# EDGAR Filing Document

**Accession Number:** 0001094885
**File Stem:** 0001145549-25-038803
**Filing Date:** 2025-6
**Character Count:** 857050
**Document Hash:** 8690c53f2b587504db0e97fc0380d3f3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-038803.hdr.sgml**: 20250606

**ACCESSION NUMBER**: 0001145549-25-038803

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250606

**DATE AS OF CHANGE**: 20250606

**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:** 251029391

**BUSINESS ADDRESS:**
- **STREET 1:** ONE IRON STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 6176643920

**MAIL ADDRESS:**
- **STREET 1:** ONE IRON STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**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):** 2025-05-31

**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:** 43 days

- **WAL:** 107 days

- **Total Value of Portfolio Securities:** $160255645222.31

- **Amortized Cost of Portfolio Securities:** $160251532641.76

- **Cash:** $15047955936.81

- **Total Other Assets:** $255841565.83

- **Total Liabilities:** $11625887.42

- **Net Assets of Series:** $175543704256.98

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-05-01 | $141921021138.86          | $143729038421.11           | 83.9700%                  | 85.0400%                   |
| 2025-05-02 | $137573239767.40          | $139518110130.65           | 83.4700%                  | 84.6500%                   |
| 2025-05-05 | $143230791235.54          | $145175791100.12           | 84.0200%                  | 85.1600%                   |
| 2025-05-06 | $140303719177.27          | $141883762652.43           | 83.6800%                  | 84.6200%                   |
| 2025-05-07 | $140962019239.19          | $141455830522.97           | 84.2900%                  | 84.5800%                   |
| 2025-05-08 | $138054979241.34          | $139038808502.56           | 83.7600%                  | 84.3500%                   |
| 2025-05-09 | $135939802978.79          | $137833647762.57           | 83.3500%                  | 84.5100%                   |
| 2025-05-12 | $143293198277.81          | $145187089626.59           | 83.8500%                  | 84.9600%                   |
| 2025-05-13 | $147286348665.87          | $149400879872.45           | 83.4400%                  | 84.6400%                   |
| 2025-05-14 | $146551823859.86          | $147595746623.60           | 83.8800%                  | 84.4800%                   |
| 2025-05-15 | $144491658373.41          | $145725596287.19           | 83.6000%                  | 84.3200%                   |
| 2025-05-16 | $138645729224.62          | $141175729224.62           | 82.3400%                  | 83.8400%                   |
| 2025-05-19 | $140806329780.84          | $143336329780.84           | 82.5700%                  | 84.0500%                   |
| 2025-05-20 | $140604806592.70          | $143134806592.70           | 82.5500%                  | 84.0400%                   |
| 2025-05-21 | $144044775431.09          | $145474775431.09           | 83.4300%                  | 84.2600%                   |
| 2025-05-22 | $142310711788.39          | $142310711788.39           | 83.9600%                  | 83.9600%                   |
| 2025-05-23 | $138080557720.71          | $138680557720.71           | 83.2300%                  | 83.5900%                   |
| 2025-05-27 | $141357539469.76          | $141957539469.76           | 83.5200%                  | 83.8700%                   |
| 2025-05-28 | $143917528623.66          | $144517528623.66           | 83.7600%                  | 84.1100%                   |
| 2025-05-29 | $146574685118.64          | $146574685118.64           | 84.2200%                  | 84.2200%                   |
| 2025-05-30 | $147463765512.90          | $148063765512.90           | 84.0000%                  | 84.3400%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-05-01 | 0.0000%             |
| 2025-05-02 | 0.0000%             |
| 2025-05-05 | 0.0000%             |
| 2025-05-06 | 0.0000%             |
| 2025-05-07 | 0.0000%             |
| 2025-05-08 | 0.0000%             |
| 2025-05-09 | 0.0000%             |
| 2025-05-12 | 0.0000%             |
| 2025-05-13 | 0.0000%             |
| 2025-05-14 | 0.0000%             |
| 2025-05-15 | 0.0000%             |
| 2025-05-16 | 0.0000%             |
| 2025-05-19 | 0.0000%             |
| 2025-05-20 | 0.0000%             |
| 2025-05-21 | 0.0000%             |
| 2025-05-22 | 0.0000%             |
| 2025-05-23 | 0.0000%             |
| 2025-05-27 | 0.0000%             |
| 2025-05-28 | 0.0000%             |
| 2025-05-29 | 0.0000%             |
| 2025-05-30 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-05-01 | 0.0000                      |
|  |  |
| 2025-05-02 | 0.0000                      |
|  |  |
| 2025-05-05 | 0.0000                      |
|  |  |
| 2025-05-06 | 0.0000                      |
|  |  |
| 2025-05-07 | 0.0000                      |
|  |  |
| 2025-05-08 | 0.0000                      |
|  |  |
| 2025-05-09 | 0.0000                      |
|  |  |
| 2025-05-12 | 0.0000                      |
|  |  |
| 2025-05-13 | 0.0000                      |
|  |  |
| 2025-05-14 | 0.0000                      |
|  |  |
| 2025-05-15 | 0.0000                      |
|  |  |
| 2025-05-16 | 0.0000                      |
|  |  |
| 2025-05-19 | 0.0000                      |
|  |  |
| 2025-05-20 | 0.0000                      |
|  |  |
| 2025-05-21 | 0.0000                      |
|  |  |
| 2025-05-22 | 0.0000                      |
|  |  |
| 2025-05-23 | 0.0000                      |
|  |  |
| 2025-05-27 | 0.0000                      |
|  |  |
| 2025-05-28 | 0.0000                      |
|  |  |
| 2025-05-29 | 0.0000                      |
|  |  |
| 2025-05-30 | 0.0000                      |
|  |  |

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

### Class: Single Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $175543704256.98

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.0000          |
|  |  |
| 2025-05-02 | 0.0000          |
|  |  |
| 2025-05-05 | 0.0000          |
|  |  |
| 2025-05-06 | 0.0000          |
|  |  |
| 2025-05-07 | 0.0000          |
|  |  |
| 2025-05-08 | 0.0000          |
|  |  |
| 2025-05-09 | 0.0000          |
|  |  |
| 2025-05-12 | 0.0000          |
|  |  |
| 2025-05-13 | 0.0000          |
|  |  |
| 2025-05-14 | 0.0000          |
|  |  |
| 2025-05-15 | 0.0000          |
|  |  |
| 2025-05-16 | 0.0000          |
|  |  |
| 2025-05-19 | 0.0000          |
|  |  |
| 2025-05-20 | 0.0000          |
|  |  |
| 2025-05-21 | 0.0000          |
|  |  |
| 2025-05-22 | 0.0000          |
|  |  |
| 2025-05-23 | 0.0000          |
|  |  |
| 2025-05-27 | 0.0000          |
|  |  |
| 2025-05-28 | 0.0000          |
|  |  |
| 2025-05-29 | 0.0000          |
|  |  |
| 2025-05-30 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $0.00                     | $0.00                   |
| 2025-05-02 | $0.00                     | $0.00                   |
| 2025-05-05 | $0.00                     | $0.00                   |
| 2025-05-06 | $0.00                     | $0.00                   |
| 2025-05-07 | $0.00                     | $0.00                   |
| 2025-05-08 | $0.00                     | $0.00                   |
| 2025-05-09 | $0.00                     | $0.00                   |
| 2025-05-12 | $0.00                     | $0.00                   |
| 2025-05-13 | $0.00                     | $0.00                   |
| 2025-05-14 | $0.00                     | $0.00                   |
| 2025-05-15 | $0.00                     | $0.00                   |
| 2025-05-16 | $0.00                     | $0.00                   |
| 2025-05-19 | $0.00                     | $0.00                   |
| 2025-05-20 | $0.00                     | $0.00                   |
| 2025-05-21 | $0.00                     | $0.00                   |
| 2025-05-22 | $0.00                     | $0.00                   |
| 2025-05-23 | $0.00                     | $0.00                   |
| 2025-05-27 | $0.00                     | $0.00                   |
| 2025-05-28 | $0.00                     | $0.00                   |
| 2025-05-29 | $0.00                     | $0.00                   |
| 2025-05-30 | $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   |
|:---|:---|
| 2025-05-01 | 0.0000%           |
| 2025-05-02 | 0.0000%           |
| 2025-05-05 | 0.0000%           |
| 2025-05-06 | 0.0000%           |
| 2025-05-07 | 0.0000%           |
| 2025-05-08 | 0.0000%           |
| 2025-05-09 | 0.0000%           |
| 2025-05-12 | 0.0000%           |
| 2025-05-13 | 0.0000%           |
| 2025-05-14 | 0.0000%           |
| 2025-05-15 | 0.0000%           |
| 2025-05-16 | 0.0000%           |
| 2025-05-19 | 0.0000%           |
| 2025-05-20 | 0.0000%           |
| 2025-05-21 | 0.0000%           |
| 2025-05-22 | 0.0000%           |
| 2025-05-23 | 0.0000%           |
| 2025-05-27 | 0.0000%           |
| 2025-05-28 | 0.0000%           |
| 2025-05-29 | 0.0000%           |
| 2025-05-30 | 0.0000%           |

**Beneficial/Record Owner Categories**
| Category                      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Registered investment company |  | 99.2400%         | 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 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 15499Q009, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: 15499Q009_4.35_0602
- **C.18 - Value (incl. sponsor support):** $935000000.00
- **C.18.a - Value (excl. sponsor support):** $935000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                     | 2052-01-01      | 2.5000%  | 0.0000% | $1507613.00        | $1032889.94        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-12-01      | 2.5000%  | 0.0000% | $249239.00         | $169415.26         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-01-01      | 2.5000%  | 0.0000% | $1319535.00        | $930878.09         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-02-01      | 2.5000%  | 0.0000% | $2026287.00        | $1384269.31        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-02-01      | 2.5000%  | 0.0000% | $1274714.00        | $968761.97         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-04-01      | 2.5000%  | 0.0000% | $1989649.00        | $1286494.39        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-04-01      | 2.5000%  | 0.0000% | $729267.00         | $507899.10         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-09-01      | 4.0000%  | 0.0000% | $2089838.00        | $401327.14         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-05-01      | 4.5000%  | 0.0000% | $4746159.00        | $747126.33         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-09-01      | 3.5000%  | 0.0000% | $5300000.00        | $1236069.25        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2030-01-01      | 3.5000%  | 0.0000% | $1000000.00        | $164261.86         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-06-01      | 2.5000%  | 0.0000% | $217668.00         | $131306.49         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-07-01      | 2.5000%  | 0.0000% | $2560100.00        | $1286421.01        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-06-01      | 2.5000%  | 0.0000% | $1876344.00        | $1050175.88        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-02-01      | 2.5000%  | 0.0000% | $357458.00         | $204156.57         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-02-01      | 2.5000%  | 0.0000% | $508473.00         | $245128.32         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-05-01      | 2.5000%  | 0.0000% | $1809881.00        | $1172463.27        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-05-01      | 1.5000%  | 0.0000% | $15691051.00       | $6481854.12        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-05-01      | 1.5000%  | 0.0000% | $14417043.00       | $5101026.57        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-10-01      | 2.5000%  | 0.0000% | $1879850.00        | $1301088.70        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-06-01      | 2.5000%  | 0.0000% | $11107560.00       | $7614948.20        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-07-01      | 2.5000%  | 0.0000% | $282487.00         | $193970.09         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-01-01      | 2.5000%  | 0.0000% | $29872495.00       | $21045385.34       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-10-01      | 2.5000%  | 0.0000% | $1534196.00        | $1074001.12        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-11-01      | 2.5000%  | 0.0000% | $121161.00         | $81363.39          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-11-01      | 2.5000%  | 0.0000% | $1290944.00        | $893677.23         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-12-01      | 2.5000%  | 0.0000% | $1521413.00        | $1041520.28        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-12-01      | 2.5000%  | 0.0000% | $1940460.00        | $1332939.46        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-01-01      | 2.5000%  | 0.0000% | $1892736.00        | $1308258.56        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-01-01      | 2.5000%  | 0.0000% | $303357.00         | $210171.21         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-02-01      | 2.5000%  | 0.0000% | $1850000.00        | $1274410.84        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-08-01      | 6.5000%  | 0.0000% | $7274973.00        | $6987373.12        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-02-01      | 5.0000%  | 0.0000% | $40073603.00       | $38939126.27       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-02-01      | 5.0000%  | 0.0000% | $55134555.00       | $53122236.86       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-02-01      | 5.0000%  | 0.0000% | $55796786.00       | $53864898.83       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2032-06-01      | 3.0000%  | 0.0000% | $8926705.00        | $6991110.84        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-04-01      | 7.0000%  | 0.0000% | $4000.00           | $4.85              | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-06-01      | 7.0000%  | 0.0000% | $3000.00           | $3.30              | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2035-08-01      | 5.0000%  | 0.0000% | $3000.00           | $16.08             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2035-09-01      | 5.0000%  | 0.0000% | $3000.00           | $21.87             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-07-01      | 6.0000%  | 0.0000% | $4000.00           | $2.49              | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-07-01      | 6.5000%  | 0.0000% | $2000.00           | $0.80              | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-01-01      | 6.5000%  | 0.0000% | $2000.00           | $1.73              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2033-07-01      | 3.5000%  | 0.0000% | $12231540.00       | $10902082.50       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2032-01-01      | 1.5000%  | 0.0000% | $19593719.00       | $16898766.92       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-01-01      | 5.0000%  | 0.0000% | $44235404.00       | $41516154.63       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2033-11-01      | 3.0000%  | 0.0000% | $15592839.00       | $14839366.90       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2035-09-01      | 3.5000%  | 0.0000% | $12932811.00       | $12395784.97       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2038-11-01      | 4.5000%  | 0.0000% | $12678300.00       | $12424984.59       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-04-01      | 2.5000%  | 0.0000% | $2100000.00        | $509736.23         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-03-01      | 4.0000%  | 0.0000% | $6500000.00        | $1889771.64        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2030-10-01      | 2.5000%  | 0.0000% | $2025000.00        | $688879.20         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-04-01      | 2.5000%  | 0.0000% | $1882898.00        | $1171114.01        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-05-01      | 2.5000%  | 0.0000% | $6561335.00        | $4427129.58        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-08-01      | 2.5000%  | 0.0000% | $37650.00          | $23714.55          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-10-01      | 2.5000%  | 0.0000% | $1664000.00        | $645095.98         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-12-01      | 2.5000%  | 0.0000% | $2064466.00        | $1379915.89        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-12-01      | 2.5000%  | 0.0000% | $1305777.00        | $918607.25         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-11-01      | 2.5000%  | 0.0000% | $1696815.00        | $1185127.45        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-12-01      | 2.5000%  | 0.0000% | $2180070.00        | $1526047.03        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-12-01      | 2.5000%  | 0.0000% | $2007503.00        | $1392135.34        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-12-01      | 2.5000%  | 0.0000% | $1685550.00        | $1179923.66        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-02-01      | 2.5000%  | 0.0000% | $1524278.00        | $1063339.10        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-10-01      | 2.5000%  | 0.0000% | $1588010.00        | $986303.53         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-12-01      | 2.5000%  | 0.0000% | $1494514.00        | $1050684.84        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-01-01      | 2.5000%  | 0.0000% | $1373647.00        | $930857.35         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-01-01      | 2.5000%  | 0.0000% | $3173301.00        | $2194860.33        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-01-01      | 2.5000%  | 0.0000% | $2011673.00        | $1383626.71        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-01-01      | 2.5000%  | 0.0000% | $1865991.00        | $1270847.66        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-01-01      | 2.5000%  | 0.0000% | $2045503.00        | $1405405.94        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-02-01      | 2.5000%  | 0.0000% | $1698078.00        | $1172497.00        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-07-01      | 3.0000%  | 0.0000% | $63591474.00       | $48550092.36       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-07-01      | 2.5000%  | 0.0000% | $217000.00         | $164263.38         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-01-01      | 2.5000%  | 0.0000% | $267993.00         | $201690.23         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-02-01      | 2.5000%  | 0.0000% | $1200000.00        | $909698.91         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-07-01      | 2.5000%  | 0.0000% | $1915740.00        | $1469408.42        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-02-01      | 2.5000%  | 0.0000% | $800000.00         | $621886.21         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-05-01      | 3.5000%  | 0.0000% | $7135000.00        | $6233630.69        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-05-01      | 2.5000%  | 0.0000% | $153658.00         | $121286.53         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2029-07-01      | 2.0000%  | 0.0000% | $4390000.00        | $361205.43         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-07-01      | 2.0000%  | 0.0000% | $5792013.00        | $81421.01          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2029-07-01      | 3.9800%  | 0.0000% | $1743406.00        | $59789.47          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-02-01      | 3.0000%  | 0.0000% | $25000000.00       | $342150.49         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-10-01      | 3.0000%  | 0.0000% | $3560786.00        | $26337.97          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-12-01      | 2.5000%  | 0.0000% | $19364333.00       | $297833.34         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-06-01      | 2.5000%  | 0.0000% | $15250000.00       | $446340.40         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-07-01      | 2.5000%  | 0.0000% | $35000000.00       | $881644.32         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-09-01      | 2.5000%  | 0.0000% | $11696569.00       | $350220.31         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-07-01      | 3.5000%  | 0.0000% | $5410825.00        | $693056.02         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-03-01      | 4.0000%  | 0.0000% | $4900000.00        | $202891.42         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-01-01      | 4.0000%  | 0.0000% | $1950000.00        | $103190.29         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-06-01      | 3.0000%  | 0.0000% | $1400000.00        | $104066.06         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-12-01      | 2.5000%  | 0.0000% | $3000000.00        | $294580.16         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-05-01      | 3.0000%  | 0.0000% | $3235842.00        | $382834.05         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-06-01      | 2.5000%  | 0.0000% | $24298651.00       | $3258767.83        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-05-01      | 2.5000%  | 0.0000% | $6000000.00        | $683136.06         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-04-01      | 2.5000%  | 0.0000% | $9783322.00        | $538599.31         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-05-01      | 2.5000%  | 0.0000% | $14152508.00       | $718077.54         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-07-01      | 3.0000%  | 0.0000% | $2200000.00        | $270850.72         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2043-07-01      | 3.5000%  | 0.0000% | $2075000.00        | $354366.64         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-06-01      | 2.5000%  | 0.0000% | $3000000.00        | $50801.66          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2029-02-01      | 3.5000%  | 0.0000% | $3476733.00        | $226277.27         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-02-01      | 2.5000%  | 0.0000% | $4000000.00        | $33715.76          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-08-01      | 3.0000%  | 0.0000% | $1525000.00        | $75203.46          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-08-01      | 2.5000%  | 0.0000% | $2000000.00        | $49927.63          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-09-01      | 2.0000%  | 0.0000% | $13093313.00       | $504319.02         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-10-01      | 2.5000%  | 0.0000% | $4904962.00        | $151649.91         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-10-01      | 2.5000%  | 0.0000% | $10000000.00       | $1360121.71        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-11-01      | 2.0000%  | 0.0000% | $5000000.00        | $900300.33         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-12-01      | 2.0000%  | 0.0000% | $2500000.00        | $104261.83         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-12-01      | 2.5000%  | 0.0000% | $3000000.00        | $105685.03         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-12-01      | 3.0000%  | 0.0000% | $3000000.00        | $106875.17         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-01-01      | 2.0000%  | 0.0000% | $14376982.00       | $758541.62         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-04-01      | 3.0000%  | 0.0000% | $1600000.00        | $65688.45          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-08-01      | 3.0000%  | 0.0000% | $2450000.00        | $121116.10         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-09-01      | 3.0000%  | 0.0000% | $6207027.00        | $342484.98         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-10-01      | 2.0000%  | 0.0000% | $1505655.00        | $59293.74          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-12-01      | 3.5000%  | 0.0000% | $3000.00           | $391.55            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-04-01      | 3.0000%  | 0.0000% | $10301395.00       | $764111.63         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-06-01      | 3.5000%  | 0.0000% | $3500000.00        | $250084.27         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-07-01      | 3.5000%  | 0.0000% | $1598109.00        | $113548.18         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-09-01      | 3.5000%  | 0.0000% | $1500000.00        | $92336.35          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-11-01      | 6.0000%  | 0.0000% | $6000.00           | $6.02              | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-12-01      | 5.5000%  | 0.0000% | $4000.00           | $8.08              | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-10-01      | 7.0000%  | 0.0000% | $5000.00           | $3.69              | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-10-01      | 7.5000%  | 0.0000% | $5000.00           | $2.34              | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-08-01      | 3.5000%  | 0.0000% | $1000000.00        | $79075.81          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2029-07-01      | 3.0000%  | 0.0000% | $1800000.00        | $199708.28         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2029-06-01      | 3.0000%  | 0.0000% | $3000000.00        | $328743.34         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2029-09-01      | 3.0000%  | 0.0000% | $1425000.00        | $179964.88         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2029-11-01      | 2.5000%  | 0.0000% | $1285100.00        | $185092.43         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2030-08-01      | 2.0000%  | 0.0000% | $1000000.00        | $255059.37         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2030-09-01      | 2.0000%  | 0.0000% | $1000000.00        | $254491.66         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2030-10-01      | 2.5000%  | 0.0000% | $500000.00         | $149222.31         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2030-12-01      | 2.0000%  | 0.0000% | $1000000.00        | $337761.64         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-01-01      | 1.5000%  | 0.0000% | $5000000.00        | $1736963.06        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-04-01      | 2.0000%  | 0.0000% | $1000000.00        | $382237.31         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-11-01      | 4.0000%  | 0.0000% | $1000000.00        | $511682.34         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2025-11-01      | 4.0000%  | 0.0000% | $1800.00           | $0.84              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-04-01      | 6.0000%  | 0.0000% | $3907156.00        | $3970418.68        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-04-01      | 6.0000%  | 0.0000% | $20183494.00       | $20490514.41       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-02-01      | 7.0000%  | 0.0000% | $5000.00           | $3.13              | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-04-01      | 8.0000%  | 0.0000% | $5000.00           | $1.54              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank         | 2025-06-13      | 5.1250%  | 0.0000% | $40000.00          | $40956.33          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-05-01      | 3.5000%  | 0.0000% | $5056267.00        | $1127404.10        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-10-01      | 3.0000%  | 0.0000% | $1010000.00        | $103015.84         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-03-01      | 3.0000%  | 0.0000% | $5750000.00        | $897057.36         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-06-01      | 2.0000%  | 0.0000% | $7262358.00        | $5342979.70        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2034-02-01      | 3.5000%  | 0.0000% | $955000.00         | $546220.61         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-12-01      | 2.5000%  | 0.0000% | $700000.00         | $556478.85         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2035-10-01      | 3.5000%  | 0.0000% | $6541045.00        | $6186754.74        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-02-01      | 2.5000%  | 0.0000% | $1950974.00        | $1310973.03        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-01-01      | 2.5000%  | 0.0000% | $2315851.00        | $1632453.41        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-01-01      | 2.5000%  | 0.0000% | $1502248.00        | $1018493.85        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-03-01      | 2.5000%  | 0.0000% | $1455000.00        | $904225.16         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-08-01      | 2.5000%  | 0.0000% | $1420032.00        | $943208.74         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-02-01      | 2.5000%  | 0.0000% | $2099057.00        | $1427083.80        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-01-01      | 2.5000%  | 0.0000% | $1444867.00        | $1022742.51        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-06-01      | 2.5000%  | 0.0000% | $1855492.00        | $1277777.71        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-03-01      | 2.5000%  | 0.0000% | $1948882.00        | $1429922.23        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-03-01      | 2.5000%  | 0.0000% | $1320013.00        | $948342.11         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-07-01      | 2.5000%  | 0.0000% | $149111.00         | $113010.99         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-09-01      | 2.5000%  | 0.0000% | $1469819.00        | $1121979.07        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-12-01      | 2.5000%  | 0.0000% | $1875352.00        | $1450486.14        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-06-01      | 2.5000%  | 0.0000% | $278536.00         | $193111.45         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2025-09-01      | 7.5000%  | 0.0000% | $5000.00           | $0.03              | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-06-01      | 2.5000%  | 0.0000% | $1994700.00        | $1209368.93        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-10-01      | 2.5000%  | 0.0000% | $1364863.00        | $899728.12         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-10-01      | 2.5000%  | 0.0000% | $2093431.00        | $1408238.61        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-11-01      | 2.5000%  | 0.0000% | $1473432.00        | $1011086.27        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-11-01      | 2.5000%  | 0.0000% | $2913995.00        | $2056983.46        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-11-01      | 2.5000%  | 0.0000% | $1793436.00        | $1239541.28        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-12-01      | 2.5000%  | 0.0000% | $1315227.00        | $932651.69         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-12-01      | 2.5000%  | 0.0000% | $2119435.00        | $1356568.87        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-12-01      | 2.5000%  | 0.0000% | $334432.00         | $236811.57         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-12-01      | 2.5000%  | 0.0000% | $2014239.00        | $1365745.26        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-12-01      | 2.5000%  | 0.0000% | $1560314.00        | $1076820.79        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-12-01      | 2.5000%  | 0.0000% | $1665081.00        | $1135791.53        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-01-01      | 2.5000%  | 0.0000% | $1508495.00        | $1062467.65        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-02-01      | 2.5000%  | 0.0000% | $2293195.00        | $1412466.88        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-03-01      | 2.5000%  | 0.0000% | $1173428.00        | $883270.57         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-04-01      | 2.5000%  | 0.0000% | $1416938.00        | $1026380.06        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank       | 2025-08-15      | 3.1000%  | 0.0000% | $100000.00         | $100613.07         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank       | 2026-02-23      | 4.3750%  | 0.0000% | $110000.00         | $111338.06         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank       | 2025-08-13      | 4.3750%  | 0.0000% | $100000.00         | $101301.95         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank       | 2028-05-02      | 3.6250%  | 0.0000% | $500000.00         | $497116.22         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank       | 2027-08-27      | 3.8750%  | 0.0000% | $20000000.00       | $19959600.00       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank       | 2029-11-30      | 4.0000%  | 0.0000% | $1125000.00        | $1122742.13        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-12-01      | 2.5000%  | 0.0000% | $2231720.00        | $1263025.56        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-05-01      | 2.5000%  | 0.0000% | $2357723.00        | $1373531.65        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-11-01      | 2.5000%  | 0.0000% | $2110962.00        | $1442216.95        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-11-01      | 2.5000%  | 0.0000% | $1719300.00        | $1004819.92        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-09-01      | 2.5000%  | 0.0000% | $19031898.00       | $12994146.12       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-09-01      | 2.5000%  | 0.0000% | $1870511.00        | $1267525.08        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-10-01      | 2.5000%  | 0.0000% | $1654266.00        | $1136860.66        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-10-01      | 2.5000%  | 0.0000% | $2079565.00        | $1448631.22        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-10-01      | 2.5000%  | 0.0000% | $1444337.00        | $1004012.89        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-11-01      | 2.5000%  | 0.0000% | $1904144.00        | $1275517.58        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-12-01      | 2.5000%  | 0.0000% | $1347479.00        | $936997.11         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-12-01      | 2.5000%  | 0.0000% | $832989.00         | $566471.69         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-12-01      | 2.5000%  | 0.0000% | $2150812.00        | $1443548.83        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-07-01      | 3.0000%  | 0.0000% | $4000000.00        | $2098667.37        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-09-01      | 1.5000%  | 0.0000% | $2000000.00        | $597112.74         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-12-01      | 2.0000%  | 0.0000% | $1000000.00        | $346184.41         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-07-01      | 2.0000%  | 0.0000% | $1625443.00        | $427112.81         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-08-01      | 2.0000%  | 0.0000% | $1000000.00        | $259185.32         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-09-01      | 2.0000%  | 0.0000% | $1000000.00        | $275015.30         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-11-01      | 1.5000%  | 0.0000% | $2000000.00        | $978805.54         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-11-01      | 2.0000%  | 0.0000% | $1000000.00        | $331513.54         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-01-01      | 1.5000%  | 0.0000% | $6635000.00        | $2462813.37        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-04-01      | 1.5000%  | 0.0000% | $1000000.00        | $399615.80         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-04-01      | 2.0000%  | 0.0000% | $1000000.00        | $394579.09         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-05-01      | 1.5000%  | 0.0000% | $3500000.00        | $1477097.13        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-08-01      | 1.5000%  | 0.0000% | $2500000.00        | $1153677.99        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-09-01      | 1.5000%  | 0.0000% | $1000000.00        | $469589.44         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-04-01      | 6.0000%  | 0.0000% | $9658802.00        | $9807218.53        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2045-03-01      | 3.0000%  | 0.0000% | $11294409.00       | $9877579.23        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2054-10-01      | 6.5000%  | 0.0000% | $17682102.00       | $16648638.66       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-10-01      | 5.0000%  | 0.0000% | $4943854.00        | $4584312.05        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-09-20      | 5.5000%  | 0.0000% | $25000.00          | $3365.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-09-20      | 6.0000%  | 0.0000% | $20000.00          | $2689.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 7.0000%  | 0.0000% | $10000.00          | $6538.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 7.5000%  | 0.0000% | $10000.00          | $6039.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 7.5000%  | 0.0000% | $20000.00          | $6050.87           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 7.0000%  | 0.0000% | $50000.00          | $51733.97          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 5.0000%  | 0.0000% | $169000.00         | $163280.66         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 6.0000%  | 0.0000% | $200000.00         | $202976.67         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 7.0000%  | 0.0000% | $500000.00         | $519277.94         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 7.0000%  | 0.0000% | $1275000.00        | $1305264.53        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-12-15      | 6.5000%  | 0.0000% | $19000.00          | $159.83            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-02-25      | 2.5000%  | 0.0000% | $8369217.00        | $6756167.11        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-04-11      | 4.6250%  | 0.0000% | $50000.00          | $50264.76          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-05-14      | 4.8750%  | 0.0000% | $5000.00           | $5003.49           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-01-01      | 3.5000%  | 0.0000% | $630000.00         | $7439.72           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-04-01      | 3.5000%  | 0.0000% | $5314065.00        | $45738.00          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-04-01      | 3.2200%  | 0.0000% | $1095000.00        | $407169.05         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-03-01      | 3.5000%  | 0.0000% | $2336000.00        | $34053.71          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-02-01      | 2.5000%  | 0.0000% | $1990000.00        | $78571.71          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-03-01      | 3.0000%  | 0.0000% | $15000000.00       | $1592864.40        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-05-01      | 3.5000%  | 0.0000% | $10000000.00       | $232669.02         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-04-01      | 3.5000%  | 0.0000% | $9500000.00        | $119174.99         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-08-01      | 3.5000%  | 0.0000% | $3610000.00        | $495218.79         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-10-01      | 2.5000%  | 0.0000% | $7400000.00        | $585579.18         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2030-08-01      | 3.5000%  | 0.0000% | $614933.00         | $57550.28          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-11-01      | 4.0000%  | 0.0000% | $1175000.00        | $192016.73         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-05-01      | 2.5000%  | 0.0000% | $17942605.00       | $1534856.04        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-05-01      | 2.8030%  | 0.0000% | $2117000.00        | $903679.09         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-02-01      | 2.5000%  | 0.0000% | $5000000.00        | $742931.31         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2029-12-01      | 3.5000%  | 0.0000% | $9065000.00        | $769022.37         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-07-01      | 2.5000%  | 0.0000% | $16100000.00       | $1030303.93        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-08-01      | 3.5000%  | 0.0000% | $1150000.00        | $119935.83         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2030-10-01      | 2.5000%  | 0.0000% | $20500000.00       | $1567887.34        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-02-01      | 4.0000%  | 0.0000% | $10049000.00       | $1592098.16        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-03-01      | 3.1900%  | 0.0000% | $7448340.00        | $2835170.71        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-09-01      | 4.0500%  | 0.0000% | $8785000.00        | $6976934.56        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-11-01      | 3.4000%  | 0.0000% | $1372000.00        | $1095595.52        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-08-01      | 3.5700%  | 0.0000% | $850000.00         | $617164.89         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-02-01      | 2.8900%  | 0.0000% | $1045000.00        | $884340.80         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-11-01      | 3.1200%  | 0.0000% | $2000000.00        | $1694257.94        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-02-01      | 3.3400%  | 0.0000% | $25500000.00       | $25130468.18       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-05-01      | 2.7100%  | 0.0000% | $7420000.00        | $5727674.62        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-01-01      | 3.1700%  | 0.0000% | $1775690.00        | $1487487.53        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-10-01      | 3.2000%  | 0.0000% | $1000000.00        | $807442.21         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-03-01      | 3.1000%  | 0.0000% | $2000000.00        | $1735209.43        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-06-01      | 2.6800%  | 0.0000% | $2500000.00        | $2393034.72        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-07-01      | 2.7000%  | 0.0000% | $1276000.00        | $1120226.33        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-07-01      | 2.8000%  | 0.0000% | $23000000.00       | $19715481.52       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-08-01      | 2.3400%  | 0.0000% | $2000000.00        | $1951920.00        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-09-01      | 2.5900%  | 0.0000% | $500000.00         | $489099.19         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-11-01      | 2.5100%  | 0.0000% | $10000000.00       | $8305926.78        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-12-01      | 2.9600%  | 0.0000% | $1448023.00        | $1334808.17        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-03-01      | 3.1500%  | 0.0000% | $2500000.00        | $2183511.43        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-03-01      | 4.9050%  | 0.0000% | $3000000.00        | $3002205.75        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-06-01      | 2.8500%  | 0.0000% | $2185000.00        | $1798595.32        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-06-01      | 3.1200%  | 0.0000% | $12673000.00       | $10638440.05       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-06-01      | 4.8950%  | 0.0000% | $3000000.00        | $3002187.58        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-10-01      | 2.8300%  | 0.0000% | $6350000.00        | $5894544.12        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-11-01      | 3.0600%  | 0.0000% | $2000000.00        | $1947366.00        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-11-01      | 4.8200%  | 0.0000% | $1300000.00        | $1297009.71        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-05-01      | 3.5800%  | 0.0000% | $2500000.00        | $2145021.39        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-03-01      | 4.7650%  | 0.0000% | $10000000.00       | $9766244.21        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-10-01      | 2.5000%  | 0.0000% | $2810000.00        | $94018.22          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-12-01      | 3.0000%  | 0.0000% | $3431410.00        | $246667.06         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-11-01      | 3.0000%  | 0.0000% | $4619073.00        | $310990.67         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-12-01      | 3.0000%  | 0.0000% | $1764419.00        | $219186.76         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-12-01      | 3.0000%  | 0.0000% | $2118325.00        | $256460.60         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-01-01      | 3.0000%  | 0.0000% | $4086599.00        | $352810.32         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-01-01      | 3.0000%  | 0.0000% | $5274068.00        | $495502.82         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-01-01      | 2.0000%  | 0.0000% | $3896751.00        | $171294.25         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-04-01      | 3.0000%  | 0.0000% | $6504540.00        | $787957.87         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-08-01      | 2.5000%  | 0.0000% | $5200000.00        | $283976.08         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-10-01      | 3.5000%  | 0.0000% | $3299526.00        | $305275.45         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2029-10-01      | 3.5000%  | 0.0000% | $2500000.00        | $164770.64         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2030-02-01      | 2.5000%  | 0.0000% | $2400000.00        | $211351.09         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2030-05-01      | 3.0000%  | 0.0000% | $1800000.00        | $138828.24         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-09-01      | 2.5000%  | 0.0000% | $4250000.00        | $669609.58         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-03-01      | 2.0000%  | 0.0000% | $3000000.00        | $165744.44         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-01-01      | 2.5000%  | 0.0000% | $9749000.00        | $1782940.57        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-01-01      | 2.5000%  | 0.0000% | $2525000.00        | $492561.71         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-01-01      | 2.0000%  | 0.0000% | $3000000.00        | $172599.62         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-02-01      | 2.0000%  | 0.0000% | $2500000.00        | $112678.87         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-04-01      | 2.5000%  | 0.0000% | $1300000.00        | $59600.65          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-04-01      | 1.5000%  | 0.0000% | $5453030.00        | $173869.96         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-05-01      | 2.0000%  | 0.0000% | $6596774.00        | $245312.44         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-08-01      | 3.5000%  | 0.0000% | $2703321.00        | $497351.71         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2029-08-01      | 3.5000%  | 0.0000% | $506850.00         | $37588.75          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2030-05-01      | 3.5000%  | 0.0000% | $3201974.00        | $151130.28         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-05-01      | 5.5000%  | 0.0000% | $8000.00           | $19.89             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-11-01      | 6.0000%  | 0.0000% | $1000.00           | $5.43              | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-12-01      | 5.5000%  | 0.0000% | $3000.00           | $36.14             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $19695123.00       | $20010964.45       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $15903865.00       | $16150211.40       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $17118215.00       | $17323076.19       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $6506156.00        | $6601391.10        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $15681006.00       | $15912360.10       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $17389924.00       | $17677585.34       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $8214844.00        | $8348178.38        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $9877904.00        | $10031707.47       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $8091365.00        | $8215138.30        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $6992562.00        | $7096892.13        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $5716231.00        | $5801781.78        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $6424978.00        | $6531172.07        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $6590359.00        | $6707513.12        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2025-11-01      | 2.0000%  | 0.0000% | $4000000.00        | $21308.00          | Agency Mortgage-Backed Securities  |
| TSY INFL IX N/B                | 2035-01-15      | 2.1250%  | 0.0000% | $19199000.00       | $19703805.41       | U.S. Treasuries (including strips) |
| Fannie Mae                     | 2030-11-01      | 3.5000%  | 0.0000% | $10735024.00       | $1131318.95        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-07-01      | 2.0000%  | 0.0000% | $2000000.00        | $307573.72         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-05-01      | 3.5000%  | 0.0000% | $2750000.00        | $633602.13         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-07-01      | 3.5000%  | 0.0000% | $523000.00         | $65309.42          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-09-01      | 2.5000%  | 0.0000% | $2314649.00        | $580044.04         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-07-01      | 3.5000%  | 0.0000% | $1031072.00        | $42901.42          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-05-01      | 2.5000%  | 0.0000% | $40464.00          | $25965.11          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-02-01      | 2.5000%  | 0.0000% | $1346824.00        | $985967.04         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-03-01      | 2.5000%  | 0.0000% | $808069.00         | $583778.95         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-09-01      | 2.5000%  | 0.0000% | $81833.00          | $53202.27          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-09-01      | 2.5000%  | 0.0000% | $2295180.00        | $1078913.58        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-10-01      | 2.5000%  | 0.0000% | $1624180.00        | $1081912.09        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-09-01      | 2.5000%  | 0.0000% | $1588703.00        | $990205.48         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-11-01      | 2.5000%  | 0.0000% | $2110801.00        | $1365167.31        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-07-01      | 2.5000%  | 0.0000% | $525000.00         | $227899.20         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-04-01      | 2.5000%  | 0.0000% | $1981481.00        | $1390663.42        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-09-01      | 2.5000%  | 0.0000% | $533840.00         | $370245.69         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-06-01      | 2.5000%  | 0.0000% | $1000000.00        | $564226.57         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-02-01      | 2.5000%  | 0.0000% | $1312722.00        | $928496.37         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2039-10-01      | 5.0000%  | 0.0000% | $13020812.00       | $1084069.65        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-02-01      | 3.0000%  | 0.0000% | $629662.00         | $242810.40         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-10-01      | 2.5000%  | 0.0000% | $287042.00         | $204010.23         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-07-01      | 2.5000%  | 0.0000% | $475279.00         | $338367.48         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-05-01      | 2.5000%  | 0.0000% | $1800635.00        | $1337035.47        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-06-01      | 2.5000%  | 0.0000% | $1577385.00        | $1169437.14        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-10-01      | 2.5000%  | 0.0000% | $98821.00          | $70895.78          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-06-01      | 2.5000%  | 0.0000% | $1221255.00        | $916827.83         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 2.5000%  | 0.0000% | $1762499.00        | $1311430.12        | Agency Mortgage-Backed Securities  |

### Security 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AQEQ2, C.4 - ISIN: US3130AQEQ27, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $47036476.23
- **C.18.a - Value (excl. sponsor support):** $47036476.23
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 Bank

- **C.1 - Title:** Federal Home Loan Bank 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWNG1, C.4 - ISIN: US3130AWNG12, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $678538612.35
- **C.18.a - Value (excl. sponsor support):** $678538612.35
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **C.12 - Maturity Date (WAL):** 2025-07-14
- **C.13 - Final Legal Maturity Date:** 2025-07-14
- **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 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.460000%
- **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):** $120532079.72
- **C.18.a - Value (excl. sponsor support):** $120532079.72
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.460000%
- **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):** $384799060.84
- **C.18.a - Value (excl. sponsor support):** $384799060.84
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYVX1, C.4 - ISIN: US3130AYVX19, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $482109872.37
- **C.18.a - Value (excl. sponsor support):** $482109872.37
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **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 Bank

- **C.1 - Title:** Federal Home Loan Bank 4.440000%
- **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):** $10006.97
- **C.18.a - Value (excl. sponsor support):** $10006.97
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 8: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.440000%
- **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):** $100036.68
- **C.18.a - Value (excl. sponsor support):** $100036.68
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 9: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.470000%
- **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):** $185103831.25
- **C.18.a - Value (excl. sponsor support):** $185103831.25
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 10: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.470000%
- **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):** $473649151.98
- **C.18.a - Value (excl. sponsor support):** $473649151.98
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 11: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.425000%
- **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):** $189719235.58
- **C.18.a - Value (excl. sponsor support):** $189719235.58
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 12: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.510000%
- **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):** $749971995.00
- **C.18.a - Value (excl. sponsor support):** $749971995.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.465000%
- **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):** $192598314.75
- **C.18.a - Value (excl. sponsor support):** $192598314.75
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 14: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.465000%
- **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):** $163762674.18
- **C.18.a - Value (excl. sponsor support):** $163762674.18
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 15: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.370000%
- **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):** $53399730.86
- **C.18.a - Value (excl. sponsor support):** $53399730.86
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 16: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.365000%
- **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):** $143028519.92
- **C.18.a - Value (excl. sponsor support):** $143028519.92
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 17: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.387800%
- **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):** $970256943.40
- **C.18.a - Value (excl. sponsor support):** $970256943.40
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **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 18: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 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):** $24557468.75
- **C.18.a - Value (excl. sponsor support):** $24557468.75
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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? No, C.23 Categorized at Level 3? No

### Security 19: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 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):** $39176000.00
- **C.18.a - Value (excl. sponsor support):** $39176000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.105000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385JZ0, C.4 - ISIN: US313385JZ02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $265326313.00
- **C.18.a - Value (excl. sponsor support):** $265326313.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.105000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KA3, C.4 - ISIN: US313385KA32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $176896333.25
- **C.18.a - Value (excl. sponsor support):** $176896333.25
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 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):** $439027554.56
- **C.18.a - Value (excl. sponsor support):** $439027554.56
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 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):** $44464760.00
- **C.18.a - Value (excl. sponsor support):** $44464760.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 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):** $614038203.08
- **C.18.a - Value (excl. sponsor support):** $614038203.08
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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? No, C.23 Categorized at Level 3? No

