       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-02-01      | 5.0000%  | 0.0000% | $448823.00         | $427607.77         | Agency Mortgage-Backed Securities |

### Security 185: MUFG Securities Canada Ltd. Tri Party Repo

- **C.1 - Title:** MUFG Securities Canada Ltd. Tri Party Repo 4.209900%
- **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: 937KGC001, C.3 - LEI: 549300Y1PMK3RWXMWR72, C.5 - Other ID: 937KGC001_4.21_1001
- **C.18 - Value (incl. sponsor support):** $495000000.00
- **C.18.a - Value (excl. sponsor support):** $495000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                    | 2051-03-01      | 2.5000%  | 0.0000% | $153627.00         | $78575.63          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-05-01      | 5.5000%  | 0.0000% | $19844160.00       | $17101060.60       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-06-01      | 5.0000%  | 0.0000% | $22944128.00       | $19153545.14       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-08-01      | 5.0000%  | 0.0000% | $29907776.00       | $24136971.96       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-06-01      | 2.5000%  | 0.0000% | $17688200.00       | $10198665.30       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-06-01      | 5.0000%  | 0.0000% | $19138240.00       | $18250164.06       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-08-01      | 5.5000%  | 0.0000% | $8606944.00        | $7226235.01        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-08-01      | 5.5000%  | 0.0000% | $13896000.00       | $11883429.62       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-07-01      | 4.5000%  | 0.0000% | $7456224.00        | $2305714.10        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-02-20      | 3.0000%  | 0.0000% | $3116288.00        | $519406.37         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 5.0000%  | 0.0000% | $26243090.00       | $22663348.49       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 4.5000%  | 0.0000% | $550480.00         | $503267.43         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 4.5000%  | 0.0000% | $1338.00           | $1251.55           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-06-01      | 5.0000%  | 0.0000% | $18343070.00       | $13995570.83       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-06-01      | 2.5000%  | 0.0000% | $1000.00           | $129.65            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2043-01-01      | 3.5000%  | 0.0000% | $41855168.00       | $6440879.69        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-08-01      | 6.5000%  | 0.0000% | $31360.00          | $29444.82          | Agency Mortgage-Backed Securities  |
| TSY INFL IX N/B                | 2027-01-15      | 0.3750%  | 0.0000% | $499400.00         | $663045.68         | U.S. Treasuries (including strips) |
| Fannie Mae                     | 2027-12-01      | 3.0300%  | 0.0000% | $16281922.00       | $15238358.38       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-06-01      | 3.5000%  | 0.0000% | $3647536.00        | $371031.29         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-12-01      | 5.0000%  | 0.0000% | $21810656.00       | $20915627.41       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-02-01      | 4.0000%  | 0.0000% | $49609643.00       | $3906519.20        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-11-01      | 5.0000%  | 0.0000% | $114700.00         | $88374.23          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-09-01      | 1.9060%  | 0.0000% | $23992906.00       | $15050108.44       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-05-01      | 6.5000%  | 0.0000% | $1088.00           | $1107.42           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-07-01      | 4.0000%  | 0.0000% | $37658700.00       | $12847292.67       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-12-01      | 2.5000%  | 0.0000% | $9862980.00        | $5462249.84        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-02-01      | 2.0000%  | 0.0000% | $7761032.00        | $4720393.68        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-10-01      | 5.5000%  | 0.0000% | $31616.00          | $26571.49          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $804.64            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-07-01      | 4.0000%  | 0.0000% | $3636965.00        | $566156.17         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 5.0000%  | 0.0000% | $18407.00          | $17988.14          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-10-01      | 4.5000%  | 0.0000% | $4279376.00        | $3395362.31        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-08-01      | 4.5000%  | 0.0000% | $6454936.00        | $4804192.51        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2037-02-01      | 2.0000%  | 0.0000% | $1071024.00        | $648288.76         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-03-01      | 3.0000%  | 0.0000% | $98357632.00       | $17049283.33       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-09-01      | 5.0000%  | 0.0000% | $1791773.00        | $1111101.34        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 4.5000%  | 0.0000% | $1487958.00        | $1285968.80        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-12-01      | 4.0000%  | 0.0000% | $69999000.00       | $15944224.51       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-12-01      | 2.5000%  | 0.0000% | $20000000.00       | $11555395.31       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-05-01      | 2.5000%  | 0.0000% | $29991000.00       | $19500817.16       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-12-01      | 2.0000%  | 0.0000% | $880000.00         | $573780.31         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-05-01      | 4.5000%  | 0.0000% | $28948864.00       | $20862479.31       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-09-01      | 5.0000%  | 0.0000% | $20000000.00       | $15993808.06       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-10-01      | 5.0000%  | 0.0000% | $37987712.00       | $28495859.91       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-11-01      | 5.0000%  | 0.0000% | $34381440.00       | $27462406.15       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-02-01      | 6.0000%  | 0.0000% | $48161152.00       | $37930978.78       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-01      | 5.0000%  | 0.0000% | $22006480.00       | $18692992.73       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $585756.00         | $458175.98         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-02-01      | 6.0000%  | 0.0000% | $15000000.00       | $11884784.87       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-07-01      | 5.5000%  | 0.0000% | $10904928.00       | $9973931.69        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $894.73            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2053-01-01      | 5.5000%  | 0.0000% | $23700800.00       | $22911092.07       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $904.20            | Agency Mortgage-Backed Securities  |

### Security 186: Wells Fargo Bank Tri Party Repo

- **C.1 - Title:** Wells Fargo Bank Tri Party Repo 4.209900%
- **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: 938CNS005, C.3 - LEI: N/A, C.5 - Other ID: 938CNS005_4.21_1001
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 A | 2052-04-20      | 3.5000%  | 0.0000% | $393543898.00      | $277417925.44      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-20      | 5.5000%  | 0.0000% | $184188870.00      | $130629787.99      | Agency Mortgage-Backed Securities |

### Security 187: Fixed Income Clearing Corp. Tri Party Repo - BoA

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BoA 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942NHH006, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 942NHH006_4.15_0102
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - BOA

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-05-15      | 2.3750%  | 0.0000% | $407300.00         | $393314.23         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 4.8750%  | 0.0000% | $95000000.00       | $100330862.49      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 4.1250%  | 0.0000% | $7673000.00        | $7757358.88        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $1000.00           | $1015.40           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 4.8750%  | 0.0000% | $394900.00         | $403931.36         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 4.2500%  | 0.0000% | $6732000.00        | $6940442.92        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 3.5000%  | 0.0000% | $50000.00          | $49892.35          | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-23      | NA       | 0.0000% | $100.00            | $99.11             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 4.2500%  | 0.0000% | $10000.00          | $10196.83          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-31      | 4.1250%  | 0.0000% | $8373400.00        | $8491381.21        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.7500%  | 0.0000% | $24721200.00       | $24245465.23       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 1.1250%  | 0.0000% | $100.00            | $94.39             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-15      | 1.8750%  | 0.0000% | $78517500.00       | $69901912.13       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-09-30      | 3.8750%  | 0.0000% | $2629700.00        | $2623480.76        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-09-30      | 3.6250%  | 0.0000% | $136189900.00      | $135571870.23      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-02-15      | 3.5000%  | 0.0000% | $2103900.00        | $1935602.73        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-05-15      | 4.3750%  | 0.0000% | $17276800.00       | $17270014.54       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 3.1250%  | 0.0000% | $100.00            | $83.43             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.0000%  | 0.0000% | $27847800.00       | $22926536.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 3.3750%  | 0.0000% | $4720500.00        | $4003140.96        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-11-15      | 3.0000%  | 0.0000% | $4212600.00        | $3310909.82        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-02-15      | 1.8750%  | 0.0000% | $39213600.00       | $27678752.90       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-11-15      | 2.0000%  | 0.0000% | $12991200.00       | $9227649.36        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 4.1250%  | 0.0000% | $22209600.00       | $22424166.95       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 3.8750%  | 0.0000% | $42704000.00       | $43481027.76       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 4.1250%  | 0.0000% | $1000000.00        | $1020851.51        | U.S. Treasuries (including strips) |

### Security 188: Fixed Income Clearing Corp. Tri Party Repo - BoA

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BoA 4.209900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942NHH006, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 942NHH006_4.21_1001
- **C.18 - Value (incl. sponsor support):** $8500000000.00
- **C.18.a - Value (excl. sponsor support):** $8500000000.00
- **C.19 - Percentage of Net Assets:** 4.3300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - BOA

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-11-15      | 3.1250%  | 0.0000% | $1474700.00        | $1469821.32        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-15      | 2.3750%  | 0.0000% | $1152000.00        | $1112442.91        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 2.1250%  | 0.0000% | $25000.00          | $24896.86          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 4.6250%  | 0.0000% | $100.00            | $102.83            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-15      | 4.6250%  | 0.0000% | $17822100.00       | $18366342.52       | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2025-10-31      | 4.0685%  | 0.0000% | $300.00            | $302.15            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 4.3750%  | 0.0000% | $5600.00           | $5804.18           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-15      | 4.3750%  | 0.0000% | $2494100.00        | $2545918.17        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-15      | 4.0000%  | 0.0000% | $20418000.00       | $20666661.94       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 4.0000%  | 0.0000% | $4094200.00        | $4167082.64        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-01-31      | 4.0000%  | 0.0000% | $7368300.00        | $7499414.74        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-28      | 4.6250%  | 0.0000% | $100.00            | $100.66            | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2026-04-30      | 4.0485%  | 0.0000% | $36721300.00       | $36976843.12       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $2800.00           | $2921.63           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 4.2500%  | 0.0000% | $138766200.00      | $143062817.85      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $1780582300.00     | $1834414644.68     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $99900.00          | $101909.29         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 4.3750%  | 0.0000% | $100.00            | $103.74            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 4.2500%  | 0.0000% | $13150800.00       | $13377638.15       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 4.2500%  | 0.0000% | $2310200.00        | $2376698.73        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-02-15      | 4.6250%  | 0.0000% | $200.00            | $209.25            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-30      | NA       | 0.0000% | $300.00            | $299.03            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-11-28      | NA       | 0.0000% | $19900.00          | $19772.32          | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-04-16      | NA       | 0.0000% | $1000.00           | $980.07            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-03-26      | NA       | 0.0000% | $15000.00          | $14726.66          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 4.2500%  | 0.0000% | $235200.00         | $239829.56         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 4.0000%  | 0.0000% | $68680800.00       | $69507098.70       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 3.8750%  | 0.0000% | $344670100.00      | $345751674.77      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-15      | 3.7500%  | 0.0000% | $100.00            | $102.06            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 3.7500%  | 0.0000% | $12467100.00       | $12681285.19       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $902160300.00      | $922978311.11      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $299991200.00      | $305239996.03      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.8750%  | 0.0000% | $1167144900.00     | $1186243475.57     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 3.8750%  | 0.0000% | $102224800.00      | $103564377.70      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 1.6250%  | 0.0000% | $376000.00         | $369208.56         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-15      | 0.6250%  | 0.0000% | $76038500.00       | $66317947.27       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 0.5000%  | 0.0000% | $100.00            | $94.31             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-15      | 0.8750%  | 0.0000% | $774985000.00      | $674874956.40      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 0.6250%  | 0.0000% | $100.00            | $94.06             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 0.6250%  | 0.0000% | $270203000.00      | $253327606.74      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-28      | 0.5000%  | 0.0000% | $8000.00           | $7891.71           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 1.2500%  | 0.0000% | $46500.00          | $43783.33          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 1.1250%  | 0.0000% | $200.00            | $195.45            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.2500%  | 0.0000% | $500.00            | $486.72            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 1.7500%  | 0.0000% | $300.00            | $283.15            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 1.8750%  | 0.0000% | $1000000.00        | $945147.87         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-09-30      | 3.8750%  | 0.0000% | $151010500.00      | $150653360.17      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-09-30      | 3.6250%  | 0.0000% | $335584000.00      | $334061119.81      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-15      | 5.3750%  | 0.0000% | $102665100.00      | $111241819.45      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-11-15      | 4.3750%  | 0.0000% | $1000.00           | $1009.18           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-05-15      | 4.3750%  | 0.0000% | $13783400.00       | $13875669.53       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-11-15      | 4.2500%  | 0.0000% | $6420900.00        | $6348841.45        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-11-15      | 3.1250%  | 0.0000% | $3993100.00        | $3375019.03        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-11-15      | 3.0000%  | 0.0000% | $38120200.00       | $29960723.67       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-05-15      | 2.5000%  | 0.0000% | $18085500.00       | $12897186.02       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-08-15      | 2.7500%  | 0.0000% | $173500.00         | $126551.68         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-02-15      | 3.0000%  | 0.0000% | $200.00            | $152.02            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-02-15      | 3.0000%  | 0.0000% | $49100.00          | $37012.22          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-02-15      | 2.0000%  | 0.0000% | $300100.00         | $180528.16         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-11-15      | 1.6250%  | 0.0000% | $285600.00         | $155368.04         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-02-15      | 1.8750%  | 0.0000% | $300.00            | $211.75            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-05-15      | 2.3750%  | 0.0000% | $231678000.00      | $151570292.50      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-11-15      | 2.0000%  | 0.0000% | $531028000.00      | $377189188.40      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $74.49             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.1250%  | 0.0000% | $151191800.00      | $148539862.41      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.8750%  | 0.0000% | $3040000.00        | $3061848.48        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 4.1250%  | 0.0000% | $18404100.00       | $18907252.19       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-11-15      | 4.1250%  | 0.0000% | $36454200.00       | $37473122.23       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 3.8750%  | 0.0000% | $399900.00         | $407176.45         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 3.5000%  | 0.0000% | $33559500.00       | $33667582.73       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $580372600.00      | $589365425.27      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 3.6250%  | 0.0000% | $95276900.00       | $94932759.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $141000600.00      | $141776474.13      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-15      | 3.6250%  | 0.0000% | $134200.00         | $135844.86         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 4.0000%  | 0.0000% | $54000.00          | $55078.27          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-15      | 4.5000%  | 0.0000% | $139830000.00      | $141912874.26      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $43000.00          | $42058.19          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 2.2500%  | 0.0000% | $244484000.00      | $239746266.81      | U.S. Treasuries (including strips) |