### Security 25: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.680000%
- **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):** $14122746.40
- **C.18.a - Value (excl. sponsor support):** $14122746.40
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 26: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP3F0, C.4 - ISIN: US3133EP3F02, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65006676.15
- **C.18.a - Value (excl. sponsor support):** $65006676.15
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 27: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP3T0, C.4 - ISIN: US3133EP3T06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $418132085.20
- **C.18.a - Value (excl. sponsor support):** $418132085.20
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 28: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP4H5, C.4 - ISIN: US3133EP4H58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $259343261.61
- **C.18.a - Value (excl. sponsor support):** $259343261.61
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 29: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.491000%
- **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):** $250026972.50
- **C.18.a - Value (excl. sponsor support):** $250026972.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 30: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.435000%
- **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):** $450446175.01
- **C.18.a - Value (excl. sponsor support):** $450446175.01
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 31: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.430000%
- **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):** $613446054.95
- **C.18.a - Value (excl. sponsor support):** $613446054.95
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 32: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.600000%
- **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):** $28589994.45
- **C.18.a - Value (excl. sponsor support):** $28589994.45
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 33: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.421000%
- **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):** $99996972.00
- **C.18.a - Value (excl. sponsor support):** $99996972.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 34: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $106141615.60
- **C.18.a - Value (excl. sponsor support):** $106141615.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 35: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.405000%
- **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):** $133198815.85
- **C.18.a - Value (excl. sponsor support):** $133198815.85
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 36: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.425000%
- **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):** $225298062.42
- **C.18.a - Value (excl. sponsor support):** $225298062.42
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 37: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $119101200.53
- **C.18.a - Value (excl. sponsor support):** $119101200.53
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 38: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.435000%
- **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):** $33197047.52
- **C.18.a - Value (excl. sponsor support):** $33197047.52
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 39: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **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):** $243694597.17
- **C.18.a - Value (excl. sponsor support):** $243694597.17
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 40: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **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):** $57305466.10
- **C.18.a - Value (excl. sponsor support):** $57305466.10
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 41: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERF97, C.4 - ISIN: US3133ERF972, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $189696809.25
- **C.18.a - Value (excl. sponsor support):** $189696809.25
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 42: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **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):** $62197350.28
- **C.18.a - Value (excl. sponsor support):** $62197350.28
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 43: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH38, C.4 - ISIN: US3133ERH382, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $66457709.57
- **C.18.a - Value (excl. sponsor support):** $66457709.57
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 44: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.430000%
- **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):** $47425947.23
- **C.18.a - Value (excl. sponsor support):** $47425947.23
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 45: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.465000%
- **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):** $247469967.19
- **C.18.a - Value (excl. sponsor support):** $247469967.19
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 46: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLB5, C.4 - ISIN: US3133ERLB50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $270804690.26
- **C.18.a - Value (excl. sponsor support):** $270804690.26
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 47: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPE5, C.4 - ISIN: US3133ERPE53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30023070.00
- **C.18.a - Value (excl. sponsor support):** $30023070.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 48: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ95, C.4 - ISIN: US3133ERQ953, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $174995604.00
- **C.18.a - Value (excl. sponsor support):** $174995604.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 49: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR86, C.4 - ISIN: US3133ERR860, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50018941.50
- **C.18.a - Value (excl. sponsor support):** $50018941.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 50: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.465000%
- **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):** $340047576.16
- **C.18.a - Value (excl. sponsor support):** $340047576.16
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 51: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **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):** $129316459.22
- **C.18.a - Value (excl. sponsor support):** $129316459.22
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 52: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.465000%
- **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):** $69999577.20
- **C.18.a - Value (excl. sponsor support):** $69999577.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 53: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.415000%
- **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):** $301201819.25
- **C.18.a - Value (excl. sponsor support):** $301201819.25
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 54: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.421000%
- **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):** $99996852.00
- **C.18.a - Value (excl. sponsor support):** $99996852.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 55: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **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):** $591168470.22
- **C.18.a - Value (excl. sponsor support):** $591168470.22
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 56: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.445000%
- **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):** $28552302.27
- **C.18.a - Value (excl. sponsor support):** $28552302.27
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 57: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWZ0, C.4 - ISIN: US3133ERWZ00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95008757.10
- **C.18.a - Value (excl. sponsor support):** $95008757.10
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 58: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.421000%
- **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):** $249997150.00
- **C.18.a - Value (excl. sponsor support):** $249997150.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 59: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXK2, C.4 - ISIN: US3133ERXK22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $94706395.09
- **C.18.a - Value (excl. sponsor support):** $94706395.09
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 60: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.465000%
- **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):** $247022850.03
- **C.18.a - Value (excl. sponsor support):** $247022850.03
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 61: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYD7, C.4 - ISIN: US3133ERYD79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $94890379.99
- **C.18.a - Value (excl. sponsor support):** $94890379.99
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 62: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **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):** $100046894.00
- **C.18.a - Value (excl. sponsor support):** $100046894.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 63: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.465000%
- **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):** $404986894.20
- **C.18.a - Value (excl. sponsor support):** $404986894.20
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 64: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYR6, C.4 - ISIN: US3133ERYR65, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $156268957.61
- **C.18.a - Value (excl. sponsor support):** $156268957.61
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 65: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33130133.25
- **C.18.a - Value (excl. sponsor support):** $33130133.25
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 66: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.380000%
- **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):** $85522674.10
- **C.18.a - Value (excl. sponsor support):** $85522674.10
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 67: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBP1, C.4 - ISIN: US3133ETBP13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $287677846.98
- **C.18.a - Value (excl. sponsor support):** $287677846.98
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 68: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HABP7, C.4 - ISIN: US3134HABP77, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $26111279.12
- **C.18.a - Value (excl. sponsor support):** $26111279.12
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 69: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.440000%
- **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):** $591744367.86
- **C.18.a - Value (excl. sponsor support):** $591744367.86
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 70: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.470000%
- **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):** $599283591.17
- **C.18.a - Value (excl. sponsor support):** $599283591.17
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 71: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.470000%
- **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):** $578327523.70
- **C.18.a - Value (excl. sponsor support):** $578327523.70
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 72: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.445000%
- **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):** $706108610.60
- **C.18.a - Value (excl. sponsor support):** $706108610.60
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 73: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.470000%
- **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):** $416515864.04
- **C.18.a - Value (excl. sponsor support):** $416515864.04
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 74: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.440000%
- **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):** $177519576.47
- **C.18.a - Value (excl. sponsor support):** $177519576.47
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 75: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.450000%
- **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):** $537014011.23
- **C.18.a - Value (excl. sponsor support):** $537014011.23
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 76: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.465000%
- **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):** $589812697.30
- **C.18.a - Value (excl. sponsor support):** $589812697.30
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 77: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.470000%
- **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):** $531362133.13
- **C.18.a - Value (excl. sponsor support):** $531362133.13
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 78: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.470000%
- **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):** $91792033.79
- **C.18.a - Value (excl. sponsor support):** $91792033.79
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 79: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.470000%
- **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):** $714238944.80
- **C.18.a - Value (excl. sponsor support):** $714238944.80
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 80: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.470000%
- **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):** $126222016.88
- **C.18.a - Value (excl. sponsor support):** $126222016.88
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 81: ING Financial Markets LLC Tri Party Repo

- **C.1 - Title:** ING Financial Markets LLC Tri Party Repo 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 46599J009, C.3 - LEI: N/A, C.5 - Other ID: 46599J009_4.33_0602
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2053-05-01      | 5.5000%  | 0.0000% | $41579725.00       | $36010356.55       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 5.5000%  | 0.0000% | $97397049.00       | $90669277.73       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 5.0000%  | 0.0000% | $91310000.00       | $87337826.76       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 5.5000%  | 0.0000% | $18851578.00       | $15482539.48       | Agency Mortgage-Backed Securities |

### Security 82: ING Financial Markets LLC Tri Party Repo

- **C.1 - Title:** ING Financial Markets LLC Tri Party Repo 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 46599J009, C.3 - LEI: N/A, C.5 - Other ID: 46599J009_4.35_0602
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2052-10-01      | 5.0000%  | 0.0000% | $56000000.00       | $44254676.10       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 6.0000%  | 0.0000% | $8505173.00        | $7494032.47        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-04-01      | 5.5000%  | 0.0000% | $50350510.00       | $46186408.68       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-04-01      | 5.5000%  | 0.0000% | $50000000.00       | $46646813.45       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 5.5000%  | 0.0000% | $50000000.00       | $48904605.39       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.5000%  | 0.0000% | $55742140.00       | $44529258.16       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.5000%  | 0.0000% | $40368355.00       | $32364034.31       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 5.5000%  | 0.0000% | $57243240.00       | $45944591.20       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 6.5000%  | 0.0000% | $52914904.00       | $46000901.08       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-02-01      | 5.5000%  | 0.0000% | $50000000.00       | $45674679.78       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** U.S. Treasury Bill 4.202500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797LN5, C.4 - ISIN: US912797LN52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $852302462.75
- **C.18.a - Value (excl. sponsor support):** $852302462.75
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-12
- **C.12 - Maturity Date (WAL):** 2025-06-12
- **C.13 - Final Legal Maturity Date:** 2025-06-12
- **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 84: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.130000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797LW5, C.4 - ISIN: US912797LW51, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2970891303.57
- **C.18.a - Value (excl. sponsor support):** $2970891303.57
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.135000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MH7, C.4 - ISIN: US912797MH75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1063110920.16
- **C.18.a - Value (excl. sponsor support):** $1063110920.16
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 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):** $485290581.39
- **C.18.a - Value (excl. sponsor support):** $485290581.39
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 87: 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):** $1779145570.00
- **C.18.a - Value (excl. sponsor support):** $1779145570.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 88: 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):** $2765487529.84
- **C.18.a - Value (excl. sponsor support):** $2765487529.84
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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 89: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.265000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NP8, C.4 - ISIN: US912797NP82, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $949663.46
- **C.18.a - Value (excl. sponsor support):** $949663.46
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **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 90: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.160000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NV5, C.4 - ISIN: US912797NV50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2153091154.96
- **C.18.a - Value (excl. sponsor support):** $2153091154.96
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-20
- **C.12 - Maturity Date (WAL):** 2025-06-20
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **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 91: 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: 912797NW3, C.4 - ISIN: US912797NW34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $448731373.50
- **C.18.a - Value (excl. sponsor support):** $448731373.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-26
- **C.12 - Maturity Date (WAL):** 2025-06-26
- **C.13 - Final Legal Maturity Date:** 2025-06-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.135000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NX1, C.4 - ISIN: US912797NX17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $48822023.67
- **C.18.a - Value (excl. sponsor support):** $48822023.67
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.180000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PE1, C.4 - ISIN: US912797PE18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1588262797.92
- **C.18.a - Value (excl. sponsor support):** $1588262797.92
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-17
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.166000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PF8, C.4 - ISIN: US912797PF82, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2367804157.07
- **C.18.a - Value (excl. sponsor support):** $2367804157.07
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-24
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.182500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PL5, C.4 - ISIN: US912797PL50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $21317496.61
- **C.18.a - Value (excl. sponsor support):** $21317496.61
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.172500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PN1, C.4 - ISIN: US912797PN17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3269682194.85
- **C.18.a - Value (excl. sponsor support):** $3269682194.85
- **C.19 - Percentage of Net Assets:** 1.8600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-14
- **C.12 - Maturity Date (WAL):** 2025-08-14
- **C.13 - Final Legal Maturity Date:** 2025-08-14
- **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 97: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.202500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PP6, C.4 - ISIN: US912797PP64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2630397308.68
- **C.18.a - Value (excl. sponsor support):** $2630397308.68
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-21
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.180000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PQ4, C.4 - ISIN: US912797PQ48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1907298280.83
- **C.18.a - Value (excl. sponsor support):** $1907298280.83
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-28
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.207500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PR2, C.4 - ISIN: US912797PR21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1779873365.47
- **C.18.a - Value (excl. sponsor support):** $1779873365.47
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-10
- **C.12 - Maturity Date (WAL):** 2025-06-10
- **C.13 - Final Legal Maturity Date:** 2025-06-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PX9, C.4 - ISIN: US912797PX98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2557501956.64
- **C.18.a - Value (excl. sponsor support):** $2557501956.64
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.096000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PY7, C.4 - ISIN: US912797PY71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1881950108.66
- **C.18.a - Value (excl. sponsor support):** $1881950108.66
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-25
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QC4, C.4 - ISIN: US912797QC43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1286371274.23
- **C.18.a - Value (excl. sponsor support):** $1286371274.23
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-29
- **C.12 - Maturity Date (WAL):** 2025-07-29
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 4.080000%
- **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):** $316939993.37
- **C.18.a - Value (excl. sponsor support):** $316939993.37
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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 104: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QH3, C.4 - ISIN: US912797QH30, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1295220519.85
- **C.18.a - Value (excl. sponsor support):** $1295220519.85
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.195000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QJ9, C.4 - ISIN: US912797QJ95, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5253638501.22
- **C.18.a - Value (excl. sponsor support):** $5253638501.22
- **C.19 - Percentage of Net Assets:** 2.9900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-12
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 4.190000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QM2, C.4 - ISIN: US912797QM25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2107902910.23
- **C.18.a - Value (excl. sponsor support):** $2107902910.23
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 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):** $3201080017.28
- **C.18.a - Value (excl. sponsor support):** $3201080017.28
- **C.19 - Percentage of Net Assets:** 1.8200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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 108: 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):** $852271215.00
- **C.18.a - Value (excl. sponsor support):** $852271215.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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 109: 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):** $1281723583.88
- **C.18.a - Value (excl. sponsor support):** $1281723583.88
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 110: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.247500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QU4, C.4 - ISIN: US912797QU41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1846725412.72
- **C.18.a - Value (excl. sponsor support):** $1846725412.72
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 111: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.291500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828K74, C.4 - ISIN: US912828K742, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2723120444.25
- **C.18.a - Value (excl. sponsor support):** $2723120444.25
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 112: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.206100%
- **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):** $95970420.00
- **C.18.a - Value (excl. sponsor support):** $95970420.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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 113: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.435600%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAB7, C.4 - ISIN: US91282CAB72, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1781478310.24
- **C.18.a - Value (excl. sponsor support):** $1781478310.24
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 114: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.297800%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAM3, C.4 - ISIN: US91282CAM38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $728153620.96
- **C.18.a - Value (excl. sponsor support):** $728153620.96
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 115: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.313100%
- **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):** $132532607.76
- **C.18.a - Value (excl. sponsor support):** $132532607.76
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **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 116: 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):** $64677040.08
- **C.18.a - Value (excl. sponsor support):** $64677040.08
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **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 117: 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):** $165163886.38
- **C.18.a - Value (excl. sponsor support):** $165163886.38
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **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 118: 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):** $1224439983.00
- **C.18.a - Value (excl. sponsor support):** $1224439983.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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 119: 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):** $1414596535.34
- **C.18.a - Value (excl. sponsor support):** $1414596535.34
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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 120: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 5.023700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEY3, C.4 - ISIN: US91282CEY30, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $325831782.78
- **C.18.a - Value (excl. sponsor support):** $325831782.78
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-15
- **C.12 - Maturity Date (WAL):** 2025-07-15
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.178900%
- **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):** $423793726.43
- **C.18.a - Value (excl. sponsor support):** $423793726.43
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **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 122: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 5.048200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHL8, C.4 - ISIN: US91282CHL81, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $163212311.34
- **C.18.a - Value (excl. sponsor support):** $163212311.34
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-30
- **C.12 - Maturity Date (WAL):** 2025-06-30
- **C.13 - Final Legal Maturity Date:** 2025-06-30
- **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 123: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.437900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHN4, C.4 - ISIN: US91282CHN48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $257410781.25
- **C.18.a - Value (excl. sponsor support):** $257410781.25
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.297400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJB8, C.4 - ISIN: US91282CJB81, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $136116685.94
- **C.18.a - Value (excl. sponsor support):** $136116685.94
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.471000%
- **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):** $732030423.11
- **C.18.a - Value (excl. sponsor support):** $732030423.11
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **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 126: 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):** $134235966.83
- **C.18.a - Value (excl. sponsor support):** $134235966.83
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **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 127: 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):** $139352846.63
- **C.18.a - Value (excl. sponsor support):** $139352846.63
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **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 128: 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.5 - Other ID: 91282CJS1_4.25_1231
- **C.18 - Value (incl. sponsor support):** $429863426.68
- **C.18.a - Value (excl. sponsor support):** $429863426.68
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **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 129: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.546000%
- **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):** $530977127.18
- **C.18.a - Value (excl. sponsor support):** $530977127.18
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 130: 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):** $492201867.99
- **C.18.a - Value (excl. sponsor support):** $492201867.99
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **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 131: 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):** $651313329.25
- **C.18.a - Value (excl. sponsor support):** $651313329.25
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **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 132: 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):** $453802562.82
- **C.18.a - Value (excl. sponsor support):** $453802562.82
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **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 133: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.451000%
- **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):** $712710791.32
- **C.18.a - Value (excl. sponsor support):** $712710791.32
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 134: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.483000%
- **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):** $2087231797.68
- **C.18.a - Value (excl. sponsor support):** $2087231797.68
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 135: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.506000%
- **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):** $1636968017.45
- **C.18.a - Value (excl. sponsor support):** $1636968017.45
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 136: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.399000%
- **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):** $1799489084.34
- **C.18.a - Value (excl. sponsor support):** $1799489084.34
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 137: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.461000%
- **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):** $439122271.25
- **C.18.a - Value (excl. sponsor support):** $439122271.25
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **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 138: Mizuho Securities USA Tri Party Repo

- **C.1 - Title:** Mizuho Securities USA Tri Party Repo 4.339900%
- **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_4.34_0602
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-01-15      | 4.0000%  | 0.0000% | $100587900.00      | $102036982.06      | U.S. Treasuries (including strips) |

### Security 139: Barclays Bank PLC Tri Party Repo

- **C.1 - Title:** Barclays Bank PLC Tri Party Repo 4.339900%
- **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_4.34_0602
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2027-01-15      | 2.3750%  | 0.0000% | $171800.00         | $279506.06         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2040-02-15      | 2.1250%  | 0.0000% | $19026100.00       | $27547703.82       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2044-02-15      | 1.3750%  | 0.0000% | $2348800.00        | $2673126.64        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2048-02-15      | 1.0000%  | 0.0000% | $8157100.00        | $7663212.38        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2052-02-15      | 0.1250%  | 0.0000% | $1693600.00        | $1015778.47        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-10-15      | 1.6250%  | 0.0000% | $394709300.00      | $431466549.71      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-15      | 3.7500%  | 0.0000% | $16893000.00       | $16901812.33       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-04-15      | 1.2500%  | 0.0000% | $250033100.00      | $265692800.31      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-15      | 4.6250%  | 0.0000% | $32782900.00       | $33318167.06       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2034-01-15      | 1.7500%  | 0.0000% | $71491300.00       | $73420089.65       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2035-01-15      | 2.1250%  | 0.0000% | $6841400.00        | $7021283.11        | U.S. Treasuries (including strips) |

### Security 140: Barclays Bank PLC Tri Party Repo

- **C.1 - Title:** Barclays Bank PLC Tri Party Repo 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 926SGL007, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: 926SGL007_4.35_0602
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac      | 2031-03-01      | 6.5000%  | 0.0000% | $274048.00         | $162.07            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2047-02-01      | 3.0000%  | 0.0000% | $30000000.00       | $8268433.62        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-08-01      | 6.0000%  | 0.0000% | $37300000.00       | $36541249.64       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $582.72            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-08-01      | 3.0000%  | 0.0000% | $103500000.00      | $14680901.05       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-03-01      | 2.0000%  | 0.0000% | $44100032.00       | $28239917.24       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 5.0000%  | 0.0000% | $40000000.00       | $31081692.14       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 5.0000%  | 0.0000% | $32000000.00       | $24381681.16       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-08-01      | 5.0000%  | 0.0000% | $87514112.00       | $66455568.15       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-01-01      | 5.5000%  | 0.0000% | $64381760.00       | $61831418.87       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-03-01      | 4.5000%  | 0.0000% | $92808704.00       | $86851631.32       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-05-01      | 5.5000%  | 0.0000% | $93091712.00       | $93082454.59       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-05-01      | 5.5000%  | 0.0000% | $7592640.00        | $7584307.50        | Agency Mortgage-Backed Securities |

### Security 141: BNP Paribas Tri Party Repo

- **C.1 - Title:** BNP Paribas Tri Party Repo 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 927NEF002, C.3 - LEI: N/A, C.5 - Other ID: 927NEF002_4.35_0602
- **C.18 - Value (incl. sponsor support):** $180000000.00
- **C.18.a - Value (excl. sponsor support):** $180000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                    | 2048-05-01      | 5.0000%  | 0.0000% | $27775542.00       | $5381362.16        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-12-01      | 4.5000%  | 0.0000% | $161616.00         | $8079.91           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-09-01      | 3.0000%  | 0.0000% | $1721378.00        | $268822.61         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-01-01      | 4.0000%  | 0.0000% | $875350.00         | $177576.48         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-11-15      | 2.5000%  | 0.0000% | $577950.00         | $468289.74         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-09-01      | 2.5000%  | 0.0000% | $12000.00          | $8352.72           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-05-01      | 5.0000%  | 0.0000% | $15000.00          | $11694.28          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-03-01      | 5.5000%  | 0.0000% | $794984.00         | $749403.06         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-07-01      | 2.5000%  | 0.0000% | $30000.00          | $11612.61          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-02-01      | 3.0000%  | 0.0000% | $100000.00         | $62469.08          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-09-01      | 2.0000%  | 0.0000% | $9001.00           | $5435.86           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-09-01      | 2.0000%  | 0.0000% | $816978.00         | $505296.87         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-04-01      | 2.5000%  | 0.0000% | $1400000.00        | $961773.57         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-04-01      | 3.5000%  | 0.0000% | $174001.00         | $124482.52         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-11-01      | 5.0000%  | 0.0000% | $2107585.00        | $1622914.83        | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2053-09-25      | NA       | 0.0000% | $7696864.00        | $4461637.78        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2028-08-15      | 4.3032%  | 0.0000% | $421.00            | $0.04              | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2058-01-25      | 1.8033%  | 0.0000% | $30000000.00       | $3160058.20        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-09-25      | 2.5000%  | 0.0000% | $100000.00         | $12124.77          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-10-25      | 2.0000%  | 0.0000% | $200000.00         | $20502.87          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-03-25      | 2.5000%  | 0.0000% | $1734002.00        | $213484.60         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-09-25      | 3.0000%  | 0.0000% | $20244906.00       | $2172347.96        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-08-25      | 2.5000%  | 0.0000% | $26853568.00       | $2733513.15        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-05-25      | 2.5000%  | 0.0000% | $100000.00         | $11830.98          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-06-25      | 2.0000%  | 0.0000% | $100000.00         | $10405.63          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-05-25      | 2.5000%  | 0.0000% | $4808824.00        | $617794.31         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-10-25      | 2.5000%  | 0.0000% | $100000.00         | $10887.55          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-04-25      | 2.5000%  | 0.0000% | $3400000.00        | $459285.58         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-09-25      | 1.6480%  | 0.0000% | $49900000.00       | $2204788.96        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-12-25      | 1.2280%  | 0.0000% | $23124303.00       | $743799.22         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-02-25      | 1.4780%  | 0.0000% | $39799947.00       | $1203610.48        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-02-25      | 2.0380%  | 0.0000% | $25830528.00       | $1557036.90        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-02-25      | 1.6780%  | 0.0000% | $50000000.00       | $1685651.73        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2054-06-25      | 19.2144% | 0.0000% | $2551049.00        | $2573330.77        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-06-25      | 1.6280%  | 0.0000% | $284029.00         | $18262.81          | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2054-08-25      | 18.9562% | 0.0000% | $11385178.00       | $13822831.60       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2054-11-25      | 2.8780%  | 0.0000% | $20405198.00       | $2355747.80        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2054-12-25      | 12.0381% | 0.0000% | $8501771.00        | $9570908.66        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-02-25      | 0.7780%  | 0.0000% | $78723329.00       | $2161312.65        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-03-25      | 0.8580%  | 0.0000% | $72933179.00       | $2975862.85        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-03-25      | 5.6720%  | 0.0000% | $2953780.00        | $2800271.06        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2053-11-25      | 2.8280%  | 0.0000% | $18444289.00       | $1402022.50        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-04-25      | 1.0280%  | 0.0000% | $160670730.00      | $8563349.33        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-05-25      | 5.8220%  | 0.0000% | $2863996.00        | $2872878.99        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2032-07-15      | 6.5000%  | 0.0000% | $12.00             | $0.46              | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-07-01      | 2.5000%  | 0.0000% | $4733823.00        | $1642081.46        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2051-09-01      | 2.0000%  | 0.0000% | $1250000.00        | $149088.03         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2052-10-01      | 2.0000%  | 0.0000% | $1799306.00        | $212334.91         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2052-03-25      | 2.0000%  | 0.0000% | $1600000.00        | $202641.83         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-08-20      | 4.6250%  | 0.0000% | $500000.00         | $6785.65           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-11-20      | 4.6250%  | 0.0000% | $1627556.00        | $68727.50          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2035-04-20      | 4.8750%  | 0.0000% | $377314.00         | $8280.71           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-11-16      | 3.5000%  | 0.0000% | $53546975.00       | $28638.71          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-01-20      | 1.6111%  | 0.0000% | $36387141.00       | $1143033.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-10-20      | NA       | 0.0000% | $15581710.00       | $114384.29         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-08-20      | 2.5000%  | 0.0000% | $100000.00         | $8810.36           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | 2.5000%  | 0.0000% | $30000000.00       | $2672037.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-09-20      | 2.5000%  | 0.0000% | $100000.00         | $8935.83           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | 2.5000%  | 0.0000% | $100000.00         | $9652.01           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 3.5000%  | 0.0000% | $200069.00         | $22229.09          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 2.5000%  | 0.0000% | $100000.00         | $8759.61           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-07-20      | 2.5000%  | 0.0000% | $23356416.00       | $1906006.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-08-20      | 3.0000%  | 0.0000% | $44461952.00       | $3501780.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 3.5000%  | 0.0000% | $43267008.00       | $2543177.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | NA       | 0.0000% | $68727122.00       | $549015.80         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 3.5000%  | 0.0000% | $100000.00         | $9400.52           | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2071-06-20      | 0.5369%  | 0.0000% | $26399900.00       | $531587.84         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | NA       | 0.0000% | $60000000.00       | $429960.27         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-06-20      | 0.4832%  | 0.0000% | $17900000.00       | $715695.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-09-20      | 0.8280%  | 0.0000% | $74998144.00       | $4496698.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-11-20      | NA       | 0.0000% | $1100000.00        | $588424.23         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-12-16      | 1.5569%  | 0.0000% | $20927808.00       | $1273131.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 1.9517%  | 0.0000% | $58902400.00       | $5275341.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 1.9217%  | 0.0000% | $3919478.00        | $201156.46         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 1.3017%  | 0.0000% | $83400000.00       | $1691676.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 1.8717%  | 0.0000% | $18439011.00       | $925631.57         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 1.2217%  | 0.0000% | $77619700.00       | $1482724.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 5.3283%  | 0.0000% | $1431952.00        | $696663.32         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.8217%  | 0.0000% | $50000000.00       | $2914256.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 5.3883%  | 0.0000% | $7817500.00        | $4061882.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 1.7717%  | 0.0000% | $34478208.00       | $2818850.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 6.1353%  | 0.0000% | $2573220.00        | $1396088.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 1.6717%  | 0.0000% | $12001000.00       | $581784.75         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 2.7717%  | 0.0000% | $32327296.00       | $2688645.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 2.0717%  | 0.0000% | $74871168.00       | $3253490.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 1.4717%  | 0.0000% | $60308783.00       | $1905098.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 1.6717%  | 0.0000% | $100000000.00      | $5308007.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-08-20      | 5.3883%  | 0.0000% | $7551720.00        | $6790118.02        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-10-20      | 1.1717%  | 0.0000% | $93281756.00       | $5034074.39        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-11-20      | NA       | 0.0000% | $1458010.00        | $922726.23         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-11-20      | 22.3825% | 0.0000% | $9241667.00        | $13579692.25       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-05-20      | 1.1217%  | 0.0000% | $23513344.00       | $1010715.00        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-05-20      | 1.8217%  | 0.0000% | $57514752.00       | $3332309.83        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-01-20      | 0.1042%  | 0.0000% | $252999968.00      | $110930.04         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-07-25      | 4.5000%  | 0.0000% | $16731000.00       | $1127388.81        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-10-25      | 3.5000%  | 0.0000% | $20706496.00       | $1112115.33        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-11-25      | 2.5000%  | 0.0000% | $100031.00         | $9748.13           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-04-25      | 2.5000%  | 0.0000% | $1200000.00        | $147569.09         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-09-25      | 2.5000%  | 0.0000% | $12550000.00       | $1046313.94        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-10-25      | 2.5000%  | 0.0000% | $1468110.00        | $212074.37         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2053-12-25      | 17.9144% | 0.0000% | $3299664.00        | $4400303.50        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-25      | 3.7780%  | 0.0000% | $276784.00         | $23200.16          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-05-25      | 5.8220%  | 0.0000% | $2733736.00        | $2713889.89        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-08-15      | 1.6532%  | 0.0000% | $291999000.00      | $4739973.75        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-11-25      | 2.5000%  | 0.0000% | $200000.00         | $17194.41          | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2030-11-25      | 0.8452%  | 0.0000% | $1836054.00        | $67298.62          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-02-25      | 2.5000%  | 0.0000% | $100000.00         | $9830.08           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-07-25      | 1.6636%  | 0.0000% | $159301.00         | $8994.03           | Agency Mortgage-Backed Securities |

### Security 142: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930PNG000, C.3 - LEI: N/A, C.5 - Other ID: 930PNG000_4.35_0602
- **C.18 - Value (incl. sponsor support):** $3314000000.00
- **C.18.a - Value (excl. sponsor support):** $3314000000.00
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac      | 2032-09-01      | 6.5000%  | 0.0000% | $1467976.00        | $22869.91          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2048-01-01      | 4.0000%  | 0.0000% | $2204976.00        | $306094.48         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2048-08-01      | 4.0000%  | 0.0000% | $377931.00         | $5059.63           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2048-09-01      | 4.0000%  | 0.0000% | $652018.00         | $161300.35         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2042-06-01      | 3.5000%  | 0.0000% | $553000.00         | $68449.34          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2032-04-01      | 7.0000%  | 0.0000% | $8411500.00        | $51219.87          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2035-07-01      | 5.5000%  | 0.0000% | $1000000.00        | $7891.11           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2033-07-01      | 3.0000%  | 0.0000% | $2000000.00        | $393959.98         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2035-08-01      | 3.0000%  | 0.0000% | $2160000.00        | $405400.38         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2043-12-01      | 4.5000%  | 0.0000% | $7734120.00        | $1399357.55        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2037-03-01      | 2.5000%  | 0.0000% | $337535.00         | $215391.13         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2037-04-01      | 2.5000%  | 0.0000% | $58000.00          | $38193.75          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2036-12-01      | 2.0000%  | 0.0000% | $9000.00           | $5378.48           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2037-11-01      | 4.5000%  | 0.0000% | $116848.00         | $72918.37          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2038-10-01      | 5.0000%  | 0.0000% | $34000.00          | $23784.98          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2038-05-01      | 4.5000%  | 0.0000% | $457052.00         | $319178.04         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2042-05-01      | 3.0000%  | 0.0000% | $570255.00         | $354422.71         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2041-12-01      | 2.0000%  | 0.0000% | $700000.00         | $509787.89         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-07-01      | 4.0000%  | 0.0000% | $198627.00         | $114713.01         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-10-01      | 4.5000%  | 0.0000% | $1156400.00        | $910787.49         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-09-01      | 6.5000%  | 0.0000% | $5909176.00        | $5667617.53        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-12-01      | 5.0000%  | 0.0000% | $118571520.00      | $112807649.12      | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-12-01      | 5.0000%  | 0.0000% | $7500000.00        | $7208147.44        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-10-01      | 5.5000%  | 0.0000% | $4320504.00        | $4134322.45        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-06-01      | 6.5000%  | 0.0000% | $37737320.00       | $35478449.54       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-05-01      | 3.0000%  | 0.0000% | $280091.00         | $199832.92         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-02-01      | 3.0000%  | 0.0000% | $24000.00          | $18209.55          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-04-01      | 3.5000%  | 0.0000% | $110000.00         | $88762.04          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-11-01      | 6.5000%  | 0.0000% | $81968768.00       | $58148524.74       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-04-01      | 6.5000%  | 0.0000% | $1266599936.00     | $1263985131.32     | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-01-01      | 4.0000%  | 0.0000% | $3389188.00        | $559728.86         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-08-01      | 2.5000%  | 0.0000% | $700000.00         | $437399.49         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-11-01      | 2.0000%  | 0.0000% | $1198098.00        | $860350.20         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-01-01      | 3.0000%  | 0.0000% | $1151522.00        | $803078.31         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-03-01      | 3.0000%  | 0.0000% | $74839.00          | $49645.78          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-04-01      | 3.0000%  | 0.0000% | $18856.00          | $13703.43          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-06-01      | 4.5000%  | 0.0000% | $2204376.00        | $1707133.62        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-06-01      | 4.5000%  | 0.0000% | $51134.00          | $38925.18          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-07-01      | 6.5000%  | 0.0000% | $100000.00         | $70835.70          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-07-01      | 6.5000%  | 0.0000% | $61455.00          | $43837.24          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-01-01      | 7.0000%  | 0.0000% | $71562.00          | $66066.68          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-06-01      | 7.0000%  | 0.0000% | $1299282.00        | $1365673.31        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-07-01      | 6.5000%  | 0.0000% | $100000.00         | $93546.54          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-07-01      | 6.5000%  | 0.0000% | $2531264.00        | $1835542.72        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-09-01      | 6.5000%  | 0.0000% | $2931490.00        | $2224367.22        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-09-01      | 5.5000%  | 0.0000% | $1542420.00        | $1337094.72        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-11-01      | 5.5000%  | 0.0000% | $1299060.00        | $1289711.81        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-11-01      | 7.0000%  | 0.0000% | $1136102.00        | $1193981.26        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-03-01      | 3.0000%  | 0.0000% | $2668884.00        | $891764.27         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-04-01      | 4.0000%  | 0.0000% | $105000.00         | $30887.57          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2041-12-01      | 2.0000%  | 0.0000% | $913000.00         | $576607.35         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2035-05-01      | 5.0000%  | 0.0000% | $1040496.00        | $1031024.30        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2035-05-01      | 4.5000%  | 0.0000% | $1644666.00        | $1617984.14        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-06-01      | 3.5000%  | 0.0000% | $1891862.00        | $640291.18         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-03-01      | 6.0000%  | 0.0000% | $1300000.00        | $1159519.98        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-03-01      | 4.5000%  | 0.0000% | $1603100.00        | $1314072.39        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-03-01      | 5.0000%  | 0.0000% | $1261726.00        | $942283.59         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-04-01      | 6.0000%  | 0.0000% | $1198986.00        | $1194933.28        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-05-01      | 6.0000%  | 0.0000% | $1084006.00        | $1117446.86        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-03-01      | 6.0000%  | 0.0000% | $5002742.00        | $28727.68          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-12-01      | 3.5000%  | 0.0000% | $300000.00         | $27207.40          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2028-07-01      | 2.0000%  | 0.0000% | $1077766.00        | $41216.38          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2044-08-01      | 3.5000%  | 0.0000% | $25192512.00       | $2277447.76        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2034-04-01      | 5.5000%  | 0.0000% | $557413376.00      | $4172605.99        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-01-01      | 5.0000%  | 0.0000% | $18695000.00       | $1644558.98        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-09-01      | 4.5000%  | 0.0000% | $471181.00         | $428667.18         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-01-01      | 6.0000%  | 0.0000% | $337601.00         | $282689.42         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-05-01      | 4.0000%  | 0.0000% | $27836736.00       | $26290327.98       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-11-01      | 3.0000%  | 0.0000% | $1100000.00        | $835877.90         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-07-01      | 2.5000%  | 0.0000% | $28614176.00       | $17295964.38       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-12-01      | 4.5000%  | 0.0000% | $1956514.00        | $1837070.79        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-04-01      | 5.5000%  | 0.0000% | $1371738.00        | $1345810.52        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-02-01      | 5.0000%  | 0.0000% | $6046456.00        | $5888290.98        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 7.0000%  | 0.0000% | $1846042.00        | $1941310.48        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-04-01      | 6.0000%  | 0.0000% | $1276382.00        | $1317500.06        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-04-01      | 5.0000%  | 0.0000% | $4274952.00        | $4276977.38        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-05-01      | 4.5000%  | 0.0000% | $1746668.00        | $1725727.20        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-02-01      | 3.0000%  | 0.0000% | $1233200.00        | $965961.64         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 3.0000%  | 0.0000% | $714232.00         | $483610.18         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-10-01      | 3.0000%  | 0.0000% | $2475796.00        | $1978161.95        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-10-01      | 5.5000%  | 0.0000% | $1045412.00        | $819416.58         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-12-01      | 5.0000%  | 0.0000% | $100000.00         | $79846.40          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-01-01      | 6.0000%  | 0.0000% | $1004128.00        | $761007.94         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-01-01      | 5.5000%  | 0.0000% | $3886256.00        | $3510728.20        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 6.0000%  | 0.0000% | $1097198.00        | $1088249.72        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-04-01      | 6.0000%  | 0.0000% | $15067664.00       | $12219082.19       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-06-01      | 5.0000%  | 0.0000% | $411874.00         | $307805.16         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-08-01      | 5.0000%  | 0.0000% | $1355516.00        | $1294237.16        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-08-01      | 4.0000%  | 0.0000% | $296076.00         | $22779.27          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-10-01      | 4.5000%  | 0.0000% | $6979312.00        | $1681576.36        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-09-01      | 3.5000%  | 0.0000% | $550000.00         | $112293.27         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-04-01      | 3.0000%  | 0.0000% | $50000000.00       | $14932332.49       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-12-01      | 2.5000%  | 0.0000% | $55000.00          | $27318.31          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2041-10-01      | 3.0000%  | 0.0000% | $100000.00         | $58799.53          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-04-01      | 3.0000%  | 0.0000% | $36250.00          | $25798.52          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 4.5000%  | 0.0000% | $394500.00         | $312277.20         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-05-01      | 6.0000%  | 0.0000% | $1029104.00        | $637435.12         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-01-01      | 6.5000%  | 0.0000% | $10000000.00       | $7485576.65        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-01-01      | 6.5000%  | 0.0000% | $325000.00         | $240820.25         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-04-01      | 5.0000%  | 0.0000% | $2775000.00        | $2373356.26        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-11-01      | 6.0000%  | 0.0000% | $7340000.00        | $6460798.49        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-01-01      | 6.5000%  | 0.0000% | $7010000.00        | $5227503.21        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-11-01      | 6.5000%  | 0.0000% | $137793280.00      | $98076264.50       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-04-01      | 6.5000%  | 0.0000% | $200000.00         | $154493.99         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-05-01      | 6.0000%  | 0.0000% | $89716992.00       | $80272019.55       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 2.5000%  | 0.0000% | $27487680.00       | $21918623.25       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-04-01      | 3.5000%  | 0.0000% | $45317888.00       | $40289016.77       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-05-01      | 3.0000%  | 0.0000% | $59187776.00       | $52721610.14       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-09-01      | 3.5000%  | 0.0000% | $42997.00          | $6534.41           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-11-01      | 3.5000%  | 0.0000% | $14614848.00       | $3160822.78        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-09-01      | 3.5000%  | 0.0000% | $6273960.00        | $2473937.98        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2035-10-01      | 2.5000%  | 0.0000% | $1000000.00        | $309695.36         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-03-01      | 4.0000%  | 0.0000% | $1900000.00        | $414158.73         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-11-01      | 4.0000%  | 0.0000% | $6893310.00        | $2140916.33        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-08-01      | 4.5000%  | 0.0000% | $100000.00         | $33588.80          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-09-01      | 2.0000%  | 0.0000% | $4557650.00        | $2460410.28        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $71245.34          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-02-01      | 2.0000%  | 0.0000% | $1420000.00        | $844729.67         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 3.0000%  | 0.0000% | $424396.00         | $282244.37         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-01-01      | 2.5000%  | 0.0000% | $1030000.00        | $719996.55         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-11-01      | 4.5000%  | 0.0000% | $950000.00         | $731884.32         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-11-01      | 6.0000%  | 0.0000% | $103664.00         | $78132.50          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-02-01      | 2.5000%  | 0.0000% | $39000.00          | $26037.49          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-01-01      | 6.0000%  | 0.0000% | $691820.00         | $510997.60         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-02-01      | 4.5000%  | 0.0000% | $590000.00         | $478568.67         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-07-01      | 2.5000%  | 0.0000% | $2275000.00        | $1612154.80        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-03-01      | 6.0000%  | 0.0000% | $4000000.00        | $3552735.01        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-05-01      | 4.0000%  | 0.0000% | $900000.00         | $699346.24         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-02-01      | 2.5000%  | 0.0000% | $525000.00         | $343299.01         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-04-01      | 3.5000%  | 0.0000% | $98500.00          | $72848.79          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 3.0000%  | 0.0000% | $218000.00         | $158032.10         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 5.0000%  | 0.0000% | $160000.00         | $141979.21         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-08-01      | 1.5000%  | 0.0000% | $2654152.00        | $1987204.60        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-08-01      | 6.0000%  | 0.0000% | $1900000.00        | $1597609.56        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-08-01      | 1.5000%  | 0.0000% | $4392424.00        | $3198081.93        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-09-01      | 5.5000%  | 0.0000% | $180000.00         | $156280.73         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-07-01      | 5.5000%  | 0.0000% | $200000.00         | $170417.80         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-05-01      | 2.0000%  | 0.0000% | $1100000.00        | $815837.45         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-03-01      | 4.5000%  | 0.0000% | $1420364.00        | $1215983.07        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-05-01      | 5.5000%  | 0.0000% | $4178432.00        | $4041327.44        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-04-01      | 6.5000%  | 0.0000% | $1669422.00        | $1681939.83        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-12-01      | 5.0000%  | 0.0000% | $2143096.00        | $2088349.07        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-01-01      | 5.0000%  | 0.0000% | $2007228.00        | $1945947.64        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-06-01      | 6.0000%  | 0.0000% | $1321074.00        | $1329143.89        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2039-09-01      | 6.0000%  | 0.0000% | $1276676.00        | $1010762.66        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-07-01      | 6.0000%  | 0.0000% | $6556072.00        | $6495084.19        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-09-01      | 7.0000%  | 0.0000% | $1039744.00        | $1065902.47        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-09-01      | 6.0000%  | 0.0000% | $1074648.00        | $1087977.44        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-09-01      | 6.5000%  | 0.0000% | $4336880.00        | $4128140.55        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-11-01      | 6.0000%  | 0.0000% | $1917914.00        | $1942368.93        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-11-01      | 5.5000%  | 0.0000% | $684697.00         | $678109.51         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 6.5000%  | 0.0000% | $1473754.00        | $1523577.37        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-01-01      | 6.5000%  | 0.0000% | $15016528.00       | $15476298.11       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-01-01      | 6.0000%  | 0.0000% | $1143456.00        | $1157639.46        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-01-01      | 6.0000%  | 0.0000% | $1933668.00        | $1969986.47        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-02-01      | 7.0000%  | 0.0000% | $1632920.00        | $1688567.77        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-02-01      | 7.0000%  | 0.0000% | $1709124.00        | $1800247.99        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 6.0000%  | 0.0000% | $2030650.00        | $2070904.25        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 6.5000%  | 0.0000% | $1990134.00        | $2059132.17        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-02-01      | 7.0000%  | 0.0000% | $1556636.00        | $1634245.93        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-03-01      | 5.0000%  | 0.0000% | $1000000.00        | $936422.29         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-03-01      | 7.0000%  | 0.0000% | $1350324.00        | $1423975.48        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-03-01      | 6.0000%  | 0.0000% | $4965280.00        | $5023998.81        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-03-01      | 7.0000%  | 0.0000% | $1801428.00        | $1892649.66        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-03-01      | 6.5000%  | 0.0000% | $1636158.00        | $1688950.99        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-03-01      | 7.0000%  | 0.0000% | $1252632.00        | $1312845.64        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 6.5000%  | 0.0000% | $15607460.00       | $16135727.43       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 6.5000%  | 0.0000% | $1537854.00        | $1588703.69        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-05-01      | 2.5000%  | 0.0000% | $127467.00         | $96846.07          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-10-01      | 3.5000%  | 0.0000% | $2000000.00        | $1619812.57        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2039-01-01      | 4.0000%  | 0.0000% | $1890000.00        | $1508978.11        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-05-01      | 6.0000%  | 0.0000% | $12438352.00       | $9448260.24        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-03-01      | 5.5000%  | 0.0000% | $4550000.00        | $4205237.01        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 3.0000%  | 0.0000% | $2400000.00        | $1885114.71        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2039-07-01      | 6.0000%  | 0.0000% | $500536.00         | $359130.31         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-11-01      | 6.0000%  | 0.0000% | $176906.00         | $167196.86         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-02-01      | 6.5000%  | 0.0000% | $1557080.00        | $1587714.03        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-07-01      | 5.5000%  | 0.0000% | $380410000.00      | $3032732.15        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-07-01      | 4.0000%  | 0.0000% | $12250000.00       | $1408939.32        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-08-01      | 5.5000%  | 0.0000% | $287089152.00      | $4303480.72        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-04-01      | 5.5000%  | 0.0000% | $498331520.00      | $5636248.69        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2028-01-01      | 2.0000%  | 0.0000% | $3000000.00        | $171020.72         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2029-10-01      | 5.0000%  | 0.0000% | $4000000.00        | $64068.05          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2031-04-01      | 4.5000%  | 0.0000% | $1399999.00        | $40731.14          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2031-11-01      | 4.0000%  | 0.0000% | $2111208.00        | $111844.19         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-03-01      | 3.5000%  | 0.0000% | $19170000.00       | $3174230.52        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-03-01      | 3.0000%  | 0.0000% | $300000.00         | $36009.71          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-12-01      | 2.0000%  | 0.0000% | $192002000.00      | $122241936.01      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-07-01      | 2.5000%  | 0.0000% | $1408530.00        | $455424.34         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-03-01      | 2.0000%  | 0.0000% | $29386880.00       | $19248365.43       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-03-01      | 1.5000%  | 0.0000% | $9221248.00        | $5833487.06        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 3.5000%  | 0.0000% | $58000.00          | $41870.33          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-08-01      | 4.0000%  | 0.0000% | $317715.00         | $246458.31         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-08-01      | 4.5000%  | 0.0000% | $20764224.00       | $16056420.16       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 3.5000%  | 0.0000% | $3195768.00        | $2452038.18        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-08-01      | 4.0000%  | 0.0000% | $65000.00          | $40207.62          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-01-01      | 3.0000%  | 0.0000% | $459935.00         | $310715.89         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 5.0000%  | 0.0000% | $5081000.00        | $4311500.68        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-10-01      | 4.0000%  | 0.0000% | $624097.00         | $556907.11         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-03-01      | 7.0000%  | 0.0000% | $435636.00         | $433843.41         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-03-01      | 5.5000%  | 0.0000% | $1000000.00        | $971740.30         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-05-01      | 5.0000%  | 0.0000% | $1575814.00        | $1571036.07        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-05-01      | 5.0000%  | 0.0000% | $483970.00         | $488144.62         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-05-01      | 5.0000%  | 0.0000% | $106249.00         | $105236.32         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-12-01      | 5.0000%  | 0.0000% | $1725800.00        | $1670415.60        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-12-01      | 4.5000%  | 0.0000% | $1816408.00        | $1710831.80        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-01-01      | 6.0000%  | 0.0000% | $1744734.00        | $1775167.45        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-02-01      | 7.0000%  | 0.0000% | $1039630.00        | $1095501.57        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-01-01      | 5.5000%  | 0.0000% | $1514676.00        | $1347607.22        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-02-01      | 7.0000%  | 0.0000% | $1037624.00        | $1092699.68        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-03-01      | 6.0000%  | 0.0000% | $35356928.00       | $35995911.91       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-03-01      | 7.0000%  | 0.0000% | $1217466.00        | $1286632.19        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-03-01      | 7.0000%  | 0.0000% | $1398904.00        | $1418652.38        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-03-01      | 7.0000%  | 0.0000% | $1034236.00        | $1095162.99        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-03-01      | 7.0000%  | 0.0000% | $1263880.00        | $1332520.71        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-04-01      | 7.0000%  | 0.0000% | $1570650.00        | $1654490.96        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-06-01      | 7.0000%  | 0.0000% | $1289584.00        | $1361698.68        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-06-01      | 6.0000%  | 0.0000% | $1107798.00        | $1143195.84        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-05-01      | 6.0000%  | 0.0000% | $1041096.00        | $1070011.75        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-02-01      | 6.5000%  | 0.0000% | $60458432.00       | $59568317.66       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-01-01      | 5.0000%  | 0.0000% | $47481600.00       | $45193030.27       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-08-01      | 6.5000%  | 0.0000% | $108806272.00      | $109858356.46      | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2053-07-01      | 5.0000%  | 0.0000% | $91629184.00       | $89584824.93       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-05-01      | 6.5000%  | 0.0000% | $603038720.00      | $622179235.91      | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 6.0000%  | 0.0000% | $1110714.00        | $1144831.06        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 6.5000%  | 0.0000% | $10691312.00       | $11086731.36       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 5.5000%  | 0.0000% | $5146688.00        | $5119660.89        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 6.5000%  | 0.0000% | $1343160.00        | $1387391.01        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 6.5000%  | 0.0000% | $1053882.00        | $1097431.68        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 5.5000%  | 0.0000% | $7879984.00        | $7846296.66        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 7.0000%  | 0.0000% | $1409174.00        | $1488153.82        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 6.0000%  | 0.0000% | $3043936.00        | $3112428.62        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 6.5000%  | 0.0000% | $6463896.00        | $6697404.96        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 5.5000%  | 0.0000% | $30064096.00       | $29867132.76       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 6.0000%  | 0.0000% | $23887072.00       | $24228330.66       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 6.5000%  | 0.0000% | $11647300.00       | $12055247.98       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-02-01      | 3.0000%  | 0.0000% | $19433376.00       | $4042240.56        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-10-01      | 3.5000%  | 0.0000% | $74850.00          | $12001.93          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2041-08-01      | 4.5000%  | 0.0000% | $10000000.00       | $2851737.41        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-05-01      | 4.0000%  | 0.0000% | $83276.00          | $5423.74           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-12-01      | 3.5000%  | 0.0000% | $223347.00         | $84933.42          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-04-01      | 4.5000%  | 0.0000% | $313871.00         | $25691.57          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-01-01      | 4.0000%  | 0.0000% | $44373056.00       | $5597710.14        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2031-11-01      | 3.5000%  | 0.0000% | $280000.00         | $16449.79          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-06-01      | 6.5000%  | 0.0000% | $14076192.00       | $3420953.67        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2033-02-01      | 3.0000%  | 0.0000% | $1000000.00        | $205852.30         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-10-01      | 3.0000%  | 0.0000% | $500000.00         | $57112.63          | Agency Mortgage-Backed Securities |

### Security 143: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930PNJ004, C.3 - LEI: N/A, C.5 - Other ID: 930PNJ004_4.27_0627
- **C.18 - Value (incl. sponsor support):** $365000000.00
- **C.18.a - Value (excl. sponsor support):** $365000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **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

**C.8 - Repurchase 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 | 2029-11-30      | 4.1250%  | 0.0000% | $362338800.00      | $372300100.89      | U.S. Treasuries (including strips) |

### Security 144: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 4.339900%
- **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_4.34_0602
- **C.18 - Value (incl. sponsor support):** $5317000000.00
- **C.18.a - Value (excl. sponsor support):** $5317000000.00
- **C.19 - Percentage of Net Assets:** 3.0300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIP PRINC     | 2026-08-15      | NA       | 0.0000% | $299670000.00      | $285856711.35      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 4.7500%  | 0.0000% | $965958400.00      | $955915725.59      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 0.6250%  | 0.0000% | $4130800.00        | $3824868.12        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 2.6250%  | 0.0000% | $67325000.00       | $66526854.38       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 4.3750%  | 0.0000% | $316272000.00      | $321767512.54      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-10-15      | 1.6250%  | 0.0000% | $2588948000.00     | $2657677618.50     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 4.1250%  | 0.0000% | $222822400.00      | $226324295.33      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 3.7500%  | 0.0000% | $905764300.00      | $905446435.61      | U.S. Treasuries (including strips) |

### Security 145: Wells Fargo Bank Tri Party Repo

- **C.1 - Title:** Wells Fargo Bank Tri Party Repo 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930RFC004, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 930RFC004_4.33_0801
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank   | 2030-03-27      | 4.5000%  | 0.0000% | $1200000.00        | $1208482.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2027-04-30      | 4.2500%  | 0.0000% | $1065000.00        | $1065406.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2028-10-30      | 4.2500%  | 0.0000% | $7100000.00        | $7087657.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2028-04-28      | 4.1500%  | 0.0000% | $1470000.00        | $1467844.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2027-02-05      | 4.3500%  | 0.0000% | $5180000.00        | $5187639.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2028-05-08      | 4.5500%  | 0.0000% | $5480000.00        | $5486135.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2027-05-07      | 4.0000%  | 0.0000% | $1500000.00        | $1500755.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2028-05-12      | 4.5500%  | 0.0000% | $2800000.00        | $2800688.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2028-02-09      | 4.3000%  | 0.0000% | $5800000.00        | $5804021.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2030-05-13      | 4.5000%  | 0.0000% | $2500000.00        | $2499850.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2030-05-20      | 4.9400%  | 0.0000% | $6000000.00        | $5998381.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2027-05-20      | 4.5500%  | 0.0000% | $3440000.00        | $3441320.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2037-05-29      | 5.7500%  | 0.0000% | $15720000.00       | $15706712.23       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2027-05-27      | 4.5000%  | 0.0000% | $2880000.00        | $2878951.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2028-05-19      | 4.5000%  | 0.0000% | $2100000.00        | $2101144.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2028-05-22      | 4.2500%  | 0.0000% | $7500000.00        | $7495210.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2030-05-22      | 4.2000%  | 0.0000% | $1000000.00        | $1000683.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2026-05-27      | 4.3500%  | 0.0000% | $580000.00         | $579583.85         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2028-05-24      | 4.6000%  | 0.0000% | $4450000.00        | $4446720.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2027-11-26      | 4.5500%  | 0.0000% | $7500000.00        | $7492605.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2027-05-28      | 4.1500%  | 0.0000% | $10000000.00       | $9993970.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2029-01-26      | 4.5000%  | 0.0000% | $2150000.00        | $2149625.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2027-05-20      | 4.2500%  | 0.0000% | $7100000.00        | $7095995.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2026-11-25      | 4.3600%  | 0.0000% | $5000000.00        | $4999700.00        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2041-09-16      | 2.4000%  | 0.0000% | $24935000.00       | $16979047.73       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2035-09-17      | 1.6800%  | 0.0000% | $2335000.00        | $1731133.20        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2035-11-16      | 1.8300%  | 0.0000% | $250000.00         | $187890.17         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2036-04-14      | 2.5000%  | 0.0000% | $1000000.00        | $791599.44         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2026-01-09      | 4.4950%  | 0.0000% | $305177000.00      | $307163320.98      | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2027-02-12      | 4.4250%  | 0.0000% | $10000000.00       | $10023291.66       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2028-04-17      | 4.5500%  | 0.0000% | $3481000.00        | $3493203.42        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2030-11-27      | 5.0300%  | 0.0000% | $33295000.00       | $33200081.50       | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2035-11-16      | 1.7800%  | 0.0000% | $13015000.00       | $9658629.62        | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2035-08-17      | 1.5300%  | 0.0000% | $27513000.00       | $20221435.96       | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2035-08-24      | 1.5500%  | 0.0000% | $4785000.00        | $3506798.90        | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2028-09-05      | 4.7500%  | 0.0000% | $725000.00         | $732304.58         | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2028-12-12      | 4.4500%  | 0.0000% | $3405000.00        | $3470246.80        | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2030-03-05      | 4.7500%  | 0.0000% | $3550000.00        | $3585366.09        | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2030-03-04      | 4.5000%  | 0.0000% | $1520000.00        | $1527402.40        | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2028-07-10      | 4.2000%  | 0.0000% | $4790000.00        | $4814186.31        | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2029-07-16      | 4.2000%  | 0.0000% | $1460000.00        | $1462267.87        | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2030-05-07      | 4.1250%  | 0.0000% | $3995000.00        | $3974926.79        | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2030-05-13      | 4.2500%  | 0.0000% | $700000.00         | $700284.86         | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2028-08-10      | 4.1000%  | 0.0000% | $10000000.00       | $9992761.11        | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2030-05-13      | 4.1500%  | 0.0000% | $7500000.00        | $7481697.92        | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2028-11-24      | 4.6500%  | 0.0000% | $7445000.00        | $7443034.52        | Agency Mortgage-Backed Securities |
| RESOLUTION FUNDING STRIP | 2028-07-15      | NA       | 0.0000% | $59626000.00       | $52478035.12       | Agency Mortgage-Backed Securities |
| RESOLUTION FUNDING STRIP | 2027-10-15      | NA       | 0.0000% | $435000.00         | $394179.60         | Agency Mortgage-Backed Securities |
| TENN VALLEY AUTHORITY    | 2025-11-01      | 6.7500%  | 0.0000% | $9741000.00        | $9881109.67        | Agency Mortgage-Backed Securities |
| TENN VALLEY AUTHORITY    | 2036-04-01      | 5.8800%  | 0.0000% | $20000000.00       | $21883453.34       | Agency Mortgage-Backed Securities |
| TENN VALLEY AUTHORITY    | 2033-07-15      | 4.7000%  | 0.0000% | $20000.00          | $20542.02          | Agency Mortgage-Backed Securities |
| TENN VALLEY AUTHORITY    | 2056-04-01      | 5.3750%  | 0.0000% | $167000.00         | $163965.78         | Agency Mortgage-Backed Securities |
| TENN VALLEY AUTHORITY    | 2039-09-15      | 5.2500%  | 0.0000% | $1500000.00        | $1539260.25        | Agency Mortgage-Backed Securities |
| TENN VALLEY AUTHORITY    | 2060-09-15      | 4.6250%  | 0.0000% | $331000.00         | $283579.42         | Agency Mortgage-Backed Securities |
| TENN VALLEY AUTHORITY    | 2042-12-15      | 3.5000%  | 0.0000% | $385000.00         | $311361.69         | Agency Mortgage-Backed Securities |
| TENN VALLEY AUTHORITY    | 2065-09-15      | 4.2500%  | 0.0000% | $14974000.00       | $11817842.68       | Agency Mortgage-Backed Securities |
| TENN VALLEY AUTHORITY    | 2027-02-01      | 2.8750%  | 0.0000% | $13000.00          | $12873.31          | Agency Mortgage-Backed Securities |
| TENN VALLEY AUTHORITY    | 2031-09-15      | 1.5000%  | 0.0000% | $139000.00         | $117505.74         | Agency Mortgage-Backed Securities |
| TENN VALLEY AUTHORITY    | 2055-02-01      | 5.2500%  | 0.0000% | $672000.00         | $646577.12         | Agency Mortgage-Backed Securities |
| TENN VALLEY AUTHORITY    | 2035-05-15      | 4.8750%  | 0.0000% | $4000000.00        | $4008227.33        | Agency Mortgage-Backed Securities |
| TENN VAL AUTH CPN STRIP  | 2025-09-15      | NA       | 0.0000% | $135000.00         | $133209.63         | Agency Mortgage-Backed Securities |
| TENN VAL AUTH CPN STRIP  | 2026-03-15      | NA       | 0.0000% | $2051000.00        | $1981596.21        | Agency Mortgage-Backed Securities |
| TENN VAL AUTH CPN STRIP  | 2028-01-15      | NA       | 0.0000% | $2065000.00        | $1854931.68        | Agency Mortgage-Backed Securities |
| TENN VAL AUTH CPN STRIP  | 2026-04-01      | NA       | 0.0000% | $1578000.00        | $1521908.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2037-03-18      | 1.9000%  | 0.0000% | $1015000.00        | $733743.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2034-01-20      | 1.5000%  | 0.0000% | $885000.00         | $684268.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2036-02-25      | 2.0000%  | 0.0000% | $335000.00         | $254920.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2041-02-25      | 2.1500%  | 0.0000% | $1165000.00        | $772799.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2036-03-04      | 2.2500%  | 0.0000% | $3135000.00        | $2436158.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2031-06-30      | 2.2500%  | 0.0000% | $15740000.00       | $14521157.36       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2026-06-29      | 0.8500%  | 0.0000% | $10000.00          | $9659.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2041-11-05      | 2.6500%  | 0.0000% | $1000000.00        | $701390.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2027-02-18      | 2.6000%  | 0.0000% | $400000.00         | $393302.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2037-02-24      | 2.9000%  | 0.0000% | $200000.00         | $163010.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2027-02-19      | 4.4350%  | 0.0000% | $10000000.00       | $10014886.39       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2027-03-04      | 4.4350%  | 0.0000% | $2000000.00        | $2020162.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2027-12-10      | 4.5000%  | 0.0000% | $4500000.00        | $4542214.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2030-02-26      | 4.5000%  | 0.0000% | $3000000.00        | $3027720.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2027-03-09      | 4.4350%  | 0.0000% | $7500000.00        | $7574172.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2028-03-27      | 4.6500%  | 0.0000% | $790000.00         | $795306.83         | Agency Mortgage-Backed Securities |

### Security 146: Wells Fargo Bank Tri Party Repo

- **C.1 - Title:** Wells Fargo Bank Tri Party Repo 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930RFC004, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 930RFC004_4.35_0602
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC POOL | 2039-10-01      | 4.5000%  | 0.0000% | $1048586.00        | $29852.19          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2041-02-01      | 4.5000%  | 0.0000% | $190000.00         | $6894.37           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2026-10-01      | 5.5000%  | 0.0000% | $4900000.00        | $2019.55           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2039-06-01      | 5.5000%  | 0.0000% | $210633.00         | $5978.49           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2047-07-01      | 4.5000%  | 0.0000% | $6054.00           | $711.21            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2048-02-01      | 3.5000%  | 0.0000% | $3439758.00        | $550117.23         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2036-06-01      | 3.0000%  | 0.0000% | $151942.00         | $114273.14         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2037-07-01      | 3.0000%  | 0.0000% | $250000.00         | $169689.38         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2037-08-01      | 4.0000%  | 0.0000% | $239691.00         | $160417.40         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2037-01-01      | 2.0000%  | 0.0000% | $7003000.00        | $5100448.51        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2038-07-01      | 2.0000%  | 0.0000% | $507656.00         | $390007.00         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2038-07-01      | 3.0000%  | 0.0000% | $1122975.00        | $888230.52         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-01-01      | 5.5000%  | 0.0000% | $10129325.00       | $9886917.10        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-02-01      | 6.0000%  | 0.0000% | $25508674.00       | $25162009.25       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-04-01      | 6.0000%  | 0.0000% | $11749232.00       | $11177156.69       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-04-01      | 5.0000%  | 0.0000% | $5072935.00        | $5010635.47        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2034-07-01      | 2.5000%  | 0.0000% | $198754.00         | $24467.37          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2035-08-01      | 2.5000%  | 0.0000% | $2045000.00        | $673919.87         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2039-01-01      | 6.5000%  | 0.0000% | $14484080.00       | $8868577.10        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2039-09-01      | 6.0000%  | 0.0000% | $2650856.00        | $2218955.80        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-02-01      | 3.5000%  | 0.0000% | $28193539.00       | $26242296.88       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2036-02-01      | 2.0000%  | 0.0000% | $1275373.00        | $622147.79         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2042-10-01      | 3.5000%  | 0.0000% | $225000.00         | $164385.38         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2049-12-01      | 3.5000%  | 0.0000% | $1670000.00        | $480923.70         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-05-01      | 2.5000%  | 0.0000% | $1230000.00        | $851265.23         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-10-01      | 5.0000%  | 0.0000% | $760000.00         | $585049.08         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-03-01      | 5.0000%  | 0.0000% | $3000.00           | $2436.90           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-04-01      | 5.5000%  | 0.0000% | $1264000.00        | $1077052.59        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-07-01      | 6.0000%  | 0.0000% | $1400000.00        | $1322586.86        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-06-01      | 3.0000%  | 0.0000% | $10000.00          | $2492.99           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-07-01      | 5.0000%  | 0.0000% | $35000.00          | $12376.57          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-07-01      | 7.0000%  | 0.0000% | $954048.00         | $942272.76         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2049-11-01      | 3.0000%  | 0.0000% | $2800000.00        | $1036455.23        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-08-01      | 3.0000%  | 0.0000% | $2579000.00        | $1782729.27        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-03-01      | 2.0000%  | 0.0000% | $11021159.00       | $6180130.68        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-11-01      | 2.5000%  | 0.0000% | $967000.00         | $611440.57         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-07-01      | 4.0000%  | 0.0000% | $10000.00          | $7708.90           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-08-01      | 4.5000%  | 0.0000% | $1216257.00        | $946456.22         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-04-01      | 5.0000%  | 0.0000% | $28036776.00       | $23543593.88       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-12-01      | 6.0000%  | 0.0000% | $2300842.00        | $1818879.17        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-12-01      | 5.0000%  | 0.0000% | $145000.00         | $117140.42         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-05-01      | 3.0000%  | 0.0000% | $996514.00         | $648454.39         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-03-01      | 2.0000%  | 0.0000% | $765000.00         | $383564.01         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-03-01      | 2.0000%  | 0.0000% | $100000.00         | $51148.21          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-05-01      | 2.5000%  | 0.0000% | $32000000.00       | $18407922.47       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-12-01      | 2.5000%  | 0.0000% | $8326858.00        | $5904728.35        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-12-01      | 2.5000%  | 0.0000% | $2206277.00        | $1495955.72        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-04-01      | 4.0000%  | 0.0000% | $629138.00         | $489881.55         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-06-01      | 6.0000%  | 0.0000% | $9701206.00        | $8986506.33        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-01-01      | 6.5000%  | 0.0000% | $2514586.00        | $2564663.77        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-09-01      | 6.0000%  | 0.0000% | $1818215.00        | $1840789.84        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-11-01      | 5.0000%  | 0.0000% | $1377000.00        | $1335534.18        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2036-11-01      | 2.0000%  | 0.0000% | $970000.00         | $678152.47         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2035-03-01      | 4.0000%  | 0.0000% | $1692671.00        | $1627674.81        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-11-01      | 2.5000%  | 0.0000% | $2543024.00        | $1737403.29        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-07-01      | 4.5000%  | 0.0000% | $600000.00         | $475348.50         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-08-01      | 2.5000%  | 0.0000% | $1752957.00        | $1266705.81        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-08-01      | 4.5000%  | 0.0000% | $88200.00          | $65726.94          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-03-01      | 2.5000%  | 0.0000% | $577496.00         | $451047.89         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-11-01      | 5.5000%  | 0.0000% | $30000.00          | $24608.31          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-09-01      | 6.5000%  | 0.0000% | $4339000.00        | $3520537.86        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2042-05-01      | 3.0000%  | 0.0000% | $2974000.00        | $2076182.18        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-07-01      | 2.5000%  | 0.0000% | $2955052.00        | $745672.94         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-05-25      | 2.5000%  | 0.0000% | $720000.00         | $551638.65         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-04-01      | 5.5000%  | 0.0000% | $31373.00          | $19679.93          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2037-04-01      | 3.0000%  | 0.0000% | $186308.00         | $133552.68         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2038-07-01      | 5.0000%  | 0.0000% | $952372.00         | $684931.29         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2039-10-01      | 5.0000%  | 0.0000% | $1000952.00        | $977629.24         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2039-11-01      | 4.5000%  | 0.0000% | $1378719.00        | $1308735.39        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-04-01      | 5.0000%  | 0.0000% | $1101950.00        | $1099997.04        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2039-12-01      | 6.0000%  | 0.0000% | $1106299.00        | $1117770.94        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-02-01      | 4.0000%  | 0.0000% | $419250.00         | $401452.21         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-02-01      | 5.0000%  | 0.0000% | $1274779.00        | $1265101.93        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-04-01      | 5.0000%  | 0.0000% | $1011444.00        | $1012506.07        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-04-01      | 4.0000%  | 0.0000% | $1059002.00        | $1023771.01        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-05-01      | 5.5000%  | 0.0000% | $1654067.00        | $1687738.11        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-11-01      | 5.0000%  | 0.0000% | $2517715.00        | $2271384.55        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-12-01      | 5.5000%  | 0.0000% | $1200451.00        | $1094785.79        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-12-01      | 6.0000%  | 0.0000% | $100000.00         | $94226.06          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-01-01      | 6.0000%  | 0.0000% | $1733168.00        | $1755748.48        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-01-01      | 6.5000%  | 0.0000% | $1197900.00        | $558999.34         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-03-01      | 6.0000%  | 0.0000% | $4012031.00        | $4071118.35        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-02-01      | 6.0000%  | 0.0000% | $1391126.00        | $1427875.03        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-03-01      | 6.0000%  | 0.0000% | $1112504.00        | $1134928.21        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-03-01      | 7.5000%  | 0.0000% | $2553780.00        | $2021135.45        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-03-01      | 6.0000%  | 0.0000% | $1995279.00        | $2041215.13        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-03-01      | 6.0000%  | 0.0000% | $3493354.00        | $3551250.01        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-04-01      | 6.5000%  | 0.0000% | $1019899.00        | $1063491.95        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-04-01      | 6.0000%  | 0.0000% | $3374788.00        | $3442458.49        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-05-01      | 5.5000%  | 0.0000% | $2452957.00        | $2450338.61        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-06-01      | 5.5000%  | 0.0000% | $2845655.00        | $2841701.12        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-06-01      | 6.0000%  | 0.0000% | $1894163.00        | $1932368.90        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-06-01      | 6.0000%  | 0.0000% | $1114065.00        | $1140463.14        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-03-01      | 6.0000%  | 0.0000% | $150000.00         | $149929.66         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-05-01      | 5.5000%  | 0.0000% | $115415645.00      | $114659505.87      | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-04-01      | 5.0000%  | 0.0000% | $55784521.00       | $54685497.77       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-03-01      | 5.0000%  | 0.0000% | $1000000.00        | $905665.86         | Agency Mortgage-Backed Securities |

### Security 147: MUFG Securities Repo

- **C.1 - Title:** MUFG Securities Repo 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 931NXA006, C.3 - LEI: N/A, C.5 - Other ID: 931NXA006_4.35_0602
- **C.18 - Value (incl. sponsor support):** $2875000000.00
- **C.18.a - Value (excl. sponsor support):** $2875000000.00
- **C.19 - Percentage of Net Assets:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2025-09-04      | NA       | 0.0000% | $11499900.00       | $11369139.74       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-26      | NA       | 0.0000% | $24999900.00       | $24400891.97       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-08-28      | NA       | 0.0000% | $19999900.00       | $19788026.06       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-15      | 6.1250%  | 0.0000% | $3999900.00        | $4392464.43        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-08-15      | 3.7500%  | 0.0000% | $99999900.00       | $88546009.52       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-02-15      | 3.1250%  | 0.0000% | $2999900.00        | $2378573.16        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 3.7500%  | 0.0000% | $112630000.00      | $96189233.63       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 1.5000%  | 0.0000% | $149999900.00      | $146040842.73      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-15      | 2.3750%  | 0.0000% | $70699900.00       | $68661154.07       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-15      | 0.6250%  | 0.0000% | $22999900.00       | $19527024.47       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-15      | 1.2500%  | 0.0000% | $159999900.00      | $135337001.05      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 0.7500%  | 0.0000% | $7999900.00        | $7689740.83        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 1.1250%  | 0.0000% | $95599900.00       | $91833705.57       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 2.7500%  | 0.0000% | $69899900.00       | $68489318.12       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 3.2500%  | 0.0000% | $16999900.00       | $16765322.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 2.7500%  | 0.0000% | $76247900.00       | $75060772.06       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 4.1250%  | 0.0000% | $79099900.00       | $79987038.61       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $275913900.00      | $278686159.91      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-15      | 3.3750%  | 0.0000% | $153925900.00      | $144637538.54      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-09-30      | 5.0000%  | 0.0000% | $29999900.00       | $30291503.79       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 4.0000%  | 0.0000% | $102907900.00      | $104405767.84      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 4.8750%  | 0.0000% | $149789900.00      | $154357154.54      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-31      | 4.6250%  | 0.0000% | $135699900.00      | $142340434.25      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.5000%  | 0.0000% | $99999900.00       | $98651796.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-02-15      | 4.6250%  | 0.0000% | $373004900.00      | $383614480.84      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-15      | 3.8750%  | 0.0000% | $122999900.00      | $123888139.77      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 3.7500%  | 0.0000% | $84643900.00       | $84568715.29       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $225692400.00      | $225067606.16      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-11-15      | 2.3750%  | 0.0000% | $42599900.00       | $26632896.04       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 4.3750%  | 0.0000% | $134999900.00      | $127394385.09      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-02-15      | 4.2500%  | 0.0000% | $899900.00         | $810492.64         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-02-15      | 4.5000%  | 0.0000% | $9985900.00        | $9551732.31        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 4.7500%  | 0.0000% | $44528900.00       | $43877226.62       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $766900.00         | $744898.51         | U.S. Treasuries (including strips) |

### Security 148: Prudential Legacy Insurance Company of New Jersey Repo

- **C.1 - Title:** Prudential Legacy Insurance Company of New Jersey Repo 4.370000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 932HJC000, C.3 - LEI: N/A, C.5 - Other ID: 932HJC000_4.37_0602
- **C.18 - Value (incl. sponsor support):** $142587500.00
- **C.18.a - Value (excl. sponsor support):** $142587500.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** 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       | $48612432.07       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-11-15      | 4.5000%  | 0.0000% | $25000000.00       | $23373980.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $25000000.00       | $25325307.38       | U.S. Treasuries (including strips) |
| STRIPS          | 2040-02-15      | NA       | 0.0000% | $20000000.00       | $9630920.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2042-02-15      | NA       | 0.0000% | $50000000.00       | $21420150.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2045-11-15      | NA       | 0.0000% | $50000000.00       | $17425750.00       | U.S. Treasuries (including strips) |

### Security 149: Fixed Income Clearing Corp. Tri Party Repo - JPM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - JPM 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 932KXR004, C.3 - LEI: N/A, C.5 - Other ID: 932KXR004_4.35_0602
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae       | 2040-01-01      | 5.0000%  | 0.0000% | $11801872.00       | $11540863.47       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2039-09-01      | 6.0000%  | 0.0000% | $8365340.00        | $7635538.14        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-12-01      | 5.0000%  | 0.0000% | $132121120.00      | $125786711.73      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-12-01      | 5.0000%  | 0.0000% | $11919216.00       | $11423485.52       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-12-01      | 5.0000%  | 0.0000% | $44930368.00       | $43210055.00       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-12-01      | 4.5000%  | 0.0000% | $14111520.00       | $13195541.53       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-03-01      | 4.5000%  | 0.0000% | $188974592.00      | $176546731.01      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 4.0000%  | 0.0000% | $59900416.00       | $55106838.61       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2052-05-01      | 3.0000%  | 0.0000% | $17326464.00       | $14959282.07       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-08-01      | 4.0000%  | 0.0000% | $1191102.00        | $206577.99         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-05-01      | 3.5000%  | 0.0000% | $108000.00         | $20085.19          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-07-01      | 3.0000%  | 0.0000% | $4115672.00        | $1270189.94        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-02-01      | 1.5000%  | 0.0000% | $2500000.00        | $1238093.63        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-10-01      | 2.5000%  | 0.0000% | $4920000.00        | $2449166.20        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-03-01      | 4.0000%  | 0.0000% | $27569792.00       | $5519685.72        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2041-10-01      | 2.0000%  | 0.0000% | $1000000.00        | $622114.30         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-01-01      | 3.0000%  | 0.0000% | $1000000.00        | $562724.27         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 4.5000%  | 0.0000% | $12440416.00       | $9670018.40        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-08-01      | 5.0000%  | 0.0000% | $150000.00         | $115579.03         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-11-01      | 5.0000%  | 0.0000% | $1316388.00        | $1021280.39        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-01-01      | 6.0000%  | 0.0000% | $75000.00          | $52943.67          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-02-01      | 6.5000%  | 0.0000% | $10000000.00       | $7415009.35        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-05-01      | 4.0000%  | 0.0000% | $1270000.00        | $794993.40         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-03-01      | 4.5000%  | 0.0000% | $444000.00         | $360876.46         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-09-01      | 3.5000%  | 0.0000% | $515000.00         | $381812.18         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 6.5000%  | 0.0000% | $850000.00         | $629933.39         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-06-01      | 4.5000%  | 0.0000% | $1260000.00        | $1030608.89        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 3.5000%  | 0.0000% | $319000.00         | $247721.20         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-10-01      | 5.5000%  | 0.0000% | $139822080.00      | $116688202.52      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-08-01      | 3.5000%  | 0.0000% | $18140000.00       | $14261830.81       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 4.5000%  | 0.0000% | $12797824.00       | $11265283.01       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-05-01      | 6.0000%  | 0.0000% | $1900000.00        | $1785138.48        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-07-01      | 4.0000%  | 0.0000% | $8256000.00        | $7040055.75        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-05-01      | 5.5000%  | 0.0000% | $49970000.00       | $46210194.02       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-09-01      | 6.0000%  | 0.0000% | $194091776.00      | $184604993.42      | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-04-01      | 4.5000%  | 0.0000% | $16929120.00       | $15128232.59       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-09-01      | 3.0000%  | 0.0000% | $56315584.00       | $47172487.47       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-07-01      | 5.5000%  | 0.0000% | $13599660.00       | $12703580.55       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-04-01      | 6.5000%  | 0.0000% | $28862400.00       | $28939932.59       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-06-01      | 4.0000%  | 0.0000% | $1684854.00        | $295444.09         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-08-01      | 3.0000%  | 0.0000% | $800000.00         | $119556.74         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-10-01      | 3.5000%  | 0.0000% | $250000.00         | $32185.27          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-08-01      | 1.5000%  | 0.0000% | $5556080.00        | $3166519.83        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-02-01      | 2.5000%  | 0.0000% | $9416528.00        | $1667643.37        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-01-01      | 1.5000%  | 0.0000% | $9686064.00        | $4716766.88        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-04-01      | 5.5000%  | 0.0000% | $134080512.00      | $118696047.77      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2044-05-01      | 6.5000%  | 0.0000% | $17065568.00       | $10786481.83       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-05-01      | 3.0000%  | 0.0000% | $3567148.00        | $2269447.72        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-11-01      | 3.0000%  | 0.0000% | $5858416.00        | $4287420.17        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-12-01      | 3.0000%  | 0.0000% | $108843.00         | $80570.46          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-02-01      | 6.5000%  | 0.0000% | $143082.00         | $53908.13          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-04-01      | 4.5000%  | 0.0000% | $858617.00         | $563512.80         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-05-01      | 7.0000%  | 0.0000% | $111786496.00      | $115616441.44      | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2031-11-01      | 4.2500%  | 0.0000% | $2075000.00        | $2021879.19        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-09-01      | 6.5000%  | 0.0000% | $2182940.00        | $1834742.93        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-11-01      | 5.0000%  | 0.0000% | $1276530.00        | $1234575.64        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-03-01      | 7.0000%  | 0.0000% | $1045600.00        | $1101741.22        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-10-01      | 4.5000%  | 0.0000% | $1091550.00        | $1023021.99        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-10-01      | 4.5000%  | 0.0000% | $4569888.00        | $4284989.28        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-11-01      | 6.5000%  | 0.0000% | $34929920.00       | $30903302.14       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-11-01      | 5.5000%  | 0.0000% | $5429600.00        | $4938378.72        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-12-01      | 5.5000%  | 0.0000% | $10356784.00       | $10161030.73       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-11-01      | 5.5000%  | 0.0000% | $2263596.00        | $2258906.40        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-12-01      | 6.0000%  | 0.0000% | $2132884.00        | $2164022.17        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-12-01      | 6.5000%  | 0.0000% | $1323580.00        | $1371365.50        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-03-01      | 6.0000%  | 0.0000% | $1511520.00        | $1539364.63        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-12-01      | 5.0000%  | 0.0000% | $5039544.00        | $4653441.78        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-12-01      | 5.0000%  | 0.0000% | $8501008.00        | $8231466.38        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-01-01      | 6.0000%  | 0.0000% | $47010240.00       | $46290313.63       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-01-01      | 6.0000%  | 0.0000% | $14885264.00       | $15000006.03       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-03-01      | 7.0000%  | 0.0000% | $1695794.00        | $1784343.43        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 6.0000%  | 0.0000% | $2014080.00        | $2047920.59        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-02-01      | 6.0000%  | 0.0000% | $8637664.00        | $8710802.11        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-03-01      | 7.0000%  | 0.0000% | $1067158.00        | $1119830.26        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-02-01      | 7.0000%  | 0.0000% | $1360552.00        | $1435314.67        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-02-01      | 6.0000%  | 0.0000% | $112050.00         | $113319.24         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 5.5000%  | 0.0000% | $8493856.00        | $8438208.98        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-02-01      | 6.5000%  | 0.0000% | $1025000.00        | $1057953.93        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-03-01      | 5.0000%  | 0.0000% | $3394676.00        | $3318960.90        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-03-01      | 4.5000%  | 0.0000% | $1483036.00        | $1401882.01        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-03-01      | 5.5000%  | 0.0000% | $3352060.00        | $3358141.27        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-03-01      | 6.0000%  | 0.0000% | $6790050.00        | $6982065.90        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-02-01      | 6.5000%  | 0.0000% | $930000.00         | $972150.84         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-04-01      | 6.5000%  | 0.0000% | $2632500.00        | $2726252.33        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 7.0000%  | 0.0000% | $2022000.00        | $2126019.54        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-03-01      | 6.5000%  | 0.0000% | $3800116.00        | $3938571.77        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-04-01      | 5.0000%  | 0.0000% | $11035760.00       | $10701574.78       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-03-01      | 6.5000%  | 0.0000% | $1110232.00        | $1163090.44        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 6.0000%  | 0.0000% | $14940608.00       | $15210895.84       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 7.0000%  | 0.0000% | $3093376.00        | $3145514.08        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 7.0000%  | 0.0000% | $2823432.00        | $2967410.10        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 5.5000%  | 0.0000% | $13481024.00       | $13383615.79       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 5.0000%  | 0.0000% | $4233552.00        | $4112719.46        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 4.5000%  | 0.0000% | $4622690.00        | $4371446.80        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2031-03-01      | 3.0000%  | 0.0000% | $1066000.00        | $165490.05         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-06-01      | 4.5000%  | 0.0000% | $1300886.00        | $152015.83         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2041-01-01      | 4.0000%  | 0.0000% | $185000.00         | $33593.66          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-06-01      | 3.5000%  | 0.0000% | $1519000.00        | $444760.16         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-07-01      | 4.5000%  | 0.0000% | $456000.00         | $185545.28         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-02-01      | 3.0000%  | 0.0000% | $800000.00         | $246842.90         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-01-01      | 3.5000%  | 0.0000% | $1688000.00        | $498261.51         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-11-01      | 4.5000%  | 0.0000% | $767158.00         | $27488.52          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-02-01      | 4.0000%  | 0.0000% | $637143.00         | $145088.63         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-04-01      | 4.0000%  | 0.0000% | $2310000.00        | $314306.48         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-04-01      | 5.5000%  | 0.0000% | $1120904.00        | $277878.51         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-05-01      | 4.5000%  | 0.0000% | $330000.00         | $59139.53          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2033-12-01      | 4.2250%  | 0.0000% | $2616508.00        | $2529601.92        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2034-05-01      | 3.3400%  | 0.0000% | $3260000.00        | $2915800.05        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-02-01      | 2.5400%  | 0.0000% | $2113000.00        | $1876812.54        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-07-01      | 4.5000%  | 0.0000% | $97000.00          | $19006.36          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-09-01      | 4.0000%  | 0.0000% | $132929.00         | $39544.33          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-07-01      | 3.5000%  | 0.0000% | $622000.00         | $125894.53         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2030-03-01      | 4.3740%  | 0.0000% | $3000000.00        | $2999899.77        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-10-01      | 3.5000%  | 0.0000% | $250000.00         | $22477.59          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-09-01      | 3.5000%  | 0.0000% | $15000000.00       | $3562466.88        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-10-01      | 3.0000%  | 0.0000% | $8043840.00        | $3194636.04        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-11-01      | 3.5000%  | 0.0000% | $4692960.00        | $1328561.38        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-10-01      | 3.0000%  | 0.0000% | $10960256.00       | $6773768.04        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2041-04-01      | 2.0000%  | 0.0000% | $175000.00         | $105654.53         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-05-01      | 3.5000%  | 0.0000% | $2089520.00        | $1279251.10        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-02-01      | 1.5000%  | 0.0000% | $1000000.00        | $471499.54         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2029-06-01      | 4.8210%  | 0.0000% | $6000000.00        | $5446616.50        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2033-07-01      | 4.1200%  | 0.0000% | $7500000.00        | $7206809.17        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-12-01      | 4.5000%  | 0.0000% | $3533884.00        | $3329995.94        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-12-01      | 5.0000%  | 0.0000% | $12147180.00       | $11621527.40       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-02-01      | 6.0000%  | 0.0000% | $1300931.00        | $1327619.03        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-10-01      | 1.5000%  | 0.0000% | $128577.00         | $73993.87          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-12-01      | 3.0000%  | 0.0000% | $1035342.00        | $747301.20         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 4.5000%  | 0.0000% | $517332.00         | $380067.53         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-08-01      | 4.0000%  | 0.0000% | $1197574.00        | $878224.43         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 3.0000%  | 0.0000% | $8606830.00        | $6092688.08        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 4.0000%  | 0.0000% | $11417440.00       | $7877830.91        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 4.0000%  | 0.0000% | $700000.00         | $484044.24         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-12-01      | 4.5000%  | 0.0000% | $2915596.00        | $2283663.25        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-01-01      | 5.0000%  | 0.0000% | $329930.00         | $278145.98         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-03-01      | 5.0000%  | 0.0000% | $25486.00          | $18615.67          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-03-01      | 4.0000%  | 0.0000% | $3045224.00        | $2078454.13        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 6.5000%  | 0.0000% | $1013864.00        | $1033412.89        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-06-01      | 5.5000%  | 0.0000% | $70000.00          | $66696.43          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-06-01      | 5.5000%  | 0.0000% | $2457580.00        | $2325346.16        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-08-01      | 4.5000%  | 0.0000% | $3887484.00        | $3329640.20        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-07-01      | 5.5000%  | 0.0000% | $125241.00         | $116334.65         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-02-01      | 6.0000%  | 0.0000% | $8724115.00        | $6417894.88        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2031-12-01      | 4.8500%  | 0.0000% | $26108000.00       | $26133427.73       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2031-08-01      | 4.3800%  | 0.0000% | $33099000.00       | $32748889.80       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2030-08-01      | 3.7750%  | 0.0000% | $4000000.00        | $3842316.10        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2030-08-01      | 3.8600%  | 0.0000% | $3515000.00        | $3378696.89        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-09-01      | 4.5000%  | 0.0000% | $200000.00         | $38336.50          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2031-07-01      | 6.5000%  | 0.0000% | $4570000.00        | $40268.16          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-12-01      | 5.5000%  | 0.0000% | $400000.00         | $33426.61          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-11-01      | 6.0000%  | 0.0000% | $3000000.00        | $243451.07         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-12-01      | 3.5000%  | 0.0000% | $1300000.00        | $129159.80         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-12-01      | 4.5000%  | 0.0000% | $401050.00         | $13251.14          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2030-07-01      | 3.0000%  | 0.0000% | $229000.00         | $22753.54          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-09-01      | 3.5000%  | 0.0000% | $50033792.00       | $13368432.65       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-08-01      | 5.5000%  | 0.0000% | $3278060.00        | $2595571.40        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-09-01      | 6.5000%  | 0.0000% | $237540.00         | $122893.01         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-04-01      | 4.6400%  | 0.0000% | $33003200.00       | $32436593.74       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2030-03-01      | 4.8800%  | 0.0000% | $1000.00           | $1023.75           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-09-01      | 4.0000%  | 0.0000% | $25000000.00       | $2761282.62        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-06-01      | 4.0000%  | 0.0000% | $475000.00         | $49101.48          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-08-01      | 3.0000%  | 0.0000% | $34000.00          | $7981.76           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-02-01      | 3.5000%  | 0.0000% | $1370386.00        | $684471.51         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-01-01      | 3.0000%  | 0.0000% | $473000.00         | $102492.42         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-06-01      | 2.5000%  | 0.0000% | $39005504.00       | $19886994.30       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2041-03-01      | 2.5000%  | 0.0000% | $5542312.00        | $2996636.04        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-03-01      | 1.5000%  | 0.0000% | $4400000.00        | $2261985.01        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-04-01      | 1.5000%  | 0.0000% | $7577000.00        | $4141390.27        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-01-01      | 1.5000%  | 0.0000% | $22876256.00       | $14225365.32       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-04-01      | 3.5000%  | 0.0000% | $800000.00         | $529826.37         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 3.5000%  | 0.0000% | $280000.00         | $206594.04         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 4.5000%  | 0.0000% | $16406420.00       | $13101519.01       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 4.5000%  | 0.0000% | $1314100.00        | $1071660.26        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-10-01      | 5.0000%  | 0.0000% | $26850000.00       | $21390275.11       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-06-01      | 5.0000%  | 0.0000% | $69833.00          | $62391.30          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-07-01      | 7.0000%  | 0.0000% | $1051982.00        | $810135.62         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-07-01      | 6.0000%  | 0.0000% | $61167680.00       | $52372023.43       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-09-01      | 4.0000%  | 0.0000% | $2088244.00        | $1544060.57        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-02-01      | 6.0000%  | 0.0000% | $38300000.00       | $33496309.92       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-12-01      | 6.5000%  | 0.0000% | $128192768.00      | $89912381.72       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-10-01      | 5.5000%  | 0.0000% | $11597060.00       | $10608507.03       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-02-01      | 6.5000%  | 0.0000% | $35000000.00       | $26995577.96       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-02-01      | 3.5000%  | 0.0000% | $900000.00         | $144971.22         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2028-07-01      | 2.0000%  | 0.0000% | $703581.00         | $21963.23          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-09-01      | 3.5000%  | 0.0000% | $2128260.00        | $915153.62         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-10-01      | 7.5000%  | 0.0000% | $1090129.00        | $12251.85          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-12-01      | 6.5000%  | 0.0000% | $2020000.00        | $19143.96          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-08-01      | 7.5000%  | 0.0000% | $1070772.00        | $33543.32          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-09-01      | 5.0000%  | 0.0000% | $1260390.00        | $692216.39         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-03-01      | 5.0000%  | 0.0000% | $1908736.00        | $1227428.81        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-02-01      | 6.5000%  | 0.0000% | $5551896.00        | $2169157.79        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-12-01      | 6.5000%  | 0.0000% | $6461288.00        | $2977838.02        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-11-01      | 5.5000%  | 0.0000% | $2944208.00        | $2408572.48        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-11-01      | 6.5000%  | 0.0000% | $342000.00         | $243839.76         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-12-01      | 6.5000%  | 0.0000% | $378914.00         | $243553.32         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-03-01      | 6.5000%  | 0.0000% | $2812784.00        | $2861476.58        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-01-01      | 6.5000%  | 0.0000% | $1884686.00        | $1258740.57        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-01-01      | 6.5000%  | 0.0000% | $1014826.00        | $1043947.12        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-03-01      | 6.5000%  | 0.0000% | $1995284.00        | $1636603.30        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-03-01      | 4.5000%  | 0.0000% | $1349566.00        | $1024874.35        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-04-01      | 6.5000%  | 0.0000% | $651088.00         | $599181.55         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-08-01      | 6.5000%  | 0.0000% | $1942264.00        | $1990619.11        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-07-01      | 6.0000%  | 0.0000% | $1499896.00        | $1518743.32        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-07-01      | 6.5000%  | 0.0000% | $2674564.00        | $2736008.01        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-07-01      | 6.5000%  | 0.0000% | $1292900.00        | $1318386.59        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-08-01      | 6.5000%  | 0.0000% | $1401534.00        | $1454772.76        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-08-01      | 5.0000%  | 0.0000% | $2371940.00        | $2285843.42        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-09-01      | 5.5000%  | 0.0000% | $3605536.00        | $3323339.68        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-08-01      | 6.5000%  | 0.0000% | $1834232.00        | $1871064.66        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-11-01      | 4.5000%  | 0.0000% | $1153232.00        | $1084347.23        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-09-01      | 6.5000%  | 0.0000% | $1669000.00        | $1272761.84        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-09-01      | 5.5000%  | 0.0000% | $5103090.00        | $4938277.80        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 6.5000%  | 0.0000% | $1642348.00        | $1696575.56        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 7.0000%  | 0.0000% | $1146610.00        | $1205496.66        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-03-01      | 7.0000%  | 0.0000% | $1355022.00        | $1424751.44        | Agency Mortgage-Backed Securities |