### Security 189: Australia & New Zealand Banking Group Ltd. Repo

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. Repo 4.209900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 943BACII1, C.3 - LEI: N/A, C.5 - Other ID: 943BACII1_4.21_1001
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2055-02-15      | 4.6250%  | 0.0000% | $100000000.00      | $99296875.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 1.0000%  | 0.0000% | $222447000.00      | $207209682.74      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 2.8750%  | 0.0000% | $336788000.00      | $331999295.62      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 2.7500%  | 0.0000% | $95000000.00       | $93944964.33       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-02-15      | 3.5000%  | 0.0000% | $250000000.00      | $244140625.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $105171000.00      | $110659611.56      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $90000000.00       | $91153125.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 4.1250%  | 0.0000% | $97000000.00       | $98064726.56       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-31      | 4.6250%  | 0.0000% | $87000000.00       | $91984375.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $73500000.00       | $75630351.56       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $300000000.00      | $305992571.72      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $158000000.00      | $160752656.25      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $90000000.00       | $92317968.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $70000000.00       | $70721875.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $125000000.00      | $116582031.24      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-08-15      | 4.1250%  | 0.0000% | $70000000.00       | $63885937.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.2500%  | 0.0000% | $80000000.00       | $68325000.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-08-15      | 1.1250%  | 0.0000% | $70000000.00       | $44318750.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-11-15      | 3.3750%  | 0.0000% | $100000000.00      | $81843750.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 3.7500%  | 0.0000% | $113000000.00      | $101841250.00      | U.S. Treasuries (including strips) |

### Security 190: Fixed Income Clearing Corp. Repo - UBS

- **C.1 - Title:** Fixed Income Clearing Corp. Repo - UBS 4.220000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 944DQXII3, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 944DQXII3_4.22_1001
- **C.18 - Value (incl. sponsor support):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 3.0600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - UBS

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-02-29      | 4.0000%  | 0.0000% | $250000000.00      | $253035760.53      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 4.0000%  | 0.0000% | $320000000.00      | $325946739.13      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-08-15      | 3.8750%  | 0.0000% | $180610000.00      | $180271356.25      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 4.2500%  | 0.0000% | $260000000.00      | $265932933.36      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $470000000.00      | $490452343.75      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-31      | 4.6250%  | 0.0000% | $250000000.00      | $264322916.67      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 4.0000%  | 0.0000% | $520000000.00      | $529460326.09      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $390000000.00      | $399004177.99      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $290000000.00      | $298382812.50      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $740000000.00      | $762431250.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-02-15      | 4.6250%  | 0.0000% | $230000000.00      | $240781250.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $1230000000.00     | $1261775000.00     | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2035-07-15      | 1.8750%  | 0.0000% | $510000000.00      | $519878880.93      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-09-30      | 3.8750%  | 0.0000% | $330000000.00      | $329329687.50      | U.S. Treasuries (including strips) |

### Security 191: Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley 4.189900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 944JXD905, C.3 - LEI: N/A, C.5 - Other ID: 944JXD905_4.19_1001
- **C.18 - Value (incl. sponsor support):** $770000000.00
- **C.18.a - Value (excl. sponsor support):** $770000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - MORGAN STANLEY

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-06-15      | 4.6250%  | 0.0000% | $101160000.00      | $104151824.70      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-04-30      | 4.0000%  | 0.0000% | $36425500.00       | $37275104.21       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-15      | 3.8750%  | 0.0000% | $10097000.00       | $10279498.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 1.2500%  | 0.0000% | $151171000.00      | $142705877.51      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 3.6250%  | 0.0000% | $488641700.00      | $490987790.96      | U.S. Treasuries (including strips) |

### Security 192: Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 944JXD905, C.3 - LEI: N/A, C.5 - Other ID: 944JXD905_4.20_1001
- **C.18 - Value (incl. sponsor support):** $2835000000.00
- **C.18.a - Value (excl. sponsor support):** $2835000000.00
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - MORGAN STANLEY

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2030-10-31      | 4.8750%  | 0.0000% | $248596000.00      | $266512895.93      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 4.2500%  | 0.0000% | $473807800.00      | $484617771.86      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-09-30      | 3.6250%  | 0.0000% | $801287200.00      | $792404130.10      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-02-15      | 4.6250%  | 0.0000% | $659136200.00      | $689608231.31      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 0.5000%  | 0.0000% | $75358600.00       | $71068914.56       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-15      | 0.8750%  | 0.0000% | $2154100.00        | $1875840.36        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-15      | 1.6250%  | 0.0000% | $373326600.00      | $334870880.26      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 1.8750%  | 0.0000% | $237525100.00      | $224496341.62      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.0000%  | 0.0000% | $25525500.00       | $26245074.95       | U.S. Treasuries (including strips) |

### Security 193: Fixed Income Clearing Corp. Tri Party Repo - JPM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - JPM 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 952JMUII9, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 952JMUII9_4.20_1001
- **C.18 - Value (incl. sponsor support):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 3.0600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - JPM

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-10-15      | 3.8750%  | 0.0000% | $309692800.00      | $316788755.51      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $297996000.00      | $307005313.07      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-26      | NA       | 0.0000% | $1213457600.00     | $1202282868.96     | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-06-11      | NA       | 0.0000% | $148785400.00      | $145060557.51      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-01-15      | NA       | 0.0000% | $489615200.00      | $484158928.21      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-02-26      | NA       | 0.0000% | $405700.00         | $399479.00         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-01-27      | NA       | 0.0000% | $172754000.00      | $170589737.89      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 4.0000%  | 0.0000% | $666780800.00      | $674802839.80      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 1.5000%  | 0.0000% | $327313600.00      | $318900793.72      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-12-31      | 0.3750%  | 0.0000% | $44526400.00       | $44169721.27       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 3.8750%  | 0.0000% | $1877756800.00     | $1902363364.50     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 2.2500%  | 0.0000% | $564415200.00      | $553477680.05      | U.S. Treasuries (including strips) |

### Security 194: Fixed Income Clearing Corp. Tri Party Repo - Northern Trust

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Northern Trust 4.189900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 954ZEB000, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 954ZEB000_4.19_1001
- **C.18 - Value (incl. sponsor support):** $1665000000.00
- **C.18.a - Value (excl. sponsor support):** $1665000000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - NORTHERN TRUST

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-03-15      | 4.2500%  | 0.0000% | $185593900.00      | $187450479.86      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-15      | 4.5000%  | 0.0000% | $55620200.00       | $57462476.65       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 3.8750%  | 0.0000% | $109916300.00      | $110262902.48      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 3.7500%  | 0.0000% | $885226400.00      | $900397628.94      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 1.8750%  | 0.0000% | $11628000.00       | $11359604.40       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 2.5000%  | 0.0000% | $438600000.00      | $431245881.44      | U.S. Treasuries (including strips) |

### Security 195: TD Securities USA LLC Tri Party Repo

- **C.1 - Title:** TD Securities USA LLC Tri Party Repo 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: 976GZD009, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: 976GZD009_4.20_1001
- **C.18 - Value (incl. sponsor support):** $420000000.00
- **C.18.a - Value (excl. sponsor support):** $420000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC REMICS             | 2055-06-25      | 1.4440%  | 0.0000% | $130719074.00      | $7046483.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-01-20      | 3.5000%  | 0.0000% | $128626590.00      | $16816743.56       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-06-25      | 4.0000%  | 0.0000% | $52471555.00       | $2902476.11        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-11-25      | 3.0000%  | 0.0000% | $68864492.00       | $5260618.03        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-04-20      | NA       | 0.0000% | $50000000.00       | $505167.83         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 1.4112%  | 0.0000% | $18252054.00       | $1446137.75        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-12-25      | 3.0000%  | 0.0000% | $72500000.00       | $7087982.21        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-01-25      | 2.6440%  | 0.0000% | $264727200.00      | $9805582.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-10-20      | 1.3501%  | 0.0000% | $40640899.00       | $339797.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-10-20      | 4.5000%  | 0.0000% | $22298664.00       | $56377.60          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-01-16      | 0.8706%  | 0.0000% | $30246000.00       | $1647737.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-04-16      | 0.9508%  | 0.0000% | $100000000.00      | $6640807.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 2.0112%  | 0.0000% | $26245389.00       | $1584313.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 1.7612%  | 0.0000% | $3972473.00        | $215095.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 1.2112%  | 0.0000% | $975177.00         | $43212.50          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 1.0112%  | 0.0000% | $60933192.00       | $2401982.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-09-20      | 0.8112%  | 0.0000% | $132565800.00      | $4830017.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 1.8612%  | 0.0000% | $177430035.00      | $10939936.43       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 1.6112%  | 0.0000% | $50591235.00       | $2861163.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 1.4112%  | 0.0000% | $117583768.00      | $4750814.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.1112%  | 0.0000% | $11583727.00       | $514081.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-10-20      | 1.7501%  | 0.0000% | $30731485.00       | $3780573.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-01-20      | 4.5000%  | 0.0000% | $3274466.00        | $706666.73         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 6.5000%  | 0.0000% | $10483389.00       | $1279890.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 6.0000%  | 0.0000% | $11976517.00       | $1661908.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-10-20      | 4.0000%  | 0.0000% | $632247.00         | $109754.27         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-04-20      | 4.5000%  | 0.0000% | $1725823.00        | $233847.43         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-05-20      | 1.9001%  | 0.0000% | $42262930.00       | $1485115.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-03-20      | 2.5000%  | 0.0000% | $13600000.00       | $1343799.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 3.5000%  | 0.0000% | $5697759.00        | $456327.34         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 3.5000%  | 0.0000% | $7518796.00        | $658946.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 4.5000%  | 0.0000% | $11465433.00       | $674959.15         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-12-20      | 4.0000%  | 0.0000% | $15874035.00       | $1324403.17        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-04-20      | 3.0000%  | 0.0000% | $742144.00         | $64829.77          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 4.5000%  | 0.0000% | $1049099.00        | $99461.02          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 2.0501%  | 0.0000% | $1750226.00        | $103394.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | 2.5000%  | 0.0000% | $18430239.00       | $1811473.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | 2.5000%  | 0.0000% | $11954523.00       | $1096650.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | NA       | 0.0000% | $18461061.00       | $217081.71         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | NA       | 0.0000% | $19022608.00       | $177025.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | 3.0000%  | 0.0000% | $27691164.00       | $2812012.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | NA       | 0.0000% | $50000000.00       | $224635.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 3.0000%  | 0.0000% | $26805699.00       | $2625620.93        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-09-20      | 3.0000%  | 0.0000% | $10510385.00       | $1127046.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | NA       | 0.0000% | $79738541.00       | $405403.94         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-09-20      | 3.0000%  | 0.0000% | $21303118.00       | $2440712.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | NA       | 0.0000% | $83953899.00       | $933421.04         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2050-09-20      | 3.0000%  | 0.0000% | $3840735.00        | $398356.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | 2.5000%  | 0.0000% | $20982500.00       | $1523648.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | 3.0000%  | 0.0000% | $37996666.00       | $1828109.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-12-20      | NA       | 0.0000% | $73110457.00       | $1071837.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | 3.5000%  | 0.0000% | $31377047.00       | $2297085.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | NA       | 0.0000% | $108371129.00      | $591279.84         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | NA       | 0.0000% | $115618016.00      | $491675.60         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 2.4612%  | 0.0000% | $32888534.00       | $2617597.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-12-20      | 2.4612%  | 0.0000% | $32632614.00       | $2605842.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-12-20      | 1.8612%  | 0.0000% | $11750000.00       | $1098172.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-11-20      | 0.2112%  | 0.0000% | $50000000.00       | $937121.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-10-20      | 5.5000%  | 0.0000% | $6998807.00        | $476745.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | 1.7612%  | 0.0000% | $10195615.00       | $747559.43         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-02-20      | NA       | 0.0000% | $150000000.00      | $23035.39          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-02-20      | NA       | 0.0000% | $50000000.00       | $173644.95         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 3.0000%  | 0.0000% | $32233227.00       | $3508439.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-03-20      | 4.0000%  | 0.0000% | $12868507.00       | $1859872.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-04-20      | 4.0000%  | 0.0000% | $32222222.00       | $2002421.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-04-20      | NA       | 0.0000% | $100000000.00      | $2239490.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-20      | 1.7312%  | 0.0000% | $20743500.00       | $628467.97         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | 1.8112%  | 0.0000% | $15346397.00       | $1361842.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 1.6412%  | 0.0000% | $5000000.00        | $333716.39         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-08-20      | 0.3612%  | 0.0000% | $50000000.00       | $995858.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 6.0000%  | 0.0000% | $842428.00         | $79436.75          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-20      | 1.8612%  | 0.0000% | $74687171.00       | $4783037.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 1.9112%  | 0.0000% | $17642164.00       | $924760.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 0.6612%  | 0.0000% | $50000000.00       | $1517795.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 1.8912%  | 0.0000% | $30000000.00       | $2786833.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 1.2112%  | 0.0000% | $50000000.00       | $1673278.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 1.7612%  | 0.0000% | $17633700.00       | $1679753.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 1.8112%  | 0.0000% | $55087897.00       | $5279410.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 1.8612%  | 0.0000% | $21165334.00       | $1982524.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 2.5000%  | 0.0000% | $26752227.00       | $3276686.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 6.2744%  | 0.0000% | $20428821.00       | $17830657.14       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-08-20      | 4.0000%  | 0.0000% | $56461446.00       | $6276689.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.7612%  | 0.0000% | $56699998.00       | $2953855.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.0112%  | 0.0000% | $200000000.00      | $3788635.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 1.6612%  | 0.0000% | $29039582.00       | $1434364.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | NA       | 0.0000% | $7692308.00        | $3093903.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 1.6612%  | 0.0000% | $25771448.00       | $1484778.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-20      | 1.8612%  | 0.0000% | $40260220.00       | $2937752.03        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-06-20      | 1.5612%  | 0.0000% | $50000000.00       | $4435718.54        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-06-20      | 2.0612%  | 0.0000% | $36964348.00       | $2995649.77        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2065-08-20      | 1.5612%  | 0.0000% | $153173021.00      | $5031104.99        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-07-20      | 2.1112%  | 0.0000% | $5629979.00        | $485647.05         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-07-20      | 0.8112%  | 0.0000% | $70245204.00       | $2780338.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 0.1000%  | 0.0000% | $169486772.00      | $515493.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | 2.5000%  | 0.0000% | $28868923.00       | $3558937.08        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-08-20      | 0.2112%  | 0.0000% | $110000000.00      | $4389333.45        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-09-20      | 2.2686%  | 0.0000% | $24320909.00       | $2447368.27        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-09-20      | 2.2686%  | 0.0000% | $20679545.00       | $2080923.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-10-20      | 3.0000%  | 0.0000% | $26666846.00       | $216557.87         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-06-20      | 1.9001%  | 0.0000% | $30000000.00       | $437328.87         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-01-20      | 0.1226%  | 0.0000% | $24675214.00       | $33623.42          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-07-20      | 3.5000%  | 0.0000% | $32828440.00       | $2662792.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-08-20      | 3.0000%  | 0.0000% | $74181817.00       | $6450765.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | 3.5000%  | 0.0000% | $24074733.00       | $1844852.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | 2.5000%  | 0.0000% | $22351228.00       | $2298232.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-11-20      | 2.5000%  | 0.0000% | $40726237.00       | $4356588.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-12-20      | 2.5000%  | 0.0000% | $51918800.00       | $4141404.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 2.5000%  | 0.0000% | $20000000.00       | $2308075.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-10-20      | 3.5000%  | 0.0000% | $56913681.00       | $3731079.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-09-20      | 2.0612%  | 0.0000% | $64892616.00       | $1644285.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 1.1112%  | 0.0000% | $45000000.00       | $1880366.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 7.0000%  | 0.0000% | $14285714.00       | $2147681.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 1.7612%  | 0.0000% | $28997426.00       | $1823603.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 2.0612%  | 0.0000% | $22807423.00       | $1927981.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 1.3112%  | 0.0000% | $185000000.00      | $8080159.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 0.9112%  | 0.0000% | $75000000.00       | $2799818.46        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2064-03-20      | 0.9112%  | 0.0000% | $100000000.00      | $972712.16         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 7.0000%  | 0.0000% | $59162651.00       | $12800845.55       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 0.7612%  | 0.0000% | $50000000.00       | $1906604.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 2.8112%  | 0.0000% | $50000000.00       | $5396211.09        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-03-20      | 6.5000%  | 0.0000% | $12017336.00       | $2262862.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 0.5000%  | 0.0000% | $42063213.00       | $356159.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 7.0000%  | 0.0000% | $45094359.00       | $9589819.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-03-20      | 4.0000%  | 0.0000% | $68893671.00       | $11685169.04       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-05-20      | 7.5000%  | 0.0000% | $10000000.00       | $1799683.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-05-20      | 0.8112%  | 0.0000% | $200000000.00      | $2438382.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 2.8612%  | 0.0000% | $42708333.00       | $3552249.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 0.1500%  | 0.0000% | $84905919.00       | $161565.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-08-20      | 1.8112%  | 0.0000% | $31904761.00       | $2840398.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-07-20      | 2.2112%  | 0.0000% | $14883076.00       | $1044923.86        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-08-20      | 7.5000%  | 0.0000% | $12941591.00       | $2598110.61        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2035-05-20      | 6.0000%  | 0.0000% | $7089196.00        | $1204125.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-08-20      | 2.2612%  | 0.0000% | $30000000.00       | $2602160.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-09-20      | 7.0000%  | 0.0000% | $33230187.00       | $5414101.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-12-20      | 4.0000%  | 0.0000% | $30729356.00       | $4747512.51        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-09-20      | 1.5012%  | 0.0000% | $100000000.00      | $5398843.35        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2052-11-20      | 0.1612%  | 0.0000% | $18653942.00       | $206945.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-11-20      | 1.6112%  | 0.0000% | $19535580.00       | $1232600.37        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-01-20      | 7.5000%  | 0.0000% | $59657397.00       | $9640184.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-11-20      | 2.2112%  | 0.0000% | $7629641.00        | $618063.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 1.1112%  | 0.0000% | $34493453.00       | $1990662.55        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-10-20      | 1.0612%  | 0.0000% | $81863342.00       | $3952879.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-12-20      | 1.5112%  | 0.0000% | $28950646.00       | $1695274.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-12-20      | 2.2612%  | 0.0000% | $18058427.00       | $1581481.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 1.5712%  | 0.0000% | $40532251.00       | $3276066.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 2.1912%  | 0.0000% | $6500000.00        | $394368.88         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-11-25      | 2.7440%  | 0.0000% | $87500000.00       | $6077229.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 2.3112%  | 0.0000% | $20593000.00       | $1860010.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 6.5000%  | 0.0000% | $623077.00         | $74239.73          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-20      | 1.2112%  | 0.0000% | $61391018.00       | $2686379.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 0.1000%  | 0.0000% | $50000000.00       | $84358.08          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 0.1000%  | 0.0000% | $50000000.00       | $84358.08          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 0.1000%  | 0.0000% | $50000000.00       | $83978.09          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 0.1000%  | 0.0000% | $50000000.00       | $83978.09          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 1.2112%  | 0.0000% | $50000000.00       | $1767192.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 1.6012%  | 0.0000% | $41496655.00       | $1688063.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 1.4112%  | 0.0000% | $138461538.00      | $3513509.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 1.4112%  | 0.0000% | $36933332.00       | $1818958.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 1.3612%  | 0.0000% | $75000000.00       | $1681601.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-09-20      | NA       | 0.0000% | $43917050.00       | $10680344.43       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-09-25      | 0.7940%  | 0.0000% | $106628869.00      | $5854327.32        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-09-25      | 2.7440%  | 0.0000% | $54702204.00       | $6584674.25        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-01-25      | 3.0000%  | 0.0000% | $61179107.00       | $5203550.49        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-01-25      | 1.4440%  | 0.0000% | $150000000.00      | $6410901.34        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-09-25      | 2.7940%  | 0.0000% | $64285714.00       | $6358975.35        | Agency Mortgage-Backed Securities |