### Security 150: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 4.480000%
- **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_4.48_0926
- **C.18 - Value (incl. sponsor support):** $3250000000.00
- **C.18.a - Value (excl. sponsor support):** $3250000000.00
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **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? 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 REMICS             | 2036-05-25      | 5.0000%  | 0.0000% | $29162112.00       | $30077095.95       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2053-06-25      | NA       | 0.0000% | $40154880.00       | $37639618.47       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-20      | 5.5000%  | 0.0000% | $53249408.00       | $44593048.75       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-08-20      | 2.3217%  | 0.0000% | $30100000.00       | $3403901.90        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-08-20      | 2.3217%  | 0.0000% | $57307584.00       | $3868323.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-09-20      | 5.0000%  | 0.0000% | $20000000.00       | $18769249.06       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-10-20      | 6.0000%  | 0.0000% | $33333312.00       | $4598320.09        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-10-20      | 1.1217%  | 0.0000% | $100000000.00      | $4464874.91        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-12-20      | 2.3717%  | 0.0000% | $150000000.00      | $5502508.82        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2062-09-20      | 0.9917%  | 0.0000% | $26326208.00       | $404481.44         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-02-20      | 4.5000%  | 0.0000% | $24111000.00       | $22502081.29       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-10-20      | 3.5000%  | 0.0000% | $26230912.00       | $23881812.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-12-20      | 2.0000%  | 0.0000% | $31388864.00       | $27503068.86       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-01-20      | 2.2717%  | 0.0000% | $200000000.00      | $8922103.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-04-20      | 2.0000%  | 0.0000% | $50000000.00       | $42375468.50       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-02-20      | 1.0217%  | 0.0000% | $139664128.00      | $4094122.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-04-20      | 1.6717%  | 0.0000% | $30178304.00       | $3634866.36        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2049-09-20      | 3.5000%  | 0.0000% | $30966880.00       | $28610288.66       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2048-01-20      | 3.0000%  | 0.0000% | $25382048.00       | $22901191.15       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 5.0000%  | 0.0000% | $7855224.00        | $7066974.09        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | NA       | 0.0000% | $44000000.00       | $5004648.00        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-04-20      | NA       | 0.0000% | $100000000.00      | $1406100.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | NA       | 0.0000% | $135000000.00      | $3753810.00        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | NA       | 0.0000% | $30000000.00       | $1631130.00        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | NA       | 0.0000% | $175000000.00      | $19796350.00       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | NA       | 0.0000% | $100000000.00      | $1202800.00        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2036-06-20      | 4.5000%  | 0.0000% | $7946000.00        | $7865681.83        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | 4.5000%  | 0.0000% | $12364256.00       | $10125645.63       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-06-20      | 5.0000%  | 0.0000% | $3131540.00        | $3099450.41        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | NA       | 0.0000% | $16532128.00       | $16583724.77       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | NA       | 0.0000% | $200000000.00      | $2780800.00        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | NA       | 0.0000% | $200000000.00      | $200348800.00      | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | NA       | 0.0000% | $200000000.00      | $2373800.00        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-04-20      | NA       | 0.0000% | $325000000.00      | $5113550.00        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | 5.0000%  | 0.0000% | $152859136.00      | $148570486.11      | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | NA       | 0.0000% | $157692160.00      | $4680303.31        | Agency Mortgage-Backed Securities |
| FRESB MULTIFAMILY MORTGAGE PAS | 2040-04-25      | 5.1313%  | 0.0000% | $40212096.00       | $24006224.46       | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST           | 2051-11-25      | 0.1000%  | 0.0000% | $275055104.00      | $861900.30         | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST           | 2050-02-25      | 0.1000%  | 0.0000% | $235683328.00      | $375810.03         | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST           | 2052-08-25      | 0.1000%  | 0.0000% | $234310912.00      | $836151.38         | Agency Mortgage-Backed Securities |
| FRESB MULTIFAMILY MORTGAGE PAS | 2040-05-25      | 4.9648%  | 0.0000% | $42587264.00       | $33738308.08       | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST           | 2030-01-25      | 7.2152%  | 0.0000% | $2550000.00        | $993494.96         | Agency Mortgage-Backed Securities |
| FRESB MULTIFAMILY MORTGAGE PAS | 2041-07-25      | 7.5000%  | 0.0000% | $41514240.00       | $33246529.48       | Agency Mortgage-Backed Securities |
| FRESB MULTIFAMILY MORTGAGE PAS | 2042-04-25      | 7.5000%  | 0.0000% | $31628000.00       | $28130134.16       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-10-25      | 4.0000%  | 0.0000% | $14791000.00       | $2929302.66        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-04-25      | 3.5000%  | 0.0000% | $6900000.00        | $1594788.29        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-05-25      | 3.5000%  | 0.0000% | $4905000.00        | $3370820.80        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-10-25      | 2.0000%  | 0.0000% | $25000000.00       | $1899682.37        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-12-25      | 1.7500%  | 0.0000% | $29743296.00       | $3351985.29        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-02-25      | 3.0000%  | 0.0000% | $1600000.00        | $2095939.33        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-07-25      | 2.5000%  | 0.0000% | $7522264.00        | $6960026.59        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-01-25      | 3.0000%  | 0.0000% | $850000.00         | $16110.40          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-10-25      | 3.0000%  | 0.0000% | $5822000.00        | $1199062.62        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-04-25      | 2.5000%  | 0.0000% | $25000000.00       | $2468948.73        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-08-25      | 4.8365%  | 0.0000% | $24968000.00       | $4086389.84        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-06-25      | 3.0000%  | 0.0000% | $6000000.00        | $1202618.00        | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2027-11-25      | 3.1580%  | 0.0000% | $550000.00         | $439381.53         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-01-25      | 3.5000%  | 0.0000% | $1870000.00        | $1456874.82        | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2026-12-25      | 1.6690%  | 0.0000% | $131578624.00      | $63481732.93       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2060-10-25      | 1.5000%  | 0.0000% | $7000000.00        | $2469279.44        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-11-25      | 1.2500%  | 0.0000% | $22338592.00       | $10658562.30       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-07-25      | 1.0000%  | 0.0000% | $2264248.00        | $719125.00         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-07-25      | 2.5000%  | 0.0000% | $6772000.00        | $4323569.10        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-05-25      | 1.0000%  | 0.0000% | $18115488.00       | $6145266.78        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-06-25      | 1.2500%  | 0.0000% | $9318064.00        | $3531687.00        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-05-25      | 4.5000%  | 0.0000% | $1850000.00        | $1282418.52        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-11-25      | 5.5000%  | 0.0000% | $3912236.00        | $4116455.51        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-09-25      | 5.0000%  | 0.0000% | $2575000.00        | $2420507.15        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-08-25      | 0.7780%  | 0.0000% | $269258240.00      | $11716088.55       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-12-25      | 5.5220%  | 0.0000% | $40000000.00       | $38556056.15       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2052-01-25      | 5.0000%  | 0.0000% | $8586400.00        | $8133374.72        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2044-07-25      | 6.5000%  | 0.0000% | $18815744.00       | $10696293.85       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-25      | 5.5720%  | 0.0000% | $5000000.00        | $4640161.71        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-06-25      | 5.0000%  | 0.0000% | $2723116.00        | $2654678.04        | Agency Mortgage-Backed Securities |
| FANNIE MAE MULTIFAMILY REMIC   | 2030-04-25      | 4.4500%  | 0.0000% | $5751000.00        | $5660063.59        | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2030-04-25      | 4.6200%  | 0.0000% | $435000000.00      | $442029455.00      | Agency Mortgage-Backed Securities |
| FANNIE MAE MULTIFAMILY REMIC   | 2030-04-25      | 0.1915%  | 0.0000% | $440751000.00      | $1410976.95        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2051-07-25      | 5.0000%  | 0.0000% | $41292160.00       | $40234472.76       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-05-25      | 5.0000%  | 0.0000% | $13434656.00       | $11998998.81       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-02-25      | NA       | 0.0000% | $4700000.00        | $4408609.40        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-06-25      | NA       | 0.0000% | $150000000.00      | $20378700.00       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-06-25      | NA       | 0.0000% | $15096000.00       | $12931626.10       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-10-25      | 5.3266%  | 0.0000% | $4600000.00        | $4616526.92        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-10-25      | 2.6734%  | 0.0000% | $73054976.00       | $7469308.87        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-10-25      | 6.0000%  | 0.0000% | $56375616.00       | $54787928.32       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-05-25      | NA       | 0.0000% | $155315968.00      | $8832353.15        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-05-25      | NA       | 0.0000% | $8894870.00        | $8272469.26        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-02-25      | NA       | 0.0000% | $26785696.00       | $1858096.95        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2053-02-25      | 5.0000%  | 0.0000% | $62303296.00       | $61537761.56       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-05-15      | 3.0000%  | 0.0000% | $560125.00         | $19050.71          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-03-15      | 3.5000%  | 0.0000% | $4170000.00        | $2396246.22        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-04-15      | 3.5000%  | 0.0000% | $15000000.00       | $11347784.25       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-05-15      | 4.0000%  | 0.0000% | $7064000.00        | $6443075.98        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-09-15      | 0.0203%  | 0.0000% | $1934900.00        | $191838.00         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-10-15      | 3.0000%  | 0.0000% | $7826000.00        | $8932979.58        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-01-15      | 5.0000%  | 0.0000% | $3403780.00        | $40292.23          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-08-15      | 4.7468%  | 0.0000% | $1500000.00        | $139151.87         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-12-15      | 3.0000%  | 0.0000% | $57660000.00       | $5784252.01        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-02-15      | 2.5000%  | 0.0000% | $1000000.00        | $824116.89         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-06-15      | 3.0000%  | 0.0000% | $2611260.00        | $2231459.19        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2034-07-15      | 3.0000%  | 0.0000% | $25000000.00       | $3252743.54        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-12-15      | 2.7500%  | 0.0000% | $20000000.00       | $1844472.47        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-01-15      | 2.0000%  | 0.0000% | $25000000.00       | $1191817.23        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-03-15      | 2.5000%  | 0.0000% | $45225000.00       | $5599833.86        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-09-15      | 2.5000%  | 0.0000% | $25000000.00       | $2726693.31        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2026-03-25      | 2.6730%  | 0.0000% | $38073320.00       | $36676936.41       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-08-15      | 3.0000%  | 0.0000% | $1800000.00        | $239512.99         | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2026-07-25      | 2.5700%  | 0.0000% | $16820000.00       | $16486069.58       | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2026-09-25      | 3.1200%  | 0.0000% | $15000000.00       | $14786345.01       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-02-15      | 3.0000%  | 0.0000% | $65240000.00       | $17754663.53       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-07-15      | 3.5000%  | 0.0000% | $2300000.00        | $239224.89         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-03-15      | 1.6032%  | 0.0000% | $15546760.00       | $364468.48         | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2027-11-25      | 1.4090%  | 0.0000% | $50000000.00       | $35818802.32       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-01-15      | 0.5412%  | 0.0000% | $24906720.00       | $172053.36         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-12-15      | 1.0000%  | 0.0000% | $46480576.00       | $12887999.09       | Agency Mortgage-Backed Securities |
| FREDDIE MAC WHOLE LOAN SECURIT | 2047-05-25      | 3.0000%  | 0.0000% | $6500000.00        | $3531632.16        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2033-02-25      | 4.6140%  | 0.0000% | $35700000.00       | $35863035.94       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-04-25      | 0.0500%  | 0.0000% | $283004160.00      | $722508.08         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-07-25      | 1.5780%  | 0.0000% | $50000000.00       | $2059679.40        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-05-25      | 5.0000%  | 0.0000% | $20040768.00       | $19446349.53       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-02-25      | 1.5280%  | 0.0000% | $50000000.00       | $4452806.39        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2034-10-25      | 5.0507%  | 0.0000% | $5000000.00        | $5023401.38        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-08-25      | 5.0000%  | 0.0000% | $133033984.00      | $132919811.28      | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2052-04-25      | 4.5000%  | 0.0000% | $58197632.00       | $57419704.25       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2051-10-25      | 5.0000%  | 0.0000% | $75384192.00       | $75349196.98       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-06-25      | NA       | 0.0000% | $397193.00         | $398329.77         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2050-09-25      | 5.0000%  | 0.0000% | $130682880.00      | $130575952.36      | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2053-04-25      | 5.0000%  | 0.0000% | $64975872.00       | $64844411.37       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-06-25      | 5.0000%  | 0.0000% | $15038624.00       | $14419014.31       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-06-25      | 4.5000%  | 0.0000% | $21357920.00       | $19944474.21       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-06-25      | 5.0000%  | 0.0000% | $31402760.00       | $30359145.10       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2052-08-25      | 5.0000%  | 0.0000% | $14090800.00       | $13938785.32       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-06-25      | NA       | 0.0000% | $213573888.00      | $12579288.43       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-06-25      | NA       | 0.0000% | $176368128.00      | $6722800.30        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-06-25      | NA       | 0.0000% | $160028928.00      | $8701412.93        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2049-04-25      | 4.5000%  | 0.0000% | $77895552.00       | $75910773.34       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-06-25      | NA       | 0.0000% | $14051216.00       | $11955252.31       | Agency Mortgage-Backed Securities |
| FANNIEMAE WHOLE LOAN           | 2043-08-25      | 5.8070%  | 0.0000% | $50000000.00       | $12263154.01       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-05-25      | 5.5000%  | 0.0000% | $2011800.00        | $245952.71         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-12-25      | 6.3676%  | 0.0000% | $13047648.00       | $1029445.43        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-04-15      | 6.0000%  | 0.0000% | $1433390.00        | $1477232.14        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-07-15      | 6.6130%  | 0.0000% | $1899718.00        | $38455.58          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-02-25      | NA       | 0.0000% | $3424936.00        | $60530.67          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-02-25      | 5.5000%  | 0.0000% | $2808000.00        | $546209.26         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-07-15      | 6.0000%  | 0.0000% | $12085000.00       | $2698313.18        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-11-15      | 5.7500%  | 0.0000% | $8261664.00        | $3478581.75        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-03-25      | 4.0000%  | 0.0000% | $971411.00         | $218090.58         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-07-25      | 4.0000%  | 0.0000% | $5000000.00        | $534599.73         | Agency Mortgage-Backed Securities |
| FREDDIE MAC - SCRT             | 2056-01-25      | 3.0000%  | 0.0000% | $6000000.00        | $4617070.00        | Agency Mortgage-Backed Securities |
| FREDDIE MAC - SCRT             | 2056-08-25      | 3.0000%  | 0.0000% | $8000000.00        | $5988885.34        | Agency Mortgage-Backed Securities |
| FREDDIE MAC - SCRT             | 2058-03-25      | 3.5000%  | 0.0000% | $8000000.00        | $6367531.55        | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST           | 2026-06-25      | 10.4652% | 0.0000% | $57814976.00       | $26338635.94       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-02-16      | 1.3011%  | 0.0000% | $470220800.00      | $66118.73          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-08-20      | 5.0000%  | 0.0000% | $9501056.00        | $1649802.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-11-16      | 5.5000%  | 0.0000% | $25374000.00       | $3585994.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-03-16      | NA       | 0.0000% | $130072576.00      | $36678.77          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-07-20      | 3.0000%  | 0.0000% | $15000000.00       | $1819328.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-05-20      | 3.5000%  | 0.0000% | $3434000.00        | $1256405.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-03-20      | 5.0000%  | 0.0000% | $85000000.00       | $523001.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-08-20      | 1.5611%  | 0.0000% | $137447168.00      | $609057.06         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-09-20      | 0.9611%  | 0.0000% | $106421600.00      | $334168.76         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-11-16      | 4.2500%  | 0.0000% | $12828500.00       | $1164310.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-02-16      | 1.6569%  | 0.0000% | $32671744.00       | $165477.97         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-02-16      | 1.7069%  | 0.0000% | $22530784.00       | $110190.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-02-16      | 2.5000%  | 0.0000% | $1700000.00        | $1465646.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-04-20      | 3.5000%  | 0.0000% | $26153344.00       | $697654.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-04-16      | 0.4113%  | 0.0000% | $138044672.00      | $186186.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-09-16      | 0.4103%  | 0.0000% | $135525000.00      | $138196.03         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-12-16      | 3.4107%  | 0.0000% | $7000000.00        | $4446633.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-03-20      | 0.6369%  | 0.0000% | $59421120.00       | $76836.67          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-09-20      | 1.1611%  | 0.0000% | $136090368.00      | $817217.48         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-04-20      | 1.1111%  | 0.0000% | $18889000.00       | $140810.34         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-01-20      | 3.5000%  | 0.0000% | $2922000.00        | $1351817.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-12-20      | 1.4613%  | 0.0000% | $16131168.00       | $80847.24          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-03-20      | 6.0000%  | 0.0000% | $33925120.00       | $612396.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2057-07-16      | 0.4664%  | 0.0000% | $97075840.00       | $767717.09         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2057-07-16      | 0.6853%  | 0.0000% | $128725000.00      | $1368231.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-04-20      | 1.7611%  | 0.0000% | $22170656.00       | $435907.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-08-20      | 2.1611%  | 0.0000% | $27887040.00       | $138418.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-06-20      | 1.4613%  | 0.0000% | $16748032.00       | $87210.31          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2059-02-16      | 0.5456%  | 0.0000% | $72000000.00       | $810917.34         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-09-16      | 0.6991%  | 0.0000% | $75000000.00       | $830940.11         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-02-16      | 0.5329%  | 0.0000% | $161415168.00      | $900138.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2057-02-16      | 0.7007%  | 0.0000% | $74070000.00       | $1048990.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-05-20      | 0.2268%  | 0.0000% | $38000000.00       | $123703.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-05-20      | 3.0000%  | 0.0000% | $10165000.00       | $8882255.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-08-20      | 3.0000%  | 0.0000% | $3200000.00        | $2799842.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2059-07-16      | 0.5661%  | 0.0000% | $105112704.00      | $1788019.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2059-05-16      | 0.6093%  | 0.0000% | $62400000.00       | $680856.85         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-09-16      | 3.0000%  | 0.0000% | $10650000.00       | $4067891.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-05-16      | 0.6803%  | 0.0000% | $25344320.00       | $218368.46         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-07-16      | 1.0045%  | 0.0000% | $75398528.00       | $1489916.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-06-16      | 0.8836%  | 0.0000% | $8500000.00        | $256560.89         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-09-16      | 0.8482%  | 0.0000% | $12200000.00       | $611799.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-12-16      | 0.5853%  | 0.0000% | $113438000.00      | $3865108.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-09-16      | 1.2712%  | 0.0000% | $118610432.00      | $9523341.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-08-16      | 0.8930%  | 0.0000% | $11700000.00       | $577400.13         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-05-16      | 0.8355%  | 0.0000% | $11800000.00       | $573023.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-04-16      | 0.8155%  | 0.0000% | $26286112.00       | $1382070.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-08-16      | 0.8868%  | 0.0000% | $662500000.00      | $37639672.76       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-05-16      | 0.8262%  | 0.0000% | $25000000.00       | $1349996.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-03-16      | 0.9923%  | 0.0000% | $18625000.00       | $1174276.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-06-16      | 0.8199%  | 0.0000% | $37000000.00       | $1823134.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-01-16      | 1.0511%  | 0.0000% | $17500000.00       | $1193491.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-05-16      | 0.9866%  | 0.0000% | $13500000.00       | $825590.35         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-05-16      | 0.9729%  | 0.0000% | $14450000.00       | $878534.12         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-01-16      | 0.7985%  | 0.0000% | $30000000.00       | $1612927.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-03-16      | 1.2879%  | 0.0000% | $17950000.00       | $1219367.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-08-16      | 1.1487%  | 0.0000% | $12700000.00       | $795451.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-07-20      | 0.3733%  | 0.0000% | $54424448.00       | $437674.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-02-20      | 3.5000%  | 0.0000% | $1055000.00        | $916469.47         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-01-20      | 4.5000%  | 0.0000% | $100000000.00      | $14814992.82       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-01-16      | 1.6000%  | 0.0000% | $5000000.00        | $3222049.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-11-16      | 1.0434%  | 0.0000% | $15000000.00       | $1045957.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-04-16      | 0.7897%  | 0.0000% | $12200000.00       | $635278.84         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-05-16      | 0.8400%  | 0.0000% | $15400000.00       | $727175.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-11-16      | 0.8748%  | 0.0000% | $16300000.00       | $1013928.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-10-16      | 0.8462%  | 0.0000% | $20750000.00       | $1095799.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-05-16      | 0.9932%  | 0.0000% | $15050000.00       | $995525.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-02-16      | 0.9872%  | 0.0000% | $15875000.00       | $1048567.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-05-16      | 0.9788%  | 0.0000% | $180000000.00      | $12073660.25       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-11-16      | 1.5500%  | 0.0000% | $4250000.00        | $2901904.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-02-16      | 0.8083%  | 0.0000% | $15100000.00       | $834926.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-06-16      | 0.6910%  | 0.0000% | $125925888.00      | $6732553.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-09-16      | 4.7500%  | 0.0000% | $10000000.00       | $9682508.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-04-16      | 4.5000%  | 0.0000% | $16731000.00       | $14966983.75       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2066-03-16      | 5.0000%  | 0.0000% | $15000000.00       | $14996081.66       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-05-16      | 5.0000%  | 0.0000% | $5000000.00        | $4901233.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-05-16      | NA       | 0.0000% | $56000000.00       | $3094839.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-05-16      | NA       | 0.0000% | $1450000.00        | $1512668.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-02-20      | 4.5000%  | 0.0000% | $100000000.00      | $20005051.68       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-06-20      | 4.0000%  | 0.0000% | $150000000.00      | $30446337.15       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-10-20      | 1.0000%  | 0.0000% | $39756544.00       | $378125.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-08-20      | 0.0200%  | 0.0000% | $99991552.00       | $21439.36          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-09-20      | 4.8389%  | 0.0000% | $45211648.00       | $12449740.87       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-08-20      | 0.5892%  | 0.0000% | $60738304.00       | $138971.76         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-12-20      | 3.5000%  | 0.0000% | $9769792.00        | $194787.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-02-20      | 1.7500%  | 0.0000% | $1045000.00        | $583368.14         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-07-20      | 1.7611%  | 0.0000% | $107000000.00      | $6649681.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-07-20      | 1.2500%  | 0.0000% | $24377440.00       | $10168616.91       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-07-20      | 1.0000%  | 0.0000% | $2500000.00        | $879269.47         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-04-20      | 0.1500%  | 0.0000% | $11690160.00       | $29783.50          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-07-20      | 0.0886%  | 0.0000% | $11841936.00       | $15658.96          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | 3.0000%  | 0.0000% | $5000000.00        | $478163.39         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | NA       | 0.0000% | $55205500.00       | $190578.14         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-03-20      | 3.5000%  | 0.0000% | $16368380.00       | $46476.41          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 3.5000%  | 0.0000% | $3418652.00        | $296985.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | NA       | 0.0000% | $51312256.00       | $78025.03          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | NA       | 0.0000% | $7000000.00        | $122312.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 1.2500%  | 0.0000% | $15000000.00       | $5990369.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | NA       | 0.0000% | $12000000.00       | $258619.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 1.8611%  | 0.0000% | $10440192.00       | $1015686.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | NA       | 0.0000% | $9000000.00        | $86683.95          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 1.8611%  | 0.0000% | $50000000.00       | $4735155.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | NA       | 0.0000% | $44955000.00       | $56672.85          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-12-20      | NA       | 0.0000% | $73110400.00       | $104517.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-20      | 1.0717%  | 0.0000% | $2000000.00        | $34560.98          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-11-20      | 0.0500%  | 0.0000% | $117635072.00      | $118962.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-06-20      | 1.4717%  | 0.0000% | $74330752.00       | $3856082.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-11-20      | 2.5000%  | 0.0000% | $412702.00         | $239391.46         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-04-20      | NA       | 0.0000% | $123290368.00      | $125378.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-04-20      | 4.0000%  | 0.0000% | $20142944.00       | $1637183.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 1.7217%  | 0.0000% | $50000000.00       | $3315791.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 1.7517%  | 0.0000% | $30500000.00       | $2289440.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-20      | 6.0000%  | 0.0000% | $729614.00         | $64909.24          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 6.0000%  | 0.0000% | $8125000.00        | $1000170.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.7717%  | 0.0000% | $30000000.00       | $1618956.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 5.1783%  | 0.0000% | $30000000.00       | $20882799.96       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 0.0300%  | 0.0000% | $29999100.00       | $16572.15          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 5.3283%  | 0.0000% | $2800000.00        | $2392435.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-06-16      | 0.7659%  | 0.0000% | $100000000.00      | $6384150.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 1.2817%  | 0.0000% | $50396544.00       | $2996037.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 5.7283%  | 0.0000% | $50000000.00       | $21100393.82       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | 5.5000%  | 0.0000% | $24000000.00       | $9478243.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 7.0000%  | 0.0000% | $714286.00         | $81995.77          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 5.6783%  | 0.0000% | $4500000.00        | $2621007.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 5.0000%  | 0.0000% | $1856824.00        | $1736174.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 2.9217%  | 0.0000% | $81793536.00       | $6250191.85        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-02-20      | 5.5000%  | 0.0000% | $30946528.00       | $21518137.81       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-10-20      | 5.5000%  | 0.0000% | $51367424.00       | $14602701.32       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2036-07-20      | 3.0000%  | 0.0000% | $7616392.00        | $6868073.15        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-07-20      | 5.0000%  | 0.0000% | $9024000.00        | $8907408.61        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2050-06-20      | 1.5611%  | 0.0000% | $39175552.00       | $3983523.27        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-07-20      | 4.5000%  | 0.0000% | $74923000.00       | $72761723.17       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 4.5000%  | 0.0000% | $26047168.00       | $22614828.48       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-02-20      | 5.0000%  | 0.0000% | $2251032.00        | $2033662.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-05-20      | 4.5000%  | 0.0000% | $91757312.00       | $89322960.25       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2049-09-20      | 3.5000%  | 0.0000% | $19837000.00       | $18639854.54       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 5.3783%  | 0.0000% | $19970816.00       | $19793966.93       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2052-04-20      | 5.0000%  | 0.0000% | $21200032.00       | $20659956.46       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 0.7717%  | 0.0000% | $100000000.00      | $4558263.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-08-20      | 5.0000%  | 0.0000% | $6945152.00        | $6884831.19        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 5.0000%  | 0.0000% | $16545280.00       | $15436626.73       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-04-20      | 3.5000%  | 0.0000% | $11627440.00       | $9209042.29        | Agency Mortgage-Backed Securities |

### Security 151: RBC Dominion Securities Inc. Tri Party Repo

- **C.1 - Title:** RBC Dominion Securities Inc. Tri Party Repo 4.339900%
- **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: 932UEA000, C.3 - LEI: N/A, C.5 - Other ID: 932UEA000_4.34_0602
- **C.18 - Value (incl. sponsor support):** $328000000.00
- **C.18.a - Value (excl. sponsor support):** $328000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B                | 2029-01-15      | 0.8750%  | 0.0000% | $15101900.00       | $18800817.44       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2026-07-15      | 0.1250%  | 0.0000% | $19759000.00       | $26130914.56       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-02-15      | 2.2500%  | 0.0000% | $40306200.00       | $39422973.79       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-08-31      | 1.3750%  | 0.0000% | $200.00            | $194.16            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2031-11-15      | 1.3750%  | 0.0000% | $46200.00          | $39015.23          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $96.16             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-06-30      | 3.7500%  | 0.0000% | $44868000.00       | $45047726.58       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2031-10-31      | 4.1250%  | 0.0000% | $2037100.00        | $2042630.26        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-03-31      | 3.8750%  | 0.0000% | $100.00            | $100.50            | U.S. Treasuries (including strips) |
| STRIPS                         | 2027-02-15      | NA       | 0.0000% | $5.55              | $5.19              | U.S. Treasuries (including strips) |
| STRIPS                         | 2029-05-15      | NA       | 0.0000% | $61035088.11       | $52111269.95       | U.S. Treasuries (including strips) |
| Freddie Mac                    | 2037-12-01      | 5.5000%  | 0.0000% | $2836.00           | $28.35             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-08-01      | 5.5000%  | 0.0000% | $14011712.00       | $11534411.48       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 6.0000%  | 0.0000% | $49621824.00       | $40014992.47       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-20      | 6.0000%  | 0.0000% | $13585288.00       | $8468935.90        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 5.5000%  | 0.0000% | $2668008.00        | $2492724.65        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-05-20      | 6.5000%  | 0.0000% | $1001.00           | $1046.28           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 5.0000%  | 0.0000% | $23580975.00       | $22757524.03       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-01-15      | 4.0000%  | 0.0000% | $13153100.00       | $674007.63         | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $78.02             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $87.75             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2054-02-15      | 2.1250%  | 0.0000% | $69116900.00       | $65020419.63       | U.S. Treasuries (including strips) |

### Security 152: RBC Dominion Securities Inc. Tri Party Repo

- **C.1 - Title:** RBC Dominion Securities Inc. Tri Party Repo 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 932UEV004, C.3 - LEI: N/A, C.5 - Other ID: 932UEV004_4.35_0602
- **C.18 - Value (incl. sponsor support):** $1100000000.00
- **C.18.a - Value (excl. sponsor support):** $1100000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL                | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $979.73            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-11-01      | 6.5000%  | 0.0000% | $1160311.00        | $1203828.22        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $942.10            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-02-01      | 5.5000%  | 0.0000% | $2814336.00        | $2780898.07        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1011.33           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.89           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-02-01      | 6.0000%  | 0.0000% | $3740741.00        | $3639351.93        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-02-01      | 7.0000%  | 0.0000% | $1142264.00        | $1211469.00        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-02-01      | 6.0000%  | 0.0000% | $1801290.00        | $1822352.45        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-02-01      | 5.5000%  | 0.0000% | $4811909.00        | $4491868.13        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-02-01      | 5.5000%  | 0.0000% | $4738430.00        | $4721337.89        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $970.98            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 4.5000%  | 0.0000% | $3860340.00        | $3650638.61        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-05-01      | 5.5000%  | 0.0000% | $2407573.00        | $2405533.56        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 7.0000%  | 0.0000% | $1922316.00        | $2020919.28        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $977.01            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $993.72            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $975.22            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-05-01      | 6.0000%  | 0.0000% | $11194496.00       | $11551167.56       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-06-01      | 5.5000%  | 0.0000% | $1008.00           | $1005.30           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1017.52           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-01-01      | 3.5000%  | 0.0000% | $1000.00           | $160.43            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-09-01      | 2.0000%  | 0.0000% | $1009.00           | $597.11            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 3.5000%  | 0.0000% | $9461913.00        | $7288389.36        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $636.91            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-11-01      | 2.0000%  | 0.0000% | $80000.00          | $46709.87          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-10-01      | 5.5000%  | 0.0000% | $3836400.00        | $3772871.03        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-11-01      | 5.5000%  | 0.0000% | $2826504.00        | $2658947.68        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-01      | 2.5000%  | 0.0000% | $140320.00         | $90660.87          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-01-01      | 6.5000%  | 0.0000% | $759596.00         | $644212.92         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-03-01      | 5.0000%  | 0.0000% | $17579701.00       | $13832764.53       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-05-01      | 5.0000%  | 0.0000% | $147081.00         | $130438.01         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-10-01      | 3.5000%  | 0.0000% | $1045.00           | $236.82            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $256.78            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-11-01      | 2.0000%  | 0.0000% | $5378370.00        | $3279027.34        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-02-01      | 2.0000%  | 0.0000% | $50868899.00       | $28649887.92       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-05-01      | 4.0000%  | 0.0000% | $5219400.00        | $1889620.92        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-06-01      | 2.0000%  | 0.0000% | $5628089.00        | $3247273.28        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-10-01      | 2.5000%  | 0.0000% | $106000.00         | $66647.94          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-12-01      | 2.5000%  | 0.0000% | $384010.00         | $239319.74         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-03-01      | 2.5000%  | 0.0000% | $197000.00         | $129239.60         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-03-01      | 2.5000%  | 0.0000% | $400000.00         | $268500.20         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-03-01      | 2.5000%  | 0.0000% | $40000.00          | $26199.05          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-01      | 2.5000%  | 0.0000% | $56446.00          | $38903.72          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-08-01      | 4.5000%  | 0.0000% | $26528.00          | $20787.51          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $809.68            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-10-01      | 5.5000%  | 0.0000% | $13634717.00       | $11603416.85       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-10-01      | 4.5000%  | 0.0000% | $33455.00          | $25633.60          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-10-01      | 5.0000%  | 0.0000% | $9500000.00        | $7507489.70        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-04-01      | 6.0000%  | 0.0000% | $10612413.00       | $9022738.10        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-09-01      | 5.5000%  | 0.0000% | $900000.00         | $795064.52         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2053-05-01      | 6.5000%  | 0.0000% | $13060.00          | $9524.91           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-06-01      | 5.0000%  | 0.0000% | $829403.00         | $751177.20         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-07-01      | 5.5000%  | 0.0000% | $5710496.00        | $4649147.01        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-08-01      | 5.0000%  | 0.0000% | $15460384.00       | $13496456.55       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-02-01      | 5.0000%  | 0.0000% | $26157698.00       | $23505587.43       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-01      | 6.5000%  | 0.0000% | $695721.00         | $590224.87         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-01-01      | 7.0000%  | 0.0000% | $1024.00           | $801.44            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-01-01      | 6.5000%  | 0.0000% | $304647.00         | $265376.87         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-02-01      | 5.0000%  | 0.0000% | $444000.00         | $398205.93         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-08-01      | 5.0000%  | 0.0000% | $140000.00         | $129977.99         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-04-01      | 6.5000%  | 0.0000% | $2000.00           | $1725.44           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-05-01      | 6.5000%  | 0.0000% | $2080.00           | $1702.00           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-06-01      | 6.0000%  | 0.0000% | $48513.00          | $45719.66          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-07-01      | 6.0000%  | 0.0000% | $371012.00         | $353081.71         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-08-01      | 7.0000%  | 0.0000% | $14861808.00       | $12721072.68       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2039-09-01      | 6.0000%  | 0.0000% | $2836949.00        | $2637895.25        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-10-01      | 5.5000%  | 0.0000% | $30624823.00       | $29307419.21       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-11-01      | 4.5000%  | 0.0000% | $7000.00           | $6477.49           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-01-01      | 6.5000%  | 0.0000% | $7529520.00        | $7457359.68        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-07-01      | 2.0000%  | 0.0000% | $687560.00         | $527936.91         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-02-01      | 5.5000%  | 0.0000% | $365456.00         | $360210.39         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-05-01      | 2.5000%  | 0.0000% | $1024.00           | $830.06            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2052-11-01      | 4.5000%  | 0.0000% | $8608016.00        | $8318303.15        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-02-01      | 5.0000%  | 0.0000% | $9567818.00        | $9252554.72        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 3.0000%  | 0.0000% | $6488200.00        | $5560408.23        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-05-01      | 4.0000%  | 0.0000% | $5959000.00        | $912592.84         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-05-01      | 5.0000%  | 0.0000% | $2139000.00        | $244822.43         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-11-01      | 3.0000%  | 0.0000% | $1258376.00        | $348111.46         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-11-01      | 3.5000%  | 0.0000% | $1208290.00        | $207707.18         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-07-01      | 3.5000%  | 0.0000% | $284375.00         | $86986.28          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-07-01      | 2.5000%  | 0.0000% | $3948084.00        | $1651512.87        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-07-01      | 4.0000%  | 0.0000% | $1245000.00        | $330966.78         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-11-01      | 2.5000%  | 0.0000% | $499000.00         | $272455.98         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-03-01      | 2.0000%  | 0.0000% | $494999.00         | $251329.29         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-01-01      | 2.0000%  | 0.0000% | $2984000.00        | $1682000.57        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-01-01      | 2.0000%  | 0.0000% | $165954.00         | $84416.58          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-06-01      | 4.0000%  | 0.0000% | $2388988.00        | $721084.77         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-03-01      | 2.0000%  | 0.0000% | $800000.00         | $455148.43         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-12-01      | 4.5000%  | 0.0000% | $1002.00           | $326.94            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-01-01      | 4.0000%  | 0.0000% | $4023996.00        | $1680083.04        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-11-01      | 3.0000%  | 0.0000% | $215000.00         | $109939.54         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-08-01      | 3.0000%  | 0.0000% | $9000.00           | $5594.26           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-03-01      | 2.5000%  | 0.0000% | $585000.00         | $320197.52         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-08-01      | 3.0000%  | 0.0000% | $1100000.00        | $626221.15         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-09-01      | 1.5000%  | 0.0000% | $286849.00         | $169749.22         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-08-01      | 3.0000%  | 0.0000% | $1370280.00        | $845962.42         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-09-01      | 2.5000%  | 0.0000% | $161000.00         | $101911.73         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-09-01      | 3.5000%  | 0.0000% | $300000.00         | $158529.38         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-10-01      | 2.5000%  | 0.0000% | $21000.00          | $12210.20          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-12-01      | 3.5000%  | 0.0000% | $625050.00         | $389824.70         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-09-01      | 2.5000%  | 0.0000% | $8295000.00        | $5132899.82        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-10-01      | 2.0000%  | 0.0000% | $400000.00         | $250384.94         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-11-01      | 2.0000%  | 0.0000% | $155000.00         | $94531.46          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-11-01      | 2.0000%  | 0.0000% | $57778.00          | $36210.17          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-05-01      | 4.5000%  | 0.0000% | $62000.00          | $36417.53          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-11-01      | 2.5000%  | 0.0000% | $2426844.00        | $1617675.73        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-06-01      | 3.5000%  | 0.0000% | $334000.00         | $184953.70         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-08-01      | 3.0000%  | 0.0000% | $7601360.00        | $4779192.71        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-12-01      | 3.0000%  | 0.0000% | $566294.00         | $351608.53         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-11-01      | 3.0000%  | 0.0000% | $78000.00          | $42139.60          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-03-01      | 4.0000%  | 0.0000% | $713269.00         | $403397.96         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-01-01      | 2.0000%  | 0.0000% | $200000.00         | $125688.91         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-01-01      | 2.5000%  | 0.0000% | $318134.00         | $218580.67         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-02-01      | 2.5000%  | 0.0000% | $1904962.00        | $1260428.09        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-02-01      | 3.0000%  | 0.0000% | $247000.00         | $163408.78         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-01-01      | 3.0000%  | 0.0000% | $306001.00         | $170543.83         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-01      | 4.0000%  | 0.0000% | $25393973.00       | $18750984.88       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $646.36            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-01      | 3.0000%  | 0.0000% | $54000.00          | $39003.99          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-12-01      | 2.5000%  | 0.0000% | $500000.00         | $304761.95         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-03-01      | 3.5000%  | 0.0000% | $400000.00         | $267059.76         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-12-01      | 3.5000%  | 0.0000% | $6650000.00        | $4372963.57        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $73475.72          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-01      | 3.5000%  | 0.0000% | $60730.00          | $42328.64          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-11-01      | 2.5000%  | 0.0000% | $9000.00           | $5486.17           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $645.33            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-01      | 3.5000%  | 0.0000% | $365000.00         | $232035.52         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-01      | 3.5000%  | 0.0000% | $1013.00           | $706.93            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-05-01      | 3.5000%  | 0.0000% | $500000.00         | $368358.71         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-01      | 3.5000%  | 0.0000% | $100000.00         | $71390.34          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-03-01      | 3.5000%  | 0.0000% | $571000.00         | $331399.13         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-12-01      | 3.0000%  | 0.0000% | $200000.00         | $108545.85         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-01      | 3.0000%  | 0.0000% | $350590.00         | $233339.65         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $712.32            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-05-01      | 2.5000%  | 0.0000% | $650000.00         | $442463.43         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-07-01      | 2.5000%  | 0.0000% | $160000.00         | $102598.85         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-05-01      | 3.0000%  | 0.0000% | $107000.00         | $72477.46          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-05-01      | 3.0000%  | 0.0000% | $110000.00         | $75509.76          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-01      | 2.5000%  | 0.0000% | $135000.00         | $88565.25          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-03-01      | 3.0000%  | 0.0000% | $143000.00         | $97582.97          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-06-01      | 4.5000%  | 0.0000% | $545002.00         | $396119.33         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-01-01      | 3.5000%  | 0.0000% | $544002.00         | $358334.55         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-03-01      | 4.0000%  | 0.0000% | $1758000.00        | $142416.75         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-02-01      | 3.0000%  | 0.0000% | $197000.00         | $136416.58         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-08-01      | 5.0000%  | 0.0000% | $350000.00         | $266763.72         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-08-01      | 3.5000%  | 0.0000% | $154000.00         | $118733.20         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-01-01      | 2.5000%  | 0.0000% | $360000.00         | $257907.37         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-12-01      | 2.5000%  | 0.0000% | $9590339.00        | $6923876.77        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-07-01      | 3.0000%  | 0.0000% | $231983.00         | $139480.03         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-05-01      | 2.0000%  | 0.0000% | $100000.00         | $68083.70          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-10-01      | 4.0000%  | 0.0000% | $34486760.00       | $26296927.96       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-10-01      | 4.5000%  | 0.0000% | $38300.00          | $29825.38          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-09-01      | 4.0000%  | 0.0000% | $80360.00          | $61992.44          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-11-01      | 3.0000%  | 0.0000% | $1836165.00        | $1244152.53        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-11-01      | 5.0000%  | 0.0000% | $100000.00         | $81018.31          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-12-01      | 5.5000%  | 0.0000% | $52000.00          | $40345.07          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-12-01      | 5.5000%  | 0.0000% | $80230.00          | $65286.44          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-04-01      | 5.0000%  | 0.0000% | $265000.00         | $231481.33         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-11-01      | 5.5000%  | 0.0000% | $160000.00         | $117503.15         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-01-01      | 6.0000%  | 0.0000% | $12000.00          | $8863.54           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-02-01      | 3.0000%  | 0.0000% | $1122995.00        | $796182.95         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-02-01      | 6.0000%  | 0.0000% | $19545315.00       | $12912903.27       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-08-01      | 3.5000%  | 0.0000% | $9000.00           | $6703.30           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-03-01      | 5.5000%  | 0.0000% | $206441.00         | $168421.66         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-02-01      | 6.0000%  | 0.0000% | $344350.00         | $270925.88         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $913.85            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-03-01      | 6.0000%  | 0.0000% | $100000.00         | $88818.38          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-05-01      | 3.0000%  | 0.0000% | $183000.00         | $128515.87         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-03-01      | 2.5000%  | 0.0000% | $11000.00          | $7640.56           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-05-01      | 5.0000%  | 0.0000% | $700000.00         | $606582.04         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-04-01      | 5.0000%  | 0.0000% | $7057064.00        | $6175571.49        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-05-01      | 6.0000%  | 0.0000% | $100000.00         | $83935.68          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2053-06-01      | 5.0000%  | 0.0000% | $922653.00         | $783921.32         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-08-01      | 3.5000%  | 0.0000% | $161000.00         | $128064.00         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-01-01      | 2.5000%  | 0.0000% | $766000.00         | $491996.77         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-02-01      | 6.5000%  | 0.0000% | $385845.00         | $278768.01         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-10-01      | 2.5000%  | 0.0000% | $992897.00         | $712320.37         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-03-01      | 3.0000%  | 0.0000% | $10708440.00       | $8172311.71        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-02-01      | 4.5000%  | 0.0000% | $85000.00          | $67129.45          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-06-01      | 2.5000%  | 0.0000% | $8000.00           | $5657.04           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-12-01      | 5.0000%  | 0.0000% | $216000.00         | $189557.17         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-10-01      | 6.0000%  | 0.0000% | $193000.00         | $164196.81         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-12-01      | 2.5000%  | 0.0000% | $105000.00         | $76487.89          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-07-01      | 2.5000%  | 0.0000% | $719771.00         | $535563.07         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-10-01      | 6.0000%  | 0.0000% | $11410224.00       | $9888605.18        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $813.80            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-09-01      | 5.0000%  | 0.0000% | $3401112.00        | $2811021.74        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-02-01      | 5.0000%  | 0.0000% | $10067.00          | $8929.09           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $777.70            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-01-01      | 3.5000%  | 0.0000% | $13190576.00       | $10669387.82       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-01      | 6.5000%  | 0.0000% | $853526.00         | $708801.45         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-07-01      | 4.0000%  | 0.0000% | $65001.00          | $51032.87          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-08-01      | 3.5000%  | 0.0000% | $23000.00          | $19068.27          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-12-01      | 6.5000%  | 0.0000% | $36821248.00       | $28814938.03       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-01      | 5.0000%  | 0.0000% | $497699.00         | $450281.56         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-05-01      | 4.0000%  | 0.0000% | $1000.00           | $809.05            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-07-01      | 6.0000%  | 0.0000% | $8000.00           | $7214.00           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-01      | 5.5000%  | 0.0000% | $19000.00          | $17539.86          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-05-01      | 2.5000%  | 0.0000% | $700000.00         | $526656.20         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $767.02            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-02-01      | 6.0000%  | 0.0000% | $1024.00           | $911.26            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-01-01      | 2.5000%  | 0.0000% | $165000.00         | $126059.31         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-07-01      | 2.5000%  | 0.0000% | $873000.00         | $693942.78         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2039-05-01      | 5.0000%  | 0.0000% | $991375.00         | $804405.40         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-09-01      | 3.0000%  | 0.0000% | $38000.00          | $31830.52          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-07-01      | 7.5000%  | 0.0000% | $482467.00         | $404449.89         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-06-01      | 5.5000%  | 0.0000% | $5952600.00        | $5677107.11        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-08-01      | 3.0000%  | 0.0000% | $4200304.00        | $3436926.52        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $846.30            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2039-06-01      | 4.5000%  | 0.0000% | $8936456.00        | $361797.53         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-04-01      | 3.0000%  | 0.0000% | $2000.00           | $208.50            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-11-01      | 3.5000%  | 0.0000% | $1013.00           | $95.86             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-12-01      | 2.0000%  | 0.0000% | $1000.00           | $605.99            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-04-01      | 4.5000%  | 0.0000% | $2000.00           | $1782.91           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-06-01      | 2.5000%  | 0.0000% | $1000.00           | $667.42            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $775.72            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $734.72            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1627.59           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-01-01      | 5.5000%  | 0.0000% | $1008.00           | $800.05            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-07-01      | 6.0000%  | 0.0000% | $1024.00           | $825.75            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $976.39            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-12-01      | 4.5000%  | 0.0000% | $1263058.00        | $1185935.46        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $995.91            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1048.77           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.27           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-05-01      | 6.0000%  | 0.0000% | $2667408.00        | $2725360.99        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-02-01      | 3.0000%  | 0.0000% | $124352.00         | $109809.65         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-02-01      | 5.5000%  | 0.0000% | $2731250.00        | $2708047.86        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $996.28            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-12-01      | 5.0000%  | 0.0000% | $5140048.00        | $5103131.03        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-12-01      | 5.0000%  | 0.0000% | $19984049.00       | $19654807.36       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-10-01      | 6.5000%  | 0.0000% | $16586496.00       | $14792580.30       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-06-01      | 6.0000%  | 0.0000% | $3020.00           | $2696.26           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-03-01      | 5.5000%  | 0.0000% | $1073744.00        | $991480.58         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-04-01      | 6.0000%  | 0.0000% | $119552.00         | $110593.29         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-06-01      | 5.5000%  | 0.0000% | $1321600.00        | $1311479.86        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-10-01      | 5.5000%  | 0.0000% | $271165.00         | $261024.93         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-02-01      | 6.0000%  | 0.0000% | $6728.00           | $6641.86           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-09-20      | 4.0000%  | 0.0000% | $1280.00           | $86.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | 5.5000%  | 0.0000% | $17638060.00       | $12935499.53       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-07-20      | 5.5000%  | 0.0000% | $1000.00           | $938.92            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 5.5000%  | 0.0000% | $70660236.00       | $61012613.62       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 5.5000%  | 0.0000% | $10301612.00       | $9624814.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 5.0000%  | 0.0000% | $117359380.00      | $112272878.58      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 6.0000%  | 0.0000% | $1000.00           | $982.72            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-01-20      | 6.0000%  | 0.0000% | $2492408.00        | $2509436.63        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-01-20      | 5.0000%  | 0.0000% | $2675867.00        | $2596791.48        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-04-20      | 7.0000%  | 0.0000% | $39990272.00       | $41324178.66       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-05-20      | 6.0000%  | 0.0000% | $2064632.00        | $2128972.81        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-04-20      | 7.0000%  | 0.0000% | $1051726.00        | $1107697.69        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-05-20      | 6.5000%  | 0.0000% | $694635.00         | $726054.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 5.0000%  | 0.0000% | $138739264.00      | $133894469.38      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 5.5000%  | 0.0000% | $18922176.00       | $18670971.72       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 6.0000%  | 0.0000% | $62162780.00       | $62534843.86       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 4.5000%  | 0.0000% | $32654464.00       | $30769479.07       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $999.09            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-07-01      | 6.0000%  | 0.0000% | $2279.00           | $24.27             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-12-01      | 5.5000%  | 0.0000% | $1089.00           | $10.89             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2034-10-01      | 6.0000%  | 0.0000% | $1024.00           | $14.18             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-04-01      | 4.0000%  | 0.0000% | $1000.00           | $72.20             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-01-01      | 4.5000%  | 0.0000% | $1000.00           | $27.75             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-12-01      | 3.0000%  | 0.0000% | $196501.00         | $43569.96          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-11-01      | 3.5000%  | 0.0000% | $430000.00         | $40913.97          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-06-01      | 2.5000%  | 0.0000% | $3438036.00        | $2533305.27        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-05-01      | 6.0000%  | 0.0000% | $9042.00           | $7439.51           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-04-01      | 3.5000%  | 0.0000% | $620000.00         | $443555.86         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-05-01      | 5.5000%  | 0.0000% | $13487.00          | $10387.61          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-10-01      | 5.0000%  | 0.0000% | $30000.00          | $26019.64          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-07-01      | 6.0000%  | 0.0000% | $22581216.00       | $21541338.91       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-11-01      | 5.5000%  | 0.0000% | $34333205.00       | $32559846.31       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-10-01      | 3.0000%  | 0.0000% | $1974.00           | $294.74            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-01-01      | 5.0000%  | 0.0000% | $2680.00           | $2575.26           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-01-01      | 6.0000%  | 0.0000% | $7010.00           | $6715.66           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $541.45            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $645.68            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-10-01      | 3.0000%  | 0.0000% | $1000.00           | $741.53            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $785.69            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-05-01      | 5.5000%  | 0.0000% | $123000.00         | $102088.58         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-11-01      | 5.0000%  | 0.0000% | $8466816.00        | $7510669.80        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $286.64            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $202.17            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $438.82            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-11-01      | 4.0000%  | 0.0000% | $1338.00           | $215.24            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $661.87            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $705.90            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-02-01      | 2.5000%  | 0.0000% | $1012.00           | $673.61            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $848.26            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-08-01      | 5.0000%  | 0.0000% | $395180.00         | $371738.07         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $880.87            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-09-01      | 6.5000%  | 0.0000% | $1030.00           | $892.25            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-11-01      | 6.5000%  | 0.0000% | $6831312.00        | $6405464.27        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $943.54            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $505.42            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-01-01      | 7.5000%  | 0.0000% | $1451352.00        | $1245877.76        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1020.62           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $911.83            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $992.85            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-09-01      | 3.5000%  | 0.0000% | $1024.00           | $421.01            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-02-01      | 2.5000%  | 0.0000% | $1395848.00        | $796988.36         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $599.18            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $735.93            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-07-01      | 5.0000%  | 0.0000% | $1000.00           | $96.39             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2039-03-01      | 4.0000%  | 0.0000% | $1000.00           | $129.26            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-01-01      | 5.0000%  | 0.0000% | $35142.00          | $688.08            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-12-01      | 7.5000%  | 0.0000% | $1236.00           | $30.15             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2031-04-01      | 3.5000%  | 0.0000% | $3557.00           | $101.10            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-12-01      | 3.0000%  | 0.0000% | $26281408.00       | $7957120.22        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-12-01      | 3.0000%  | 0.0000% | $22785408.00       | $6171864.72        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-10-01      | 6.5000%  | 0.0000% | $3025788.00        | $2573658.84        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-12-01      | 7.0000%  | 0.0000% | $15732360.00       | $10494945.22       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-01      | 6.5000%  | 0.0000% | $1025038.00        | $774741.53         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-01-01      | 7.5000%  | 0.0000% | $1176656.00        | $773189.28         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-05-01      | 5.5000%  | 0.0000% | $16215638.00       | $13686703.17       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-05-01      | 6.5000%  | 0.0000% | $1120664.00        | $970844.85         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-06-01      | 6.5000%  | 0.0000% | $1007500.00        | $1021368.78        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1046.13           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-09-01      | 6.0000%  | 0.0000% | $3117752.00        | $3144784.10        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-07-01      | 6.0000%  | 0.0000% | $4387603.00        | $4275436.44        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-07-01      | 6.0000%  | 0.0000% | $1510732.00        | $1444221.35        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-07-01      | 6.0000%  | 0.0000% | $1414068.00        | $1429858.22        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $989.78            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1050.28           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-03-01      | 5.5000%  | 0.0000% | $2335219.00        | $2330083.80        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-01-01      | 6.0000%  | 0.0000% | $2271003.00        | $2319810.52        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-08-01      | 5.5000%  | 0.0000% | $1287536.00        | $1272071.28        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.61           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-10-01      | 6.0000%  | 0.0000% | $1016.00           | $987.90            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-09-01      | 6.0000%  | 0.0000% | $1025.00           | $999.78            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1031.25           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-09-01      | 5.5000%  | 0.0000% | $1710401.00        | $1643651.27        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-09-01      | 6.0000%  | 0.0000% | $1157758.00        | $1172681.76        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-10-01      | 6.5000%  | 0.0000% | $654312.00         | $479822.97         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-10-01      | 5.5000%  | 0.0000% | $204001.00         | $192721.35         | Agency Mortgage-Backed Securities |