### Security 196: TD Securities USA LLC Tri Party Repo

- **C.1 - Title:** TD Securities USA LLC Tri Party Repo 4.209900%
- **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: 976GZG002, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: 976GZG002_4.21_1001
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2048-01-15      | 4.8750%  | 0.0000% | $2428000.00        | $2375453.83        | Agency Mortgage-Backed Securities |
| TENN VALLEY AUTHORITY | 2030-08-01      | 3.8750%  | 0.0000% | $7783000.00        | $7825310.12        | Agency Mortgage-Backed Securities |

### Security 197: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 985SRR000, C.3 - LEI: N/A, C.5 - Other ID: 985SRR000_4.00_0109
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2054-11-15      | 4.5000%  | 0.0000% | $5429400.00        | $5332192.02        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2055-02-15      | 2.3750%  | 0.0000% | $270575700.00      | $271943108.38      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-08-15      | 4.7500%  | 0.0000% | $32421100.00       | $32809780.36       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2054-02-15      | 2.1250%  | 0.0000% | $100.00            | $97.65             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-02      | NA       | 0.0000% | $97830000.00       | $97819140.87       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 1.2500%  | 0.0000% | $98100.00          | $95778.23          | U.S. Treasuries (including strips) |

### Security 198: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 4.040000%
- **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: 985TJG001, C.3 - LEI: N/A, C.5 - Other ID: 985TJG001_4.04_0107
- **C.18 - Value (incl. sponsor support):** $385000000.00
- **C.18.a - Value (excl. sponsor support):** $385000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                     | 2049-07-25      | 1.5795%  | 0.0000% | $100000.00         | $2865.51           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-09-25      | 1.5795%  | 0.0000% | $36648585.00       | $1799948.22        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-08-25      | 1.6624%  | 0.0000% | $4419174.00        | $52425.68          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-10-25      | 1.5795%  | 0.0000% | $19675387.00       | $380611.12         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-04-25      | 3.0000%  | 0.0000% | $15277695.00       | $1492835.88        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2057-01-25      | 2.5000%  | 0.0000% | $16150551.00       | $1624601.65        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-07-25      | 2.5000%  | 0.0000% | $11000000.00       | $533008.48         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2060-10-25      | 1.7295%  | 0.0000% | $24212379.00       | $1741552.36        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-01-25      | 2.5000%  | 0.0000% | $745000.00         | $81439.72          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-01-25      | 2.0000%  | 0.0000% | $1000000.00        | $60326.03          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-02-25      | 2.5000%  | 0.0000% | $1100000.00        | $97488.46          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-06-25      | 3.0000%  | 0.0000% | $52408264.00       | $2533769.18        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-01-25      | 2.5000%  | 0.0000% | $4048700.00        | $450350.11         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-03-25      | 3.0000%  | 0.0000% | $53688995.00       | $6395433.61        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-08-25      | 2.5000%  | 0.0000% | $16198800.00       | $1699654.71        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-07-25      | 3.5000%  | 0.0000% | $4446000.00        | $363308.94         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-05-25      | NA       | 0.0000% | $4800000.00        | $1157685.93        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-03-25      | NA       | 0.0000% | $13162138.00       | $6293028.77        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-05-25      | 2.5000%  | 0.0000% | $22170000.00       | $1708092.65        | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS              | 2051-08-25      | 3.0000%  | 0.0000% | $68166297.00       | $5351666.07        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-05-25      | 3.0000%  | 0.0000% | $77030300.00       | $6475336.09        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-02-25      | 3.0000%  | 0.0000% | $38712820.00       | $4256235.94        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-12-25      | NA       | 0.0000% | $105000000.00      | $231728.16         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-02-25      | NA       | 0.0000% | $316158216.00      | $1106718.74        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-11-25      | 2.5000%  | 0.0000% | $14605459.00       | $1064450.42        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-10-25      | 2.5000%  | 0.0000% | $700000.00         | $102791.91         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-07-25      | 1.6440%  | 0.0000% | $102069815.00      | $6116430.81        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-06-25      | 1.0640%  | 0.0000% | $105253578.00      | $3564581.36        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-25      | 1.6940%  | 0.0000% | $50000000.00       | $2642137.20        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-25      | 1.4440%  | 0.0000% | $50000000.00       | $2614474.53        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-05-25      | 2.0000%  | 0.0000% | $22125000.00       | $2526707.54        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-03-25      | 1.9940%  | 0.0000% | $67728750.00       | $2967769.73        | Agency Mortgage-Backed Securities  |
| FRESB MULTIFAMILY MORTGAGE PAS | 2043-01-25      | 0.3326%  | 0.0000% | $85000000.00       | $1881928.32        | Agency Mortgage-Backed Securities  |
| FRESB MULTIFAMILY MORTGAGE PAS | 2041-11-25      | 0.1286%  | 0.0000% | $133557760.00      | $1262868.30        | Agency Mortgage-Backed Securities  |
| FRESB MULTIFAMILY MORTGAGE PAS | 2040-10-25      | 1.1408%  | 0.0000% | $66385013.00       | $999082.83         | Agency Mortgage-Backed Securities  |
| FRESB MULTIFAMILY MORTGAGE PAS | 2040-06-25      | 0.4416%  | 0.0000% | $34061053.00       | $890164.00         | Agency Mortgage-Backed Securities  |
| FRESB MULTIFAMILY MORTGAGE PAS | 2039-07-25      | 0.9794%  | 0.0000% | $157000000.00      | $3020983.80        | Agency Mortgage-Backed Securities  |
| FRESB MULTIFAMILY MORTGAGE PAS | 2038-05-25      | 0.5715%  | 0.0000% | $507844849.00      | $804083.61         | Agency Mortgage-Backed Securities  |
| FHLMC MULTIFAMILY STRUCTURED P | 2058-02-25      | 5.7786%  | 0.0000% | $7676286.00        | $2987794.77        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-12-25      | 3.5000%  | 0.0000% | $37983982.00       | $3465384.49        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-03-25      | 1.4440%  | 0.0000% | $27000000.00       | $914309.36         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-03-25      | 1.3440%  | 0.0000% | $16881143.00       | $548649.20         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-03-25      | 1.5440%  | 0.0000% | $56495885.00       | $2936212.06        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2057-12-25      | 1.5295%  | 0.0000% | $149720538.00      | $13696486.64       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-10-25      | NA       | 0.0000% | $18782859.00       | $10846739.02       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-10-25      | 1.3440%  | 0.0000% | $234686628.00      | $9389662.70        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-11-25      | NA       | 0.0000% | $7042858.00        | $3171142.51        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-11-25      | NA       | 0.0000% | $11438462.00       | $5490700.82        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-11-25      | 7.1759%  | 0.0000% | $3490757.00        | $2364534.49        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-02-25      | 2.2440%  | 0.0000% | $58919417.00       | $4057365.21        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-11-25      | 0.6781%  | 0.0000% | $105500000.00      | $3077194.84        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-11-25      | 1.6440%  | 0.0000% | $77150725.00       | $2269614.58        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-09-25      | 2.6440%  | 0.0000% | $30500000.00       | $1532021.31        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-12-25      | 0.5440%  | 0.0000% | $50000000.00       | $853687.26         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-12-25      | 1.2940%  | 0.0000% | $27593482.00       | $1157532.22        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-06-25      | 2.6940%  | 0.0000% | $55273530.00       | $3523234.00        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-06-25      | 6.5000%  | 0.0000% | $4262906.00        | $575971.55         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-05-25      | 2.1440%  | 0.0000% | $35968856.00       | $1525180.16        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-06-25      | 6.0000%  | 0.0000% | $2929798.00        | $518928.65         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-03-25      | 2.6440%  | 0.0000% | $25000000.00       | $1255755.17        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-03-25      | 1.9940%  | 0.0000% | $9000000.00        | $372250.50         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-03-25      | 1.4940%  | 0.0000% | $30000000.00       | $1294827.07        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-10-25      | 2.5000%  | 0.0000% | $41426042.00       | $3718792.11        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-03-25      | 1.9940%  | 0.0000% | $13000000.00       | $537695.17         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-03-25      | 1.4940%  | 0.0000% | $13000000.00       | $449079.91         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-03-25      | 1.9940%  | 0.0000% | $13000000.00       | $537695.17         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-03-25      | 1.3940%  | 0.0000% | $26000000.00       | $862732.31         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-03-25      | 2.6440%  | 0.0000% | $6500000.00        | $326496.34         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-03-25      | 4.0000%  | 0.0000% | $15734193.00       | $2178996.36        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-04-25      | 2.1940%  | 0.0000% | $50000000.00       | $2203833.34        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-05-25      | 2.6940%  | 0.0000% | $22000000.00       | $1085464.15        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-05-25      | 2.8440%  | 0.0000% | $26000000.00       | $1337009.66        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-05-25      | 2.7440%  | 0.0000% | $50000000.00       | $2750463.21        | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS              | 2054-10-25      | 0.8940%  | 0.0000% | $189471440.00      | $6620874.53        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-06-25      | 1.3740%  | 0.0000% | $50000000.00       | $1646461.25        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-06-25      | 0.1000%  | 0.0000% | $49766702.00       | $67403.60          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-12-25      | 2.7440%  | 0.0000% | $150000000.00      | $7798639.10        | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS              | 2054-09-25      | 0.8340%  | 0.0000% | $122000000.00      | $4560074.91        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-09-25      | 4.2466%  | 0.0000% | $5613077.00        | $757374.19         | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS              | 2054-07-25      | 2.7440%  | 0.0000% | $88367871.00       | $4243529.25        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-09-25      | 1.5440%  | 0.0000% | $93500000.00       | $3544056.26        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-08-25      | 0.7940%  | 0.0000% | $106712043.00      | $3497120.74        | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS              | 2054-08-25      | 0.6440%  | 0.0000% | $46000000.00       | $1295889.13        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-08-25      | 0.8440%  | 0.0000% | $190887053.00      | $7225915.31        | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS              | 2054-10-25      | 6.0000%  | 0.0000% | $2915577.00        | $534126.73         | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS              | 2054-10-25      | 0.8940%  | 0.0000% | $100000000.00      | $3575863.96        | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS              | 2054-10-25      | 1.0440%  | 0.0000% | $17023597.00       | $1327108.52        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-11-25      | 1.0000%  | 0.0000% | $50000000.00       | $1621336.53        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2026-11-30      | 1.2500%  | 0.0000% | $1499300.00        | $1463815.57        | U.S. Treasuries (including strips) |
| FANNIEMAE GRANTOR TRUST        | 2032-07-25      | 4.4924%  | 0.0000% | $69063252.00       | $119508.26         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-03-20      | 0.2702%  | 0.0000% | $57875540.00       | $2261790.00        | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS              | 2054-12-25      | 1.5940%  | 0.0000% | $100000000.00      | $4020907.93        | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS              | 2054-12-25      | 0.7440%  | 0.0000% | $100000000.00      | $2473115.79        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-10-25      | 2.0000%  | 0.0000% | $48308624.00       | $5270265.23        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-01-25      | 3.0000%  | 0.0000% | $36592573.00       | $6163219.80        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-12-25      | 2.5000%  | 0.0000% | $19156678.00       | $2566051.08        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-10-25      | 2.5000%  | 0.0000% | $60499833.00       | $9179999.80        | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS              | 2054-11-25      | 1.0440%  | 0.0000% | $100586844.00      | $4160568.46        | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS              | 2054-12-25      | 0.6940%  | 0.0000% | $106617472.00      | $3374653.52        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-11-25      | 0.4000%  | 0.0000% | $50000000.00       | $589562.93         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-12-25      | 2.2940%  | 0.0000% | $25000000.00       | $1587667.42        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-11-25      | 0.1440%  | 0.0000% | $226602094.00      | $4554012.22        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-10-25      | 6.6000%  | 0.0000% | $339000.00         | $252636.25         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-10-25      | 6.6000%  | 0.0000% | $3169000.00        | $2391047.72        | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS              | 2055-03-25      | 2.7440%  | 0.0000% | $42187540.00       | $3445409.03        | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS              | 2055-03-25      | 0.7940%  | 0.0000% | $204396700.00      | $8994900.28        | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS              | 2053-11-25      | 13.3060% | 0.0000% | $5472135.00        | $1560779.73        | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS              | 2053-11-25      | NA       | 0.0000% | $5472135.00        | $3745260.14        | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS              | 2055-01-25      | 1.5940%  | 0.0000% | $30000000.00       | $1506912.83        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-01-25      | 2.1440%  | 0.0000% | $200000000.00      | $12294664.94       | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS              | 2055-01-25      | 2.7440%  | 0.0000% | $56375000.00       | $4365370.49        | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS              | 2055-01-25      | 0.0500%  | 0.0000% | $66000000.00       | $71448.01          | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS              | 2055-01-25      | 0.6940%  | 0.0000% | $142002000.00      | $3327474.99        | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS              | 2055-02-25      | 0.7940%  | 0.0000% | $80991317.00       | $2698990.41        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-01-25      | 0.0500%  | 0.0000% | $193060287.00      | $155691.76         | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS              | 2055-02-25      | 1.4440%  | 0.0000% | $60800991.00       | $3504077.82        | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS              | 2055-02-25      | NA       | 0.0000% | $250000000.00      | $3227087.67        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-06-25      | 0.6440%  | 0.0000% | $98166543.00       | $3279021.51        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-06-25      | 0.1000%  | 0.0000% | $50000000.00       | $166489.83         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-06-25      | 0.1000%  | 0.0000% | $50000000.00       | $166204.90         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-06-25      | 0.0500%  | 0.0000% | $50000000.00       | $82960.01          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-09-25      | 6.0000%  | 0.0000% | $37800000.00       | $6520701.60        | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS              | 2055-04-25      | 1.5440%  | 0.0000% | $50000000.00       | $3166743.89        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-04-25      | 2.8440%  | 0.0000% | $23859314.00       | $1980558.85        | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS              | 2055-05-25      | NA       | 0.0000% | $125500000.00      | $2022823.37        | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS              | 2055-05-25      | NA       | 0.0000% | $200000000.00      | $2605206.55        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-06-25      | 0.8440%  | 0.0000% | $176260657.00      | $5819231.19        | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS              | 2054-06-25      | 0.4940%  | 0.0000% | $50000000.00       | $1286770.93        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-06-25      | 0.8440%  | 0.0000% | $9697117.00        | $391386.93         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-01-25      | 6.0000%  | 0.0000% | $5563012.00        | $1236140.79        | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS              | 2055-08-25      | 1.4440%  | 0.0000% | $175000000.00      | $11304048.90       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-04-25      | 3.0000%  | 0.0000% | $76171975.00       | $11106882.46       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-07-25      | 0.2800%  | 0.0000% | $100000000.00      | $829953.34         | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS              | 2054-10-25      | 0.8440%  | 0.0000% | $64787735.00       | $2519905.89        | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS              | 2055-08-25      | 2.7440%  | 0.0000% | $49161846.00       | $4145247.09        | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS              | 2055-08-25      | 2.7440%  | 0.0000% | $67616816.00       | $5716032.47        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-08-25      | 0.7440%  | 0.0000% | $321024012.00      | $11850026.13       | Agency Mortgage-Backed Securities  |
| FHLMC MULTIFAMILY STRUCTURED P | 2026-09-25      | 0.8493%  | 0.0000% | $100500000.00      | $539823.28         | Agency Mortgage-Backed Securities  |
| FHLMC MULTIFAMILY STRUCTURED P | 2050-04-25      | 3.2478%  | 0.0000% | $1316000.00        | $223919.08         | Agency Mortgage-Backed Securities  |
| FHLMC MULTIFAMILY STRUCTURED P | 2057-02-25      | 5.4351%  | 0.0000% | $6400000.00        | $1770945.89        | Agency Mortgage-Backed Securities  |

### Security 199: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 4.209900%
- **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: 985TJG001, C.3 - LEI: N/A, C.5 - Other ID: 985TJG001_4.21_1001
- **C.18 - Value (incl. sponsor support):** $552000000.00
- **C.18.a - Value (excl. sponsor support):** $552000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 A | 2055-03-20      | 2.8612%  | 0.0000% | $49225156.00       | $5463882.92        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 2.7112%  | 0.0000% | $45000000.00       | $5948769.22        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 0.9112%  | 0.0000% | $150000000.00      | $6847545.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 0.2612%  | 0.0000% | $448333333.00      | $6488719.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 0.7612%  | 0.0000% | $300000000.00      | $6526115.91        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-04-20      | 0.7112%  | 0.0000% | $137260052.00      | $4942464.29        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2047-11-20      | 1.9501%  | 0.0000% | $56866245.00       | $6865601.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-06-16      | 0.8827%  | 0.0000% | $369381445.00      | $4892707.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-08-20      | 1.1274%  | 0.0000% | $201959816.00      | $6823310.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-03-16      | 0.8745%  | 0.0000% | $100707738.00      | $5976272.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-10-16      | 0.7847%  | 0.0000% | $115640000.00      | $5838180.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-02-16      | 0.7471%  | 0.0000% | $130450000.00      | $7553856.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-06-16      | 0.6997%  | 0.0000% | $77714239.00       | $3755147.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-11-16      | 0.8442%  | 0.0000% | $97781812.00       | $5979335.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-01-16      | 0.7481%  | 0.0000% | $107001558.00      | $7296153.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-06-16      | 0.7401%  | 0.0000% | $100000000.00      | $5432741.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-03-16      | 0.5546%  | 0.0000% | $102371893.00      | $5534677.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-08-16      | 0.6351%  | 0.0000% | $130000000.00      | $7630568.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-01-16      | 0.6522%  | 0.0000% | $100375221.00      | $6497555.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-05-16      | 0.8418%  | 0.0000% | $82470287.00       | $6110352.21        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2067-05-16      | 0.6042%  | 0.0000% | $128523997.00      | $7453884.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-06-20      | NA       | 0.0000% | $450000000.00      | $5451284.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-05-16      | 1.4540%  | 0.0000% | $44454909.00       | $6038441.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 2.5000%  | 0.0000% | $71092492.00       | $7081101.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-11-20      | 0.4292%  | 0.0000% | $123688428.00      | $6889830.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-12-20      | 0.2801%  | 0.0000% | $168075681.00      | $6615856.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-02-20      | 1.1869%  | 0.0000% | $66923387.00       | $5171997.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-01-20      | 0.5568%  | 0.0000% | $161049657.00      | $6130783.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-01-20      | 0.6413%  | 0.0000% | $117265333.00      | $6669241.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-05-20      | 0.4232%  | 0.0000% | $149244039.00      | $7521418.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-02-20      | 0.5506%  | 0.0000% | $131872148.00      | $6789684.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-07-20      | 0.4887%  | 0.0000% | $98628823.00       | $5814666.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-09-20      | 0.7502%  | 0.0000% | $82279844.00       | $6190020.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-10-20      | 0.5100%  | 0.0000% | $114570222.00      | $7003590.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-10-20      | 0.5407%  | 0.0000% | $34079768.00       | $2024400.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 3.0000%  | 0.0000% | $48359264.00       | $5777868.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 4.0000%  | 0.0000% | $42188500.00       | $5384971.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | NA       | 0.0000% | $187482306.00      | $4977114.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-05-16      | 0.7634%  | 0.0000% | $130060000.00      | $6549362.06        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2068-02-16      | 0.7813%  | 0.0000% | $98723947.00       | $7192178.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-02-20      | 0.9886%  | 0.0000% | $107475411.00      | $5074267.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-06-20      | 0.3959%  | 0.0000% | $101269253.00      | $4847494.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-09-20      | 0.6488%  | 0.0000% | $87945705.00       | $6998989.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-12-20      | 0.6770%  | 0.0000% | $105282741.00      | $7509278.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-02-20      | 0.5633%  | 0.0000% | $90434149.00       | $6316239.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-03-20      | 0.5485%  | 0.0000% | $136122124.00      | $7492948.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-03-20      | 0.4856%  | 0.0000% | $93719813.00       | $6093861.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-07-20      | 0.6364%  | 0.0000% | $77419028.00       | $5751694.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 3.0000%  | 0.0000% | $49310034.00       | $5759519.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | NA       | 0.0000% | $11538462.00       | $6878947.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-20      | NA       | 0.0000% | $11111111.00       | $6780508.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 1.6612%  | 0.0000% | $70000000.00       | $6215594.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 1.3112%  | 0.0000% | $150000000.00      | $5759202.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 1.2612%  | 0.0000% | $150000000.00      | $5077056.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 1.3112%  | 0.0000% | $100000000.00      | $5539679.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 1.2112%  | 0.0000% | $200000000.00      | $5822586.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | NA       | 0.0000% | $9090910.00        | $5358985.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 1.5112%  | 0.0000% | $105000000.00      | $6175100.74        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-07-20      | 0.9612%  | 0.0000% | $134344606.00      | $5773338.42        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-07-20      | 0.9612%  | 0.0000% | $92951981.00       | $5827708.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-08-20      | 0.0112%  | 0.0000% | $350000000.00      | $4985248.72        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-08-20      | 2.1362%  | 0.0000% | $66666666.00       | $5788295.36        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-08-20      | 1.0112%  | 0.0000% | $100000000.00      | $5279301.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 2.7612%  | 0.0000% | $68787430.00       | $6152587.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 3.0000%  | 0.0000% | $29863713.00       | $5046588.61        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-09-20      | 0.9530%  | 0.0000% | $127000000.00      | $5098634.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-09-20      | 2.8453%  | 0.0000% | $54365903.00       | $6828593.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-09-20      | 2.8453%  | 0.0000% | $46330294.00       | $5810854.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-04-20      | 5.0000%  | 0.0000% | $94674297.00       | $5736328.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | 2.5000%  | 0.0000% | $74800000.00       | $6749597.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 2.0000%  | 0.0000% | $75000000.00       | $5686396.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 2.5000%  | 0.0000% | $65380000.00       | $5913435.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-07-20      | 4.0000%  | 0.0000% | $36677515.00       | $6135694.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 0.9612%  | 0.0000% | $300000000.00      | $5099722.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 1.9612%  | 0.0000% | $185000000.00      | $7025497.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 2.6112%  | 0.0000% | $100000000.00      | $4974933.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 0.9612%  | 0.0000% | $110000000.00      | $6038134.02        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-02-20      | 0.5988%  | 0.0000% | $93616540.00       | $7187056.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2075-03-20      | 0.7153%  | 0.0000% | $99643963.00       | $7636532.17        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-02-20      | 0.5576%  | 0.0000% | $126771974.00      | $6661705.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 0.9579%  | 0.0000% | $150000000.00      | $5655300.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | 3.0000%  | 0.0000% | $53252809.00       | $7116106.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 0.9612%  | 0.0000% | $179000000.00      | $5157236.42        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-06-20      | 2.9112%  | 0.0000% | $50000000.00       | $5322944.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-09-16      | 0.9549%  | 0.0000% | $70144550.00       | $5769914.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 1.1112%  | 0.0000% | $126473828.00      | $5315107.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-07-20      | 2.0612%  | 0.0000% | $75000000.00       | $5135209.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-07-20      | 2.2612%  | 0.0000% | $400000000.00      | $5755557.38        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-02-20      | 2.5000%  | 0.0000% | $40225643.00       | $5208249.01        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-09-20      | 1.4612%  | 0.0000% | $100000000.00      | $5148636.02        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-12-20      | 1.0112%  | 0.0000% | $118297992.00      | $5260185.41        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-12-20      | 1.6812%  | 0.0000% | $92307435.00       | $6134257.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 1.5612%  | 0.0000% | $150000000.00      | $4907889.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 1.3112%  | 0.0000% | $237020992.00      | $5653758.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 1.3612%  | 0.0000% | $84660210.00       | $4999850.70        | Agency Mortgage-Backed Securities |