### Security 153: Royal Bank of Canada NY Tri Party Repo

- **C.1 - Title:** Royal Bank of Canada NY Tri Party Repo 4.339900%
- **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_4.34_0602
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-01-31      | 0.7500%  | 0.0000% | $174884000.00      | $161498810.60      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 0.6250%  | 0.0000% | $712600.00         | $685936.33         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-15      | 1.8750%  | 0.0000% | $56130900.00       | $48944895.33       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.1250%  | 0.0000% | $88148300.00       | $86004672.79       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-08-31      | 5.0000%  | 0.0000% | $8746600.00        | $8865729.83        | U.S. Treasuries (including strips) |

### Security 154: Bank of Montreal Tri Party Repo

- **C.1 - Title:** Bank of Montreal Tri Party Repo 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 934EEG001, C.3 - LEI: N/A, C.5 - Other ID: 934EEG001_4.35_0602
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GINNIE MAE II POOL | 2065-04-20      | 7.0000%  | 0.0000% | $18461356.00       | $18981558.04       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2065-05-20      | 6.5000%  | 0.0000% | $10844419.00       | $11108123.94       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2065-05-20      | 6.5000%  | 0.0000% | $18289506.00       | $18734272.24       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2065-03-20      | 6.5000%  | 0.0000% | $2129555.00        | $2176046.60        | Agency Mortgage-Backed Securities |

### Security 155: BMO Capital Markets Corp. Tri party Repo

- **C.1 - Title:** BMO Capital Markets Corp. Tri party Repo 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 934EFN005, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: 934EFN005_4.35_0602
- **C.18 - Value (incl. sponsor support):** $65000000.00
- **C.18.a - Value (excl. sponsor support):** $65000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC GOLD POOL | 2045-04-01      | 3.0000%  | 0.0000% | $6165055.00        | $5515009.55        | Agency Mortgage-Backed Securities  |
| TREASURY BILL         | 2025-08-28      | NA       | 0.0000% | $10004800.00       | $9902200.78        | U.S. Treasuries (including strips) |
| US TREASURY N/B       | 2026-03-31      | 0.7500%  | 0.0000% | $49995000.00       | $48656809.23       | U.S. Treasuries (including strips) |
| US TREASURY N/B       | 2029-11-30      | 4.1250%  | 0.0000% | $2166500.00        | $2226060.72        | U.S. Treasuries (including strips) |

### Security 156: Fixed Income Clearing Corp. Tri Party Repo - BNYM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 934QAM005, C.3 - LEI: N/A, C.5 - Other ID: 934QAM005_4.35_0602
- **C.18 - Value (incl. sponsor support):** $1050000000.00
- **C.18.a - Value (excl. sponsor support):** $1050000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae       | 2054-12-01      | 5.0000%  | 0.0000% | $49428286.00       | $46550329.02       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-03-01      | 6.0000%  | 0.0000% | $2431592.00        | $2471760.07        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $996.52            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2036-12-01      | 1.5000%  | 0.0000% | $5758032.00        | $5066166.07        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-06-01      | 7.0000%  | 0.0000% | $6111088.00        | $5425523.69        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2049-05-01      | 4.0000%  | 0.0000% | $35345216.00       | $11408480.46       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $791.66            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 6.0000%  | 0.0000% | $9514880.00        | $9715399.75        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-05-01      | 5.5000%  | 0.0000% | $1865932.00        | $1876811.42        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-06-01      | 7.0000%  | 0.0000% | $6282930.00        | $6612267.93        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2056-06-01      | 3.5000%  | 0.0000% | $1104.00           | $403.55            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2056-08-01      | 5.0000%  | 0.0000% | $8255000.00        | $2149057.20        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2057-03-01      | 3.5000%  | 0.0000% | $106999.00         | $33481.45          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2057-01-01      | 4.5000%  | 0.0000% | $2559680.00        | $715628.49         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2057-02-01      | 3.5000%  | 0.0000% | $1000.00           | $310.61            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2058-08-01      | 3.5000%  | 0.0000% | $98000.00          | $29890.89          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2059-01-01      | 3.0000%  | 0.0000% | $268516.00         | $96911.61          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2059-01-01      | 4.5000%  | 0.0000% | $1000.00           | $414.23            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2062-09-01      | 2.5000%  | 0.0000% | $13387168.00       | $8939537.57        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2063-06-01      | 3.5000%  | 0.0000% | $1024.00           | $781.25            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2063-06-01      | 3.5000%  | 0.0000% | $23062944.00       | $18432706.36       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2063-06-01      | 4.5000%  | 0.0000% | $7394499.00        | $6076739.41        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-02-01      | 3.0000%  | 0.0000% | $24676299.00       | $11859901.30       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-10-01      | 5.0000%  | 0.0000% | $31696416.00       | $25062451.05       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-02-01      | 6.0000%  | 0.0000% | $24112560.00       | $21278822.34       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-09-01      | 5.5000%  | 0.0000% | $33648840.00       | $28576121.06       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2053-04-01      | 5.5000%  | 0.0000% | $31450496.00       | $27339610.25       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-06-01      | 5.0000%  | 0.0000% | $26534600.00       | $21999776.49       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-06-01      | 5.0000%  | 0.0000% | $25495840.00       | $22946511.63       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-11-01      | 6.0000%  | 0.0000% | $52371361.00       | $45942874.26       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-01-01      | 5.5000%  | 0.0000% | $1000.00           | $911.26            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-04-01      | 6.5000%  | 0.0000% | $1024.00           | $883.43            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-05-01      | 5.5000%  | 0.0000% | $45681591.00       | $41483179.81       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-07-01      | 6.5000%  | 0.0000% | $9206968.00        | $8450572.29        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-01-01      | 5.0000%  | 0.0000% | $44444658.00       | $42329758.19       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-01-01      | 5.0000%  | 0.0000% | $23736672.00       | $22579023.27       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-09-01      | 5.5000%  | 0.0000% | $25527541.00       | $24342662.94       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-11-01      | 4.5000%  | 0.0000% | $1008.00           | $932.24            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-12-01      | 5.0000%  | 0.0000% | $7050632.00        | $6722992.51        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-12-01      | 5.5000%  | 0.0000% | $45145300.00       | $43995710.47       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-11-01      | 5.0000%  | 0.0000% | $20507648.00       | $19483482.38       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 3.5000%  | 0.0000% | $5244660.00        | $4542465.20        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-04-01      | 4.0000%  | 0.0000% | $14709824.00       | $12931738.41       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $971.94            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $914.42            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-01-01      | 5.5000%  | 0.0000% | $23436928.00       | $23306473.12       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-06-01      | 4.0000%  | 0.0000% | $43768737.00       | $41747856.59       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-12-01      | 5.0000%  | 0.0000% | $15252640.00       | $14893109.62       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-04-01      | 3.0000%  | 0.0000% | $1203368.00        | $1070394.23        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 6.0000%  | 0.0000% | $43282496.00       | $43909890.19       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-05-01      | 4.0000%  | 0.0000% | $102851840.00      | $28511193.00       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-05-01      | 2.0000%  | 0.0000% | $74072960.00       | $46790777.39       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-12-01      | 2.5000%  | 0.0000% | $11358352.00       | $7286603.34        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 5.0000%  | 0.0000% | $49927800.00       | $40285071.42       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-12-01      | 6.0000%  | 0.0000% | $50108544.00       | $45018306.68       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $908.95            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-08-01      | 5.5000%  | 0.0000% | $1120.00           | $1049.47           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $968.30            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $930.76            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-10-01      | 5.5000%  | 0.0000% | $47921600.00       | $46789778.77       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-10-01      | 5.5000%  | 0.0000% | $46513920.00       | $45067646.38       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1021.14           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $1055.91           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $998.69            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-05-01      | 5.5000%  | 0.0000% | $22122912.00       | $22209115.17       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-12-01      | 6.0000%  | 0.0000% | $38819200.00       | $33006612.99       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-06-01      | 5.5000%  | 0.0000% | $45794080.00       | $41832572.90       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-03-01      | 5.5000%  | 0.0000% | $29655616.00       | $28610797.87       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-05-01      | 6.5000%  | 0.0000% | $3028032.00        | $3180772.33        | Agency Mortgage-Backed Securities |

### Security 157: Prudential Insurance Company of America Repo

- **C.1 - Title:** Prudential Insurance Company of America Repo 4.370000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 934QUK007, C.3 - LEI: N/A, C.5 - Other ID: 934QUK007_4.37_0602
- **C.18 - Value (incl. sponsor support):** $591473750.00
- **C.18.a - Value (excl. sponsor support):** $591473750.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIP PRINC     | 2027-08-15      | NA       | 0.0000% | $50000000.00       | $45958100.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2041-08-15      | NA       | 0.0000% | $15000000.00       | $6813675.00        | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2048-02-15      | NA       | 0.0000% | $250000000.00      | $79122000.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2049-11-15      | NA       | 0.0000% | $100000000.00      | $29135500.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2050-02-15      | NA       | 0.0000% | $100000000.00      | $28800200.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2050-08-15      | NA       | 0.0000% | $50000000.00       | $14118100.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2051-02-15      | NA       | 0.0000% | $100000000.00      | $27557700.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2051-05-15      | NA       | 0.0000% | $95000000.00       | $25930345.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-05-15      | 3.0000%  | 0.0000% | $20000000.00       | $14668206.52       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-05-15      | 2.8750%  | 0.0000% | $20000000.00       | $14051562.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-11-15      | 4.0000%  | 0.0000% | $49000000.00       | $42020828.80       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 4.3750%  | 0.0000% | $50000000.00       | $50869485.93       | U.S. Treasuries (including strips) |
| STRIPS          | 2037-02-15      | NA       | 0.0000% | $45000000.00       | $25966665.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2051-11-15      | NA       | 0.0000% | $40000000.00       | $10503760.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2039-02-15      | NA       | 0.0000% | $37000000.00       | $18941188.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2052-02-15      | NA       | 0.0000% | $25000000.00       | $6482975.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2052-08-15      | NA       | 0.0000% | $150000000.00      | $38362800.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2039-11-15      | NA       | 0.0000% | $50000000.00       | $24444350.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2041-11-15      | NA       | 0.0000% | $14000000.00       | $6084022.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2042-02-15      | NA       | 0.0000% | $50000000.00       | $21420150.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2042-05-15      | NA       | 0.0000% | $25000000.00       | $10557750.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2046-11-15      | NA       | 0.0000% | $33000000.00       | $10969266.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2050-05-15      | NA       | 0.0000% | $70000000.00       | $19646620.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2050-11-15      | NA       | 0.0000% | $25000000.00       | $6850500.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2051-02-15      | NA       | 0.0000% | $100000000.00      | $27085000.00       | U.S. Treasuries (including strips) |

### Security 158: Fixed Income Clearing Corp. Tri Party Repo - BNYM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 4.339900%
- **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_4.34_0602
- **C.18 - Value (incl. sponsor support):** $1650000000.00
- **C.18.a - Value (excl. sponsor support):** $1650000000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2045-02-15      | 0.7500%  | 0.0000% | $476138000.00      | $463809470.10      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $73.00             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $187267000.00      | $189653211.36      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-02-15      | 4.6250%  | 0.0000% | $1000000000.00     | $1029537293.00     | U.S. Treasuries (including strips) |

### Security 159: National Australia Bank Ltd. Repo

- **C.1 - Title:** National Australia Bank Ltd. Repo 4.319900%
- **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: N/A, C.5 - Other ID: 935EJW000_4.32_0602
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $787985000.00      | $765068200.40      | U.S. Treasuries (including strips) |

### Security 160: Standard Chartered Bank Tri Party Repo

- **C.1 - Title:** Standard Chartered Bank Tri Party Repo 4.339900%
- **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: 935MKJ009, C.3 - LEI: N/A, C.5 - Other ID: 935MKJ009_4.34_0602
- **C.18 - Value (incl. sponsor support):** $630000000.00
- **C.18.a - Value (excl. sponsor support):** $630000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GINNIE MAE II POOL             | 2055-04-20      | 5.5000%  | 0.0000% | $3816118.00        | $3813535.30        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-04-20      | 5.0000%  | 0.0000% | $1000.00           | $966.79            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1023.42           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-05-20      | 6.0000%  | 0.0000% | $5034896.00        | $5145453.92        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1003.78           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-05-20      | 5.5000%  | 0.0000% | $1856170.00        | $1864443.98        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1002.77           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-05-20      | 5.5000%  | 0.0000% | $1978.00           | $1986.03           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-05-20      | 6.0000%  | 0.0000% | $1356394.00        | $1393048.29        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-11-20      | 5.5000%  | 0.0000% | $1000.00           | $980.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 5.5000%  | 0.0000% | $53619.00          | $52907.17          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 6.0000%  | 0.0000% | $49070.00          | $49187.19          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 5.0000%  | 0.0000% | $1000.00           | $967.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 4.5000%  | 0.0000% | $1024.00           | $966.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 5.5000%  | 0.0000% | $105747584.00      | $105123294.57      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 6.0000%  | 0.0000% | $36557163.00       | $37024374.95       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1020.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 6.0000%  | 0.0000% | $1008.00           | $1029.14           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1000.62           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-02-20      | 6.0000%  | 0.0000% | $7939592.00        | $8102926.69        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1004.17           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-04-20      | 6.5000%  | 0.0000% | $1144.00           | $1205.84           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2065-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1024.32           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1004.06           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1003.54           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-04-20      | 6.5000%  | 0.0000% | $1001.00           | $1033.70           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-03-20      | 6.0000%  | 0.0000% | $4002871.00        | $4108557.23        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-04-20      | 2.5000%  | 0.0000% | $1000.00           | $522.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 2.5000%  | 0.0000% | $1022.00           | $524.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 2.5000%  | 0.0000% | $1010.00           | $517.12            | Agency Mortgage-Backed Securities  |
| TREASURY BILL                  | 2025-06-20      | NA       | 0.0000% | $2172600.00        | $2168002.78        | U.S. Treasuries (including strips) |
| TREASURY BILL                  | 2025-07-03      | NA       | 0.0000% | $200.00            | $199.27            | U.S. Treasuries (including strips) |
| TREASURY BILL                  | 2026-01-22      | NA       | 0.0000% | $5137300.00        | $5003067.49        | U.S. Treasuries (including strips) |
| TREASURY BILL                  | 2025-07-24      | NA       | 0.0000% | $100.00            | $99.39             | U.S. Treasuries (including strips) |
| TREASURY BILL                  | 2025-06-17      | NA       | 0.0000% | $300.00            | $299.47            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2032-04-15      | 3.3750%  | 0.0000% | $100.00            | $199.67            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2037-02-15      | 4.7500%  | 0.0000% | $700.00            | $727.01            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2039-05-15      | 4.2500%  | 0.0000% | $100.00            | $95.70             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2040-11-15      | 4.2500%  | 0.0000% | $2000.00           | $1882.84           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2042-02-15      | 0.7500%  | 0.0000% | $100.00            | $108.07            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2042-11-15      | 2.7500%  | 0.0000% | $200.00            | $149.30            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2043-02-15      | 3.1250%  | 0.0000% | $600.00            | $477.89            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $85.38             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2044-02-15      | 3.6250%  | 0.0000% | $800.00            | $679.23            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2025-06-15      | 2.8750%  | 0.0000% | $100.00            | $101.23            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-07-31      | 2.7500%  | 0.0000% | $99300.00          | $97819.94          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-08-31      | 3.1250%  | 0.0000% | $100.00            | $99.11             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-09-30      | 4.1250%  | 0.0000% | $300.00            | $303.55            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-10-31      | 4.1250%  | 0.0000% | $100.00            | $100.84            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2025-11-15      | 4.5000%  | 0.0000% | $4100.00           | $4109.29           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-12-31      | 3.8750%  | 0.0000% | $100.00            | $101.22            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-01-15      | 3.8750%  | 0.0000% | $100.00            | $101.24            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-01-31      | 3.5000%  | 0.0000% | $100.00            | $99.15             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-02-29      | 4.0000%  | 0.0000% | $326800.00         | $330958.96         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-02-28      | 4.0000%  | 0.0000% | $100.00            | $101.15            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-04-30      | 3.5000%  | 0.0000% | $3863600.00        | $3790393.52        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-05-15      | 3.6250%  | 0.0000% | $100.00            | $99.61             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-06-30      | 4.0000%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-07-15      | 4.5000%  | 0.0000% | $980400.00         | $1000834.25        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-07-31      | 4.0000%  | 0.0000% | $900.00            | $911.48            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2033-08-15      | 3.8750%  | 0.0000% | $700.00            | $688.11            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-08-31      | 4.1250%  | 0.0000% | $100.00            | $101.53            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-09-15      | 4.6250%  | 0.0000% | $2700.00           | $2744.08           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-09-30      | 4.6250%  | 0.0000% | $600.00            | $621.60            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-09-30      | 4.6250%  | 0.0000% | $2300.00           | $2369.02           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-10-31      | 4.8750%  | 0.0000% | $500.00            | $517.22            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-10-31      | 4.8750%  | 0.0000% | $4400.00           | $4595.34           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2033-11-15      | 4.5000%  | 0.0000% | $100.00            | $101.61            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-11-30      | 4.3750%  | 0.0000% | $100.00            | $103.80            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-12-15      | 4.3750%  | 0.0000% | $100.00            | $102.51            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-12-31      | 3.7500%  | 0.0000% | $100.00            | $100.05            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2025-12-31      | 4.2500%  | 0.0000% | $100.00            | $101.72            | U.S. Treasuries (including strips) |
| US TREASURY FRN                | 2026-01-31      | 4.5463%  | 0.0000% | $100.00            | $100.49            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2034-02-15      | 4.0000%  | 0.0000% | $19466500.00       | $19229606.57       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2031-02-28      | 4.2500%  | 0.0000% | $100.00            | $101.98            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-03-31      | 4.1250%  | 0.0000% | $4555300.00        | $4617959.50        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2031-04-30      | 4.6250%  | 0.0000% | $900.00            | $928.77            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-04-30      | 4.6250%  | 0.0000% | $100203200.00      | $103057426.03      | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2034-05-15      | 4.3750%  | 0.0000% | $200.00            | $200.77            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-05-15      | 4.5000%  | 0.0000% | $829800.00         | $839898.03         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-05-31      | 4.8750%  | 0.0000% | $1699700.00        | $1751926.80        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-05-31      | 4.5000%  | 0.0000% | $874100.00         | $911602.71         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2031-05-31      | 4.6250%  | 0.0000% | $900.00            | $945.73            | U.S. Treasuries (including strips) |
| US TREASURY FRN                | 2026-07-31      | 4.4833%  | 0.0000% | $300.00            | $301.37            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-07-31      | 4.0000%  | 0.0000% | $2376300.00        | $2412574.63        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $100.74            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-08-31      | 3.7500%  | 0.0000% | $200.00            | $201.05            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-09-15      | 3.3750%  | 0.0000% | $400.00            | $398.31            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-09-30      | 3.5000%  | 0.0000% | $100.00            | $98.79             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-10-31      | 4.1250%  | 0.0000% | $200.00            | $200.89            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2031-10-31      | 4.1250%  | 0.0000% | $200.00            | $200.54            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-11-30      | 4.2500%  | 0.0000% | $114595000.00      | $117405240.92      | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-11-30      | 4.1250%  | 0.0000% | $100.00            | $102.75            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-12-31      | 4.2500%  | 0.0000% | $2800.00           | $2859.56           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-01-15      | 4.2500%  | 0.0000% | $2000000.00        | $2049186.90        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-01-31      | 4.1250%  | 0.0000% | $100.00            | $101.57            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2035-02-15      | 4.6250%  | 0.0000% | $100.00            | $103.14            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-03-15      | 3.8750%  | 0.0000% | $65600.00          | $66128.00          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2032-03-31      | 4.1250%  | 0.0000% | $367800.00         | $369321.33         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-03-31      | 3.8750%  | 0.0000% | $100.00            | $100.50            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2032-04-30      | 4.0000%  | 0.0000% | $1000.00           | $992.90            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2030-04-15      | 1.6250%  | 0.0000% | $100.00            | $100.80            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2035-05-15      | 4.2500%  | 0.0000% | $333500.00         | $330065.06         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2048-05-15      | 3.1250%  | 0.0000% | $100.00            | $74.28             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2048-11-15      | 3.3750%  | 0.0000% | $1300.00           | $1006.98           | U.S. Treasuries (including strips) |
| Freddie Mac                    | 2046-09-01      | 3.0000%  | 0.0000% | $4673.00           | $796.12            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2035-09-01      | 3.5000%  | 0.0000% | $1000.00           | $127.84            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2042-06-01      | 3.5000%  | 0.0000% | $1041.00           | $137.45            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2035-06-01      | 2.0000%  | 0.0000% | $1000.00           | $347.22            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2035-12-01      | 1.5000%  | 0.0000% | $9152.00           | $4317.38           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2036-04-01      | 2.5000%  | 0.0000% | $1000.00           | $399.47            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2039-06-01      | 5.5000%  | 0.0000% | $7582.00           | $5713.95           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2043-01-01      | 3.5000%  | 0.0000% | $39617064.00       | $16038363.85       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-04-01      | 6.0000%  | 0.0000% | $41425.00          | $38202.94          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-08-01      | 6.0000%  | 0.0000% | $1002.00           | $878.24            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-05-01      | 6.0000%  | 0.0000% | $1039.00           | $959.99            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-08-01      | 3.0000%  | 0.0000% | $1004.00           | $461.30            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2042-08-01      | 3.5000%  | 0.0000% | $4763.00           | $737.60            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2042-08-01      | 4.0000%  | 0.0000% | $1993.00           | $240.74            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-04-01      | 3.0000%  | 0.0000% | $1280.00           | $945.35            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-01-01      | 3.5000%  | 0.0000% | $8720.00           | $1693.43           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-05-01      | 5.5000%  | 0.0000% | $661064.00         | $656733.08         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-05-01      | 3.5000%  | 0.0000% | $3650166.00        | $926424.04         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-04-01      | 3.5000%  | 0.0000% | $24299.00          | $15029.58          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-07-01      | 3.5000%  | 0.0000% | $1847.00           | $435.50            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-10-01      | 2.0000%  | 0.0000% | $107533.00         | $56083.08          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-12-01      | 2.5000%  | 0.0000% | $3045.00           | $1862.85           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-05-01      | 3.5000%  | 0.0000% | $174761687.00      | $121453267.17      | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-03-01      | 3.5000%  | 0.0000% | $1000.00           | $143.10            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-12-01      | 3.5000%  | 0.0000% | $1568.00           | $279.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-06-15      | 3.5000%  | 0.0000% | $1665.00           | $82.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-09-15      | 3.0000%  | 0.0000% | $1375.00           | $109.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-03-20      | 5.0000%  | 0.0000% | $1000.00           | $76.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-20      | 4.0000%  | 0.0000% | $6715.00           | $4953.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-08-20      | 4.5000%  | 0.0000% | $3990364.00        | $3066859.57        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2054-10-20      | 5.5000%  | 0.0000% | $560000.00         | $559090.16         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2054-12-20      | 5.5000%  | 0.0000% | $1000.00           | $1003.61           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2054-12-20      | 5.5000%  | 0.0000% | $843050.00         | $841732.58         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1002.34           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-04-20      | 5.5000%  | 0.0000% | $1301418.00        | $1299480.54        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-02-20      | 5.5000%  | 0.0000% | $1621000.00        | $1622297.13        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1046.64           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-05-20      | 5.5000%  | 0.0000% | $1394961.00        | $1400622.53        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1002.46           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-04-20      | 6.0000%  | 0.0000% | $6395629.00        | $6529665.12        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2049-02-15      | 3.0000%  | 0.0000% | $400.00            | $291.51            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2049-05-15      | 2.8750%  | 0.0000% | $4817600.00        | $3384623.55        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $61.84             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $57.85             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $46.78             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2040-05-15      | 1.1250%  | 0.0000% | $300.00            | $182.38            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $67.86             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2051-05-15      | 2.3750%  | 0.0000% | $600.00            | $371.91            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2051-08-15      | 2.0000%  | 0.0000% | $3423700.00        | $1942887.63        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2051-11-15      | 1.8750%  | 0.0000% | $1700.00           | $922.54            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $60.21             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $71.88             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2043-05-15      | 3.8750%  | 0.0000% | $1800.00           | $1579.54           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2053-11-15      | 4.7500%  | 0.0000% | $200.00            | $194.49            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2043-11-15      | 4.7500%  | 0.0000% | $1300.00           | $1276.69           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2054-02-15      | 4.2500%  | 0.0000% | $2300.00           | $2082.82           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2044-02-15      | 4.5000%  | 0.0000% | $100.00            | $96.08             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2044-05-15      | 4.6250%  | 0.0000% | $400.00            | $385.75            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2054-08-15      | 4.2500%  | 0.0000% | $400.00            | $362.55            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $91.02             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2054-11-15      | 4.5000%  | 0.0000% | $800.00            | $748.20            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2044-11-15      | 4.6250%  | 0.0000% | $800.00            | $769.90            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2055-02-15      | 4.6250%  | 0.0000% | $5352700.00        | $5176094.58        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-11-15      | 2.2500%  | 0.0000% | $200.00            | $192.48            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $97.86             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-05-15      | 2.8750%  | 0.0000% | $13300.00          | $12940.92          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2025-05-31      | 2.8750%  | 0.0000% | $400.00            | $405.72            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-08-15      | 2.8750%  | 0.0000% | $84700.00          | $82790.92          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-11-15      | 3.1250%  | 0.0000% | $100.00            | $97.60             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-05-15      | 2.3750%  | 0.0000% | $100.00            | $94.44             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-06-30      | 1.8750%  | 0.0000% | $100.00            | $98.38             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2026-07-15      | 0.1250%  | 0.0000% | $100.00            | $132.25            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2025-06-30      | 2.7500%  | 0.0000% | $6408100.00        | $6472110.69        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2028-07-15      | 0.7500%  | 0.0000% | $100.00            | $125.73            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $96.51             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-02-28      | 1.1250%  | 0.0000% | $2553600.00        | $2439201.09        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-06-30      | 0.5000%  | 0.0000% | $76900.00          | $71850.19          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2025-07-31      | 0.2500%  | 0.0000% | $200.00            | $198.81            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-07-31      | 0.3750%  | 0.0000% | $26667800.00       | $24758005.10       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $84.39             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2025-11-30      | 0.3750%  | 0.0000% | $1012500.00        | $994693.87         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-01-31      | 0.3750%  | 0.0000% | $100.00            | $97.57             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2031-02-15      | 1.1250%  | 0.0000% | $200.00            | $171.42            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2031-05-15      | 1.6250%  | 0.0000% | $3706800.00        | $3229650.93        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-06-30      | 0.8750%  | 0.0000% | $100.00            | $96.93             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $91.79             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-08-31      | 1.1250%  | 0.0000% | $1300.00           | $1194.39           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-12-31      | 1.2500%  | 0.0000% | $100.00            | $96.33             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-01-31      | 1.7500%  | 0.0000% | $300.00            | $279.70            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-03-31      | 2.3750%  | 0.0000% | $16000.00          | $15183.59          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-03-31      | 2.5000%  | 0.0000% | $6383900.00        | $6247708.18        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-04-30      | 2.7500%  | 0.0000% | $1081400.00        | $1060262.79        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2044-02-15      | 1.3750%  | 0.0000% | $800.00            | $910.47            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2045-02-15      | 2.5000%  | 0.0000% | $2300.00           | $1597.62           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2045-05-15      | 3.0000%  | 0.0000% | $200.00            | $150.08            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2045-08-15      | 2.8750%  | 0.0000% | $200.00            | $147.78            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2047-02-15      | 0.8750%  | 0.0000% | $100.00            | $94.44             | U.S. Treasuries (including strips) |

### Security 161: Standard Chartered Bank Tri Party Repo

- **C.1 - Title:** Standard Chartered Bank Tri Party Repo 4.339900%
- **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: 935MQQ007, C.3 - LEI: N/A, C.5 - Other ID: 935MQQ007_4.34_0602
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL                  | 2025-07-24      | NA       | 0.0000% | $100.00            | $99.39             | U.S. Treasuries (including strips) |
| TREASURY BILL                  | 2025-06-17      | NA       | 0.0000% | $400.00            | $399.30            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-11-15      | 6.1250%  | 0.0000% | $2500.00           | $2636.30           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2032-04-15      | 3.3750%  | 0.0000% | $1000.00           | $1996.66           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2039-08-15      | 4.5000%  | 0.0000% | $200.00            | $198.11            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2040-11-15      | 4.2500%  | 0.0000% | $1800.00           | $1694.56           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2041-11-15      | 3.1250%  | 0.0000% | $405700.00         | $326202.18         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2042-02-15      | 0.7500%  | 0.0000% | $100.00            | $108.07            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2042-11-15      | 2.7500%  | 0.0000% | $100.00            | $74.65             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2043-02-15      | 0.6250%  | 0.0000% | $100.00            | $101.66            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2043-08-15      | 3.6250%  | 0.0000% | $3700.00           | $3158.98           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2045-02-15      | 2.5000%  | 0.0000% | $1100.00           | $764.08            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $73.89             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2046-05-15      | 2.5000%  | 0.0000% | $200.00            | $135.21            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $64.58             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2047-02-15      | 0.8750%  | 0.0000% | $700.00            | $661.05            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2047-05-15      | 3.0000%  | 0.0000% | $400.00            | $293.48            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2048-02-15      | 3.0000%  | 0.0000% | $1900.00           | $1396.14           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2048-05-15      | 3.1250%  | 0.0000% | $5100.00           | $3788.28           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2048-11-15      | 3.3750%  | 0.0000% | $300.00            | $232.38            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2049-05-15      | 2.8750%  | 0.0000% | $3000.00           | $2107.66           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2049-08-15      | 2.2500%  | 0.0000% | $200.00            | $123.68            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2050-02-15      | 2.0000%  | 0.0000% | $8400.00           | $4859.20           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2050-05-15      | 1.2500%  | 0.0000% | $10000.00          | $4678.13           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2050-08-15      | 1.3750%  | 0.0000% | $1700.00           | $822.11            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2040-05-15      | 1.1250%  | 0.0000% | $5700.00           | $3465.28           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2050-11-15      | 1.6250%  | 0.0000% | $400.00            | $205.58            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2040-11-15      | 1.3750%  | 0.0000% | $400.00            | $249.58            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2041-02-15      | 1.8750%  | 0.0000% | $200.00            | $135.73            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2041-05-15      | 2.2500%  | 0.0000% | $100.00            | $71.20             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2051-11-15      | 1.8750%  | 0.0000% | $600.00            | $325.60            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $60.21             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $79.95             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2043-05-15      | 3.8750%  | 0.0000% | $110700.00         | $97141.96          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2043-08-15      | 4.3750%  | 0.0000% | $600.00            | $568.55            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2043-11-15      | 4.7500%  | 0.0000% | $700.00            | $687.45            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2054-05-15      | 4.6250%  | 0.0000% | $400.00            | $381.26            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2044-05-15      | 4.6250%  | 0.0000% | $300.00            | $289.31            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $91.02             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2054-11-15      | 4.5000%  | 0.0000% | $300.00            | $280.57            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2055-05-15      | 4.7500%  | 0.0000% | $700.00            | $683.42            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-08-15      | 1.5000%  | 0.0000% | $100.00            | $97.39             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2027-07-15      | 0.3750%  | 0.0000% | $4700.00           | $6059.11           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-08-15      | 2.2500%  | 0.0000% | $4658700.00        | $4526575.02        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-11-15      | 2.2500%  | 0.0000% | $877100.00         | $844163.25         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-02-15      | 2.7500%  | 0.0000% | $400.00            | $391.43            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2025-05-31      | 2.8750%  | 0.0000% | $200.00            | $202.86            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2025-08-31      | 2.7500%  | 0.0000% | $100.00            | $100.28            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2025-10-31      | 3.0000%  | 0.0000% | $200.00            | $199.37            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-11-15      | 3.1250%  | 0.0000% | $300.00            | $292.81            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-02-15      | 2.6250%  | 0.0000% | $800.00            | $770.54            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-05-15      | 2.3750%  | 0.0000% | $1654000.00        | $1562100.57        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-06-30      | 1.8750%  | 0.0000% | $200.00            | $196.77            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2025-08-15      | 2.0000%  | 0.0000% | $100.00            | $100.08            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-05-15      | 1.6250%  | 0.0000% | $200.00            | $195.35            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-11-15      | 2.0000%  | 0.0000% | $300.00            | $291.67            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-05-15      | 2.3750%  | 0.0000% | $100.00            | $97.18             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2025-06-30      | 2.7500%  | 0.0000% | $13720100.00       | $13857150.46       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2028-07-15      | 0.7500%  | 0.0000% | $100.00            | $125.73            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2030-01-15      | 0.1250%  | 0.0000% | $101700.00         | $118506.90         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-02-28      | 1.1250%  | 0.0000% | $800.00            | $764.16            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $93.77             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-05-15      | 0.6250%  | 0.0000% | $100.00            | $85.04             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2025-05-31      | 0.2500%  | 0.0000% | $200.00            | $200.25            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2025-07-31      | 0.2500%  | 0.0000% | $100.00            | $99.40             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $84.39             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2025-08-31      | 0.2500%  | 0.0000% | $100.00            | $99.06             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-11-15      | 0.8750%  | 0.0000% | $800.00            | $677.60            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-12-31      | 0.6250%  | 0.0000% | $500.00            | $461.46            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-01-31      | 0.3750%  | 0.0000% | $600.00            | $585.42            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-01-31      | 0.7500%  | 0.0000% | $500.00            | $461.73            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2031-02-15      | 1.1250%  | 0.0000% | $33943000.00       | $29092207.36       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-04-30      | 1.2500%  | 0.0000% | $100.00            | $92.89             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2026-04-15      | 0.1250%  | 0.0000% | $900000.00         | $1085282.85        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-05-31      | 0.7500%  | 0.0000% | $200.00            | $194.08            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-07-31      | 1.0000%  | 0.0000% | $500.00            | $458.94            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2031-08-15      | 1.2500%  | 0.0000% | $2200.00           | $1864.47           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-08-31      | 1.1250%  | 0.0000% | $100.00            | $91.88             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-09-30      | 1.2500%  | 0.0000% | $1200.00           | $1103.63           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-10-31      | 1.3750%  | 0.0000% | $300.00            | $276.25            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-10-31      | 1.1250%  | 0.0000% | $100.00            | $96.11             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2031-11-15      | 1.3750%  | 0.0000% | $1896700.00        | $1601735.58        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-12-31      | 1.2500%  | 0.0000% | $100.00            | $96.33             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-01-31      | 1.7500%  | 0.0000% | $24999700.00       | $23308439.35       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2032-02-15      | 1.8750%  | 0.0000% | $25000100.00       | $21799530.70       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-03-31      | 2.5000%  | 0.0000% | $3600.00           | $3523.20           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-04-30      | 2.8750%  | 0.0000% | $500.00            | $482.12            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-04-30      | 2.7500%  | 0.0000% | $400.00            | $392.18            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2032-05-15      | 2.8750%  | 0.0000% | $300.00            | $276.80            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-05-31      | 2.7500%  | 0.0000% | $400.00            | $388.07            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-05-31      | 2.6250%  | 0.0000% | $300.00            | $296.44            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2025-06-15      | 2.8750%  | 0.0000% | $3700.00           | $3745.56           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-06-30      | 3.2500%  | 0.0000% | $100.00            | $100.05            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2032-07-15      | 0.6250%  | 0.0000% | $1200.00           | $1221.91           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-07-31      | 2.6250%  | 0.0000% | $300.00            | $287.52            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2032-08-15      | 2.7500%  | 0.0000% | $4400.00           | $4040.34           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-09-30      | 4.1250%  | 0.0000% | $500.00            | $505.92            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2025-10-15      | 4.2500%  | 0.0000% | $600.00            | $602.93            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-10-31      | 4.1250%  | 0.0000% | $4700.00           | $4739.31           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-11-30      | 3.8750%  | 0.0000% | $3614700.00        | $3682488.44        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-12-31      | 3.8750%  | 0.0000% | $3200.00           | $3239.05           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-12-31      | 3.8750%  | 0.0000% | $300.00            | $304.74            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2033-02-15      | 3.5000%  | 0.0000% | $1200.00           | $1153.95           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-02-28      | 4.0000%  | 0.0000% | $700.00            | $708.04            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-04-30      | 3.5000%  | 0.0000% | $900.00            | $882.95            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2033-05-15      | 3.3750%  | 0.0000% | $400.00            | $376.76            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-05-31      | 3.6250%  | 0.0000% | $300.00            | $303.18            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-05-31      | 3.7500%  | 0.0000% | $14500.00          | $14609.16          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-06-30      | 4.0000%  | 0.0000% | $300.00            | $305.99            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-07-15      | 4.5000%  | 0.0000% | $200.00            | $204.17            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2033-07-15      | 1.3750%  | 0.0000% | $400.00            | $406.52            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-07-31      | 4.1250%  | 0.0000% | $200.00            | $204.08            | U.S. Treasuries (including strips) |
| Freddie Mac                    | 2044-08-01      | 4.0000%  | 0.0000% | $2707.00           | $442.18            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2043-04-01      | 3.5000%  | 0.0000% | $1168.00           | $215.66            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2034-05-01      | 3.5000%  | 0.0000% | $1055477.00        | $104574.84         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2027-01-01      | 3.0000%  | 0.0000% | $15618492.00       | $158296.84         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-05-01      | 4.5000%  | 0.0000% | $292810.00         | $81216.90          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2026-10-01      | 3.5000%  | 0.0000% | $48733953.00       | $377675.16         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-12-01      | 2.5000%  | 0.0000% | $7941.00           | $60.07             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-01-01      | 4.5000%  | 0.0000% | $53027597.00       | $12036930.10       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-06-01      | 4.5000%  | 0.0000% | $1067.00           | $176.86            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2042-06-01      | 3.5000%  | 0.0000% | $1310444.00        | $173024.31         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2047-04-01      | 3.0000%  | 0.0000% | $114332948.00      | $24533077.86       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2047-04-01      | 3.0000%  | 0.0000% | $1674.00           | $370.53            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2034-12-01      | 3.5000%  | 0.0000% | $228558.00         | $59567.82          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2035-08-01      | 2.0000%  | 0.0000% | $340916.00         | $148568.70         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2034-09-01      | 4.5000%  | 0.0000% | $1000.00           | $752.40            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2035-12-01      | 3.5000%  | 0.0000% | $1860747.00        | $1427376.74        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2035-09-01      | 3.0000%  | 0.0000% | $386874.00         | $111190.52         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2035-12-01      | 1.5000%  | 0.0000% | $130446.00         | $61536.78          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2037-10-01      | 4.0000%  | 0.0000% | $45883.00          | $29012.01          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2039-06-01      | 5.5000%  | 0.0000% | $1000.00           | $753.62            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2036-01-01      | 2.0000%  | 0.0000% | $3442.00           | $1690.86           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2035-08-01      | 2.0000%  | 0.0000% | $203562.00         | $87342.96          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2035-05-01      | 3.5000%  | 0.0000% | $451763.00         | $157191.01         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2043-01-01      | 3.5000%  | 0.0000% | $1000.00           | $404.83            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-09-01      | 2.5000%  | 0.0000% | $294045.00         | $202560.06         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-01-01      | 5.0000%  | 0.0000% | $91678.00          | $74484.12          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-07-01      | 4.0000%  | 0.0000% | $35260.00          | $26758.76          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-04-01      | 6.0000%  | 0.0000% | $577914.00         | $532963.51         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2054-07-01      | 6.5000%  | 0.0000% | $45737.00          | $42668.24          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $802.95            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $459.47            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-01-01      | 2.5000%  | 0.0000% | $4999019.00        | $3227768.88        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2042-08-01      | 3.5000%  | 0.0000% | $1741.00           | $269.61            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2042-08-01      | 4.0000%  | 0.0000% | $1000.00           | $120.79            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $738.55            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-01-01      | 3.5000%  | 0.0000% | $3585.00           | $696.21            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-05-01      | 3.5000%  | 0.0000% | $1015.00           | $257.61            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-04-01      | 3.5000%  | 0.0000% | $289140.00         | $178840.86         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-08-01      | 4.0000%  | 0.0000% | $3079.00           | $648.21            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-07-01      | 3.5000%  | 0.0000% | $173945964.00      | $41013879.41       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $380.56            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-10-01      | 2.0000%  | 0.0000% | $2857.00           | $1490.05           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-12-01      | 2.5000%  | 0.0000% | $2071.00           | $1266.99           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-05-01      | 3.5000%  | 0.0000% | $7959.00           | $5531.23           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-08-01      | 5.0000%  | 0.0000% | $811998.00         | $708850.16         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-05-01      | 6.5000%  | 0.0000% | $32498999.00       | $30253899.84       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2041-12-01      | 3.5000%  | 0.0000% | $50666947.00       | $6158845.30        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-03-01      | 3.5000%  | 0.0000% | $1144.00           | $163.71            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-12-01      | 3.5000%  | 0.0000% | $1026.00           | $182.71            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-05-01      | 3.5000%  | 0.0000% | $64457704.00       | $46532164.99       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-08-20      | 4.5000%  | 0.0000% | $1136.00           | $873.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-03-20      | 3.7500%  | 0.0000% | $1000.00           | $302.88            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2054-10-20      | 5.5000%  | 0.0000% | $1000.00           | $1001.70           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2065-02-20      | 6.0000%  | 0.0000% | $1001.00           | $1002.43           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-05-20      | 5.5000%  | 0.0000% | $2000.00           | $2016.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 5.5000%  | 0.0000% | $105460.00         | $104059.95         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 6.0000%  | 0.0000% | $54765.00          | $54895.79          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 6.0000%  | 0.0000% | $41826819.00       | $42361378.80       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-08-20      | 6.5000%  | 0.0000% | $1033.00           | $9.89              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-11-20      | 6.0000%  | 0.0000% | $2628705.00        | $29931.63          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-07-15      | 5.5000%  | 0.0000% | $2148801.00        | $17265.62          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 5.5000%  | 0.0000% | $33684.00          | $31796.80          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-05-20      | 5.5000%  | 0.0000% | $21562367.00       | $21419571.43       | Agency Mortgage-Backed Securities  |
| TREASURY BILL                  | 2025-07-10      | NA       | 0.0000% | $100.00            | $99.55             | U.S. Treasuries (including strips) |
| TREASURY BILL                  | 2025-08-07      | NA       | 0.0000% | $5600.00           | $5556.60           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-07-31      | 4.0000%  | 0.0000% | $700.00            | $708.93            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2033-08-15      | 3.8750%  | 0.0000% | $200.00            | $196.60            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-09-15      | 4.6250%  | 0.0000% | $500.00            | $508.16            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-09-30      | 4.6250%  | 0.0000% | $200.00            | $207.20            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-09-30      | 4.6250%  | 0.0000% | $500.00            | $515.00            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-10-31      | 4.8750%  | 0.0000% | $4300.00           | $4448.12           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-10-31      | 4.8750%  | 0.0000% | $500.00            | $522.20            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2033-11-15      | 4.5000%  | 0.0000% | $10801000.00       | $10975060.70       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-11-30      | 4.3750%  | 0.0000% | $100.00            | $103.80            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-11-30      | 4.3750%  | 0.0000% | $200.00            | $207.34            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-12-31      | 3.7500%  | 0.0000% | $51068500.00       | $51093047.30       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-12-31      | 3.7500%  | 0.0000% | $500.00            | $505.04            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2034-02-15      | 4.0000%  | 0.0000% | $500.00            | $493.92            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2031-02-28      | 4.2500%  | 0.0000% | $5000.00           | $5099.15           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-02-28      | 4.2500%  | 0.0000% | $100.00            | $102.17            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-03-15      | 4.2500%  | 0.0000% | $100.00            | $101.36            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2031-04-30      | 4.6250%  | 0.0000% | $65800.00          | $67903.19          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-04-30      | 4.6250%  | 0.0000% | $66507400.00       | $68401822.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2034-05-15      | 4.3750%  | 0.0000% | $200.00            | $200.77            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-05-15      | 4.5000%  | 0.0000% | $454500.00         | $460030.92         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-05-31      | 4.8750%  | 0.0000% | $100.00            | $103.07            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-05-31      | 4.5000%  | 0.0000% | $998000.00         | $1040818.57        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2031-05-31      | 4.6250%  | 0.0000% | $200.00            | $210.16            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-06-15      | 4.6250%  | 0.0000% | $300.00            | $310.44            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-06-30      | 4.2500%  | 0.0000% | $200.00            | $205.83            | U.S. Treasuries (including strips) |
| US TREASURY FRN                | 2026-07-31      | 4.4833%  | 0.0000% | $100.00            | $100.46            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-07-31      | 4.0000%  | 0.0000% | $400.00            | $406.11            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2031-07-31      | 4.1250%  | 0.0000% | $200.00            | $202.89            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-08-15      | 3.7500%  | 0.0000% | $300.00            | $302.22            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-08-31      | 3.7500%  | 0.0000% | $2000.00           | $2010.50           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $98.90             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-08-31      | 3.6250%  | 0.0000% | $800.00            | $797.11            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-09-30      | 3.5000%  | 0.0000% | $200.00            | $197.58            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-10-15      | 3.8750%  | 0.0000% | $100.00            | $100.43            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-10-31      | 4.1250%  | 0.0000% | $100.00            | $101.02            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2034-11-15      | 4.2500%  | 0.0000% | $1000.00           | $991.33            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-11-15      | 4.1250%  | 0.0000% | $200.00            | $201.37            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2031-11-30      | 4.1250%  | 0.0000% | $3560200.00        | $3629273.85        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-11-30      | 4.1250%  | 0.0000% | $200.00            | $205.50            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-12-31      | 4.3750%  | 0.0000% | $200.00            | $207.02            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-01-31      | 4.2500%  | 0.0000% | $400.00            | $410.35            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-03-15      | 3.8750%  | 0.0000% | $400.00            | $403.22            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2032-03-31      | 4.1250%  | 0.0000% | $500.00            | $502.07            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-03-31      | 4.0000%  | 0.0000% | $35478400.00       | $35752767.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-03-31      | 3.8750%  | 0.0000% | $3982100.00        | $4001841.10        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-04-30      | 3.8750%  | 0.0000% | $2400.00           | $2396.69           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2032-04-30      | 4.0000%  | 0.0000% | $1800.00           | $1787.22           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2030-04-15      | 1.6250%  | 0.0000% | $100.00            | $100.80            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2035-05-15      | 4.2500%  | 0.0000% | $800.00            | $791.76            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-05-15      | 3.7500%  | 0.0000% | $2000.00           | $1996.10           | U.S. Treasuries (including strips) |
| TREASURY BILL                  | 2025-09-04      | NA       | 0.0000% | $200.00            | $197.79            | U.S. Treasuries (including strips) |
| TREASURY BILL                  | 2025-06-20      | NA       | 0.0000% | $200.00            | $199.58            | U.S. Treasuries (including strips) |
| TREASURY BILL                  | 2025-07-03      | NA       | 0.0000% | $100.00            | $99.64             | U.S. Treasuries (including strips) |
| TREASURY BILL                  | 2026-01-22      | NA       | 0.0000% | $100.00            | $97.39             | U.S. Treasuries (including strips) |

### Security 162: Banco Santander SA Tri Party Repo

- **C.1 - Title:** Banco Santander SA Tri Party Repo 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 936TGF006, C.3 - LEI: N/A, C.5 - Other ID: 936TGF006_4.35_0602
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                    | 2039-03-01      | 5.0000%  | 0.0000% | $1846956.00        | $146236.34         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-02-01      | 3.0000%  | 0.0000% | $1000.00           | $177.52            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-06-01      | 4.5000%  | 0.0000% | $19326688.00       | $2718814.26        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-09-01      | 4.0000%  | 0.0000% | $1023.00           | $257.40            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $1654990.00        | $1083946.36        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-01-01      | 6.0000%  | 0.0000% | $5046120.00        | $4018039.04        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-10-01      | 3.5000%  | 0.0000% | $91913472.00       | $24489581.59       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-05-01      | 4.0000%  | 0.0000% | $24127488.00       | $7257035.92        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-06-01      | 2.0000%  | 0.0000% | $6682000.00        | $2847172.38        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 3.0000%  | 0.0000% | $31419904.00       | $26602175.82       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-02-01      | 6.0000%  | 0.0000% | $3616030.00        | $3394140.11        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-01      | 5.0000%  | 0.0000% | $31884717.00       | $28442576.94       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-12-01      | 5.5000%  | 0.0000% | $9206561.00        | $8804668.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-07-15      | 3.5000%  | 0.0000% | $1608.00           | $281.94            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-12-20      | 3.0000%  | 0.0000% | $2401686.00        | $198071.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-04-20      | 3.0000%  | 0.0000% | $1000.00           | $91.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-02-20      | 3.0000%  | 0.0000% | $1000.00           | $124.77            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-04-20      | 4.0000%  | 0.0000% | $1045845.00        | $94358.35          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 6.0000%  | 0.0000% | $115209031.00      | $78623480.02       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 4.0000%  | 0.0000% | $127870.00         | $97890.70          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 4.5000%  | 0.0000% | $1000.00           | $775.83            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-08-20      | 5.5000%  | 0.0000% | $119000.00         | $88215.73          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-11-20      | 5.0000%  | 0.0000% | $23451.00          | $18599.59          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-12-20      | 5.5000%  | 0.0000% | $42164.00          | $31037.27          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-12-20      | 6.0000%  | 0.0000% | $1008.00           | $623.90            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-12-20      | 6.5000%  | 0.0000% | $975217.00         | $463817.39         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 5.5000%  | 0.0000% | $1000.00           | $748.97            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 5.5000%  | 0.0000% | $14633251.00       | $11163105.68       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-08-20      | 7.0000%  | 0.0000% | $57084685.00       | $39903763.23       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 6.0000%  | 0.0000% | $653481.00         | $288616.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 5.5000%  | 0.0000% | $17534665.00       | $14359707.94       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-11-01      | 3.5000%  | 0.0000% | $47074249.00       | $6336642.08        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-12-01      | 6.0000%  | 0.0000% | $16890735.00       | $78601.00          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2035-07-01      | 3.0000%  | 0.0000% | $17417.00          | $14820.45          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-06-01      | 3.5000%  | 0.0000% | $13097894.00       | $9324386.07        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-08-01      | 4.0000%  | 0.0000% | $80779.00          | $59126.02          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $2064.00           | $1632.16           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-02-01      | 6.0000%  | 0.0000% | $13353216.00       | $12486253.03       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-03-01      | 5.5000%  | 0.0000% | $111024.00         | $89183.86          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-01-01      | 5.5000%  | 0.0000% | $56913380.00       | $55874718.75       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-12-01      | 2.0000%  | 0.0000% | $217616948.00      | $138270172.30      | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $787.26            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-11-01      | 5.0000%  | 0.0000% | $36049843.00       | $29199400.32       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-10-01      | 6.0000%  | 0.0000% | $32825.00          | $28353.13          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-11-01      | 6.0000%  | 0.0000% | $3465471.00        | $3097790.76        | Agency Mortgage-Backed Securities |

### Security 163: MUFG Securities Canada Ltd. Tri Party Repo

- **C.1 - Title:** MUFG Securities Canada Ltd. Tri Party Repo 4.359900%
- **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_4.36_0602
- **C.18 - Value (incl. sponsor support):** $1745000000.00
- **C.18.a - Value (excl. sponsor support):** $1745000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                    | 2037-07-01      | 5.5000%  | 0.0000% | $4042.00           | $99.22             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2041-10-01      | 7.1210%  | 0.0000% | $14062.00          | $806.00            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2037-12-01      | 5.5000%  | 0.0000% | $91614813.00       | $274304.58         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2040-12-01      | 4.5000%  | 0.0000% | $82212529.00       | $5809868.03        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2043-01-01      | 3.5000%  | 0.0000% | $41855430.00       | $6430444.62        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-07-01      | 4.0000%  | 0.0000% | $7998001.00        | $1259167.14        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2043-07-01      | 3.0000%  | 0.0000% | $5028642.00        | $810002.41         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2035-07-01      | 3.0000%  | 0.0000% | $961900.00         | $287829.65         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2036-01-01      | 1.5000%  | 0.0000% | $198665.00         | $95858.12          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2037-02-01      | 2.0000%  | 0.0000% | $3063494.00        | $1908777.74        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $615.85            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-03-01      | 3.0000%  | 0.0000% | $98357743.00       | $16863092.98       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2047-04-01      | 2.0000%  | 0.0000% | $2200.00           | $1525.91           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $756100.00         | $607504.93         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-08-01      | 4.5000%  | 0.0000% | $6619904.00        | $5235440.80        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-10-01      | 4.5000%  | 0.0000% | $15575000.00       | $12113317.32       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $780.06            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $802.26            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-02-01      | 6.0000%  | 0.0000% | $15000000.00       | $12399119.76       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-06-01      | 5.0000%  | 0.0000% | $6350712.00        | $5412332.52        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $838.78            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-07-01      | 5.5000%  | 0.0000% | $13064226.00       | $12168776.21       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-10-01      | 4.0000%  | 0.0000% | $2001.00           | $1700.89           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2053-01-01      | 5.5000%  | 0.0000% | $23700800.00       | $22956919.19       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-08-01      | 4.5000%  | 0.0000% | $909137.00         | $820589.67         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-01-01      | 6.0000%  | 0.0000% | $28009024.00       | $24933656.13       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-01-01      | 5.5000%  | 0.0000% | $9188928.00        | $8332203.10        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-05-01      | 5.0000%  | 0.0000% | $45565438.00       | $42153260.45       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $934.36            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-02-01      | 5.5000%  | 0.0000% | $84001536.00       | $67445152.90       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $853.59            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-05-01      | 5.5000%  | 0.0000% | $133062184.00      | $117827488.00      | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-08-01      | 3.0000%  | 0.0000% | $2034543.00        | $1554525.73        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-08-01      | 5.0000%  | 0.0000% | $29907786.00       | $24444960.70       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-11-01      | 6.5000%  | 0.0000% | $907530.00         | $753501.13         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $431.07            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-06-01      | 2.5000%  | 0.0000% | $18000000.00       | $10341432.03       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $550.79            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2047-04-01      | 3.0000%  | 0.0000% | $7669408.00        | $5250650.12        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $1240900.00        | $1165216.45        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-11-01      | 5.0000%  | 0.0000% | $114700.00         | $86574.31          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-12-01      | 5.0000%  | 0.0000% | $3871367.00        | $2681248.59        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $930.96            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-04-01      | 5.0000%  | 0.0000% | $6201240.00        | $4841335.52        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-08-01      | 6.0000%  | 0.0000% | $3569025.00        | $3442416.95        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-09-01      | 6.5000%  | 0.0000% | $11439840.00       | $11797148.69       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $960.32            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-09-01      | 6.0000%  | 0.0000% | $24759422.00       | $22850847.03       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2036-05-01      | 1.5000%  | 0.0000% | $1024.00           | $598.78            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-03-01      | 2.5000%  | 0.0000% | $185978.00         | $94517.11          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-05-01      | 5.5000%  | 0.0000% | $19844160.00       | $17460026.61       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-06-01      | 5.0000%  | 0.0000% | $22944133.00       | $19477960.03       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2042-04-01      | 3.0000%  | 0.0000% | $5885770.00        | $3977370.86        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-02-07      | 4.7500%  | 0.0000% | $15000000.00       | $15138445.83       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2044-03-01      | 4.0000%  | 0.0000% | $2392.00           | $478.28            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2045-12-01      | 4.0000%  | 0.0000% | $3691.00           | $885.96            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-12-01      | 3.0300%  | 0.0000% | $16280672.00       | $15158552.41       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-05-01      | 4.0000%  | 0.0000% | $88501187.00       | $6969208.79        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-06-01      | 3.5000%  | 0.0000% | $3647536.00        | $399948.68         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2044-10-01      | 4.0000%  | 0.0000% | $2049.00           | $312.77            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-09-01      | 3.5000%  | 0.0000% | $7512.00           | $1753.12           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-11-01      | 4.0000%  | 0.0000% | $1044.00           | $243.48            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-02-01      | 4.0000%  | 0.0000% | $49610655.00       | $4011436.25        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2038-03-01      | 4.4890%  | 0.0000% | $39358577.00       | $581052.14         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-06-01      | 5.5000%  | 0.0000% | $9040.00           | $8781.59           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-05-01      | 5.5000%  | 0.0000% | $3103118.00        | $3106315.94        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2064-06-01      | 2.5000%  | 0.0000% | $8125280.00        | $6306133.21        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2057-01-01      | 3.5000%  | 0.0000% | $50988201.00       | $14870636.21       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-02-01      | 3.5000%  | 0.0000% | $40000000.00       | $6167504.99        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-06-01      | 4.0000%  | 0.0000% | $2048.00           | $608.45            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-07-01      | 4.0000%  | 0.0000% | $2090.00           | $637.96            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-07-01      | 4.0000%  | 0.0000% | $2048.00           | $375.32            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-07-01      | 4.0000%  | 0.0000% | $37658700.00       | $12876915.12       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-03-01      | 4.0000%  | 0.0000% | $2168.00           | $572.68            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-01-01      | 4.0000%  | 0.0000% | $8331008.00        | $2840449.04        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-12-01      | 2.5000%  | 0.0000% | $27039812.00       | $14886537.79       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-02-01      | 2.0000%  | 0.0000% | $7761033.00        | $4700186.55        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-02-01      | 2.0000%  | 0.0000% | $10020800.00       | $5201608.12        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-04-01      | 2.5000%  | 0.0000% | $2024.00           | $1146.97           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $578.94            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-05-01      | 2.5000%  | 0.0000% | $15423888.00       | $9057660.88        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $620.95            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $634.78            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-10-01      | 4.5000%  | 0.0000% | $9519248.00        | $7398378.94        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-08-01      | 4.5000%  | 0.0000% | $6454936.00        | $4673383.00        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-11-01      | 2.5000%  | 0.0000% | $2042.00           | $1447.24           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $736.66            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-07-01      | 5.0000%  | 0.0000% | $9496928.00        | $7124903.97        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-07-01      | 5.0000%  | 0.0000% | $278000.00         | $209863.33         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $639.27            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-09-01      | 5.0000%  | 0.0000% | $1791773.00        | $1229014.03        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 4.5000%  | 0.0000% | $5159815.00        | $4353967.35        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-11-01      | 5.0000%  | 0.0000% | $119845.00         | $99449.50          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-06-01      | 5.0000%  | 0.0000% | $19138240.00       | $17859846.72       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-08-01      | 5.5000%  | 0.0000% | $8606944.00        | $7452642.24        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-08-01      | 5.5000%  | 0.0000% | $13896000.00       | $11700749.65       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-07-01      | 4.5000%  | 0.0000% | $132504576.00      | $41616094.24       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-12-01      | 4.0000%  | 0.0000% | $70000000.00       | $15770668.53       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-12-01      | 4.0000%  | 0.0000% | $469752.00         | $113873.15         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-07-01      | 3.0000%  | 0.0000% | $1024.00           | $533.30            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-12-01      | 2.5000%  | 0.0000% | $20000000.00       | $11460159.77       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-05-01      | 2.5000%  | 0.0000% | $29991000.00       | $19202641.80       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-01-01      | 1.5000%  | 0.0000% | $1010.00           | $601.11            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-01-01      | 2.0000%  | 0.0000% | $12927976.00       | $7502925.55        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $623.21            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-05-01      | 4.5000%  | 0.0000% | $28948895.00       | $21174022.08       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-09-01      | 5.0000%  | 0.0000% | $20000000.00       | $16207077.38       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-09-01      | 5.0000%  | 0.0000% | $1951780.00        | $1523685.67        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-10-01      | 5.0000%  | 0.0000% | $37987749.00       | $28961563.43       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-11-01      | 5.0000%  | 0.0000% | $34381479.00       | $27718139.27       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-01      | 5.0000%  | 0.0000% | $22006480.00       | $18713086.94       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-06-01      | 5.0000%  | 0.0000% | $27372300.00       | $21226769.78       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-06-01      | 5.5000%  | 0.0000% | $32418761.00       | $28691711.77       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $900.32            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 4.5000%  | 0.0000% | $8759760.00        | $7054291.21        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-02-01      | 6.0000%  | 0.0000% | $30137842.00       | $26964814.50       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-02-01      | 6.5000%  | 0.0000% | $29058320.00       | $26022520.65       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-11-01      | 7.0000%  | 0.0000% | $6652622.00        | $5634611.97        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-12-01      | 6.0000%  | 0.0000% | $17000000.00       | $15157043.59       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-03-01      | 6.0000%  | 0.0000% | $24302202.00       | $21936803.97       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-03-01      | 5.0000%  | 0.0000% | $13994624.00       | $12988742.02       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-04-01      | 6.0000%  | 0.0000% | $13862544.00       | $12701320.01       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-08-01      | 6.5000%  | 0.0000% | $32823500.00       | $31542551.17       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-08-01      | 6.0000%  | 0.0000% | $3704267.00        | $3566735.77        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-09-01      | 5.0000%  | 0.0000% | $24138399.00       | $23220846.11       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-01-01      | 5.0000%  | 0.0000% | $14237200.00       | $13797838.68       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-09-01      | 6.0000%  | 0.0000% | $37348608.00       | $37233503.33       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-08-01      | 5.0000%  | 0.0000% | $21749760.00       | $15868393.56       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $818.00            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-01-01      | 6.0000%  | 0.0000% | $17422720.00       | $14706290.67       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-01-01      | 6.0000%  | 0.0000% | $15549376.00       | $13932008.31       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-10-01      | 2.5000%  | 0.0000% | $6499870.00        | $3099135.49        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-11-01      | 6.0000%  | 0.0000% | $18937056.00       | $15384227.55       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-04-01      | 5.5000%  | 0.0000% | $41744064.00       | $41414352.64       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-06-01      | 4.0000%  | 0.0000% | $5896.00           | $4576.83           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-08-01      | 5.0000%  | 0.0000% | $6016100.00        | $4491856.21        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-08-01      | 1.8990%  | 0.0000% | $140200.00         | $81612.81          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-09-01      | 1.9070%  | 0.0000% | $24000000.00       | $15291479.57       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-03-01      | 6.0000%  | 0.0000% | $24512000.00       | $24712191.28       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-12-01      | 5.5000%  | 0.0000% | $38799057.00       | $37525203.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-05-20      | 3.0000%  | 0.0000% | $48189184.00       | $11878251.42       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | 3.0000%  | 0.0000% | $779999.00         | $502241.71         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-03-20      | 3.5000%  | 0.0000% | $21591400.00       | $15108184.55       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-08-20      | 3.0000%  | 0.0000% | $13287296.00       | $8907590.66        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | 3.0000%  | 0.0000% | $2618880.00        | $1801988.34        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 5.5000%  | 0.0000% | $22019700.00       | $18032649.10       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 5.0000%  | 0.0000% | $79929686.00       | $69471972.48       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 5.5000%  | 0.0000% | $24352992.00       | $20668999.96       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-09-20      | 5.0000%  | 0.0000% | $34411200.00       | $32844189.41       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 5.0000%  | 0.0000% | $11256773.00       | $10768890.47       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 7.0000%  | 0.0000% | $9924526.00        | $10468981.10       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-09-20      | 7.0000%  | 0.0000% | $10555227.00       | $11127566.38       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 5.5000%  | 0.0000% | $2893443.00        | $2911149.47        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-04-20      | 7.0000%  | 0.0000% | $3825700.00        | $4056132.68        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 5.5000%  | 0.0000% | $5000000.00        | $4940490.51        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | 3.5000%  | 0.0000% | $119890.00         | $89775.66          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 6.0000%  | 0.0000% | $23318768.00       | $19447643.59       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-08-15      | 5.0000%  | 0.0000% | $6153599.00        | $152665.89         | Agency Mortgage-Backed Securities  |
| TSY INFL IX N/B                | 2028-04-15      | 3.6250%  | 0.0000% | $27424600.00       | $57826153.61       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2044-02-15      | 1.3750%  | 0.0000% | $3975000.00        | $4523875.34        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2045-02-15      | 0.7500%  | 0.0000% | $100.00            | $97.80             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2051-05-15      | 2.3750%  | 0.0000% | $300.00            | $185.95            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2052-11-15      | 4.0000%  | 0.0000% | $8039700.00        | $6894424.11        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $90.56             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2054-11-15      | 4.5000%  | 0.0000% | $553700.00         | $517844.74         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2027-01-15      | 0.3750%  | 0.0000% | $908800.00         | $1187191.12        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-07-31      | 0.6250%  | 0.0000% | $223900.00         | $215522.23         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-10-31      | 1.3750%  | 0.0000% | $8452700.00        | $7783566.72        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-11-30      | 1.5000%  | 0.0000% | $6000.00           | $5576.15           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-12-31      | 1.2500%  | 0.0000% | $399700.00         | $385032.03         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2032-07-15      | 0.6250%  | 0.0000% | $25253600.00       | $25714759.09       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2033-02-15      | 3.5000%  | 0.0000% | $200.00            | $192.32            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2028-04-15      | 1.2500%  | 0.0000% | $24099800.00       | $25609182.74       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-08-31      | 3.6250%  | 0.0000% | $39772300.00       | $39628761.57       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-01-31      | 4.2500%  | 0.0000% | $100.00            | $102.59            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2035-01-15      | 2.1250%  | 0.0000% | $1400000.00        | $1436810.65        | U.S. Treasuries (including strips) |

### Security 164: Wells Fargo Bank Tri Party Repo

- **C.1 - Title:** Wells Fargo Bank Tri Party Repo 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 938CNS005, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 938CNS005_4.35_0602
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                    | 2043-09-01      | 7.1840%  | 0.0000% | $24894239.00       | $1088518.46        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-06-01      | 3.5000%  | 0.0000% | $1121120.00        | $229885.62         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-05-01      | 3.5000%  | 0.0000% | $7820415.00        | $3503950.76        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-08-01      | 5.5000%  | 0.0000% | $2677760.00        | $2576595.01        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-01-01      | 2.0000%  | 0.0000% | $1289500.00        | $1057384.36        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-12-01      | 5.5000%  | 0.0000% | $5773248.00        | $4322804.01        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-03-01      | 6.0000%  | 0.0000% | $966784.00         | $974965.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-20      | 4.5000%  | 0.0000% | $519548470.00      | $394393797.29      | Agency Mortgage-Backed Securities |

### Security 165: Fixed Income Clearing Corp. Tri Party Repo - BoA

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BoA 4.339900%
- **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: N/A, C.5 - Other ID: 942NHH006_4.34_0606
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2041-02-15      | 4.7500%  | 0.0000% | $426992300.00      | $430146666.76      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-09-30      | 3.6250%  | 0.0000% | $185908900.00      | $181853413.17      | U.S. Treasuries (including strips) |

### Security 166: Fixed Income Clearing Corp. Tri Party Repo - BoA

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BoA 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942NHH006, C.3 - LEI: N/A, C.5 - Other ID: 942NHH006_4.34_0902
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible 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 Corp. Tri Party Repo - BoA

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2043-05-15      | 2.8750%  | 0.0000% | $100.00            | $75.55             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 2.5000%  | 0.0000% | $1300.00           | $903.00            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $120159100.00      | $115638377.01      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $108000.00         | $104937.02         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-15      | 2.3750%  | 0.0000% | $400.00            | $377.78            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.0000%  | 0.0000% | $300.00            | $301.49            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 4.0000%  | 0.0000% | $100.00            | $101.28            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 4.8750%  | 0.0000% | $1200.00           | $1241.34           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-10-31      | 4.8750%  | 0.0000% | $827600.00         | $864341.46         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 4.6250%  | 0.0000% | $100100000.00      | $102951286.44      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.6250%  | 0.0000% | $67427900.00       | $67184552.37       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 4.1250%  | 0.0000% | $200.00            | $201.37            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $32458300.00       | $33142415.73       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 4.2500%  | 0.0000% | $185317500.00      | $190110921.34      | U.S. Treasuries (including strips) |

### Security 167: Fixed Income Clearing Corp. Tri Party Repo - BoA

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BoA 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942NHH006, C.3 - LEI: N/A, C.5 - Other ID: 942NHH006_4.35_0602
- **C.18 - Value (incl. sponsor support):** $7500000000.00
- **C.18.a - Value (excl. sponsor support):** $7500000000.00
- **C.19 - Percentage of Net Assets:** 4.2700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-02-15      | 2.2500%  | 0.0000% | $56000.00          | $54772.88          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-15      | 2.3750%  | 0.0000% | $100.00            | $97.18             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 1.8750%  | 0.0000% | $13836000.00       | $13570399.63       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $91.72             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 1.3750%  | 0.0000% | $100.00            | $97.08             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 1.6250%  | 0.0000% | $8549700.00        | $8323725.93        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 0.5000%  | 0.0000% | $50000.00          | $46885.23          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-15      | 0.6250%  | 0.0000% | $3000.00           | $2551.35           | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-06-12      | NA       | 0.0000% | $2219400.00        | $2216789.99        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-08-07      | NA       | 0.0000% | $100.00            | $99.23             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-09-04      | NA       | 0.0000% | $799900.00         | $791075.50         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-02      | NA       | 0.0000% | $2478700.00        | $2443524.77        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-30      | NA       | 0.0000% | $200.00            | $196.51            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-06-20      | NA       | 0.0000% | $11957000.00       | $11931698.99       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-06-26      | NA       | 0.0000% | $756300.00         | $754173.28         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-07-31      | NA       | 0.0000% | $5904000.00        | $5863120.70        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-02-19      | NA       | 0.0000% | $44000.00          | $42713.57          | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-06-17      | NA       | 0.0000% | $817100.00         | $815660.27         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-07-01      | NA       | 0.0000% | $13363600.00       | $13318337.49       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-09-11      | NA       | 0.0000% | $19719000.00       | $19487065.12       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-09-18      | NA       | 0.0000% | $21321500.00       | $21052849.10       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-09-25      | NA       | 0.0000% | $60000.00          | $59196.96          | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-07-08      | NA       | 0.0000% | $1401100.00        | $1395190.16        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-07-22      | NA       | 0.0000% | $22886700.00       | $22752469.50       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-04-16      | NA       | 0.0000% | $100456000.00      | $96948880.13       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-09      | NA       | 0.0000% | $1000.00           | $985.04            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-08-05      | NA       | 0.0000% | $267004000.00      | $264997464.94      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-08-12      | NA       | 0.0000% | $633230400.00      | $627951791.39      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-09-02      | NA       | 0.0000% | $4512600.00        | $4463877.46        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-11-13      | NA       | 0.0000% | $19000.00          | $18638.43          | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-09-16      | NA       | 0.0000% | $23499900.00       | $23208101.74       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-15      | 6.0000%  | 0.0000% | $4996100.00        | $5146585.37        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 6.6250%  | 0.0000% | $32000.00          | $34114.72          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 6.3750%  | 0.0000% | $5530500.00        | $5919592.34        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 5.5000%  | 0.0000% | $25025200.00       | $26668132.03       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 5.2500%  | 0.0000% | $13884200.00       | $14501490.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-15      | 6.1250%  | 0.0000% | $123000.00         | $135400.94         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-15      | 6.2500%  | 0.0000% | $620400.00         | $684308.99         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2036-02-15      | 4.5000%  | 0.0000% | $160300.00         | $164049.29         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2037-05-15      | 5.0000%  | 0.0000% | $456100.00         | $478052.57         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2038-02-15      | 4.3750%  | 0.0000% | $283600.00         | $281798.87         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-05-15      | 4.2500%  | 0.0000% | $300.00            | $287.11            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-08-15      | 4.5000%  | 0.0000% | $55185000.00       | $54664228.92       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-11-15      | 4.3750%  | 0.0000% | $23701600.00       | $22844225.15       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-05-15      | 4.3750%  | 0.0000% | $2068300.00        | $1988071.24        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-08-15      | 3.8750%  | 0.0000% | $36059000.00       | $32898450.18       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-11-15      | 4.2500%  | 0.0000% | $41535700.00       | $39102635.76       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-02-15      | 4.7500%  | 0.0000% | $137119500.00      | $138132457.83      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-05-15      | 4.3750%  | 0.0000% | $6944600.00        | $6614420.99        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-11-15      | 3.1250%  | 0.0000% | $44232600.00       | $35565123.70       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 3.1250%  | 0.0000% | $35963400.00       | $29082159.48       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 0.6250%  | 0.0000% | $100.00            | $92.59             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 0.6250%  | 0.0000% | $6754300.00        | $6233616.27        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 0.7500%  | 0.0000% | $13697300.00       | $12648942.49       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $85.71             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-28      | 0.5000%  | 0.0000% | $5373000.00        | $5232052.31        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 1.2500%  | 0.0000% | $100.00            | $93.19             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-31      | 0.7500%  | 0.0000% | $81200.00          | $79026.56          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-30      | 0.7500%  | 0.0000% | $200.00            | $193.98            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-30      | 1.2500%  | 0.0000% | $39012800.00       | $36239810.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 1.2500%  | 0.0000% | $2309900.00        | $2153117.06        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 0.7500%  | 0.0000% | $400.00            | $388.16            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 1.2500%  | 0.0000% | $13568800.00       | $12607403.82       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-30      | 0.8750%  | 0.0000% | $300.00            | $290.78            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 0.6250%  | 0.0000% | $125350200.00      | $120659916.16      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 1.1250%  | 0.0000% | $165868500.00      | $152394160.63      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 0.8750%  | 0.0000% | $11267800.00       | $10823166.14       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 1.3750%  | 0.0000% | $46800.00          | $43095.21          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 1.1250%  | 0.0000% | $49999800.00       | $48055313.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 1.3750%  | 0.0000% | $136800.00         | $126084.80         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.2500%  | 0.0000% | $99531200.00       | $95878659.56       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-15      | 1.8750%  | 0.0000% | $30628000.00       | $26706934.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 1.8750%  | 0.0000% | $163400.00         | $158425.54         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 2.5000%  | 0.0000% | $7912000.00        | $7743208.25        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 2.8750%  | 0.0000% | $85953000.00       | $82878697.56       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 2.7500%  | 0.0000% | $56923100.00       | $55810472.44       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $1902000.00        | $1845271.81        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-06-15      | 2.8750%  | 0.0000% | $100.00            | $101.23            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 3.2500%  | 0.0000% | $100.00            | $98.75             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 2.6250%  | 0.0000% | $597900.00         | $573031.03         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 3.1250%  | 0.0000% | $3399900.00        | $3369721.07        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.1250%  | 0.0000% | $100.00            | $97.57             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.8750%  | 0.0000% | $51840000.00       | $52001038.83       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 4.1250%  | 0.0000% | $232942000.00      | $234890506.72      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 3.8750%  | 0.0000% | $37809000.00       | $38399067.82       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 3.8750%  | 0.0000% | $880900.00         | $897420.00         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 3.8750%  | 0.0000% | $17548600.00       | $17762774.17       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-01-15      | 3.8750%  | 0.0000% | $22667100.00       | $22948647.30       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-15      | 4.0000%  | 0.0000% | $6736800.00        | $6801525.24        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 4.0000%  | 0.0000% | $38125000.00       | $38610190.34       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $49316000.00       | $49882261.30       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 3.6250%  | 0.0000% | $92000.00          | $91090.45          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $63288000.00       | $62088835.49       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $94.19             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-15      | 4.1250%  | 0.0000% | $9200.00           | $9367.95           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 4.0000%  | 0.0000% | $51246000.00       | $52269361.40       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-08-15      | 3.8750%  | 0.0000% | $254556700.00      | $250232188.19      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 4.3750%  | 0.0000% | $2070200.00        | $2102650.51        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-08-31      | 5.0000%  | 0.0000% | $186200.00         | $188736.07         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 4.3750%  | 0.0000% | $78106200.00       | $80061089.93       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 4.6250%  | 0.0000% | $206676000.00      | $212878133.26      | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2025-10-31      | 4.4713%  | 0.0000% | $2054200.00        | $2062614.41        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 4.8750%  | 0.0000% | $4062800.00        | $4202752.02        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-10-31      | 4.8750%  | 0.0000% | $250000000.00      | $261098796.25      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-30      | 4.3750%  | 0.0000% | $190000.00         | $197211.79         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.7500%  | 0.0000% | $29340800.00       | $29354903.36       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-15      | 4.0000%  | 0.0000% | $26999100.00       | $27400580.05       | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2026-01-31      | 4.5463%  | 0.0000% | $200.00            | $200.97            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 4.0000%  | 0.0000% | $5152000.00        | $5232722.42        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-01-31      | 4.0000%  | 0.0000% | $100.00            | $101.02            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-15      | 4.2500%  | 0.0000% | $25142000.00       | $25484186.99       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-03-31      | 4.1250%  | 0.0000% | $100.00            | $100.93            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-31      | 4.5000%  | 0.0000% | $300.00            | $302.87            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-15      | 4.5000%  | 0.0000% | $30900000.00       | $31373814.02       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-30      | 4.8750%  | 0.0000% | $5068500.00        | $5117939.09        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-04-30      | 4.6250%  | 0.0000% | $2000000.00        | $2063926.76        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-15      | 4.5000%  | 0.0000% | $100.00            | $101.22            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-31      | 4.6250%  | 0.0000% | $13301200.00       | $13977086.38       | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2026-07-31      | 4.4833%  | 0.0000% | $7000100.00        | $7032105.84        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 4.3750%  | 0.0000% | $12703700.00       | $12924438.30       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 4.0000%  | 0.0000% | $67415900.00       | $68445015.24       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $4032000.00        | $4090262.73        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-08-15      | 3.8750%  | 0.0000% | $596451200.00      | $580890740.72      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.6250%  | 0.0000% | $9047100.00        | $9014448.97        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-15      | 3.3750%  | 0.0000% | $1070000.00        | $1065476.16        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 3.5000%  | 0.0000% | $1577500.00        | $1575371.49        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.1250%  | 0.0000% | $247687400.00      | $250204342.89      | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2026-10-31      | 4.5063%  | 0.0000% | $1375300.00        | $1381322.94        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 4.2500%  | 0.0000% | $10525000.00       | $10783107.12       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $114405000.00      | $116624648.74      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 4.2500%  | 0.0000% | $400.00            | $408.51            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 4.2500%  | 0.0000% | $146641000.00      | $150434015.23      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 4.1250%  | 0.0000% | $111000.00         | $112744.49         | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2027-01-31      | 4.3993%  | 0.0000% | $2188500.00        | $2196512.53        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-01-31      | 4.3750%  | 0.0000% | $5259800.00        | $5400378.18        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 4.1250%  | 0.0000% | $362100.00         | $366715.84         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-15      | 3.8750%  | 0.0000% | $2799800.00        | $2822334.80        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-31      | 4.1250%  | 0.0000% | $358777600.00      | $360261609.99      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 3.8750%  | 0.0000% | $22013200.00       | $22122329.54       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-15      | 3.7500%  | 0.0000% | $804100.00         | $804901.41         | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2027-04-30      | 4.4919%  | 0.0000% | $2255200.00        | $2263358.34        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-04-30      | 4.0000%  | 0.0000% | $20062800.00       | $19920351.51       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $199147400.00      | $198759168.72      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.0000%  | 0.0000% | $18752500.00       | $14685848.34       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 2.7500%  | 0.0000% | $14182000.00       | $10587145.56       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 3.6250%  | 0.0000% | $1917500.00        | $1637118.10        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-02-15      | 3.6250%  | 0.0000% | $137350600.00      | $116615791.51      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 3.3750%  | 0.0000% | $33508000.00       | $27023320.04       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 3.1250%  | 0.0000% | $5414100.00        | $4224204.81        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 3.0000%  | 0.0000% | $49670300.00       | $37465950.96       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 2.5000%  | 0.0000% | $94350000.00       | $65537144.14       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-05-15      | 3.0000%  | 0.0000% | $12322000.00       | $9246155.57        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-11-15      | 3.0000%  | 0.0000% | $7720000.00        | $5758084.18        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-02-15      | 2.5000%  | 0.0000% | $109390100.00      | $74884121.86       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-08-15      | 2.2500%  | 0.0000% | $44594800.00       | $28800619.01       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-02-15      | 3.0000%  | 0.0000% | $100.00            | $74.33             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-02-15      | 3.0000%  | 0.0000% | $110140600.00      | $80932280.47       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-11-15      | 3.3750%  | 0.0000% | $100.00            | $77.46             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-02-15      | 2.0000%  | 0.0000% | $26778800.00       | $15490889.25       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-05-15      | 1.1250%  | 0.0000% | $69785400.00       | $42425654.30       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 0.5000%  | 0.0000% | $16537400.00       | $15451435.63       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-07-31      | 0.2500%  | 0.0000% | $1000000.00        | $994044.82         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 0.3750%  | 0.0000% | $113937000.00      | $105777485.49      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-15      | 0.6250%  | 0.0000% | $11173700.00       | $9428977.92        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 0.3750%  | 0.0000% | $399900.00         | $369050.82         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-10-31      | 0.2500%  | 0.0000% | $12800.00          | $12587.66          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-11-15      | 1.3750%  | 0.0000% | $729300.00         | $455053.64         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-02-15      | 1.8750%  | 0.0000% | $15183600.00       | $10304027.34       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-05-15      | 2.2500%  | 0.0000% | $100.00            | $71.20             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $54.27             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-11-15      | 2.0000%  | 0.0000% | $322700.00         | $217456.31         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-02-15      | 2.2500%  | 0.0000% | $232170800.00      | $139787505.23      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.2500%  | 0.0000% | $165922600.00      | $134746859.79      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 4.0000%  | 0.0000% | $19826900.00       | $17777362.32       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-02-15      | 3.6250%  | 0.0000% | $18029000.00       | $14588640.68       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-08-15      | 4.1250%  | 0.0000% | $18140200.00       | $16076984.97       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 4.7500%  | 0.0000% | $12481800.00       | $12257990.60       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-02-15      | 4.2500%  | 0.0000% | $25898400.00       | $23452890.36       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-05-15      | 4.6250%  | 0.0000% | $100.00            | $95.31             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $16931800.00       | $15346627.02       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-11-15      | 4.5000%  | 0.0000% | $1727100.00        | $1615260.33        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 4.7500%  | 0.0000% | $742100.00         | $734384.69         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $901477900.00      | $880126523.05      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 1.5000%  | 0.0000% | $155000.00         | $150960.92         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $50254300.00       | $48829042.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 2.2500%  | 0.0000% | $14429200.00       | $13887356.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 2.8750%  | 0.0000% | $1050000.00        | $1026333.70        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-09-30      | 3.0000%  | 0.0000% | $200.00            | $200.10            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-12-31      | 2.6250%  | 0.0000% | $821800.00         | $822971.12         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-31      | 2.2500%  | 0.0000% | $9000.00           | $8889.07           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-30      | 2.3750%  | 0.0000% | $876800.00         | $864166.31         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-15      | 2.3750%  | 0.0000% | $139100.00         | $131371.34         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 2.0000%  | 0.0000% | $52029900.00       | $50584780.82       | U.S. Treasuries (including strips) |

### Security 168: Australia & New Zealand Banking Group Ltd. Repo

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. Repo 4.370000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 943BACII1, C.3 - LEI: N/A, C.5 - Other ID: 943BACII1_4.37_0602
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.4200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2043-11-15      | 3.7500%  | 0.0000% | $113000000.00      | $96664130.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-08-15      | 1.1250%  | 0.0000% | $170000000.00      | $102390072.51      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 2.3750%  | 0.0000% | $109000000.00      | $78116698.03       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-08-15      | 3.3750%  | 0.0000% | $24711000.00       | $20518065.51       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-08-15      | 4.1250%  | 0.0000% | $204000000.00      | $180280069.06      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $170000000.00      | $153641315.61      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-15      | 2.3750%  | 0.0000% | $216000000.00      | $203772228.26      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 1.0000%  | 0.0000% | $222447000.00      | $203992194.68      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 2.8750%  | 0.0000% | $336788000.00      | $324395254.06      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 2.7500%  | 0.0000% | $95000000.00       | $93520914.62       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-15      | 2.7500%  | 0.0000% | $91166000.00       | $83567364.27       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-02-15      | 3.5000%  | 0.0000% | $60000000.00       | $57603314.92       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $30952000.00       | $31386000.87       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $90000000.00       | $90814886.91       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $321426000.00      | $325508044.33      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $300000000.00      | $312525412.09      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $95000000.00       | $96221411.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $100000000.00      | $101785542.58      | U.S. Treasuries (including strips) |

### Security 169: Fixed Income Clearing Corp. Repo - UBS

- **C.1 - Title:** Fixed Income Clearing Corp. Repo - UBS 4.359900%
- **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_4.36_0602
- **C.18 - Value (incl. sponsor support):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 3.4200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2032-08-15      | 2.7500%  | 0.0000% | $290000000.00      | $266417722.72      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $7100000.00        | $7171892.32        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 3.6250%  | 0.0000% | $390000000.00      | $393769754.46      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $790000000.00      | $799971119.36      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 4.2500%  | 0.0000% | $760000000.00      | $781221477.90      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-08-15      | 3.8750%  | 0.0000% | $400000000.00      | $388765538.67      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.6250%  | 0.0000% | $680000000.00      | $676639266.30      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-15      | 3.3750%  | 0.0000% | $370000000.00      | $368156283.97      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.5000%  | 0.0000% | $875000000.00      | $863204085.55      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $770000000.00      | $785610216.35      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2035-01-15      | 2.1250%  | 0.0000% | $470000000.00      | $481510295.76      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-29      | 4.1250%  | 0.0000% | $300000000.00      | $301841372.28      | U.S. Treasuries (including strips) |