### Security 200: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 4.220000%
- **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: 985TJG001, C.3 - LEI: N/A, C.5 - Other ID: 985TJG001_4.22_0121
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GINNIE MAE                     | 2055-02-20      | 2.2612%  | 0.0000% | $132528715.00      | $10171031.01       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 0.9612%  | 0.0000% | $301072000.00      | $8991974.38        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 2.7112%  | 0.0000% | $105000000.00      | $11850368.34       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 1.6112%  | 0.0000% | $328750000.00      | $12238063.73       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 2.6612%  | 0.0000% | $93306057.00       | $8119240.04        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-10-20      | 3.5000%  | 0.0000% | $58573914.00       | $9634461.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-02-16      | 1.0260%  | 0.0000% | $230155995.00      | $8449419.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-09-16      | 0.5100%  | 0.0000% | $195125821.00      | $8768426.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-04-16      | 0.8572%  | 0.0000% | $155846914.00      | $9560696.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-01-16      | 0.8264%  | 0.0000% | $150000000.00      | $8015381.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-08-16      | 0.6225%  | 0.0000% | $235934528.00      | $11101732.16       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-06-16      | 0.4939%  | 0.0000% | $192794554.00      | $8713612.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2059-08-16      | 0.6810%  | 0.0000% | $300000000.00      | $9168989.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-01-16      | 0.6902%  | 0.0000% | $250000000.00      | $12217679.26       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-03-16      | 0.6405%  | 0.0000% | $163649386.00      | $10255613.28       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-03-16      | 0.6780%  | 0.0000% | $160132000.00      | $10440929.87       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-04-16      | 0.9508%  | 0.0000% | $200000000.00      | $13281614.23       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-06-16      | 0.7500%  | 0.0000% | $556790581.00      | $27365501.85       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-09-16      | 0.6799%  | 0.0000% | $128321316.00      | $8503391.37        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2067-04-16      | 0.8126%  | 0.0000% | $171736842.00      | $12043785.39       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-11-16      | 0.9982%  | 0.0000% | $450000000.00      | $31943107.98       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2068-02-16      | 0.7114%  | 0.0000% | $260619192.00      | $17863866.23       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2067-02-16      | 0.8325%  | 0.0000% | $358703841.00      | $25559843.88       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-03-16      | 0.7518%  | 0.0000% | $155440894.00      | $10941168.10       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 2.4612%  | 0.0000% | $173368195.00      | $12979078.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 0.9112%  | 0.0000% | $260399885.00      | $10429964.15       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 2.5000%  | 0.0000% | $91634590.00       | $8968795.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-03-20      | 0.7599%  | 0.0000% | $129750000.00      | $9196687.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-03-20      | 0.2876%  | 0.0000% | $343149996.00      | $13661725.79       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-05-20      | 0.4762%  | 0.0000% | $297253063.00      | $17791082.99       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-06-20      | 0.5425%  | 0.0000% | $262029452.00      | $16936685.33       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-01-20      | 0.3709%  | 0.0000% | $269339702.00      | $11921030.25       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-08-20      | 0.1791%  | 0.0000% | $280897681.00      | $7956208.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-02-20      | 0.8176%  | 0.0000% | $144543252.00      | $11052157.20       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-04-20      | 0.5832%  | 0.0000% | $254875473.00      | $14278273.28       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-09-20      | 0.6028%  | 0.0000% | $145915620.00      | $9259892.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-10-20      | 0.5407%  | 0.0000% | $98531392.00       | $5852945.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2075-01-20      | 0.7048%  | 0.0000% | $190031326.00      | $14173056.79       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-08-20      | 0.7256%  | 0.0000% | $112355085.00      | $9221376.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-08-20      | 0.7315%  | 0.0000% | $153062227.00      | $11480446.32       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-09-20      | 0.6376%  | 0.0000% | $119230504.00      | $8625388.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-08-20      | 0.6242%  | 0.0000% | $252746636.00      | $18948708.58       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-10-20      | 0.6223%  | 0.0000% | $150034242.00      | $10123031.07       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-11-20      | 0.5076%  | 0.0000% | $258663185.00      | $16891740.81       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-09-20      | 0.6719%  | 0.0000% | $150943962.00      | $12107016.19       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2074-09-20      | 0.6941%  | 0.0000% | $153245629.00      | $9542616.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-01-20      | 0.7004%  | 0.0000% | $173057386.00      | $13104794.75       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-10-20      | 0.5940%  | 0.0000% | $163517817.00      | $12529629.25       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-07-20      | 0.6529%  | 0.0000% | $145141290.00      | $11320911.08       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-07-20      | 0.6069%  | 0.0000% | $245000000.00      | $17376679.73       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-05-20      | NA       | 0.0000% | $18287585.00       | $10753362.88       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 5.5373%  | 0.0000% | $15972658.00       | $13283819.62       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | NA       | 0.0000% | $31768000.00       | $14538532.62       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-06-20      | 4.0000%  | 0.0000% | $73700800.00       | $11884834.83       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-06-20      | 1.4312%  | 0.0000% | $122670979.00      | $10355049.66       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 1.5112%  | 0.0000% | $150000000.00      | $9188969.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-08-20      | 2.7612%  | 0.0000% | $94060188.00       | $8120495.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 0.1112%  | 0.0000% | $830000000.00      | $11445978.79       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 0.1112%  | 0.0000% | $650000000.00      | $9050025.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-05-16      | 0.7685%  | 0.0000% | $150000000.00      | $10574238.69       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2050-06-20      | 1.8001%  | 0.0000% | $128484230.00      | $15585112.57       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 3.5000%  | 0.0000% | $72836094.00       | $8498811.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 3.0000%  | 0.0000% | $111719330.00      | $15859538.60       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-03-20      | 1.6216%  | 0.0000% | $119892148.00      | $8431006.01        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-04-20      | 0.3998%  | 0.0000% | $234828282.00      | $15856098.97       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-04-20      | 0.4731%  | 0.0000% | $204180986.00      | $9692221.15        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-05-20      | 0.5545%  | 0.0000% | $161775940.00      | $12205774.66       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-06-20      | 0.4788%  | 0.0000% | $126607596.00      | $8028527.48        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-06-20      | 0.8533%  | 0.0000% | $137773463.00      | $10722056.48       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-08-20      | 0.5313%  | 0.0000% | $171672724.00      | $12502584.06       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-02-20      | 4.0000%  | 0.0000% | $41856841.00       | $7921853.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 6.0000%  | 0.0000% | $69705690.00       | $8305162.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-04-20      | NA       | 0.0000% | $82945019.00       | $28771048.81       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-08-20      | 7.0000%  | 0.0000% | $58229187.00       | $13494236.85       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 1.0312%  | 0.0000% | $300000000.00      | $12288748.30       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 5.0620%  | 0.0000% | $36000000.00       | $29562403.75       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-08-20      | 4.1224%  | 0.0000% | $20000000.00       | $9591182.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 1.9612%  | 0.0000% | $161538459.00      | $9133430.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 18.2783% | 0.0000% | $9653237.00        | $11925070.63       | Agency Mortgage-Backed Securities |

### Security 201: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 4.369900%
- **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: 985TJG001, C.3 - LEI: N/A, C.5 - Other ID: 985TJG001_4.37_1016
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac        | 2055-05-25      | NA       | 0.0000% | $459695000.00      | $7771425.80        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2055-05-25      | 1.3940%  | 0.0000% | $45562728.00       | $2613439.64        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2055-06-25      | 0.6440%  | 0.0000% | $106301728.00      | $4696830.73        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2055-08-25      | 0.7440%  | 0.0000% | $169759558.00      | $6216306.06        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2055-08-25      | 1.4440%  | 0.0000% | $164195349.00      | $11008185.60       | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2055-08-25      | 0.7440%  | 0.0000% | $169374207.00      | $6226205.87        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2055-08-25      | 0.7440%  | 0.0000% | $285643653.00      | $10146322.90       | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP   | 2054-05-25      | 1.4940%  | 0.0000% | $244549952.00      | $7048547.05        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2052-10-25      | 0.8440%  | 0.0000% | $150000000.00      | $6426749.18        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2053-11-25      | 1.5940%  | 0.0000% | $300000000.00      | $9324560.95        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2053-12-25      | 2.1140%  | 0.0000% | $97697480.00       | $5340380.54        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2054-01-25      | 2.1440%  | 0.0000% | $263623295.00      | $6926547.47        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2054-05-25      | 2.7359%  | 0.0000% | $96875000.00       | $6964384.12        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2054-10-25      | 1.0840%  | 0.0000% | $155440429.00      | $6468083.59        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2054-10-25      | 1.6440%  | 0.0000% | $100000000.00      | $5526451.40        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2054-11-25      | 2.2940%  | 0.0000% | $79791068.00       | $4910341.43        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2054-11-25      | 0.8440%  | 0.0000% | $182527441.00      | $4662821.20        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2054-11-25      | 1.0440%  | 0.0000% | $251783339.00      | $10561212.90       | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2054-11-25      | 1.0440%  | 0.0000% | $300000000.00      | $9085788.74        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2054-12-25      | 1.4440%  | 0.0000% | $100000000.00      | $4654887.63        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2054-12-25      | 1.4940%  | 0.0000% | $132394246.00      | $5825123.73        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2055-03-25      | 2.1940%  | 0.0000% | $79361548.00       | $5344706.53        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2054-06-25      | 2.7040%  | 0.0000% | $78311129.00       | $5960485.29        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2054-06-25      | 8.0819%  | 0.0000% | $46360866.00       | $43029928.44       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2055-03-25      | 0.7940%  | 0.0000% | $209999994.00      | $9260283.22        | Agency Mortgage-Backed Securities |

### Security 202: Credit Agricole Corporate and Investment Bank Tri Party Repo

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank Tri Party Repo 4.209900%
- **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: 996JWN000, C.3 - LEI: N/A, C.5 - Other ID: 996JWN000_4.21_1001
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 A | 2054-07-20      | 5.6888%  | 0.0000% | $72317692.00       | $40530299.60       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-10-20      | 5.4888%  | 0.0000% | $28500348.00       | $24269701.04       | Agency Mortgage-Backed Securities |

### Security 203: Deutsche Bank Securities Inc. Tri Party Repo

- **C.1 - Title:** Deutsche Bank Securities Inc. Tri Party Repo 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDGG008, C.3 - LEI: N/A, C.5 - Other ID: 99VDGG008_4.20_1001
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL | 2026-04-16      | NA       | 0.0000% | $12586900.00       | $12336017.91       | U.S. Treasuries (including strips) |
| TREASURY BILL | 2025-12-04      | NA       | 0.0000% | $22311600.00       | $22157114.48       | U.S. Treasuries (including strips) |
| TREASURY BILL | 2026-06-11      | NA       | 0.0000% | $13645500.00       | $13303884.91       | U.S. Treasuries (including strips) |
| TREASURY BILL | 2025-12-09      | NA       | 0.0000% | $23777500.00       | $23603068.26       | U.S. Treasuries (including strips) |