### Security 170: Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 944JXN903, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 944JXN903_4.35_0602
- **C.18 - Value (incl. sponsor support):** $8200000000.00
- **C.18.a - Value (excl. sponsor support):** $8200000000.00
- **C.19 - Percentage of Net Assets:** 4.6700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC POOL | 2055-05-01      | 6.0000%  | 0.0000% | $54109568.00       | $54885625.44       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-01-01      | 5.0000%  | 0.0000% | $21464064.00       | $21067639.44       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-05-01      | 5.0000%  | 0.0000% | $28231199.00       | $27684043.86       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $994.60            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-11-01      | 1.5000%  | 0.0000% | $75586256.00       | $55730376.41       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-01-01      | 6.0000%  | 0.0000% | $32431956.00       | $32906511.18       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-05-01      | 6.0000%  | 0.0000% | $17806290.00       | $18060765.62       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $1038.90           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-06-01      | 6.0000%  | 0.0000% | $31751175.00       | $32216276.78       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-10-01      | 6.0000%  | 0.0000% | $7471403.00        | $7580846.60        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-05-01      | 5.5000%  | 0.0000% | $24072667.00       | $23914956.27       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-10-01      | 6.0000%  | 0.0000% | $38860032.00       | $32342712.65       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-10-01      | 6.5000%  | 0.0000% | $18606551.00       | $19217016.26       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-09-01      | 6.5000%  | 0.0000% | $23726040.00       | $23980602.03       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-04-01      | 6.0000%  | 0.0000% | $45875002.00       | $46833607.04       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-11-01      | 3.0000%  | 0.0000% | $8462920.00        | $7314116.35        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-01-01      | 4.5000%  | 0.0000% | $4845064.00        | $4588748.93        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-04-01      | 2.0000%  | 0.0000% | $8999874.00        | $7071319.24        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-04-01      | 6.5000%  | 0.0000% | $8004562.00        | $8262270.84        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-06-01      | 2.0000%  | 0.0000% | $93686913.00       | $84838569.21       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-05-01      | 5.5000%  | 0.0000% | $44682756.00       | $44636846.97       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-05-01      | 5.5000%  | 0.0000% | $93832599.00       | $93712545.44       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-05-01      | 5.5000%  | 0.0000% | $94055001.00       | $93887071.06       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-05-01      | 5.5000%  | 0.0000% | $41298129.00       | $41280889.34       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-05-01      | 5.5000%  | 0.0000% | $40638322.00       | $40672765.25       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-06-01      | 5.0000%  | 0.0000% | $20613662.00       | $20162733.57       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-09-01      | 4.5000%  | 0.0000% | $161244.00         | $124420.99         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-01-01      | 2.0000%  | 0.0000% | $100000.00         | $65182.17          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-12-01      | 2.5000%  | 0.0000% | $31023614.00       | $22397923.61       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2042-09-01      | 4.0000%  | 0.0000% | $50000.00          | $36078.77          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-09-01      | 2.5000%  | 0.0000% | $62000.00          | $42972.89          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-09-01      | 4.5000%  | 0.0000% | $100000.00         | $77337.11          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-03-01      | 2.0000%  | 0.0000% | $47000.00          | $30610.57          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-08-01      | 2.0000%  | 0.0000% | $6573070.00        | $4525194.19        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-02-01      | 2.5000%  | 0.0000% | $4341309.00        | $3005665.61        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-10-01      | 4.5000%  | 0.0000% | $150500.00         | $121873.52         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-03-01      | 2.0000%  | 0.0000% | $149000.00         | $96725.63          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-09-01      | 4.5000%  | 0.0000% | $6432000.00        | $5261366.94        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-12-01      | 6.0000%  | 0.0000% | $12600000.00       | $9805680.43        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-02-01      | 3.5000%  | 0.0000% | $209000.00         | $163125.65         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-11-01      | 5.5000%  | 0.0000% | $49000.00          | $35985.34          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-01-01      | 4.5000%  | 0.0000% | $400000.00         | $305204.08         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-03-01      | 5.5000%  | 0.0000% | $70000.00          | $59902.87          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-12-01      | 4.0000%  | 0.0000% | $100000.00         | $75333.98          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-04-01      | 3.5000%  | 0.0000% | $50800.00          | $37570.75          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-12-01      | 4.0000%  | 0.0000% | $6617845.00        | $4965085.67        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-11-01      | 5.5000%  | 0.0000% | $82000.00          | $62777.32          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-04-01      | 6.5000%  | 0.0000% | $58853824.00       | $46042748.53       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2054-04-01      | 6.0000%  | 0.0000% | $25391800.00       | $22022699.25       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-07-01      | 5.5000%  | 0.0000% | $21739930.00       | $20208688.68       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-11-01      | 6.0000%  | 0.0000% | $37714745.00       | $37903696.29       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2054-10-01      | 7.5000%  | 0.0000% | $1008.00           | $831.49            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-12-01      | 6.0000%  | 0.0000% | $32106452.00       | $32204395.26       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-02-01      | 5.5000%  | 0.0000% | $80096959.00       | $78501821.39       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-01-01      | 6.5000%  | 0.0000% | $175106.00         | $164485.64         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-03-01      | 5.5000%  | 0.0000% | $34173894.00       | $33771002.54       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-05-01      | 6.0000%  | 0.0000% | $18429639.00       | $18739189.35       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 6.5000%  | 0.0000% | $18919712.00       | $19809716.27       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 6.5000%  | 0.0000% | $16062528.00       | $16749379.54       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-05-01      | 5.5000%  | 0.0000% | $30511551.00       | $30425799.99       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-05-01      | 4.0000%  | 0.0000% | $24241893.00       | $22262208.43       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-05-01      | 4.5000%  | 0.0000% | $4579812.00        | $4329525.27        | Agency Mortgage-Backed Securities  |
| TREASURY BILL    | 2025-11-28      | NA       | 0.0000% | $16717000.00       | $16370406.44       | U.S. Treasuries (including strips) |
| TREASURY BILL    | 2025-07-22      | NA       | 0.0000% | $800.00            | $795.31            | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2045-02-15      | 2.5000%  | 0.0000% | $48700.00          | $33827.86          | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2050-11-15      | 1.6250%  | 0.0000% | $200.00            | $102.79            | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2045-02-15      | 4.7500%  | 0.0000% | $800.00            | $791.68            | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2055-05-15      | 4.7500%  | 0.0000% | $9154600.00        | $8937774.59        | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2027-06-30      | 0.5000%  | 0.0000% | $116515600.00      | $108864349.47      | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2026-07-31      | 0.6250%  | 0.0000% | $100.00            | $96.26             | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2031-08-31      | 3.7500%  | 0.0000% | $400.00            | $395.59            | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2035-02-15      | 4.6250%  | 0.0000% | $196700.00         | $202880.17         | U.S. Treasuries (including strips) |
| Fannie Mae       | 2042-04-01      | 4.0000%  | 0.0000% | $200000.00         | $26143.14          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2041-02-01      | 5.0000%  | 0.0000% | $997001.00         | $64977.85          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-05-01      | 4.5000%  | 0.0000% | $2385660.00        | $116853.49         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2027-08-01      | 4.0000%  | 0.0000% | $3510385.00        | $25000.01          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2027-08-01      | 3.0000%  | 0.0000% | $2710731.00        | $70721.39          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2042-09-01      | 4.5000%  | 0.0000% | $1027189.00        | $38737.85          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2027-08-01      | 4.0000%  | 0.0000% | $3776000.00        | $42571.25          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2034-01-01      | 4.5000%  | 0.0000% | $805000.00         | $53098.70          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2029-01-01      | 4.0000%  | 0.0000% | $1854000.00        | $96578.36          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-08-01      | 6.0000%  | 0.0000% | $1200000.00        | $119120.77         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2044-03-01      | 5.0000%  | 0.0000% | $659390.00         | $32812.24          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2044-12-01      | 4.0000%  | 0.0000% | $302000.00         | $45178.12          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2029-11-01      | 3.5000%  | 0.0000% | $1000.00           | $87.76             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2045-08-01      | 5.5000%  | 0.0000% | $4172472.00        | $497564.26         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2030-07-01      | 3.0000%  | 0.0000% | $447467.00         | $53187.17          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-12-01      | 6.5000%  | 0.0000% | $1702000.00        | $109844.75         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2045-08-01      | 3.5000%  | 0.0000% | $57000.00          | $9884.82           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2030-12-01      | 3.5000%  | 0.0000% | $300000.00         | $35842.31          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2046-03-01      | 4.5000%  | 0.0000% | $3123886.00        | $419995.74         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2045-06-01      | 4.0000%  | 0.0000% | $1000.00           | $243.94            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2042-06-01      | 3.5000%  | 0.0000% | $850000.00         | $77985.40          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2042-10-01      | 4.0000%  | 0.0000% | $800000.00         | $88290.76          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2042-10-01      | 3.5000%  | 0.0000% | $2090921.00        | $197002.60         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 6.0000%  | 0.0000% | $8893430.00        | $8258251.22        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-07-01      | 3.5000%  | 0.0000% | $605000.00         | $74569.65          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-08-01      | 4.0000%  | 0.0000% | $600000.00         | $54485.47          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2044-08-01      | 4.0000%  | 0.0000% | $299000.00         | $29310.30          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2045-01-01      | 4.5000%  | 0.0000% | $699999.00         | $112163.45         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2030-05-01      | 2.5000%  | 0.0000% | $961000.00         | $100281.60         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2030-08-01      | 3.0000%  | 0.0000% | $631670.00         | $71515.06          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2030-09-01      | 3.0000%  | 0.0000% | $2201888.00        | $262194.63         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2031-04-01      | 3.5000%  | 0.0000% | $495000.00         | $59342.12          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2046-05-01      | 3.5000%  | 0.0000% | $356479.00         | $35307.61          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2046-07-01      | 4.5000%  | 0.0000% | $3878000.00        | $336479.35         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-03-01      | 3.5000%  | 0.0000% | $621000.00         | $125971.82         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-01-01      | 3.0000%  | 0.0000% | $900000.00         | $258512.44         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2032-02-01      | 2.5000%  | 0.0000% | $399000.00         | $70750.41          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2032-03-01      | 3.0000%  | 0.0000% | $1810102.00        | $297657.11         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-04-01      | 4.0000%  | 0.0000% | $3434754.00        | $695335.87         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-07-01      | 4.0000%  | 0.0000% | $625000.00         | $51640.99          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2028-04-01      | 2.5000%  | 0.0000% | $927788.00         | $45865.87          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-07-01      | 4.0000%  | 0.0000% | $198999.00         | $32952.73          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2029-03-01      | 3.5000%  | 0.0000% | $574754.00         | $39025.82          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2031-10-01      | 8.0000%  | 0.0000% | $36566144.00       | $225454.04         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2032-09-01      | 8.0000%  | 0.0000% | $9098447.00        | $43223.29          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2033-11-01      | 5.0000%  | 0.0000% | $4378312.00        | $41256.96          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2032-05-01      | 8.5000%  | 0.0000% | $1310186.00        | $28039.73          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-07-01      | 6.0000%  | 0.0000% | $6890000.00        | $202794.18         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-08-01      | 4.4900%  | 0.0000% | $694000.00         | $26264.81          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-06-01      | 6.0000%  | 0.0000% | $39593639.00       | $216793.40         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-10-01      | 6.5000%  | 0.0000% | $934271.00         | $740981.88         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-04-01      | 5.5000%  | 0.0000% | $913958.00         | $819694.21         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-04-01      | 5.5000%  | 0.0000% | $734734.00         | $650829.16         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-03-01      | 5.5000%  | 0.0000% | $250086.00         | $237554.63         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-04-01      | 5.5000%  | 0.0000% | $129234.00         | $123120.04         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-05-01      | 5.5000%  | 0.0000% | $128028.00         | $107255.10         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-08-01      | 5.5000%  | 0.0000% | $100742.00         | $97516.99          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-09-01      | 6.0000%  | 0.0000% | $218168.00         | $126744.62         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-06-01      | 6.0000%  | 0.0000% | $19000.00          | $17769.05          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-06-01      | 6.5000%  | 0.0000% | $1136586.00        | $1040790.60        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-08-01      | 5.5000%  | 0.0000% | $979030.00         | $961307.30         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-08-01      | 5.5000%  | 0.0000% | $80000.00          | $74462.53          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2039-08-01      | 5.0000%  | 0.0000% | $70763.00          | $66017.42          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 4.5000%  | 0.0000% | $6000.00           | $5657.44           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-08-01      | 7.0000%  | 0.0000% | $100000.00         | $92839.94          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-10-01      | 5.5000%  | 0.0000% | $1000000.00        | $932327.39         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-09-01      | 5.5000%  | 0.0000% | $632545.00         | $586921.77         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-09-01      | 6.0000%  | 0.0000% | $7031796.00        | $6444288.41        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-08-01      | 7.0000%  | 0.0000% | $7000.00           | $7262.62           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-09-01      | 6.0000%  | 0.0000% | $14791627.00       | $13460074.19       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-01-01      | 4.5000%  | 0.0000% | $1823453.00        | $1725051.85        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-10-01      | 6.5000%  | 0.0000% | $172844.00         | $126750.73         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-10-01      | 6.0000%  | 0.0000% | $9166063.00        | $8949967.13        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-10-01      | 6.5000%  | 0.0000% | $100000.00         | $95490.68          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-10-01      | 5.5000%  | 0.0000% | $200944.00         | $198294.97         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2040-04-01      | 5.5000%  | 0.0000% | $65223.00          | $66297.37          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-11-01      | 5.5000%  | 0.0000% | $46990.00          | $46132.02          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2039-12-01      | 4.5000%  | 0.0000% | $714875.00         | $691801.18         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-11-01      | 4.5000%  | 0.0000% | $6000.00           | $5636.20           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-12-01      | 4.5000%  | 0.0000% | $900320.00         | $820808.95         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-01-01      | 5.0000%  | 0.0000% | $3682230.00        | $3550366.07        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-12-01      | 4.5000%  | 0.0000% | $7000.00           | $5385.20           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-01-01      | 6.0000%  | 0.0000% | $11432856.00       | $11555126.87       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-03-01      | 5.5000%  | 0.0000% | $259732.00         | $258109.88         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-01-01      | 6.5000%  | 0.0000% | $4825520.00        | $4251767.94        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-02-01      | 7.0000%  | 0.0000% | $3165185.00        | $3316318.76        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-02-01      | 6.0000%  | 0.0000% | $2234572.00        | $2259422.07        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-01-01      | 4.5000%  | 0.0000% | $1072217.00        | $1012614.32        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-02-01      | 7.0000%  | 0.0000% | $10321803.00       | $10821568.24       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-02-01      | 7.0000%  | 0.0000% | $5328552.00        | $5219780.92        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-11-01      | 6.0000%  | 0.0000% | $41112662.00       | $36536569.04       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-11-01      | 6.5000%  | 0.0000% | $2732136.00        | $2263842.66        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-12-01      | 7.0000%  | 0.0000% | $3407762.00        | $2602791.48        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-01-01      | 6.5000%  | 0.0000% | $59056000.00       | $55635727.21       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-06-01      | 6.0000%  | 0.0000% | $36509235.00       | $34913950.02       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-03-01      | 5.5000%  | 0.0000% | $28542270.00       | $24909358.84       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-03-01      | 5.0000%  | 0.0000% | $32292044.00       | $27225560.60       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-12-01      | 4.0000%  | 0.0000% | $4544130.00        | $4172098.76        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-01-01      | 5.5000%  | 0.0000% | $585209.00         | $553526.83         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2049-01-01      | 3.0000%  | 0.0000% | $1561396.00        | $207555.23         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2042-06-01      | 3.5000%  | 0.0000% | $801000.00         | $118994.73         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2048-02-01      | 3.0000%  | 0.0000% | $1597286.00        | $203393.77         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2035-05-01      | 5.0000%  | 0.0000% | $2600000.00        | $30522.15          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2035-07-01      | 5.0000%  | 0.0000% | $39949000.00       | $355300.15         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2048-04-01      | 3.5000%  | 0.0000% | $416217.00         | $50715.70          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2027-02-01      | 3.0000%  | 0.0000% | $2265000.00        | $28707.71          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2030-11-01      | 3.0000%  | 0.0000% | $640000.00         | $62975.86          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2030-06-01      | 2.5000%  | 0.0000% | $700000.00         | $72836.78          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2034-06-01      | 3.5000%  | 0.0000% | $477000.00         | $45675.17          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2037-07-01      | 6.0000%  | 0.0000% | $5891703.00        | $31654.05          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2031-01-01      | 4.0000%  | 0.0000% | $1200000.00        | $45008.73          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2035-07-01      | 3.0000%  | 0.0000% | $200000.00         | $27515.46          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2038-04-01      | 3.0000%  | 0.0000% | $800000.00         | $122528.04         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2038-02-01      | 3.0000%  | 0.0000% | $300000.00         | $42135.73          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2036-03-01      | 6.0000%  | 0.0000% | $79884157.00       | $152064.85         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2034-05-01      | 5.5000%  | 0.0000% | $33086656.00       | $393124.38         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2041-01-01      | 4.5000%  | 0.0000% | $25092720.00       | $2414419.84        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2030-05-01      | 3.0000%  | 0.0000% | $357961.00         | $34529.62          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-05-01      | 3.5000%  | 0.0000% | $19000.00          | $13827.70          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-09-01      | 3.0000%  | 0.0000% | $39000.00          | $28547.33          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-09-01      | 3.5000%  | 0.0000% | $75006.00          | $57472.89          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-02-01      | 6.5000%  | 0.0000% | $1024.00           | $769.99            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-02-01      | 7.0000%  | 0.0000% | $17630050.00       | $13198746.61       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-12-01      | 7.0000%  | 0.0000% | $29373120.00       | $17665052.29       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-10-01      | 5.5000%  | 0.0000% | $6462060.00        | $5922752.97        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $851.19            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-10-01      | 6.0000%  | 0.0000% | $25233056.00       | $22047676.22       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-11-01      | 6.0000%  | 0.0000% | $33921792.00       | $29753867.55       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-01-01      | 7.0000%  | 0.0000% | $9693246.00        | $8194495.43        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-01-01      | 6.5000%  | 0.0000% | $2431647.00        | $2118198.69        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-01-01      | 7.5000%  | 0.0000% | $66984448.00       | $43854509.92       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-01-01      | 7.0000%  | 0.0000% | $15429077.00       | $6474675.69        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-07-01      | 7.0000%  | 0.0000% | $17619770.00       | $14627404.27       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-03-01      | 5.5000%  | 0.0000% | $19698400.00       | $18243298.17       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-03-01      | 7.0000%  | 0.0000% | $7000.00           | $6852.64           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $928.19            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-04-01      | 5.5000%  | 0.0000% | $1243295.00        | $1170147.60        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-04-01      | 6.5000%  | 0.0000% | $40595328.00       | $34339953.48       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-05-01      | 5.5000%  | 0.0000% | $100000.00         | $95983.99          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-05-01      | 6.0000%  | 0.0000% | $42077504.00       | $39416935.99       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $958.42            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-06-01      | 5.0000%  | 0.0000% | $122965.00         | $111890.79         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-06-01      | 5.0000%  | 0.0000% | $24743960.00       | $23023760.96       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-06-01      | 6.5000%  | 0.0000% | $33565280.00       | $27566333.90       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-07-01      | 5.5000%  | 0.0000% | $46021397.00       | $43219818.77       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-01-01      | 5.5000%  | 0.0000% | $16726938.00       | $16379571.21       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1005.61           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-01-01      | 6.5000%  | 0.0000% | $29206144.00       | $28869457.91       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-01-01      | 6.5000%  | 0.0000% | $1024.00           | $1004.41           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-01-01      | 6.5000%  | 0.0000% | $43853609.00       | $43223603.78       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-01-01      | 6.5000%  | 0.0000% | $9999000.00        | $9784297.27        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.33           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1032.43           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-01-01      | 7.0000%  | 0.0000% | $4194089.00        | $4394060.58        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-08-01      | 6.5000%  | 0.0000% | $85104768.00       | $82649625.11       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-08-01      | 6.0000%  | 0.0000% | $18358680.00       | $17486266.35       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-08-01      | 4.5000%  | 0.0000% | $37691537.00       | $34085598.75       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-09-01      | 7.5000%  | 0.0000% | $1000.00           | $912.18            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-09-01      | 6.0000%  | 0.0000% | $28963520.00       | $28462335.89       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-09-01      | 5.5000%  | 0.0000% | $3233408.00        | $2987483.90        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-08-01      | 7.0000%  | 0.0000% | $6113313.00        | $4843984.23        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1084.33           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2034-09-01      | 5.5000%  | 0.0000% | $4378560.00        | $4205299.35        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-10-01      | 6.0000%  | 0.0000% | $55137280.00       | $53997775.37       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-11-01      | 5.5000%  | 0.0000% | $1031.00           | $1005.99           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-11-01      | 5.5000%  | 0.0000% | $37693440.00       | $36288083.14       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-11-01      | 4.5000%  | 0.0000% | $1008.00           | $914.72            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $972.28            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2047-02-01      | 3.5000%  | 0.0000% | $1104584.00        | $240432.16         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2049-04-01      | 4.5000%  | 0.0000% | $2368892.00        | $312661.12         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2047-01-01      | 3.0000%  | 0.0000% | $1001.00           | $188.72            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2040-04-01      | 5.5000%  | 0.0000% | $8873378.00        | $8963370.04        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2040-03-01      | 5.0000%  | 0.0000% | $2042510.00        | $2038905.70        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2037-06-01      | 2.5000%  | 0.0000% | $2197094.00        | $1452102.59        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2037-01-01      | 2.0000%  | 0.0000% | $5851189.00        | $3563027.14        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2037-11-01      | 4.0000%  | 0.0000% | $63000.00          | $40408.23          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2037-08-01      | 4.0000%  | 0.0000% | $41955.00          | $26457.81          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2037-09-01      | 4.0000%  | 0.0000% | $63000.00          | $39694.84          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2038-10-01      | 4.0000%  | 0.0000% | $34000.00          | $27089.81          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2039-04-01      | 5.0000%  | 0.0000% | $34000.00          | $25829.87          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2039-09-01      | 5.5000%  | 0.0000% | $39842.00          | $30498.07          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2040-05-01      | 4.5000%  | 0.0000% | $5214520.00        | $5115515.02        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2040-04-01      | 5.5000%  | 0.0000% | $33000.00          | $32020.38          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2048-04-01      | 4.0000%  | 0.0000% | $423569.00         | $186600.79         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-04-01      | 2.5000%  | 0.0000% | $15842981.00       | $8977470.73        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-04-01      | 3.0000%  | 0.0000% | $80661248.00       | $45018549.38       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-08-01      | 2.5000%  | 0.0000% | $18485453.00       | $12278343.61       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-02-01      | 2.0000%  | 0.0000% | $16896000.00       | $10910178.66       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-07-01      | 3.0000%  | 0.0000% | $41000.00          | $28579.13          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-05-01      | 3.0000%  | 0.0000% | $110000.00         | $78691.72          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-12-01      | 2.5000%  | 0.0000% | $13595472.00       | $9787829.56        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-09-01      | 4.5000%  | 0.0000% | $79008.00          | $61703.00          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-11-01      | 5.5000%  | 0.0000% | $230000.00         | $171283.23         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-06-01      | 1.5000%  | 0.0000% | $21366308.00       | $13579853.52       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-12-01      | 3.5000%  | 0.0000% | $155000.00         | $118422.71         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-01-01      | 3.0000%  | 0.0000% | $15000.00          | $10576.19          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-02-01      | 5.5000%  | 0.0000% | $37900946.00       | $31031594.79       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-02-01      | 2.0000%  | 0.0000% | $53000.00          | $36246.21          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-07-01      | 6.0000%  | 0.0000% | $200000.00         | $171466.96         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-05-01      | 4.5000%  | 0.0000% | $38000.00          | $32611.23          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-06-01      | 3.5000%  | 0.0000% | $153999.00         | $116014.06         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-06-01      | 5.5000%  | 0.0000% | $55890749.00       | $46390086.35       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-06-01      | 5.0000%  | 0.0000% | $41000.00          | $31777.64          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-07-01      | 6.0000%  | 0.0000% | $13194502.00       | $11566118.61       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-07-01      | 2.5000%  | 0.0000% | $28896284.00       | $22195933.14       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-09-01      | 3.0000%  | 0.0000% | $52000.00          | $40482.64          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-12-01      | 3.5000%  | 0.0000% | $30000.00          | $25100.54          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-06-01      | 7.0000%  | 0.0000% | $39290096.00       | $33626572.09       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-05-01      | 5.0000%  | 0.0000% | $2950000.00        | $2696752.60        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-12-01      | 5.5000%  | 0.0000% | $47274310.00       | $47015758.98       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2054-10-01      | 6.5000%  | 0.0000% | $19399232.00       | $18214329.12       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-06-01      | 3.5000%  | 0.0000% | $19000.00          | $16307.98          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-05-01      | 6.0000%  | 0.0000% | $19425510.00       | $18967056.11       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-09-01      | 6.0000%  | 0.0000% | $59636222.00       | $57530128.01       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-10-01      | 6.5000%  | 0.0000% | $46908583.00       | $47985297.88       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-01-01      | 6.0000%  | 0.0000% | $2835000.00        | $2822328.42        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-08-01      | 2.5000%  | 0.0000% | $42820574.00       | $25656846.81       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-07-01      | 1.5000%  | 0.0000% | $11574501.00       | $6714015.10        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-07-01      | 2.5000%  | 0.0000% | $23779454.00       | $14046624.74       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-02-01      | 2.0000%  | 0.0000% | $13000.00          | $8442.37           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-02-01      | 3.0000%  | 0.0000% | $98065.00          | $64357.13          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-07-01      | 3.0000%  | 0.0000% | $12478657.00       | $9200435.58        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-03-01      | 2.5000%  | 0.0000% | $127000.00         | $84220.09          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-04-01      | 3.0000%  | 0.0000% | $85000.00          | $59377.13          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-05-01      | 3.0000%  | 0.0000% | $6570972.00        | $4688106.86        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-04-01      | 5.5000%  | 0.0000% | $25967360.00       | $25326785.11       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-04-01      | 6.0000%  | 0.0000% | $50935161.00       | $45883071.91       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-11-01      | 5.5000%  | 0.0000% | $814235.00         | $795513.19         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-12-01      | 5.0000%  | 0.0000% | $9726007.00        | $9274044.12        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $984.17            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-12-01      | 5.0000%  | 0.0000% | $38200320.00       | $35863022.01       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-01-01      | 5.5000%  | 0.0000% | $1004.00           | $986.64            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 4.5000%  | 0.0000% | $1000.00           | $935.44            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1014.03           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-02-01      | 6.0000%  | 0.0000% | $31771533.00       | $32351876.19       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 7.0000%  | 0.0000% | $18356880.00       | $17899317.03       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 7.0000%  | 0.0000% | $40107284.00       | $39433847.31       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 5.5000%  | 0.0000% | $42431744.00       | $42245211.72       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-11-01      | 2.5000%  | 0.0000% | $11379530.00       | $9242771.23        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-10-01      | 7.0000%  | 0.0000% | $4402397.00        | $4252418.76        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-01-01      | 5.5000%  | 0.0000% | $45602126.00       | $43834042.97       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-11-01      | 3.5000%  | 0.0000% | $1000.00           | $869.82            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-09-01      | 3.5000%  | 0.0000% | $16000.00          | $13912.15          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $863.77            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $950.03            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-10-01      | 4.0000%  | 0.0000% | $34577328.00       | $31161735.38       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-12-01      | 5.5000%  | 0.0000% | $55154173.00       | $53586500.96       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-06-01      | 1.5000%  | 0.0000% | $16875739.00       | $12204134.55       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-01-01      | 5.5000%  | 0.0000% | $42512515.00       | $41145641.87       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $991.03            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-05-01      | 3.0000%  | 0.0000% | $1024.00           | $861.98            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 5.5000%  | 0.0000% | $32176726.00       | $31714874.42       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-05-01      | 6.0000%  | 0.0000% | $1029.00           | $1024.18           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-04-01      | 2.5000%  | 0.0000% | $15284399.00       | $12605928.65       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-05-01      | 5.5000%  | 0.0000% | $6898638.00        | $6853441.96        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-09-01      | 6.5000%  | 0.0000% | $30651456.00       | $31808980.99       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-09-01      | 4.5000%  | 0.0000% | $81048.00          | $78690.80          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-06-01      | 6.0000%  | 0.0000% | $32535305.00       | $33000115.20       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-07-01      | 5.5000%  | 0.0000% | $11494306.00       | $11354729.62       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-05-01      | 2.5000%  | 0.0000% | $29231507.00       | $23695336.64       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 7.0000%  | 0.0000% | $184078359.00      | $178627510.29      | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-11-01      | 5.5000%  | 0.0000% | $13364445.00       | $13119205.60       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2052-08-01      | 3.5000%  | 0.0000% | $17555072.00       | $15282082.82       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-03-01      | 3.0000%  | 0.0000% | $3388000.00        | $2881725.78        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-07-01      | 6.0000%  | 0.0000% | $10522636.00       | $10397740.93       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-05-01      | 2.5000%  | 0.0000% | $48154280.00       | $39510072.47       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 6.0000%  | 0.0000% | $21465707.00       | $21348558.28       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-03-01      | 2.5000%  | 0.0000% | $10216357.00       | $8409926.14        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-04-01      | 6.0000%  | 0.0000% | $18568741.00       | $18928724.09       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2050-03-01      | 3.5000%  | 0.0000% | $1022.00           | $923.32            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2050-05-01      | 4.5000%  | 0.0000% | $18843704.00       | $17986383.47       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-03-01      | 3.0000%  | 0.0000% | $728905.00         | $618796.22         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-06-01      | 4.5000%  | 0.0000% | $22963366.00       | $21794668.45       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-01-01      | 2.5000%  | 0.0000% | $19503091.00       | $15827259.84       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-09-01      | 2.5000%  | 0.0000% | $21999921.00       | $17926026.74       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-02-01      | 6.5000%  | 0.0000% | $1749289.00        | $1702267.44        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 6.5000%  | 0.0000% | $3113214.00        | $3213665.54        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-01-01      | 4.5000%  | 0.0000% | $709371.00         | $667186.04         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1032.54           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-03-01      | 5.5000%  | 0.0000% | $1860353.00        | $1856693.60        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-04-01      | 5.0000%  | 0.0000% | $100000.00         | $96988.43          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 6.0000%  | 0.0000% | $4120068.00        | $4181601.20        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 6.5000%  | 0.0000% | $3592338.00        | $3719500.42        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-03-01      | 5.0000%  | 0.0000% | $4855240.00        | $4711344.05        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 5.5000%  | 0.0000% | $2466799.00        | $2464291.10        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 7.0000%  | 0.0000% | $2051491.00        | $1846745.10        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-03-01      | 6.0000%  | 0.0000% | $4420918.00        | $4484199.86        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-04-01      | 6.0000%  | 0.0000% | $8660533.00        | $8790539.18        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-04-01      | 5.5000%  | 0.0000% | $576780.00         | $574867.23         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-03-01      | 6.5000%  | 0.0000% | $1700085.00        | $1766739.63        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-04-01      | 6.5000%  | 0.0000% | $2680195.00        | $2777233.79        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-03-01      | 6.5000%  | 0.0000% | $3769970.00        | $3900507.82        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-04-01      | 5.5000%  | 0.0000% | $5018850.00        | $5005531.10        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-04-01      | 6.0000%  | 0.0000% | $5047234.00        | $5146687.72        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-03-01      | 6.5000%  | 0.0000% | $1785819.00        | $1872281.22        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-03-01      | 6.5000%  | 0.0000% | $1927813.00        | $1966457.45        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-03-01      | 6.0000%  | 0.0000% | $3874795.00        | $3936172.21        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 6.5000%  | 0.0000% | $5864667.00        | $6049136.53        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-04-01      | 5.5000%  | 0.0000% | $6183568.00        | $6135744.48        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 5.5000%  | 0.0000% | $2468080.00        | $2454487.53        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-04-01      | 6.0000%  | 0.0000% | $1842054.00        | $1877357.26        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-03-01      | 6.5000%  | 0.0000% | $3787296.00        | $3936701.98        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-04-01      | 6.0000%  | 0.0000% | $1865000.00        | $1897013.54        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-04-01      | 6.0000%  | 0.0000% | $6709210.00        | $6798454.00        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 6.0000%  | 0.0000% | $6650993.00        | $6792787.73        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 6.0000%  | 0.0000% | $4411460.00        | $4508557.70        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-04-01      | 4.0000%  | 0.0000% | $4081379.00        | $3743411.87        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.81           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-04-01      | 5.0000%  | 0.0000% | $58493.00          | $57201.54          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-04-01      | 6.5000%  | 0.0000% | $1116529.00        | $1169489.96        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 5.5000%  | 0.0000% | $1105956.00        | $1108224.93        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 5.5000%  | 0.0000% | $7323989.00        | $7298014.88        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-05-01      | 5.5000%  | 0.0000% | $10000.00          | $9944.73           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-05-01      | 5.5000%  | 0.0000% | $7000.00           | $6987.69           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 6.5000%  | 0.0000% | $9456955.00        | $9829512.79        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 6.0000%  | 0.0000% | $9015671.00        | $9219707.65        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 6.0000%  | 0.0000% | $6920246.00        | $7071815.53        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 5.5000%  | 0.0000% | $3581667.00        | $3584036.47        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-06-01      | 6.0000%  | 0.0000% | $7233916.00        | $7337262.13        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 5.0000%  | 0.0000% | $2390060.00        | $2327028.81        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 6.5000%  | 0.0000% | $17354302.00       | $17939577.76       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 5.5000%  | 0.0000% | $21438390.00       | $21304840.75       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2056-10-01      | 3.5000%  | 0.0000% | $128991.00         | $43574.72          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2056-04-01      | 4.5000%  | 0.0000% | $159000.00         | $47270.09          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2057-01-01      | 2.5000%  | 0.0000% | $80000000.00       | $34001412.05       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2061-09-01      | 4.5000%  | 0.0000% | $50223803.00       | $30938470.23       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2063-03-01      | 2.5000%  | 0.0000% | $17523574.00       | $11717629.31       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2063-06-01      | 4.5000%  | 0.0000% | $9977984.00        | $8199826.47        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-03-01      | 3.5000%  | 0.0000% | $458112.00         | $71105.26          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $93.48             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-09-01      | 3.0000%  | 0.0000% | $150000.00         | $41332.53          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-07-01      | 3.5000%  | 0.0000% | $86666830.00       | $24217632.02       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2030-05-01      | 3.0000%  | 0.0000% | $1024.00           | $53.85             | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-08-01      | 5.5000%  | 0.0000% | $74000.00          | $55654.79          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-11-01      | 3.5000%  | 0.0000% | $45000.00          | $34385.52          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-02-01      | 5.5000%  | 0.0000% | $73978.00          | $59397.22          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-04-01      | 4.5000%  | 0.0000% | $224068.00         | $188564.34         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-07-01      | 4.5000%  | 0.0000% | $41920.00          | $35970.33          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-09-01      | 6.0000%  | 0.0000% | $35000.00          | $28689.86          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-01-01      | 4.5000%  | 0.0000% | $10000.00          | $8717.38           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-01-01      | 7.0000%  | 0.0000% | $195969465.00      | $113713190.94      | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-02-01      | 7.0000%  | 0.0000% | $168094741.00      | $101429689.06      | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-07-01      | 6.0000%  | 0.0000% | $82294759.00       | $72175802.40       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-07-01      | 6.5000%  | 0.0000% | $32000.00          | $26020.81          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-08-01      | 6.0000%  | 0.0000% | $7711012.00        | $6936531.56        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-08-01      | 7.0000%  | 0.0000% | $8937747.00        | $6383634.89        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-12-01      | 5.0000%  | 0.0000% | $4060000.00        | $3805115.14        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-12-01      | 6.0000%  | 0.0000% | $35000.00          | $32749.39          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-12-01      | 7.0000%  | 0.0000% | $108184017.00      | $98418630.89       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-01-01      | 7.0000%  | 0.0000% | $103594609.00      | $93343471.28       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-03-01      | 7.0000%  | 0.0000% | $6744828.00        | $6730655.78        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-03-01      | 7.5000%  | 0.0000% | $9937144.00        | $10189948.94       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 7.5000%  | 0.0000% | $3087809.00        | $3095293.83        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-05-01      | 5.0000%  | 0.0000% | $10390212.00       | $10068311.35       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-05-01      | 6.0000%  | 0.0000% | $20986179.00       | $21133333.52       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-12-01      | 6.5000%  | 0.0000% | $779710.00         | $651436.31         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-07-01      | 2.5000%  | 0.0000% | $10661500.00       | $7867947.82        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-08-01      | 6.5000%  | 0.0000% | $2323435.00        | $1848383.53        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-10-01      | 6.5000%  | 0.0000% | $5616420.00        | $4744478.24        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-10-01      | 2.5000%  | 0.0000% | $3005349.00        | $2235173.73        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2041-11-01      | 4.0000%  | 0.0000% | $5160000.00        | $463087.80         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2044-03-01      | 4.5000%  | 0.0000% | $800000.00         | $128158.06         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2032-03-01      | 2.5000%  | 0.0000% | $1051082.00        | $312269.19         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2032-04-01      | 3.5000%  | 0.0000% | $1760448.00        | $311331.07         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2043-04-01      | 3.5000%  | 0.0000% | $200000.00         | $26526.23          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2033-06-01      | 4.0000%  | 0.0000% | $891081.00         | $75675.21          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2034-04-01      | 4.0000%  | 0.0000% | $700000.00         | $117693.87         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2030-08-01      | 2.5000%  | 0.0000% | $1269118.00        | $128604.18         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2031-10-01      | 3.0000%  | 0.0000% | $1315234.00        | $255979.83         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2032-08-01      | 3.0000%  | 0.0000% | $1029868.00        | $268821.18         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2031-10-01      | 3.0000%  | 0.0000% | $1160084.00        | $137641.07         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2032-03-01      | 3.0000%  | 0.0000% | $1549306.00        | $321435.20         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2030-06-01      | 3.0000%  | 0.0000% | $613048.00         | $55873.67          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2044-11-01      | 4.0000%  | 0.0000% | $1177028.00        | $82692.24          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2047-11-01      | 3.5000%  | 0.0000% | $298442.00         | $50917.25          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2048-04-01      | 3.5000%  | 0.0000% | $435393.00         | $56491.11          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2046-04-01      | 3.5000%  | 0.0000% | $55927601.00       | $11917503.30       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2038-12-20      | 5.8750%  | 0.0000% | $3076972.00        | $398479.83         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2036-08-20      | 5.0000%  | 0.0000% | $317991.00         | $51142.07          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-02-01      | 2.0000%  | 0.0000% | $15000.00          | $7213.38           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-08-01      | 2.5000%  | 0.0000% | $800000.00         | $462446.43         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-10-01      | 2.5000%  | 0.0000% | $18992373.00       | $12591781.43       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-10-01      | 2.5000%  | 0.0000% | $48551050.00       | $33988068.94       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-04-01      | 3.0000%  | 0.0000% | $19400000.00       | $11630334.65       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-07-01      | 4.5000%  | 0.0000% | $2080928.00        | $1585926.46        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-05-01      | 6.5000%  | 0.0000% | $126000.00         | $106682.01         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-06-01      | 6.5000%  | 0.0000% | $230000.00         | $199245.22         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-07-01      | 5.0000%  | 0.0000% | $12149013.00       | $11251439.18       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-07-01      | 5.5000%  | 0.0000% | $31000.00          | $27742.17          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-11-01      | 6.5000%  | 0.0000% | $14007.00          | $13133.84          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2054-08-01      | 7.5000%  | 0.0000% | $1801188.00        | $1395569.02        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-07-01      | 6.0000%  | 0.0000% | $7054044.00        | $6435078.09        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-09-01      | 6.5000%  | 0.0000% | $526170.00         | $526593.68         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2054-08-01      | 7.0000%  | 0.0000% | $8218500.00        | $7485443.73        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-11-01      | 5.0000%  | 0.0000% | $11088133.00       | $10680429.89       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2037-03-01      | 2.0000%  | 0.0000% | $17711626.00       | $11276927.13       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2050-11-01      | 2.5000%  | 0.0000% | $575000.00         | $276068.49         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-11-01      | 2.5000%  | 0.0000% | $430091.00         | $257727.02         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-08-01      | 4.0000%  | 0.0000% | $58000.00          | $44928.20          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-12-01      | 6.0000%  | 0.0000% | $73544487.00       | $55417799.45       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-05-01      | 5.5000%  | 0.0000% | $1070616.00        | $918509.61         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2042-12-01      | 5.0000%  | 0.0000% | $55000.00          | $40612.31          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2036-11-01      | 2.0000%  | 0.0000% | $96949507.00       | $57681026.65       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-06-01      | 6.5000%  | 0.0000% | $1014424.00        | $868706.56         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-06-01      | 7.0000%  | 0.0000% | $1335627.00        | $1253078.69        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-07-01      | 6.5000%  | 0.0000% | $10151217.00       | $7362848.88        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2040-03-01      | 5.5000%  | 0.0000% | $2025223.00        | $2043316.34        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2040-04-01      | 5.5000%  | 0.0000% | $1104514.00        | $1125510.08        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2034-03-01      | 5.5000%  | 0.0000% | $13800000.00       | $104362.04         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-11-01      | 5.5000%  | 0.0000% | $2831099.00        | $31271.25          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2029-04-01      | 7.0000%  | 0.0000% | $15401181.00       | $42210.86          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2034-10-01      | 5.5000%  | 0.0000% | $6475998.00        | $64864.27          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2027-05-01      | 6.5000%  | 0.0000% | $3202380.00        | $32240.77          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2027-07-01      | 6.5000%  | 0.0000% | $10988416.00       | $92619.03          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2029-01-01      | 5.0000%  | 0.0000% | $15421777.00       | $62190.75          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-08-25      | 3.5000%  | 0.0000% | $174562.00         | $141845.47         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2030-10-01      | 8.0000%  | 0.0000% | $1010.00           | $0.53              | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-05-01      | 4.5000%  | 0.0000% | $83000.00          | $65546.96          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-05-01      | 6.5000%  | 0.0000% | $3497950.00        | $2674816.76        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-07-01      | 5.5000%  | 0.0000% | $198000.00         | $170044.45         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-07-01      | 5.5000%  | 0.0000% | $8192.00           | $7257.56           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-04-01      | 3.0000%  | 0.0000% | $500000.00         | $378329.75         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-03-01      | 4.5000%  | 0.0000% | $573074.00         | $489100.01         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-11-01      | 5.5000%  | 0.0000% | $8192.00           | $7081.80           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-09-01      | 2.5000%  | 0.0000% | $1519789.00        | $1113775.97        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-06-01      | 3.5000%  | 0.0000% | $53000.00          | $41157.44          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-08-01      | 5.0000%  | 0.0000% | $3024000.00        | $2596820.65        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-09-01      | 5.5000%  | 0.0000% | $6000.00           | $5405.19           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-11-01      | 4.0000%  | 0.0000% | $56000.00          | $46295.80          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-07-01      | 6.5000%  | 0.0000% | $4500000.00        | $3605942.65        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-10-01      | 6.5000%  | 0.0000% | $97000.00          | $73204.35          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-03-01      | 5.5000%  | 0.0000% | $8000.00           | $7213.97           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-02-01      | 5.5000%  | 0.0000% | $44000.00          | $37782.12          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-02-01      | 5.0000%  | 0.0000% | $57933.00          | $51384.61          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-11-01      | 7.0000%  | 0.0000% | $58007794.00       | $47985585.59       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2030-04-01      | 2.5000%  | 0.0000% | $1000.00           | $87.01             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-02-01      | 1.5000%  | 0.0000% | $34915.00          | $25074.02          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-03-01      | 2.5000%  | 0.0000% | $12520160.00       | $4793276.52        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $598.17            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-04-01      | 2.5000%  | 0.0000% | $6990112.00        | $3927216.96        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $612.43            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-06-01      | 2.0000%  | 0.0000% | $12025588.00       | $7324611.63        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-07-01      | 2.5000%  | 0.0000% | $3048000.00        | $1892647.71        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-07-01      | 3.5000%  | 0.0000% | $89000.00          | $68555.55          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-12-01      | 2.5000%  | 0.0000% | $13090556.00       | $8898045.31        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-12-01      | 4.0000%  | 0.0000% | $4507540.00        | $4018121.75        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-12-01      | 4.0000%  | 0.0000% | $3233666.00        | $2954644.69        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-01-01      | 4.0000%  | 0.0000% | $2975208.00        | $2718776.87        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-01-01      | 4.5000%  | 0.0000% | $2615800.00        | $2239381.40        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-01-01      | 7.0000%  | 0.0000% | $9002928.00        | $9315206.69        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-02-01      | 5.0000%  | 0.0000% | $2503152.00        | $2439072.05        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-02-01      | 5.0000%  | 0.0000% | $2221208.00        | $2055820.28        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-02-01      | 6.5000%  | 0.0000% | $2733422.00        | $2871984.92        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-02-01      | 6.5000%  | 0.0000% | $2528458.00        | $2628690.86        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 4.5000%  | 0.0000% | $6000.00           | $5654.65           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 6.5000%  | 0.0000% | $1956208.00        | $2035417.70        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-01-01      | 2.0000%  | 0.0000% | $13954774.00       | $9608426.43        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-03-01      | 2.0000%  | 0.0000% | $5032613.00        | $3222686.43        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-04-01      | 2.0000%  | 0.0000% | $5045920.00        | $2941804.12        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-04-01      | 7.0000%  | 0.0000% | $8467735.00        | $8434435.41        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-03-01      | 2.0000%  | 0.0000% | $83000.00          | $53197.23          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-03-01      | 3.0000%  | 0.0000% | $98000.00          | $60744.91          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-05-01      | 3.5000%  | 0.0000% | $63560.00          | $51422.42          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-10-01      | 4.0000%  | 0.0000% | $42000.00          | $33489.11          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-08-01      | 3.0000%  | 0.0000% | $41000.00          | $32973.36          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-05-01      | 6.0000%  | 0.0000% | $39525376.00       | $30767354.74       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-06-01      | 5.0000%  | 0.0000% | $130000.00         | $120240.96         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $755.15            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-08-01      | 5.5000%  | 0.0000% | $29972.00          | $26781.47          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2034-09-01      | 3.5000%  | 0.0000% | $20103680.00       | $4166665.96        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-11-01      | 3.0000%  | 0.0000% | $1120.00           | $218.00            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-11-01      | 3.0000%  | 0.0000% | $117888044.00      | $23553708.42       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-03-01      | 2.5000%  | 0.0000% | $30000000.00       | $12230195.54       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-05-01      | 2.5000%  | 0.0000% | $53836542.00       | $25811952.91       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-05-01      | 2.5000%  | 0.0000% | $178605312.00      | $81582775.28       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-06-01      | 2.5000%  | 0.0000% | $67760640.00       | $27827917.36       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-07-01      | 2.5000%  | 0.0000% | $3146833.00        | $1564371.28        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-08-01      | 2.5000%  | 0.0000% | $3575006.00        | $1765993.38        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-08-01      | 2.5000%  | 0.0000% | $2956152.00        | $1453417.73        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-12-01      | 2.0000%  | 0.0000% | $9260954.00        | $4937263.27        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-10-01      | 2.0000%  | 0.0000% | $96722128.00       | $50444741.58       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-10-01      | 2.0000%  | 0.0000% | $149296597.00      | $78534321.58       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-05-01      | 2.5000%  | 0.0000% | $3305295.00        | $2682969.79        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-04-01      | 3.0000%  | 0.0000% | $5487560.00        | $2921779.23        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-04-01      | 2.5000%  | 0.0000% | $19624253.00       | $11546238.75       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-09-01      | 2.5000%  | 0.0000% | $26939409.00       | $16561770.62       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-07-01      | 2.0000%  | 0.0000% | $32592069.00       | $19670220.83       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-01-01      | 2.5000%  | 0.0000% | $22699923.00       | $15992257.32       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-10-01      | 2.5000%  | 0.0000% | $19421144.00       | $13595609.91       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-11-01      | 2.5000%  | 0.0000% | $12223836.00       | $8462151.69        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-01-01      | 2.5000%  | 0.0000% | $16697000.00       | $10952919.70       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-01-01      | 2.5000%  | 0.0000% | $11811266.00       | $8163943.53        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $692.82            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-03-01      | 2.5000%  | 0.0000% | $72000.00          | $49557.32          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-03-01      | 2.5000%  | 0.0000% | $42000.00          | $26470.77          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-04-01      | 2.0000%  | 0.0000% | $34177252.00       | $22658150.81       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-04-01      | 3.0000%  | 0.0000% | $97000.00          | $69033.28          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-06-01      | 4.5000%  | 0.0000% | $14011920.00       | $10430256.50       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-05-01      | 3.5000%  | 0.0000% | $58800.00          | $42990.88          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-12-01      | 5.0000%  | 0.0000% | $33856217.00       | $30269964.69       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-12-01      | 6.0000%  | 0.0000% | $4200000.00        | $3212820.52        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-06-01      | 2.0000%  | 0.0000% | $4001835.00        | $2838737.62        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-10-01      | 5.5000%  | 0.0000% | $5867000.00        | $4378761.73        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-11-01      | 4.0000%  | 0.0000% | $61000.00          | $45840.81          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-05-01      | 5.5000%  | 0.0000% | $7299000.00        | $6473642.31        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-01-01      | 5.0000%  | 0.0000% | $2841300.00        | $2353431.72        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-01-01      | 6.0000%  | 0.0000% | $35918336.00       | $28984619.95       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-02-01      | 4.5000%  | 0.0000% | $51718656.00       | $42793464.89       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-02-01      | 4.0000%  | 0.0000% | $35000.00          | $28702.98          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-03-01      | 5.5000%  | 0.0000% | $57599500.00       | $47905255.34       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-03-01      | 6.0000%  | 0.0000% | $15554667.00       | $12231016.58       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-03-01      | 6.0000%  | 0.0000% | $16269580.00       | $12658058.76       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $888.54            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $879.89            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2053-09-01      | 6.5000%  | 0.0000% | $1040.00           | $931.48            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-09-01      | 7.0000%  | 0.0000% | $1008.00           | $815.22            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-05-01      | 6.0000%  | 0.0000% | $97324138.00       | $79909663.81       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-06-01      | 6.5000%  | 0.0000% | $32233.00          | $25552.07          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-06-01      | 5.5000%  | 0.0000% | $34098632.00       | $30178455.03       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-06-01      | 5.5000%  | 0.0000% | $55978380.00       | $49975644.83       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-07-01      | 5.5000%  | 0.0000% | $1008.00           | $860.55            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-06-01      | 5.0000%  | 0.0000% | $1002.00           | $901.81            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-07-01      | 6.5000%  | 0.0000% | $13280350.00       | $10977239.54       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-07-01      | 6.0000%  | 0.0000% | $36907506.00       | $30633658.90       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-07-01      | 6.0000%  | 0.0000% | $65928550.00       | $56988591.41       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-08-01      | 5.0000%  | 0.0000% | $98428.00          | $88169.07          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-08-01      | 5.5000%  | 0.0000% | $68542544.00       | $59985973.06       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-08-01      | 5.5000%  | 0.0000% | $20107940.00       | $17458258.83       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $890.50            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-08-01      | 5.0000%  | 0.0000% | $32404288.00       | $27668776.68       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-08-01      | 5.0000%  | 0.0000% | $58166851.00       | $50777935.23       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $871.68            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $849.88            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-08-01      | 6.5000%  | 0.0000% | $1030.00           | $833.10            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-08-01      | 5.5000%  | 0.0000% | $43892096.00       | $37708545.40       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $880.53            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-11-01      | 7.0000%  | 0.0000% | $153330252.00      | $95748204.66       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-06-01      | 2.0000%  | 0.0000% | $26000.00          | $18901.60          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-02-01      | 2.0000%  | 0.0000% | $5820759.00        | $4475516.61        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-09-01      | 3.0000%  | 0.0000% | $53000.00          | $41011.63          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-01-01      | 7.0000%  | 0.0000% | $20581928.00       | $16364323.24       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-03-01      | 3.0000%  | 0.0000% | $48000.00          | $37363.60          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-06-01      | 5.5000%  | 0.0000% | $1998000.00        | $1890181.89        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2044-05-01      | 5.5000%  | 0.0000% | $100000.00         | $86085.34          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-10-01      | 4.5000%  | 0.0000% | $6999.00           | $5930.82           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-07-01      | 4.0000%  | 0.0000% | $2615000.00        | $1963059.20        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-09-01      | 4.5000%  | 0.0000% | $99900.00          | $85497.31          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-07-01      | 6.0000%  | 0.0000% | $340670.00         | $331394.96         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-06-01      | 5.5000%  | 0.0000% | $22712838.00       | $21452409.08       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-07-01      | 6.5000%  | 0.0000% | $3330000.00        | $2836386.96        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-06-01      | 3.0000%  | 0.0000% | $175010.00         | $142189.15         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-11-01      | 5.5000%  | 0.0000% | $463150.00         | $451965.54         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-07-01      | 7.0000%  | 0.0000% | $134951855.00      | $110795381.89      | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-09-01      | 6.0000%  | 0.0000% | $4146000.00        | $3867427.48        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-09-01      | 6.0000%  | 0.0000% | $34042688.00       | $30942874.68       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-04-01      | 2.5000%  | 0.0000% | $81000.00          | $63603.17          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-10-01      | 5.5000%  | 0.0000% | $35548373.00       | $33276625.72       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-03-01      | 4.5000%  | 0.0000% | $80444580.00       | $73386913.55       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2034-12-01      | 4.5000%  | 0.0000% | $3050000.00        | $2572060.90        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-04-01      | 2.5000%  | 0.0000% | $12057864.00       | $10224704.61       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-12-01      | 5.0000%  | 0.0000% | $52272794.00       | $49376917.72       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-09-01      | 6.5000%  | 0.0000% | $127000.00         | $120655.90         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-02-01      | 7.0000%  | 0.0000% | $1478790.00        | $1465431.38        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 6.5000%  | 0.0000% | $54276950.00       | $56209143.81       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-05-01      | 5.5000%  | 0.0000% | $50712869.00       | $50719129.58       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 6.5000%  | 0.0000% | $46518945.00       | $47467373.65       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-11-01      | 5.0000%  | 0.0000% | $8824000.00        | $109509.45         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-10-01      | 6.5000%  | 0.0000% | $2335000.00        | $34883.45          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-03-01      | 5.5000%  | 0.0000% | $18497135.00       | $193289.95         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2032-04-01      | 3.0000%  | 0.0000% | $1769000.00        | $128698.24         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-04-01      | 3.0000%  | 0.0000% | $203944.00         | $28472.79          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-06-01      | 5.0000%  | 0.0000% | $1999000.00        | $127691.55         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-01-01      | 5.5000%  | 0.0000% | $1515138.00        | $102377.86         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2029-08-01      | 5.0000%  | 0.0000% | $1996000.00        | $39918.90          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-07-01      | 3.5000%  | 0.0000% | $155000.00         | $26393.55          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2046-11-01      | 3.0000%  | 0.0000% | $218000.00         | $38300.45          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-05-01      | 4.0000%  | 0.0000% | $760500.00         | $76818.51          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2027-07-01      | 3.0000%  | 0.0000% | $1664998.00        | $80877.23          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-07-01      | 1.5000%  | 0.0000% | $15140645.00       | $9062634.53        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-09-01      | 1.5000%  | 0.0000% | $12887736.00       | $7827627.73        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-10-01      | 2.0000%  | 0.0000% | $37100160.00       | $23095445.00       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-10-01      | 2.5000%  | 0.0000% | $62172.00          | $38176.60          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2034-03-01      | 4.0000%  | 0.0000% | $1000000.00        | $85235.46          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-10-01      | 3.5000%  | 0.0000% | $3876789.00        | $621894.15         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-11-01      | 2.5000%  | 0.0000% | $42998.00          | $8703.66           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2030-01-01      | 3.0000%  | 0.0000% | $3999996.00        | $532914.88         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-01-01      | 3.0000%  | 0.0000% | $14960330.00       | $2630987.10        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-06-01      | 2.0000%  | 0.0000% | $300000.00         | $128716.90         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-05-01      | 4.5000%  | 0.0000% | $88485.00          | $16381.38          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-07-01      | 3.5000%  | 0.0000% | $51832.00          | $12411.18          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-09-01      | 2.0000%  | 0.0000% | $459620.00         | $220933.70         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-11-01      | 1.5000%  | 0.0000% | $5272860.00        | $2851413.88        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-03-01      | 1.5000%  | 0.0000% | $26300320.00       | $14906859.83       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-02-01      | 7.5000%  | 0.0000% | $257509283.00      | $134770781.51      | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-03-01      | 6.0000%  | 0.0000% | $24779145.00       | $20224388.18       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-04-01      | 5.0000%  | 0.0000% | $41000.00          | $32346.55          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-04-01      | 5.5000%  | 0.0000% | $8000.00           | $5869.09           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-04-01      | 4.0000%  | 0.0000% | $57006750.00       | $49269503.18       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-06-01      | 4.0000%  | 0.0000% | $11421820.00       | $10000718.43       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-06-01      | 5.0000%  | 0.0000% | $26808448.00       | $24600805.51       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-03-01      | 1.5000%  | 0.0000% | $21303597.00       | $13208746.92       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-03-01      | 2.5000%  | 0.0000% | $211000.00         | $139930.59         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-03-01      | 3.5000%  | 0.0000% | $51000.00          | $33227.44          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-04-01      | 2.0000%  | 0.0000% | $40571260.00       | $27035955.09       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-04-01      | 3.5000%  | 0.0000% | $52000.00          | $36208.76          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-04-01      | 2.0000%  | 0.0000% | $6588400.00        | $4248235.96        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-06-01      | 4.0000%  | 0.0000% | $44000.00          | $32946.90          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-05-01      | 2.5000%  | 0.0000% | $281900.00         | $195355.47         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-05-01      | 2.5000%  | 0.0000% | $42000.00          | $27594.39          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-07-01      | 4.5000%  | 0.0000% | $36789.00          | $28344.71          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2042-05-01      | 3.0000%  | 0.0000% | $18400000.00       | $12797042.57       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-10-01      | 3.5000%  | 0.0000% | $17000.00          | $13093.47          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-11-01      | 5.0000%  | 0.0000% | $39087936.00       | $31328450.70       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-10-01      | 4.5000%  | 0.0000% | $42000.00          | $25569.96          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-10-01      | 5.0000%  | 0.0000% | $69996.00          | $40822.75          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-11-01      | 3.0000%  | 0.0000% | $36000.00          | $26699.25          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-02-01      | 5.0000%  | 0.0000% | $474000.00         | $385804.54         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-02-01      | 3.5000%  | 0.0000% | $14000.00          | $10831.63          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-04-01      | 5.0000%  | 0.0000% | $39999.00          | $33245.82          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-03-01      | 4.0000%  | 0.0000% | $33473733.00       | $27378240.45       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-06-01      | 4.5000%  | 0.0000% | $51000.00          | $36477.95          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-04-01      | 3.5000%  | 0.0000% | $34000.00          | $27041.77          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-07-01      | 5.0000%  | 0.0000% | $2089765.00        | $1793674.98        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-09-01      | 6.0000%  | 0.0000% | $115000.00         | $91674.64          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-10-01      | 5.5000%  | 0.0000% | $84000.00          | $58765.38          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-11-01      | 6.0000%  | 0.0000% | $14000.00          | $8487.81           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-11-01      | 4.0000%  | 0.0000% | $59215032.00       | $50872559.81       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-12-01      | 7.0000%  | 0.0000% | $134842364.00      | $78228867.69       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-01-01      | 7.0000%  | 0.0000% | $60033234.00       | $34024798.56       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-07-01      | 4.0000%  | 0.0000% | $50806390.00       | $45746464.85       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-08-01      | 7.5000%  | 0.0000% | $45491519.00       | $32395055.63       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-09-01      | 5.0000%  | 0.0000% | $39598357.00       | $36975535.32       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-09-01      | 7.5000%  | 0.0000% | $19097426.00       | $12846289.06       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-09-01      | 7.5000%  | 0.0000% | $2967119.00        | $2293482.84        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-10-01      | 5.0000%  | 0.0000% | $13000.00          | $11227.19          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-12-01      | 5.5000%  | 0.0000% | $32386060.00       | $30972315.69       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-11-01      | 5.5000%  | 0.0000% | $97157524.00       | $91512017.38       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-01-01      | 5.0000%  | 0.0000% | $19570866.00       | $18502227.52       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-01-01      | 5.5000%  | 0.0000% | $28000.00          | $25339.27          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-12-01      | 7.5000%  | 0.0000% | $3042987.00        | $2429694.79        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 4.5000%  | 0.0000% | $57772240.00       | $53823079.87       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 7.0000%  | 0.0000% | $49674245.00       | $49469841.88       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-03-01      | 5.5000%  | 0.0000% | $30000.00          | $28948.90          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 5.0000%  | 0.0000% | $17124641.00       | $16453451.30       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-04-01      | 7.0000%  | 0.0000% | $8316889.00        | $8347907.36        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-04-01      | 7.5000%  | 0.0000% | $12213938.00       | $11410923.58       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-05-01      | 4.0000%  | 0.0000% | $1155188.00        | $1057858.30        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-05-01      | 4.5000%  | 0.0000% | $18908.00          | $17770.47          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-05-01      | 4.5000%  | 0.0000% | $73643.00          | $72309.98          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 7.5000%  | 0.0000% | $2129841.00        | $2197947.86        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-05-01      | 4.0000%  | 0.0000% | $4315547.00        | $3963123.13        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-05-01      | 5.0000%  | 0.0000% | $12655351.00       | $12284242.68       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2054-12-01      | 5.0000%  | 0.0000% | $4819722.00        | $4633436.56        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-12-01      | 5.5000%  | 0.0000% | $24731020.00       | $22662870.20       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2054-12-01      | 5.0000%  | 0.0000% | $3268955.00        | $3185213.82        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2054-12-01      | 6.0000%  | 0.0000% | $1128700.00        | $1150981.68        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-01-01      | 6.0000%  | 0.0000% | $10675847.00       | $10737197.82       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-01-01      | 7.5000%  | 0.0000% | $2651133.00        | $2070023.14        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-01-01      | 5.5000%  | 0.0000% | $5214569.00        | $5160789.20        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-02-01      | 6.0000%  | 0.0000% | $2275191.00        | $2305096.20        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1012.51           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 6.0000%  | 0.0000% | $4214548.00        | $4298864.33        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 5.5000%  | 0.0000% | $1653300.00        | $1652127.43        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-06-01      | 6.0000%  | 0.0000% | $15184911.00       | $15426340.96       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-06-01      | 5.5000%  | 0.0000% | $1879017.00        | $1876406.21        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-06-01      | 6.0000%  | 0.0000% | $7061856.00        | $7199310.32        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-06-01      | 6.0000%  | 0.0000% | $2059832.00        | $2100683.27        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-03-01      | 2.0000%  | 0.0000% | $32893981.00       | $25825488.23       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-02-01      | 6.5000%  | 0.0000% | $45942848.00       | $46635271.66       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-09-01      | 7.0000%  | 0.0000% | $47459577.00       | $45613342.04       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-02-01      | 7.0000%  | 0.0000% | $1024.00           | $1025.62           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-04-01      | 3.0000%  | 0.0000% | $25261.00          | $21758.07          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-10-01      | 4.0000%  | 0.0000% | $19000.00          | $9517.77           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2045-07-01      | 3.5000%  | 0.0000% | $36909440.00       | $19950236.98       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-11-01      | 2.5000%  | 0.0000% | $3505485.00        | $2448379.17        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-12-01      | 3.0000%  | 0.0000% | $25000000.00       | $15793773.12       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-03-01      | 2.5000%  | 0.0000% | $140000.00         | $91814.39          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-01-01      | 2.0000%  | 0.0000% | $355000.00         | $220124.04         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-01-01      | 2.5000%  | 0.0000% | $24318960.00       | $16726556.72       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-02-01      | 2.0000%  | 0.0000% | $400000.00         | $240747.59         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-02-01      | 3.0000%  | 0.0000% | $67000.00          | $42996.14          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-02-01      | 2.0000%  | 0.0000% | $731715.00         | $457854.12         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-02-01      | 2.0000%  | 0.0000% | $127644.00         | $75932.87          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-05-01      | 4.0000%  | 0.0000% | $86000.00          | $60689.46          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-04-01      | 3.0000%  | 0.0000% | $55000.00          | $39726.28          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-01-01      | 3.5000%  | 0.0000% | $81000.00          | $41374.05          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-03-01      | 2.5000%  | 0.0000% | $37458930.00       | $30811801.25       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-03-01      | 3.0000%  | 0.0000% | $1737000.00        | $523134.95         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-02-01      | 3.5000%  | 0.0000% | $16307460.00       | $3654341.47        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-07-01      | 3.0000%  | 0.0000% | $1560000.00        | $531932.58         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-03-01      | 3.5000%  | 0.0000% | $56764684.00       | $13181657.29       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-05-01      | 3.5000%  | 0.0000% | $185565546.00      | $48306302.00       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-03-01      | 2.0000%  | 0.0000% | $293000.00         | $148766.93         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-10-01      | 5.5000%  | 0.0000% | $960036.00         | $320933.80         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-09-01      | 3.0000%  | 0.0000% | $999000.00         | $415084.85         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-03-01      | 4.0000%  | 0.0000% | $106000.00         | $35519.41          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-02-01      | 3.5000%  | 0.0000% | $78000.00          | $37938.51          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-08-01      | 3.0000%  | 0.0000% | $700000.00         | $398504.37         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-10-01      | 2.5000%  | 0.0000% | $102000.00         | $63750.48          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-09-01      | 2.5000%  | 0.0000% | $49000.00          | $31002.65          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-03-01      | 3.5000%  | 0.0000% | $100000.00         | $64900.95          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2033-03-01      | 3.0000%  | 0.0000% | $116641.00         | $49716.82          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-04-01      | 3.5000%  | 0.0000% | $1370308.00        | $986772.89         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $73475.72          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-03-01      | 3.0000%  | 0.0000% | $100000.00         | $64815.88          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-01-01      | 3.5000%  | 0.0000% | $12000.00          | $7917.05           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-01-01      | 2.5000%  | 0.0000% | $1621453.00        | $1080091.56        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-05-01      | 4.0000%  | 0.0000% | $500000.00         | $378364.62         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-05-01      | 3.5000%  | 0.0000% | $337000.00         | $253542.86         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-05-01      | 4.0000%  | 0.0000% | $3468432.00        | $2700604.00        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-04-01      | 1.5000%  | 0.0000% | $65799672.00       | $41267367.15       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-03-01      | 3.0000%  | 0.0000% | $52000.00          | $35484.72          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-07-01      | 4.0000%  | 0.0000% | $120000.00         | $90346.87          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-04-01      | 5.5000%  | 0.0000% | $270000.00         | $185087.93         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2032-07-01      | 7.0000%  | 0.0000% | $34041456.00       | $48122.27          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2031-10-01      | 7.0000%  | 0.0000% | $724985.00         | $43975.67          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2041-03-01      | 4.0000%  | 0.0000% | $600000.00         | $45006.62          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2041-05-01      | 5.0000%  | 0.0000% | $5400000.00        | $339133.15         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2041-05-01      | 5.0000%  | 0.0000% | $1300000.00        | $116155.02         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2041-05-01      | 5.0000%  | 0.0000% | $1093739.00        | $180940.75         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2041-06-01      | 5.0000%  | 0.0000% | $600000.00         | $52304.88          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2041-09-01      | 5.0000%  | 0.0000% | $820000.00         | $27098.70          | Agency Mortgage-Backed Securities  |