### Security 204: Goldman Sachs & Co. LLC Tri Party Repo

- **C.1 - Title:** Goldman Sachs & Co. LLC Tri Party Repo 4.209900%
- **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: 99VDKE008, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 99VDKE008_4.21_1001
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                    | 2052-09-01      | 4.0000%  | 0.0000% | $1219000.00        | $888905.59         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-05-01      | 2.0000%  | 0.0000% | $475627.00         | $266140.40         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-09-01      | 5.0000%  | 0.0000% | $2840564.00        | $2462018.21        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-12-01      | 2.0000%  | 0.0000% | $11025000.00       | $5747655.44        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-08-01      | 3.0000%  | 0.0000% | $59000.00          | $43272.40          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-03-01      | 4.5000%  | 0.0000% | $13700000.00       | $739616.75         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-12-25      | 4.5000%  | 0.0000% | $1790000.00        | $1297483.83        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-04-25      | 3.0000%  | 0.0000% | $10000000.00       | $1652357.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | 4.0000%  | 0.0000% | $50000000.00       | $15406317.43       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2031-08-01      | 2.0000%  | 0.0000% | $7800000.00        | $1096049.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 3.0000%  | 0.0000% | $335156735.00      | $192299397.56      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 4.5000%  | 0.0000% | $28021952.00       | $21193428.35       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-20      | 5.5000%  | 0.0000% | $93084928.00       | $66017367.98       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 4.5000%  | 0.0000% | $195707904.00      | $170170532.08      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 5.5000%  | 0.0000% | $210935.00         | $166220.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-07-20      | 5.0000%  | 0.0000% | $2444988.00        | $415319.93         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2054-10-20      | 4.5000%  | 0.0000% | $4095496.00        | $3959254.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-12-20      | 5.0000%  | 0.0000% | $1359450.00        | $1354390.25        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-04-20      | 6.5000%  | 0.0000% | $963977.00         | $1008868.69        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-06-20      | 5.5000%  | 0.0000% | $406018.00         | $414885.13         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-07-01      | 6.0000%  | 0.0000% | $70286208.00       | $56873027.79       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-11-25      | 2.5000%  | 0.0000% | $13713840.00       | $1854948.97        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-08-25      | 4.8705%  | 0.0000% | $3835000.00        | $582237.16         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-07-25      | 4.8705%  | 0.0000% | $30735456.00       | $9379432.94        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-06-01      | 3.5000%  | 0.0000% | $202585.00         | $37269.15          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-05-01      | 2.5000%  | 0.0000% | $5000000.00        | $756799.72         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-08-25      | 2.0000%  | 0.0000% | $1435000.00        | $1080934.36        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-12-25      | 5.0000%  | 0.0000% | $1879000.00        | $1206947.33        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-12-25      | 5.6560%  | 0.0000% | $84017280.00       | $43076872.20       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-01-25      | 5.1453%  | 0.0000% | $795008.00         | $580243.69         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-10-01      | 5.0000%  | 0.0000% | $1025214.00        | $1024304.41        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-04-01      | 4.0000%  | 0.0000% | $550000.00         | $116107.79         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-03-01      | 3.5000%  | 0.0000% | $40058.00          | $5312.19           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2030-09-01      | 2.5000%  | 0.0000% | $58887.00          | $6290.77           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2039-08-01      | 4.5000%  | 0.0000% | $79000000.00       | $1574948.67        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-11-01      | 2.5000%  | 0.0000% | $45000.00          | $9371.20           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2031-11-01      | 3.0000%  | 0.0000% | $1000000.00        | $107623.55         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-09-01      | 4.0000%  | 0.0000% | $151000.00         | $17351.51          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-01-01      | 3.0000%  | 0.0000% | $1072000.00        | $171430.87         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-09-16      | 0.8168%  | 0.0000% | $2158120.00        | $8765.86           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-16      | 3.0000%  | 0.0000% | $11630240.00       | $718770.60         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-02-16      | 0.8712%  | 0.0000% | $37028672.00       | $287210.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-09-16      | 0.8341%  | 0.0000% | $91544576.00       | $234111.92         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-04-01      | 5.5000%  | 0.0000% | $10814208.00       | $10304979.49       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-01-01      | 2.5000%  | 0.0000% | $201000.00         | $38313.58          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2033-08-01      | 4.0000%  | 0.0000% | $20341024.00       | $16329630.87       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-12-01      | 4.5000%  | 0.0000% | $62000.00          | $31649.88          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-03-01      | 4.5000%  | 0.0000% | $94000.00          | $28169.93          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-07-01      | 4.5000%  | 0.0000% | $149228.00         | $46231.00          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-03-01      | 3.0000%  | 0.0000% | $5871840.00        | $683426.02         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-07-01      | 3.5000%  | 0.0000% | $900000.00         | $99932.81          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-01-01      | 6.0000%  | 0.0000% | $11104872.00       | $35550.87          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-02-01      | 6.0000%  | 0.0000% | $8211728.00        | $128890.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-06-16      | 1.0427%  | 0.0000% | $12217968.00       | $770873.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-08-16      | 0.6342%  | 0.0000% | $203819008.00      | $10756610.15       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-05-16      | 0.6213%  | 0.0000% | $23308800.00       | $1066257.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-04-16      | 0.4902%  | 0.0000% | $1171460096.00     | $48873101.26       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-01-16      | 0.6902%  | 0.0000% | $348307456.00      | $17022035.13       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-03-16      | 0.7411%  | 0.0000% | $102208256.00      | $6147469.74        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-08-01      | 5.5000%  | 0.0000% | $18824896.00       | $18496670.23       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 5.5000%  | 0.0000% | $1132524.00        | $1156037.77        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-09-01      | 6.0000%  | 0.0000% | $23645920.00       | $24158528.86       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 5.5000%  | 0.0000% | $3130560.00        | $3188185.96        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-06-01      | 5.5000%  | 0.0000% | $11389184.00       | $11310506.40       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2053-11-01      | 6.0000%  | 0.0000% | $48746688.00       | $49128473.18       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-07-01      | 5.0000%  | 0.0000% | $50493632.00       | $50222166.38       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-02-01      | 6.0000%  | 0.0000% | $6144.00           | $6421.21           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-11-01      | 6.0000%  | 0.0000% | $9581168.00        | $8939394.77        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-02-01      | 6.5000%  | 0.0000% | $18774880.00       | $17334028.48       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-12-01      | 5.0000%  | 0.0000% | $754908.00         | $681867.65         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-12-01      | 5.5000%  | 0.0000% | $30554880.00       | $27686727.75       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-01-01      | 6.5000%  | 0.0000% | $4912096.00        | $4375355.46        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-05-01      | 3.0000%  | 0.0000% | $79833600.00       | $71548761.74       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-03-01      | 3.0000%  | 0.0000% | $239000.00         | $75902.46          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-06-01      | 3.5000%  | 0.0000% | $15126000.00       | $3398869.08        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-06-01      | 3.5000%  | 0.0000% | $243000.00         | $68092.70          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-08-01      | 4.0000%  | 0.0000% | $839000.00         | $205669.39         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-05-01      | 4.5000%  | 0.0000% | $1055000.00        | $130420.24         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-11-01      | 4.0000%  | 0.0000% | $240000.00         | $54297.87          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-12-01      | 2.0000%  | 0.0000% | $1000000.00        | $473854.90         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-10-01      | 6.0000%  | 0.0000% | $26341.00          | $20906.63          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-03-01      | 2.0000%  | 0.0000% | $11000.00          | $5480.61           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-09-01      | 6.0000%  | 0.0000% | $233765.00         | $205261.62         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-10-01      | 5.0000%  | 0.0000% | $7182056.00        | $6740524.52        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-07-01      | 5.0000%  | 0.0000% | $5600000.00        | $266144.88         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-07-01      | 3.5000%  | 0.0000% | $174000.00         | $14963.47          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-01-01      | 3.0000%  | 0.0000% | $1351000.00        | $170784.95         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-06-01      | 4.0000%  | 0.0000% | $2600000.00        | $507542.79         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-09-15      | 2.5000%  | 0.0000% | $310000.00         | $33929.05          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-06-20      | 4.0000%  | 0.0000% | $282141.00         | $28964.51          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2030-08-20      | 3.0000%  | 0.0000% | $500000.00         | $32202.61          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-09-20      | 6.0000%  | 0.0000% | $11100720.00       | $11532075.47       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-11-20      | 6.5000%  | 0.0000% | $333825.00         | $272249.29         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-12-01      | 2.0000%  | 0.0000% | $2840708.00        | $1820841.41        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-03-20      | 6.5000%  | 0.0000% | $1985490.00        | $2061501.15        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-09-20      | 5.5000%  | 0.0000% | $12343984.00       | $12558418.21       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-10-20      | 5.5000%  | 0.0000% | $21650000.00       | $27864.11          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-09-15      | 5.0000%  | 0.0000% | $378798.00         | $14984.91          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-11-15      | 5.0000%  | 0.0000% | $137928.00         | $5915.77           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-05-15      | 5.0000%  | 0.0000% | $1616458.00        | $70508.94          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-06-15      | 4.0000%  | 0.0000% | $430000.00         | $40780.51          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-10-15      | 4.0000%  | 0.0000% | $900000.00         | $91653.10          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-06-15      | 4.0000%  | 0.0000% | $1072328.00        | $45945.92          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2051-12-20      | 2.5000%  | 0.0000% | $7400000.00        | $5435109.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-02-15      | 5.0000%  | 0.0000% | $190000.00         | $15213.20          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-09-15      | 4.0000%  | 0.0000% | $3620660.00        | $116792.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-01-15      | 4.0000%  | 0.0000% | $546869.00         | $36252.25          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2035-12-15      | 5.5000%  | 0.0000% | $3009696.00        | $33151.51          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-08-15      | 5.5000%  | 0.0000% | $917202.00         | $46641.14          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-01-15      | 5.0000%  | 0.0000% | $1002482.00        | $16704.65          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-01-15      | 5.5000%  | 0.0000% | $200000.00         | $9699.25           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-08-15      | 5.0000%  | 0.0000% | $197194.00         | $7358.17           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-04-01      | 3.0000%  | 0.0000% | $150000.00         | $105243.67         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-06-01      | 3.0000%  | 0.0000% | $31000.00          | $22613.54          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-06-01      | 4.5000%  | 0.0000% | $193799.00         | $137224.99         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 4.5000%  | 0.0000% | $520000.00         | $403357.66         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-11-01      | 6.0000%  | 0.0000% | $234976.00         | $163301.62         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-11-01      | 5.0000%  | 0.0000% | $3309136.00        | $2729226.39        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-01-01      | 6.0000%  | 0.0000% | $1431000.00        | $1468116.78        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-07-01      | 3.5000%  | 0.0000% | $604000.00         | $139082.13         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-01      | 3.0000%  | 0.0000% | $9585728.00        | $7111989.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-10-20      | 3.5000%  | 0.0000% | $1827328.00        | $227879.53         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-01-20      | 3.0000%  | 0.0000% | $1063682.00        | $150028.93         | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2033-10-25      | 4.7200%  | 0.0000% | $15528100.00       | $15642682.74       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-05-01      | 6.0000%  | 0.0000% | $11697000.00       | $9601978.62        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2043-09-01      | 5.0000%  | 0.0000% | $59214656.00       | $52548469.86       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2031-04-25      | 3.5000%  | 0.0000% | $36863232.00       | $28198758.79       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-11-01      | 5.5000%  | 0.0000% | $2002104.00        | $1621261.34        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-05-01      | 5.5000%  | 0.0000% | $50000.00          | $47290.70          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-08-01      | 4.0000%  | 0.0000% | $598000.00         | $123655.99         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-10-01      | 2.0000%  | 0.0000% | $2486004.00        | $1579669.03        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-08-01      | 6.5000%  | 0.0000% | $6216624.00        | $4699118.73        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-01-25      | 5.4060%  | 0.0000% | $633000.00         | $596924.00         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-01-25      | 5.4060%  | 0.0000% | $100000.00         | $90084.39          | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-09-25      | 5.7560%  | 0.0000% | $1000000.00        | $999246.28         | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2028-09-25      | 3.6500%  | 0.0000% | $3474056.00        | $3444537.91        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-12-15      | 4.7866%  | 0.0000% | $292690.00         | $86572.25          | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2028-11-25      | 4.9492%  | 0.0000% | $62000000.00       | $10448447.13       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-11-25      | 4.9205%  | 0.0000% | $55910400.00       | $13019747.91       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-10-15      | 4.8098%  | 0.0000% | $2000000.00        | $570087.57         | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2028-07-25      | 4.5547%  | 0.0000% | $1655500.00        | $627298.34         | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2032-03-25      | 2.3500%  | 0.0000% | $10000000.00       | $8973240.56        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-05-25      | 4.5000%  | 0.0000% | $2200000.00        | $1485774.66        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-12-25      | 5.6560%  | 0.0000% | $6238000.00        | $5356384.26        | Agency Mortgage-Backed Securities |

### Security 205: HSBC Securities USA Inc. Tri Party Repo

- **C.1 - Title:** HSBC Securities USA Inc. Tri Party Repo 4.220000%
- **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: 99VDKY004, C.3 - LEI: 549300LBOHZ4QSIWU288, C.5 - Other ID: 99VDKY004_4.22_1001
- **C.18 - Value (incl. sponsor support):** $465000000.00
- **C.18.a - Value (excl. sponsor support):** $465000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC POOL | 2054-10-01      | 6.0000%  | 0.0000% | $2319436.00        | $2372797.62        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-08-01      | 6.0000%  | 0.0000% | $7836656.00        | $7086679.93        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-01-01      | 2.5000%  | 0.0000% | $1890000.00        | $1271753.06        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-02-01      | 3.0000%  | 0.0000% | $1526254.00        | $1001571.55        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-05-01      | 3.0000%  | 0.0000% | $81000.00          | $58392.43          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-06-01      | 5.5000%  | 0.0000% | $5570000.00        | $5393435.40        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-05-01      | 4.0000%  | 0.0000% | $1205938.00        | $218208.84         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2041-11-01      | 3.5000%  | 0.0000% | $7194528.00        | $295023.64         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-06-01      | 5.5000%  | 0.0000% | $53921120.00       | $41564037.96       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2030-08-01      | 3.5000%  | 0.0000% | $20000000.00       | $1674547.38        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-09-01      | 6.5000%  | 0.0000% | $1006536.00        | $1065569.50        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-09-01      | 5.5000%  | 0.0000% | $1902488.00        | $1941545.23        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-11-01      | 5.0000%  | 0.0000% | $25071968.00       | $24412872.57       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2050-04-01      | 3.5000%  | 0.0000% | $10967568.00       | $9857329.69        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2033-07-01      | 3.0000%  | 0.0000% | $2291368.00        | $114535.55         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-09-01      | 5.0000%  | 0.0000% | $14197600.00       | $10308457.47       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-07-01      | 6.5000%  | 0.0000% | $4661928.00        | $4425779.56        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-07-01      | 6.5000%  | 0.0000% | $15038944.00       | $15729772.55       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-07-01      | 6.0000%  | 0.0000% | $32581696.00       | $33394409.34       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-11-01      | 3.0000%  | 0.0000% | $1360000.00        | $815638.26         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-07-01      | 3.0000%  | 0.0000% | $1130624.00        | $1020379.87        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-12-01      | 5.5000%  | 0.0000% | $115334.00         | $113522.76         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-05-01      | 6.0000%  | 0.0000% | $5298912.00        | $5449041.15        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-10-01      | 6.5000%  | 0.0000% | $7000.00           | $7242.37           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-08-01      | 6.0000%  | 0.0000% | $250000.00         | $256131.01         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-07-01      | 6.5000%  | 0.0000% | $9010912.00        | $9424034.16        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-01-01      | 5.5000%  | 0.0000% | $25267008.00       | $24826481.45       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-04-01      | 6.0000%  | 0.0000% | $9457872.00        | $9383970.57        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-05-01      | 5.0000%  | 0.0000% | $10631680.00       | $10537695.26       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-08-01      | 4.5000%  | 0.0000% | $76818048.00       | $55658043.01       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-08-01      | 5.0000%  | 0.0000% | $1000000.00        | $756513.64         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 4.5000%  | 0.0000% | $374335.00         | $348026.54         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 5.5000%  | 0.0000% | $1106408.00        | $1118742.65        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-07-01      | 2.5000%  | 0.0000% | $33000.00          | $11176.06          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-02-01      | 3.0000%  | 0.0000% | $127632.00         | $71324.78          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 3.5000%  | 0.0000% | $10000.00          | $7276.05           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2050-02-25      | 3.0000%  | 0.0000% | $13082340.00       | $10648966.01       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-11-01      | 5.5000%  | 0.0000% | $18240000.00       | $17712568.11       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-06-01      | 6.0000%  | 0.0000% | $12031488.00       | $12001675.50       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-10-01      | 5.0000%  | 0.0000% | $17636064.00       | $13443317.25       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-06-01      | 7.0000%  | 0.0000% | $1040714.00        | $811096.48         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-06-01      | 6.0000%  | 0.0000% | $9751104.00        | $9708264.03        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-10-01      | 3.0000%  | 0.0000% | $33440256.00       | $19507774.76       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-08-01      | 2.0000%  | 0.0000% | $1000000.00        | $446726.61         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-10-01      | 6.5000%  | 0.0000% | $46908544.00       | $44832646.74       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-06-01      | 3.0000%  | 0.0000% | $10149664.00       | $5194671.60        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-09-01      | 6.0000%  | 0.0000% | $66850000.00       | $58000335.04       | Agency Mortgage-Backed Securities |

### Security 206: Bank of America Tri Party Repo

- **C.1 - Title:** Bank of America Tri Party Repo 4.209900%
- **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: 99VDNE005, C.3 - LEI: N/A, C.5 - Other ID: 99VDNE005_4.21_1001
- **C.18 - Value (incl. sponsor support):** $88000000.00
- **C.18.a - Value (excl. sponsor support):** $88000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                     | 2041-10-01      | 4.0000%  | 0.0000% | $829695.00         | $236948.11         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-01-20      | 2.5000%  | 0.0000% | $315294.00         | $84692.75          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK         | 2026-01-29      | 0.7500%  | 0.0000% | $25000000.00       | $24768920.83       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-12-20      | 2.5000%  | 0.0000% | $102349311.00      | $64257266.31       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-03-01      | 3.0000%  | 0.0000% | $450000.00         | $134199.69         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-12-01      | 3.5000%  | 0.0000% | $928998.00         | $277319.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-04-20      | 3.0000%  | 0.0000% | $6313.00           | $652.98            | Agency Mortgage-Backed Securities |

### Security 207: UBS Securities LLC Tri Party Repo

- **C.1 - Title:** UBS Securities LLC Tri Party Repo 4.209900%
- **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: 99VDQX000, C.3 - LEI: N/A, C.5 - Other ID: 99VDQX000_4.21_1001
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B           | 2028-05-15      | 2.8750%  | 0.0000% | $400.00            | $396.87            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2028-08-15      | 2.8750%  | 0.0000% | $5900.00           | $5800.30           | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2025-10-31      | 3.0000%  | 0.0000% | $200.00            | $202.30            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B           | 2029-01-15      | 0.8750%  | 0.0000% | $98600.00          | $125384.51         | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2026-01-31      | 2.6250%  | 0.0000% | $2000.00           | $1999.47           | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2044-11-15      | 4.6250%  | 0.0000% | $500.00            | $504.61            | U.S. Treasuries (including strips) |
| STRIP PRINC               | 2026-05-15      | NA       | 0.0000% | $100.00            | $97.67             | U.S. Treasuries (including strips) |
| Federal Farm Credit Banks | 2030-09-30      | 4.0700%  | 0.0000% | $6125000.00        | $6112976.63        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks | 2026-09-15      | 3.6250%  | 0.0000% | $4500000.00        | $4500154.88        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks | 2027-03-16      | 3.6250%  | 0.0000% | $4500000.00        | $4500057.25        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks | 2029-09-24      | 4.0100%  | 0.0000% | $1320000.00        | $1318168.28        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks | 2027-10-20      | 1.3000%  | 0.0000% | $5000.00           | $4792.17           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks | 2031-01-13      | 2.1000%  | 0.0000% | $5000.00           | $4580.80           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks | 2035-02-23      | 3.2500%  | 0.0000% | $1000.00           | $908.36            | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks | 2037-06-08      | 4.9900%  | 0.0000% | $5000.00           | $4986.57           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks | 2030-03-28      | 4.3750%  | 0.0000% | $6000.00           | $6155.10           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks | 2029-05-03      | 3.8750%  | 0.0000% | $4000.00           | $4086.67           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks | 2029-04-09      | 5.0000%  | 0.0000% | $3000.00           | $3085.65           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks | 2044-08-12      | 5.8000%  | 0.0000% | $3000.00           | $3008.69           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks | 2026-04-23      | 2.8400%  | 0.0000% | $2000.00           | $2013.15           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks | 2027-03-22      | 2.5400%  | 0.0000% | $2000.00           | $1968.00           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks | 2026-10-13      | 2.5500%  | 0.0000% | $5000.00           | $4999.51           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks | 2031-10-03      | 2.0700%  | 0.0000% | $5000.00           | $4537.53           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks | 2027-08-19      | 0.9000%  | 0.0000% | $3000.00           | $2850.67           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks | 2030-09-09      | 1.3200%  | 0.0000% | $5000.00           | $4428.34           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks | 2035-06-22      | 1.7900%  | 0.0000% | $5000.00           | $3952.91           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks | 2030-07-08      | 1.0400%  | 0.0000% | $2000.00           | $1767.64           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks | 2040-05-21      | 2.1250%  | 0.0000% | $2000.00           | $1429.17           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks | 2030-10-15      | 1.2600%  | 0.0000% | $5000.00           | $4438.38           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks | 2035-10-26      | 1.7300%  | 0.0000% | $3000.00           | $2356.98           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks | 2029-06-14      | 1.5900%  | 0.0000% | $4000.00           | $3720.33           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks | 2026-08-03      | 2.6300%  | 0.0000% | $4000.00           | $3979.31           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks | 2036-12-17      | 3.2000%  | 0.0000% | $13000.00          | $11571.36          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks | 2030-01-18      | 3.5000%  | 0.0000% | $3000.00           | $2982.38           | Agency Mortgage-Backed Securities  |
| TSY INFL IX N/B           | 2054-02-15      | 2.1250%  | 0.0000% | $38900.00          | $37986.11          | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2029-05-15      | 2.3750%  | 0.0000% | $500.00            | $482.83            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2026-05-31      | 2.1250%  | 0.0000% | $300.00            | $298.76            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B           | 2029-07-15      | 0.2500%  | 0.0000% | $693000.00         | $849271.18         | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2025-11-15      | 2.2500%  | 0.0000% | $600.00            | $603.73            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B           | 2026-01-15      | 0.6250%  | 0.0000% | $6025100.00        | $8179085.19        | U.S. Treasuries (including strips) |
| Freddie Mac               | 2028-11-15      | NA       | 0.0000% | $5000.00           | $4445.64           | Agency Mortgage-Backed Securities  |
| Freddie Mac               | 2027-08-15      | NA       | 0.0000% | $3000.00           | $2798.74           | Agency Mortgage-Backed Securities  |
| Freddie Mac               | 2029-09-15      | 6.7500%  | 0.0000% | $3000.00           | $3343.06           | Agency Mortgage-Backed Securities  |
| Freddie Mac               | 2028-07-15      | NA       | 0.0000% | $4000.00           | $3597.73           | Agency Mortgage-Backed Securities  |
| Freddie Mac               | 2027-12-30      | 1.1100%  | 0.0000% | $4000.00           | $3788.76           | Agency Mortgage-Backed Securities  |
| Freddie Mac               | 2025-12-23      | 0.7000%  | 0.0000% | $2000.00           | $1988.84           | Agency Mortgage-Backed Securities  |
| Fannie Mae                | 2029-05-15      | 6.2500%  | 0.0000% | $1000.00           | $1109.68           | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIPS          | 2025-11-15      | NA       | 0.0000% | $3000.00           | $2984.33           | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIPS          | 2026-05-15      | NA       | 0.0000% | $3000.00           | $2927.71           | Agency Mortgage-Backed Securities  |
| Fannie Mae                | 2027-10-08      | 0.7500%  | 0.0000% | $3000.00           | $2843.28           | Agency Mortgage-Backed Securities  |
| Fannie Mae                | 2025-10-22      | 0.5600%  | 0.0000% | $2000.00           | $2000.87           | Agency Mortgage-Backed Securities  |
| Fannie Mae                | 2026-09-24      | 1.8750%  | 0.0000% | $8000.00           | $7860.94           | Agency Mortgage-Backed Securities  |
| Fannie Mae                | 2028-09-01      | 6.0800%  | 0.0000% | $3000.00           | $3210.41           | Agency Mortgage-Backed Securities  |
| US TREASURY N/B           | 2026-09-15      | 4.6250%  | 0.0000% | $2700.00           | $2727.67           | U.S. Treasuries (including strips) |
| US TREASURY FRN           | 2025-10-31      | 4.0685%  | 0.0000% | $4750000.00        | $4784109.17        | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2025-10-31      | 5.0000%  | 0.0000% | $2000.00           | $2042.86           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B           | 2028-10-15      | 2.3750%  | 0.0000% | $92000.00          | $102097.58         | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2033-11-15      | 4.5000%  | 0.0000% | $7000.00           | $7362.66           | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2030-11-30      | 4.3750%  | 0.0000% | $79600.00          | $83060.88          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B           | 2034-01-15      | 1.7500%  | 0.0000% | $2289900.00        | $2427763.83        | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2029-03-31      | 4.1250%  | 0.0000% | $156800.00         | $159214.25         | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2026-03-31      | 4.5000%  | 0.0000% | $1800.00           | $1805.43           | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2026-04-30      | 4.8750%  | 0.0000% | $300.00            | $307.84            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B           | 2029-04-15      | 2.1250%  | 0.0000% | $11000000.00       | $11968457.65       | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2029-06-30      | 4.2500%  | 0.0000% | $45642700.00       | $47055934.92       | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2026-07-31      | 4.3750%  | 0.0000% | $5000000.00        | $5060965.19        | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2029-07-31      | 4.0000%  | 0.0000% | $4000.00           | $4073.04           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B           | 2034-07-15      | 1.8750%  | 0.0000% | $178600.00         | $187410.75         | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2027-08-15      | 3.7500%  | 0.0000% | $10100.00          | $10169.83          | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2026-08-31      | 3.7500%  | 0.0000% | $100.00            | $100.33            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $99.93             | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2029-08-31      | 3.6250%  | 0.0000% | $10400.00          | $10411.31          | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2031-09-30      | 3.6250%  | 0.0000% | $39600.00          | $39160.99          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B           | 2029-10-15      | 1.6250%  | 0.0000% | $1316500.00        | $1388877.56        | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2029-12-31      | 4.3750%  | 0.0000% | $10200.00          | $10581.05          | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2026-12-31      | 4.2500%  | 0.0000% | $300.00            | $305.17            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2028-01-15      | 4.2500%  | 0.0000% | $83000.00          | $84881.08          | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2030-01-31      | 4.2500%  | 0.0000% | $300.00            | $308.64            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2027-01-31      | 4.1250%  | 0.0000% | $1000.00           | $1012.44           | U.S. Treasuries (including strips) |
| US TREASURY FRN           | 2027-01-31      | 3.9965%  | 0.0000% | $500.00            | $502.87            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B           | 2035-01-15      | 2.1250%  | 0.0000% | $16800.00          | $17790.41          | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN BANK    | 2029-06-11      | 1.4000%  | 0.0000% | $10000.00          | $9239.16           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN BANK    | 2026-11-23      | 1.5000%  | 0.0000% | $15000.00          | $14705.88          | Agency Mortgage-Backed Securities  |
| RESOLUTION FUNDING STRIP  | 2026-07-15      | NA       | 0.0000% | $1000.00           | $969.99            | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY     | 2039-09-15      | 5.2500%  | 0.0000% | $2000.00           | $2122.98           | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY     | 2042-12-15      | 3.5000%  | 0.0000% | $5000.00           | $4246.59           | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY     | 2027-02-01      | 2.8750%  | 0.0000% | $2000.00           | $1986.91           | Agency Mortgage-Backed Securities  |
| TENN VAL AUTH CPN STRIP   | 2026-11-01      | NA       | 0.0000% | $1000.00           | $959.73            | Agency Mortgage-Backed Securities  |
| TENN VAL AUTH CPN STRIP   | 2028-12-15      | NA       | 0.0000% | $5000.00           | $4425.18           | Agency Mortgage-Backed Securities  |
| TREASURY BILL             | 2025-10-02      | NA       | 0.0000% | $212000.00         | $211976.47         | U.S. Treasuries (including strips) |
| TREASURY BILL             | 2026-01-22      | NA       | 0.0000% | $230300.00         | $227560.35         | U.S. Treasuries (including strips) |
| TREASURY BILL             | 2026-04-16      | NA       | 0.0000% | $11000.00          | $10780.75          | U.S. Treasuries (including strips) |
| TREASURY BILL             | 2025-10-09      | NA       | 0.0000% | $60000.00          | $59946.30          | U.S. Treasuries (including strips) |
| TREASURY BILL             | 2025-11-13      | NA       | 0.0000% | $92000.00          | $91560.70          | U.S. Treasuries (including strips) |
| TREASURY BILL             | 2026-01-02      | NA       | 0.0000% | $6000.00           | $5940.43           | U.S. Treasuries (including strips) |
| TREASURY BILL             | 2026-02-26      | NA       | 0.0000% | $100.00            | $98.47             | U.S. Treasuries (including strips) |
| TREASURY BILL             | 2025-12-09      | NA       | 0.0000% | $1000.00           | $992.66            | U.S. Treasuries (including strips) |
| TREASURY BILL             | 2026-03-12      | NA       | 0.0000% | $1000.00           | $983.17            | U.S. Treasuries (including strips) |
| TREASURY BILL             | 2026-01-13      | NA       | 0.0000% | $300.00            | $296.69            | U.S. Treasuries (including strips) |
| STRIP PRINC               | 2026-02-15      | NA       | 0.0000% | $100.00            | $98.57             | U.S. Treasuries (including strips) |
| STRIP PRINC               | 2026-11-15      | NA       | 0.0000% | $33200.00          | $31955.27          | U.S. Treasuries (including strips) |
| STRIP PRINC               | 2027-08-15      | NA       | 0.0000% | $300.00            | $280.56            | U.S. Treasuries (including strips) |
| STRIP PRINC               | 2046-11-15      | NA       | 0.0000% | $400.00            | $144.20            | U.S. Treasuries (including strips) |
| STRIP PRINC               | 2052-11-15      | NA       | 0.0000% | $3400.00           | $928.21            | U.S. Treasuries (including strips) |
| STRIP PRINC               | 2053-11-15      | NA       | 0.0000% | $100.00            | $26.30             | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2026-11-15      | 6.5000%  | 0.0000% | $300.00            | $317.34            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2027-11-15      | 6.1250%  | 0.0000% | $3000.00           | $3220.78           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B           | 2028-04-15      | 3.6250%  | 0.0000% | $1939500.00        | $4183429.74        | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2029-02-15      | 5.2500%  | 0.0000% | $4200.00           | $4449.62           | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2032-04-30      | 4.0000%  | 0.0000% | $500.00            | $511.66            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B           | 2030-04-15      | 1.6250%  | 0.0000% | $316500.00         | $328596.60         | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2030-05-31      | 4.0000%  | 0.0000% | $308000.00         | $315908.00         | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2028-06-15      | 3.8750%  | 0.0000% | $1903700.00        | $1938108.52        | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2027-06-30      | 3.7500%  | 0.0000% | $46700.00          | $47228.18          | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN BANK    | 2040-09-18      | 5.3750%  | 0.0000% | $15000.00          | $14950.44          | Agency Mortgage-Backed Securities  |