### Security 171: Fixed Income Clearing Corp. Tri Party Repo - JPM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - JPM 4.339900%
- **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: N/A, C.5 - Other ID: 952JMUII9_4.34_0602
- **C.18 - Value (incl. sponsor support):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 3.4200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2026-01-22      | NA       | 0.0000% | $3038300.00        | $2958912.26        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 2.2500%  | 0.0000% | $18000000.00       | $17324066.16       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-15      | 1.5000%  | 0.0000% | $619731200.00      | $557393920.99      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 0.5000%  | 0.0000% | $61108800.00       | $56382315.97       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-28      | 0.5000%  | 0.0000% | $249208000.00      | $242670629.46      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 1.2500%  | 0.0000% | $73475600.00       | $68472733.10       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 1.3750%  | 0.0000% | $426901600.00      | $393107183.10      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 1.3750%  | 0.0000% | $3305100.00        | $3046219.83        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.2500%  | 0.0000% | $919155200.00      | $885424555.36      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 1.8750%  | 0.0000% | $30717600.00       | $29782450.25       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.1250%  | 0.0000% | $1187130000.00     | $1158260876.44     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 4.6250%  | 0.0000% | $315071200.00      | $318227328.07      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-15      | 4.0000%  | 0.0000% | $103654400.00      | $105195754.09      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 4.0000%  | 0.0000% | $163140000.00      | $165696105.42      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 4.2500%  | 0.0000% | $1682181000.00     | $1718656590.22     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-15      | 3.8750%  | 0.0000% | $248185600.00      | $250183175.66      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $113799200.00      | $113642039.55      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $33640800.00       | $33575218.37       | U.S. Treasuries (including strips) |

### Security 172: Fixed Income Clearing Corp. Tri Party Repo - Northern Trust

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Northern Trust 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 954ZEB000, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 954ZEB000_4.33_0602
- **C.18 - Value (incl. sponsor support):** $2155000000.00
- **C.18.a - Value (excl. sponsor support):** $2155000000.00
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

- **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% | $150000000.00      | $146479279.89      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 1.3750%  | 0.0000% | $260174000.00      | $239660552.69      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 1.5000%  | 0.0000% | $463580400.00      | $427473614.08      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 4.8750%  | 0.0000% | $114079400.00      | $118089616.41      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 4.3750%  | 0.0000% | $1245800000.00     | $1264979490.95     | U.S. Treasuries (including strips) |

### Security 173: TD Securities USA LLC Tri Party Repo

- **C.1 - Title:** TD Securities USA LLC Tri Party Repo 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 976GZG002, C.3 - LEI: N/A, C.5 - Other ID: 976GZG002_4.35_0602
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2055-06-25      | NA       | 0.0000% | $91492038.00       | $91800000.20       | Agency Mortgage-Backed Securities |

### Security 174: Federal Reserve Bank of New York Tri Party Repo

- **C.1 - Title:** Federal Reserve Bank of New York Tri Party Repo 4.249900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 984CCH004, C.3 - LEI: N/A, C.5 - Other ID: 984CCH004_4.25_0602
- **C.18 - Value (incl. sponsor support):** $1600000000.00
- **C.18.a - Value (excl. sponsor support):** $1600000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2025-08-15      | 3.1250%  | 0.0000% | $1590797800.00     | $1600566731.80     | U.S. Treasuries (including strips) |

### Security 175: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 4.359900%
- **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: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985SRR000_4.36_0612
- **C.18 - Value (incl. sponsor support):** $935000000.00
- **C.18.a - Value (excl. sponsor support):** $935000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-12
- **C.12 - Maturity Date (WAL):** 2025-06-12
- **C.13 - Final Legal Maturity Date:** 2025-06-12
- **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? 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 | 2027-02-15      | 6.6250%  | 0.0000% | $100.00            | $106.61            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 1.8750%  | 0.0000% | $7300.00           | $7077.76           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 2.5000%  | 0.0000% | $974114700.00      | $953333288.64      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-15      | 4.2500%  | 0.0000% | $354600.00         | $359426.17         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 4.1250%  | 0.0000% | $200.00            | $202.55            | U.S. Treasuries (including strips) |

### Security 176: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 985SRR000, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985SRR000_4.36_0912
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-12
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **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? 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 | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $51.39             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $55.26             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-11-15      | 1.8750%  | 0.0000% | $1700.00           | $922.54            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-02-15      | 2.2500%  | 0.0000% | $77100.00          | $46421.07          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-08-15      | 3.0000%  | 0.0000% | $3319200.00        | $2369201.10        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-11-15      | 4.0000%  | 0.0000% | $140885900.00      | $120816342.17      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 4.2500%  | 0.0000% | $278724300.00      | $286848136.97      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-01-31      | 4.3750%  | 0.0000% | $146990300.00      | $150918895.93      | U.S. Treasuries (including strips) |

### Security 177: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 985TJG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_4.35_0602
- **C.18 - Value (incl. sponsor support):** $535000000.00
- **C.18.a - Value (excl. sponsor support):** $535000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE A | 2041-02-16      | 0.6137%  | 0.0000% | $15000000.00       | $3420640.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-05-16      | 1.1996%  | 0.0000% | $45714286.00       | $6199083.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-06-16      | 0.8837%  | 0.0000% | $369381445.00      | $4588851.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-02-20      | 2.3951%  | 0.0000% | $146045000.00      | $3221834.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-07-16      | 0.8935%  | 0.0000% | $179111909.00      | $3725801.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-01-16      | 0.7500%  | 0.0000% | $253250845.00      | $4269746.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-08-16      | 0.8259%  | 0.0000% | $123770784.00      | $4589991.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-03-16      | 0.2000%  | 0.0000% | $532854143.00      | $3902793.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-03-16      | 0.8747%  | 0.0000% | $100707738.00      | $6015894.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-10-16      | 0.7845%  | 0.0000% | $115640000.00      | $5987205.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-02-16      | 0.5395%  | 0.0000% | $88552213.00       | $3599173.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-06-16      | 0.7002%  | 0.0000% | $100000000.00      | $4964775.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-06-16      | 0.8289%  | 0.0000% | $75411759.00       | $4907208.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-10-16      | 0.7404%  | 0.0000% | $52843906.00       | $3291680.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-06-16      | 0.7407%  | 0.0000% | $100000000.00      | $5608148.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-10-16      | 0.7416%  | 0.0000% | $57431784.00       | $3474309.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-07-16      | 0.6755%  | 0.0000% | $55425770.00       | $3599912.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | 2.5000%  | 0.0000% | $36727685.00       | $4507171.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-12-20      | 3.5000%  | 0.0000% | $86999066.00       | $4213561.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-06-20      | 3.5000%  | 0.0000% | $50703921.00       | $3860126.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 2.0000%  | 0.0000% | $75000000.00       | $5760338.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 2.5000%  | 0.0000% | $65380000.00       | $6228356.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 2.5000%  | 0.0000% | $45988001.00       | $4773724.37        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2072-10-20      | 0.8148%  | 0.0000% | $58480020.00       | $3641801.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-02-20      | 1.5835%  | 0.0000% | $54701150.00       | $4399161.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-02-20      | 1.4062%  | 0.0000% | $66923387.00       | $5161901.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-01-20      | 0.7731%  | 0.0000% | $161049657.00      | $6228594.75        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2072-07-20      | 0.7090%  | 0.0000% | $98628823.00       | $5967477.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-03-20      | 0.9826%  | 0.0000% | $56000000.00       | $4075141.61        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2072-09-20      | 0.9524%  | 0.0000% | $72876555.00       | $5606625.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 3.0000%  | 0.0000% | $48359264.00       | $5916279.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 4.0000%  | 0.0000% | $42188500.00       | $5687144.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | NA       | 0.0000% | $187482306.00      | $4147908.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | 3.5000%  | 0.0000% | $41847000.00       | $3700415.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | 3.0000%  | 0.0000% | $43048333.00       | $3980554.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-12-20      | 1.7396%  | 0.0000% | $93975285.00       | $3288976.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-02-20      | 1.5990%  | 0.0000% | $107475411.00      | $5032709.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-06-20      | 0.6378%  | 0.0000% | $101269253.00      | $5071767.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-05-20      | 0.9648%  | 0.0000% | $62700513.00       | $4985038.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-07-20      | 0.8593%  | 0.0000% | $77419028.00       | $5995374.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-06-20      | 4.5000%  | 0.0000% | $6765259.00        | $940252.13         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 3.0000%  | 0.0000% | $49857869.00       | $6101885.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 3.0000%  | 0.0000% | $51887506.00       | $5080877.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-05-20      | 1.1817%  | 0.0000% | $54862753.00       | $3219492.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-20      | NA       | 0.0000% | $250000000.00      | $3899809.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-20      | NA       | 0.0000% | $7592308.00        | $3996744.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 1.7217%  | 0.0000% | $70000000.00       | $5952664.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-08-20      | 1.6717%  | 0.0000% | $105200000.00      | $4900682.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 1.9217%  | 0.0000% | $86000000.00       | $3761393.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 1.3717%  | 0.0000% | $150000000.00      | $6274268.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 1.9717%  | 0.0000% | $118000000.00      | $4891500.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | 3.0000%  | 0.0000% | $28157352.00       | $3934117.48        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-03-20      | 1.7717%  | 0.0000% | $100000000.00      | $3852131.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 1.3217%  | 0.0000% | $150000000.00      | $4905814.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 1.3717%  | 0.0000% | $100000000.00      | $5201918.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 36.0042% | 0.0000% | $3393175.00        | $4105150.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 1.2717%  | 0.0000% | $200000000.00      | $5950742.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-04-16      | 0.7824%  | 0.0000% | $80000000.00       | $4769062.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 0.2217%  | 0.0000% | $150000000.00      | $3920464.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 0.2217%  | 0.0000% | $130000000.00      | $4037541.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-11-20      | 4.0000%  | 0.0000% | $45058236.00       | $4544521.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | NA       | 0.0000% | $9090910.00        | $5392785.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | 1.3717%  | 0.0000% | $50000000.00       | $3621669.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.7517%  | 0.0000% | $91300568.00       | $4155257.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 1.0217%  | 0.0000% | $115384615.00      | $4279578.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.0717%  | 0.0000% | $114387549.00      | $3640683.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 1.6217%  | 0.0000% | $150000000.00      | $5333359.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 1.3717%  | 0.0000% | $237020992.00      | $5234273.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 2.1217%  | 0.0000% | $156300507.00      | $4043161.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 2.1017%  | 0.0000% | $100000000.00      | $4364698.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 1.4217%  | 0.0000% | $84660210.00       | $4451553.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 13.7262% | 0.0000% | $7592308.00        | $5127982.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 1.6117%  | 0.0000% | $150000000.00      | $4006511.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 1.0217%  | 0.0000% | $300000000.00      | $5883868.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 1.6717%  | 0.0000% | $100000000.00      | $4092376.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-02-20      | 3.5000%  | 0.0000% | $31300538.00       | $3642425.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 6.0000%  | 0.0000% | $21018916.00       | $3788686.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 6.0000%  | 0.0000% | $20000000.00       | $3557937.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 1.0217%  | 0.0000% | $110000000.00      | $5624865.31        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2066-12-20      | 2.2700%  | 0.0000% | $125129269.00      | $4313955.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 1.0184%  | 0.0000% | $150000000.00      | $5216546.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 1.1217%  | 0.0000% | $100000000.00      | $4284729.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 2.9217%  | 0.0000% | $38420804.00       | $3656172.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 1.6717%  | 0.0000% | $100000000.00      | $3322919.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 1.0717%  | 0.0000% | $228599810.00      | $5530437.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 1.0217%  | 0.0000% | $179000000.00      | $5669734.38        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-06-20      | 2.9717%  | 0.0000% | $50000000.00       | $5099416.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-09-16      | 0.9544%  | 0.0000% | $70144550.00       | $5726398.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 1.1717%  | 0.0000% | $126473828.00      | $5997902.39        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-02-20      | 2.5000%  | 0.0000% | $40225643.00       | $5475397.53        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-08-20      | 2.3217%  | 0.0000% | $70929155.00       | $5417678.63        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-10-20      | 1.1717%  | 0.0000% | $100000000.00      | $5452384.23        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-09-20      | 1.5217%  | 0.0000% | $100000000.00      | $5386554.69        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-09-20      | 1.0217%  | 0.0000% | $100000000.00      | $3326192.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-09-20      | 0.9917%  | 0.0000% | $100000000.00      | $4917499.86        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-09-20      | 6.0000%  | 0.0000% | $27777777.00       | $4446815.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 2.3217%  | 0.0000% | $63141690.00       | $4567486.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 2.9217%  | 0.0000% | $49225156.00       | $5309321.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 2.2717%  | 0.0000% | $50000000.00       | $3376425.84        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 2.7717%  | 0.0000% | $45000000.00       | $6034413.61        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2050-04-20      | 4.0000%  | 0.0000% | $24131714.00       | $5090876.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 2.7000%  | 0.0000% | $37693943.00       | $4739598.70        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-04-20      | 2.7717%  | 0.0000% | $50000000.00       | $3643583.11        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-04-20      | 2.1217%  | 0.0000% | $49335447.00       | $3213377.95        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | NA       | 0.0000% | $130000000.00      | $5886660.00        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | NA       | 0.0000% | $80000000.00       | $3638800.00        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | NA       | 0.0000% | $74005558.00       | $3703830.17        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2047-02-16      | 1.6569%  | 0.0000% | $36876188.00       | $3249232.04        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-11-20      | 1.5217%  | 0.0000% | $100000000.00      | $3713008.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | 2.0000%  | 0.0000% | $27337372.00       | $3247220.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 7.0000%  | 0.0000% | $22560384.00       | $4670825.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 7.0000%  | 0.0000% | $14454550.00       | $3236284.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 1.7217%  | 0.0000% | $56341493.00       | $3804776.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 1.0917%  | 0.0000% | $150000000.00      | $6216627.83        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-12-20      | 1.0717%  | 0.0000% | $118297992.00      | $4905141.51        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2064-12-20      | 1.6217%  | 0.0000% | $134702875.00      | $4343207.13        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-01-20      | 2.1217%  | 0.0000% | $66857810.00       | $4550537.36        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-12-20      | 1.7217%  | 0.0000% | $100000000.00      | $5726213.27        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-12-20      | 1.7417%  | 0.0000% | $92307432.00       | $4978313.99        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-01-20      | 2.2217%  | 0.0000% | $70000000.00       | $3883582.29        | Agency Mortgage-Backed Securities |

### Security 178: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 4.399900%
- **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: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_4.40_0618
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-18
- **C.12 - Maturity Date (WAL):** 2025-06-18
- **C.13 - Final Legal Maturity Date:** 2025-06-18
- **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? 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        | 2051-09-25      | 2.0000%  | 0.0000% | $15993000.00       | $7638483.62        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2051-10-25      | 2.0000%  | 0.0000% | $14155463.00       | $6622233.84        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2051-10-25      | 2.0000%  | 0.0000% | $9750000.00        | $4596932.50        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2051-12-25      | 2.5000%  | 0.0000% | $12758750.00       | $7327394.26        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2052-02-25      | 2.5000%  | 0.0000% | $13153000.00       | $8262198.37        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2052-05-25      | 4.0000%  | 0.0000% | $5079543.00        | $4592914.41        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2052-10-25      | 0.8780%  | 0.0000% | $150000000.00      | $6577959.99        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2053-12-25      | 2.1480%  | 0.0000% | $97697480.00       | $5199519.17        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2054-01-25      | 2.7280%  | 0.0000% | $79250000.00       | $4554376.82        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2054-01-25      | 2.1780%  | 0.0000% | $263623295.00      | $8408616.85        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2054-06-25      | 1.5780%  | 0.0000% | $128411411.00      | $4433979.95        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2054-07-25      | 2.7780%  | 0.0000% | $90616661.00       | $5206473.67        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2054-10-25      | 1.1180%  | 0.0000% | $155440429.00      | $7266319.25        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2054-10-25      | 1.6780%  | 0.0000% | $100000000.00      | $5772220.07        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2054-11-25      | 0.8780%  | 0.0000% | $182527441.00      | $4521965.60        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2054-12-25      | 0.7780%  | 0.0000% | $188000000.00      | $4624402.48        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2054-12-25      | 1.5280%  | 0.0000% | $132394246.00      | $6455972.28        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2055-02-25      | 0.7780%  | 0.0000% | $18871121.00       | $555136.75         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2055-03-25      | 2.2280%  | 0.0000% | $79361548.00       | $6573306.68        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2054-06-25      | 2.7380%  | 0.0000% | $78311129.00       | $6478803.53        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2055-03-25      | 0.8280%  | 0.0000% | $2278144.00        | $92721.24          | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2055-05-25      | NA       | 0.0000% | $276620801.00      | $4806009.80        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2055-05-25      | 1.4280%  | 0.0000% | $80843241.00       | $4896702.35        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2055-06-25      | 5.0000%  | 0.0000% | $50000000.00       | $48812938.89       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2055-06-25      | NA       | 0.0000% | $7482798.00        | $7231099.12        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2055-06-25      | NA       | 0.0000% | $18625000.00       | $17600382.88       | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP   | 2054-05-25      | 1.5280%  | 0.0000% | $250000000.00      | $6890935.66        | Agency Mortgage-Backed Securities |

### Security 179: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 985TJG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_4.42_0903
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE A | 2063-07-16      | 0.8698%  | 0.0000% | $167884979.00      | $9971557.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-04-16      | 0.8568%  | 0.0000% | $155846914.00      | $9762363.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-01-16      | 0.8264%  | 0.0000% | $150000000.00      | $8074720.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-08-16      | 0.6221%  | 0.0000% | $235934528.00      | $11422115.50       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-06-16      | 0.4932%  | 0.0000% | $192794554.00      | $8860680.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-02-16      | 0.7470%  | 0.0000% | $130450000.00      | $7567568.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-03-16      | 0.6262%  | 0.0000% | $132503865.00      | $6931932.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2059-08-16      | 0.6857%  | 0.0000% | $300000000.00      | $9985151.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-11-16      | 0.8540%  | 0.0000% | $119993468.00      | $7937416.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-01-16      | 0.6901%  | 0.0000% | $150000000.00      | $7412121.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-11-16      | 0.8580%  | 0.0000% | $98564000.00       | $6340979.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-06-16      | 0.7500%  | 0.0000% | $654927793.00      | $31718385.96       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-07-16      | 0.8275%  | 0.0000% | $129759921.00      | $9083826.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-08-16      | 0.6357%  | 0.0000% | $130000000.00      | $7594113.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-04-20      | 5.0000%  | 0.0000% | $94674297.00       | $7043565.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | 2.5000%  | 0.0000% | $74800000.00       | $6517734.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 3.5000%  | 0.0000% | $72836094.00       | $8503317.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 2.5000%  | 0.0000% | $71092492.00       | $7179892.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 2.5000%  | 0.0000% | $91634590.00       | $9077417.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-06-20      | 0.7638%  | 0.0000% | $262029452.00      | $17652861.35       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-11-20      | 0.6591%  | 0.0000% | $123688428.00      | $7237744.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-12-20      | 0.5070%  | 0.0000% | $168075681.00      | $6884745.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-01-20      | 0.8339%  | 0.0000% | $117265333.00      | $6992423.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-08-20      | 0.6583%  | 0.0000% | $280897681.00      | $8572800.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-02-20      | 0.7712%  | 0.0000% | $131872148.00      | $6966307.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-09-20      | 0.8393%  | 0.0000% | $114298998.00      | $7479055.15        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2072-09-20      | 0.9524%  | 0.0000% | $9403289.00        | $723424.99         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-10-20      | 0.7424%  | 0.0000% | $114570222.00      | $7298129.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-10-20      | 0.7743%  | 0.0000% | $132611160.00      | $8291872.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | 4.5000%  | 0.0000% | $63535932.00       | $7771374.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2075-01-20      | 0.9386%  | 0.0000% | $100000000.00      | $8264115.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2075-01-20      | 0.8832%  | 0.0000% | $124491336.00      | $9710136.35        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2074-08-20      | 0.9512%  | 0.0000% | $112355085.00      | $9004608.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-08-20      | 0.9481%  | 0.0000% | $153062227.00      | $12024637.57       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-09-20      | 0.8743%  | 0.0000% | $119230504.00      | $8953930.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-08-20      | 0.8604%  | 0.0000% | $255357119.00      | $20117947.48       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-10-20      | 0.8602%  | 0.0000% | $150034242.00      | $10611240.78       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-11-20      | 0.7467%  | 0.0000% | $258663185.00      | $17353466.61       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-09-20      | 0.9031%  | 0.0000% | $150943962.00      | $11255811.70       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-09-20      | 0.8887%  | 0.0000% | $87945705.00       | $7138892.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-12-20      | 0.9082%  | 0.0000% | $105282741.00      | $7672807.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-01-20      | 0.9332%  | 0.0000% | $173057386.00      | $13339443.70       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-02-20      | 0.7994%  | 0.0000% | $90434149.00       | $6597694.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-10-20      | 0.8240%  | 0.0000% | $163517817.00      | $12652649.27       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-03-20      | 0.7792%  | 0.0000% | $136122124.00      | $8056141.68        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2074-03-20      | 0.7256%  | 0.0000% | $93719813.00       | $6418226.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-07-20      | 0.8852%  | 0.0000% | $145141290.00      | $11534675.28       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-07-20      | 0.8390%  | 0.0000% | $245000000.00      | $18506508.66       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-05-20      | NA       | 0.0000% | $18287585.00       | $10676424.67       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | NA       | 0.0000% | $11538462.00       | $6922336.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-20      | NA       | 0.0000% | $11111111.00       | $6609840.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 5.7391%  | 0.0000% | $15972658.00       | $13226501.18       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | 3.0000%  | 0.0000% | $61388502.00       | $8203364.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | NA       | 0.0000% | $31768000.00       | $16570000.86       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-06-20      | 4.0000%  | 0.0000% | $73700800.00       | $12381691.10       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 2.0217%  | 0.0000% | $161538459.00      | $9077746.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 18.7021% | 0.0000% | $9938712.00        | $12522784.33       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 3.0000%  | 0.0000% | $111719330.00      | $16459745.17       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-07-20      | 4.0000%  | 0.0000% | $36677515.00       | $6471558.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 2.0217%  | 0.0000% | $185000000.00      | $7390580.31        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-02-20      | 0.7896%  | 0.0000% | $190771974.00      | $10585677.80       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-03-20      | 1.9958%  | 0.0000% | $119892148.00      | $8572436.11        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2050-02-20      | 4.0000%  | 0.0000% | $41856841.00       | $8063781.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 6.0000%  | 0.0000% | $99705690.00       | $15447399.91       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-04-20      | NA       | 0.0000% | $85297098.00       | $34141553.48       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | 3.0000%  | 0.0000% | $53252809.00       | $7591375.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 2.9217%  | 0.0000% | $212489012.00      | $12083166.10       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-07-20      | 2.3217%  | 0.0000% | $400000000.00      | $8200447.10        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-08-20      | 7.0000%  | 0.0000% | $58229187.00       | $8525510.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 2.3217%  | 0.0000% | $81347145.00       | $6463382.61        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-02-20      | 2.3217%  | 0.0000% | $132528715.00      | $10588021.00       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 0.9717%  | 0.0000% | $150000000.00      | $8040325.95        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 2.7717%  | 0.0000% | $80706177.00       | $9686439.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 0.3217%  | 0.0000% | $448333333.00      | $8190123.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | NA       | 0.0000% | $93306057.00       | $11663257.13       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2047-11-20      | 1.7611%  | 0.0000% | $56866245.00       | $6671952.13        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | NA       | 0.0000% | $169620986.00      | $6792981.25        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-07-20      | 3.5000%  | 0.0000% | $53238704.00       | $8801925.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-08-20      | 1.9049%  | 0.0000% | $201959816.00      | $6387079.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-09-16      | 0.5096%  | 0.0000% | $195125821.00      | $8759322.42        | Agency Mortgage-Backed Securities |
| FREDDIE MAC MULTIFAMILY        | 2027-06-15      | 4.6357%  | 0.0000% | $105405112.00      | $105469229.70      | Agency Mortgage-Backed Securities |
| FREDDIE MAC MULTIFAMILY VARIAB | 2040-04-15      | 4.6357%  | 0.0000% | $41788930.00       | $41236926.09       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-12-20      | 1.1223%  | 0.0000% | $28490000.00       | $8052117.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-03-20      | 0.6223%  | 0.0000% | $58981198.00       | $9174808.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-02-16      | 1.0254%  | 0.0000% | $260155995.00      | $9327086.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-08-16      | 0.8930%  | 0.0000% | $150000000.00      | $7402565.73        | Agency Mortgage-Backed Securities |

### Security 180: Credit Agricole Corporate and Investment Bank Tri Party Repo

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank Tri Party Repo 4.339900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 996JWK006, C.3 - LEI: N/A, C.5 - Other ID: 996JWK006_4.34_0602A
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $50273600.00       | $51000057.69       | U.S. Treasuries (including strips) |

### Security 181: Credit Agricole Corporate and Investment Bank Tri Party Repo

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank Tri Party Repo 4.339900%
- **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: 996JWK006, C.3 - LEI: N/A, C.5 - Other ID: 996JWK006_4.34_0602B
- **C.18 - Value (incl. sponsor support):** $