| US TREASURY N/B           | 2027-05-15      | 2.3750%  | 0.0000% | $300.00            | $296.68            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B           | 2028-07-15      | 0.7500%  | 0.0000% | $7025000.00        | $9007846.27        | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2026-07-31      | 1.8750%  | 0.0000% | $500.00            | $493.86            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2026-10-31      | 1.6250%  | 0.0000% | $19000.00          | $18709.61          | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2026-12-31      | 1.7500%  | 0.0000% | $4800.00           | $4707.63           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B           | 2030-01-15      | 0.1250%  | 0.0000% | $158500.00         | $190043.95         | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2027-02-28      | 1.1250%  | 0.0000% | $3000.00           | $2898.00           | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $95.42             | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2027-07-31      | 0.3750%  | 0.0000% | $400.00            | $377.37            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2027-08-31      | 0.5000%  | 0.0000% | $100.00            | $94.31             | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2027-09-30      | 0.3750%  | 0.0000% | $200.00            | $187.63            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B           | 2025-10-15      | 0.1250%  | 0.0000% | $235800.00         | $293598.15         | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2030-11-15      | 0.8750%  | 0.0000% | $1000.00           | $870.82            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2027-11-30      | 0.6250%  | 0.0000% | $6100.00           | $5737.69           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B           | 2031-01-15      | 0.1250%  | 0.0000% | $2900.00           | $3380.73           | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2026-02-28      | 0.5000%  | 0.0000% | $2200.00           | $2170.22           | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2026-04-30      | 0.7500%  | 0.0000% | $500.00            | $492.76            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2028-06-30      | 1.2500%  | 0.0000% | $45000.00          | $42370.97          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B           | 2026-10-15      | 0.1250%  | 0.0000% | $3509400.00        | $4127152.56        | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2028-11-30      | 1.5000%  | 0.0000% | $100.00            | $94.16             | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2026-12-31      | 1.2500%  | 0.0000% | $100.00            | $97.34             | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2032-07-31      | 4.0000%  | 0.0000% | $100.00            | $101.24            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B           | 2035-07-15      | 1.8750%  | 0.0000% | $14600.00          | $14874.90          | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2035-08-15      | 4.2500%  | 0.0000% | $27700.00          | $28102.44          | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2027-08-31      | 3.6250%  | 0.0000% | $1018500.00        | $1021677.87        | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2032-08-31      | 3.8750%  | 0.0000% | $90500.00          | $90616.32          | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2030-08-31      | 3.6250%  | 0.0000% | $185600.00         | $185340.37         | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2028-09-15      | 3.3750%  | 0.0000% | $600.00            | $596.88            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2030-09-30      | 3.6250%  | 0.0000% | $100.00            | $99.55             | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2027-09-30      | 3.5000%  | 0.0000% | $800.00            | $798.41            | U.S. Treasuries (including strips) |
| STRIPS                    | 2031-08-15      | NA       | 0.0000% | $2028.87           | $1612.07           | U.S. Treasuries (including strips) |
| STRIPS                    | 2032-02-15      | NA       | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| STRIPS                    | 2033-02-15      | NA       | 0.0000% | $24999.97          | $18530.53          | U.S. Treasuries (including strips) |
| STRIPS                    | 2033-08-15      | NA       | 0.0000% | $8000.00           | $5789.70           | U.S. Treasuries (including strips) |
| STRIPS                    | 2034-02-15      | NA       | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| STRIPS                    | 2035-02-15      | NA       | 0.0000% | $2463.52           | $1652.38           | U.S. Treasuries (including strips) |
| STRIPS                    | 2037-02-15      | NA       | 0.0000% | $17972.32          | $10856.29          | U.S. Treasuries (including strips) |
| STRIPS                    | 2030-11-15      | NA       | 0.0000% | $9781.48           | $8029.91           | U.S. Treasuries (including strips) |
| STRIPS                    | 2031-11-15      | NA       | 0.0000% | $1007.26           | $791.05            | U.S. Treasuries (including strips) |
| STRIPS                    | 2032-11-15      | NA       | 0.0000% | $10000.00          | $7501.42           | U.S. Treasuries (including strips) |
| STRIPS                    | 2033-11-15      | NA       | 0.0000% | $495.76            | $354.48            | U.S. Treasuries (including strips) |
| STRIPS                    | 2034-05-15      | NA       | 0.0000% | $3000.00           | $2092.97           | U.S. Treasuries (including strips) |
| STRIPS                    | 2034-11-15      | NA       | 0.0000% | $19956.71          | $13556.93          | U.S. Treasuries (including strips) |
| STRIPS                    | 2025-11-15      | NA       | 0.0000% | $38.70             | $38.51             | U.S. Treasuries (including strips) |
| STRIPS                    | 2026-08-15      | NA       | 0.0000% | $31323.98          | $30346.95          | U.S. Treasuries (including strips) |
| STRIPS                    | 2026-11-15      | NA       | 0.0000% | $41993.42          | $40305.62          | U.S. Treasuries (including strips) |
| STRIPS                    | 2027-02-15      | NA       | 0.0000% | $7000.00           | $6661.65           | U.S. Treasuries (including strips) |
| STRIPS                    | 2027-05-15      | NA       | 0.0000% | $50000.60          | $47117.57          | U.S. Treasuries (including strips) |
| STRIPS                    | 2027-08-15      | NA       | 0.0000% | $108000.00         | $100845.97         | U.S. Treasuries (including strips) |
| STRIPS                    | 2027-11-15      | NA       | 0.0000% | $35897.20          | $33188.25          | U.S. Treasuries (including strips) |
| STRIPS                    | 2028-08-15      | NA       | 0.0000% | $28000.00          | $25194.43          | U.S. Treasuries (including strips) |
| STRIPS                    | 2028-05-15      | NA       | 0.0000% | $16461.81          | $14952.76          | U.S. Treasuries (including strips) |
| STRIPS                    | 2028-11-15      | NA       | 0.0000% | $45.22             | $40.30             | U.S. Treasuries (including strips) |
| STRIPS                    | 2035-05-15      | NA       | 0.0000% | $4205.00           | $2783.36           | U.S. Treasuries (including strips) |
| STRIPS                    | 2035-11-15      | NA       | 0.0000% | $0.40              | $0.26              | U.S. Treasuries (including strips) |
| STRIPS                    | 2029-08-15      | NA       | 0.0000% | $25021.80          | $21650.06          | U.S. Treasuries (including strips) |
| STRIPS                    | 2029-05-15      | NA       | 0.0000% | $50000.00          | $43699.60          | U.S. Treasuries (including strips) |
| STRIPS                    | 2029-11-15      | NA       | 0.0000% | $25000.00          | $21409.15          | U.S. Treasuries (including strips) |
| STRIPS                    | 2030-02-15      | NA       | 0.0000% | $6.02              | $5.10              | U.S. Treasuries (including strips) |
| STRIPS                    | 2030-08-15      | NA       | 0.0000% | $7000.00           | $5807.70           | U.S. Treasuries (including strips) |
| STRIPS                    | 2039-11-15      | NA       | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| STRIPS                    | 2040-11-15      | NA       | 0.0000% | $14967.82          | $7315.81           | U.S. Treasuries (including strips) |
| STRIPS                    | 2042-11-15      | NA       | 0.0000% | $49557.51          | $21574.27          | U.S. Treasuries (including strips) |
| STRIPS                    | 2049-02-15      | NA       | 0.0000% | $65.99             | $20.87             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B           | 2029-04-15      | 3.8750%  | 0.0000% | $240000.00         | $523847.48         | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2030-05-15      | 6.2500%  | 0.0000% | $9300.00           | $10505.67          | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2031-02-15      | 5.3750%  | 0.0000% | $600.00            | $650.12            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B           | 2026-01-15      | 2.0000%  | 0.0000% | $256300.00         | $419357.91         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B           | 2027-01-15      | 2.3750%  | 0.0000% | $3000000.00        | $4913144.34        | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2037-02-15      | 4.7500%  | 0.0000% | $12900.00          | $13631.94          | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2038-02-15      | 4.3750%  | 0.0000% | $100.00            | $101.49            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2039-02-15      | 3.5000%  | 0.0000% | $4100.00           | $3772.03           | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2040-02-15      | 4.6250%  | 0.0000% | $300.00            | $307.31            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B           | 2040-02-15      | 2.1250%  | 0.0000% | $45000.00          | $67980.22          | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2040-05-15      | 4.3750%  | 0.0000% | $600.00            | $604.02            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2040-08-15      | 3.8750%  | 0.0000% | $1000.00           | $937.85            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2040-11-15      | 4.2500%  | 0.0000% | $2900.00           | $2867.45           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B           | 2041-02-15      | 2.1250%  | 0.0000% | $3641300.00        | $5383898.16        | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2041-05-15      | 4.3750%  | 0.0000% | $700.00            | $699.73            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2041-08-15      | 3.7500%  | 0.0000% | $400.00            | $365.71            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2041-11-15      | 3.1250%  | 0.0000% | $31000.00          | $26201.60          | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2042-02-15      | 3.1250%  | 0.0000% | $100.00            | $83.43             | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2042-08-15      | 2.7500%  | 0.0000% | $300.00            | $234.73            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2043-02-15      | 3.1250%  | 0.0000% | $1500900.00        | $1231689.95        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B           | 2043-02-15      | 0.6250%  | 0.0000% | $100.00            | $106.87            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2043-11-15      | 3.7500%  | 0.0000% | $5000.00           | $4503.16           | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2044-02-15      | 3.6250%  | 0.0000% | $1700.00           | $1484.78           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B           | 2044-02-15      | 1.3750%  | 0.0000% | $277700.00         | $330027.89         | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2044-08-15      | 3.1250%  | 0.0000% | $6000.00           | $4831.57           | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2044-11-15      | 3.0000%  | 0.0000% | $39600.00          | $31471.03          | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $71.99             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B           | 2045-02-15      | 0.7500%  | 0.0000% | $371200.00         | $380219.02         | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2045-05-15      | 3.0000%  | 0.0000% | $4100.00           | $3239.36           | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2045-08-15      | 2.8750%  | 0.0000% | $500.00            | $382.08            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2045-11-15      | 3.0000%  | 0.0000% | $90100.00          | $70814.46          | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2046-05-15      | 2.5000%  | 0.0000% | $4600.00           | $3280.37           | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2046-08-15      | 2.2500%  | 0.0000% | $900.00            | $603.47            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2046-11-15      | 2.8750%  | 0.0000% | $8400.00           | $6384.88           | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2047-08-15      | 2.7500%  | 0.0000% | $500.00            | $364.70            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2048-08-15      | 3.0000%  | 0.0000% | $1000.00           | $756.69            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B           | 2049-02-15      | 1.0000%  | 0.0000% | $270800.00         | $257154.90         | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2049-11-15      | 2.3750%  | 0.0000% | $300.00            | $199.40            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B           | 2050-02-15      | 0.2500%  | 0.0000% | $10100.00          | $7513.22           | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2040-05-15      | 1.1250%  | 0.0000% | $400.00            | $256.73            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $65.83             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B           | 2051-02-15      | 0.1250%  | 0.0000% | $10000100.00       | $6890343.17        | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2041-05-15      | 2.2500%  | 0.0000% | $200.00            | $150.13            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2041-08-15      | 1.7500%  | 0.0000% | $1600.00           | $1089.75           | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2051-11-15      | 1.8750%  | 0.0000% | $600.00            | $344.55            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2042-05-15      | 3.2500%  | 0.0000% | $24100.00          | $20560.40          | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2052-08-15      | 3.0000%  | 0.0000% | $400.00            | $294.76            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2042-08-15      | 3.3750%  | 0.0000% | $400.00            | $342.99            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2053-02-15      | 3.6250%  | 0.0000% | $1000.00           | $833.29            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B           | 2053-02-15      | 1.5000%  | 0.0000% | $4368200.00        | $3813895.39        | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2027-03-31      | 2.5000%  | 0.0000% | $2000.00           | $1966.40           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B           | 2027-04-15      | 0.1250%  | 0.0000% | $722100.00         | $814840.46         | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2032-05-15      | 2.8750%  | 0.0000% | $1000.00           | $951.63            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2029-05-31      | 2.7500%  | 0.0000% | $200.00            | $195.59            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2027-05-31      | 2.6250%  | 0.0000% | $3000.00           | $2976.67           | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2029-06-30      | 3.2500%  | 0.0000% | $35000.00          | $34775.09          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B           | 2032-07-15      | 0.6250%  | 0.0000% | $3610700.00        | $3806152.87        | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2029-07-31      | 2.6250%  | 0.0000% | $400.00            | $386.84            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2032-08-15      | 2.7500%  | 0.0000% | $6000.00           | $5603.52           | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2027-09-30      | 4.1250%  | 0.0000% | $200.00            | $201.93            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2029-10-31      | 4.0000%  | 0.0000% | $6400.00           | $6580.42           | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2027-11-30      | 3.8750%  | 0.0000% | $60900.00          | $62008.12          | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2029-12-31      | 3.8750%  | 0.0000% | $100.00            | $101.65            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2030-01-31      | 3.5000%  | 0.0000% | $300.00            | $299.34            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2030-03-31      | 3.6250%  | 0.0000% | $100.00            | $99.64             | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2026-04-15      | 3.7500%  | 0.0000% | $400.00            | $406.67            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2026-05-15      | 3.6250%  | 0.0000% | $200.00            | $202.45            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2028-05-31      | 3.6250%  | 0.0000% | $500.00            | $506.21            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B           | 2033-07-15      | 1.3750%  | 0.0000% | $944000.00         | $992000.15         | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2028-07-31      | 4.1250%  | 0.0000% | $248900.00         | $253938.39         | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2026-08-15      | 4.3750%  | 0.0000% | $2000.00           | $2021.12           | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2043-02-15      | 3.8750%  | 0.0000% | $500.00            | $456.86            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $92.18             | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2043-08-15      | 4.3750%  | 0.0000% | $400.00            | $388.75            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2028-08-31      | 4.3750%  | 0.0000% | $82000.00          | $83979.62          | U.S. Treasuries (including strips) |
| Fannie Mae                | 2027-08-27      | 0.7000%  | 0.0000% | $1000.00           | $945.96            | Agency Mortgage-Backed Securities  |
| STRIP PRINC               | 2027-05-15      | NA       | 0.0000% | $100.00            | $94.26             | U.S. Treasuries (including strips) |
| STRIP PRINC               | 2025-11-15      | NA       | 0.0000% | $159000.00         | $158219.15         | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2027-08-15      | 2.2500%  | 0.0000% | $56900.00          | $55653.75          | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2027-11-15      | 2.2500%  | 0.0000% | $48700.00          | $47756.27          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B           | 2028-01-15      | 0.5000%  | 0.0000% | $500.00            | $647.65            | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** STATE STREET MASTER FUNDS

**Date:** 2025-10-07

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer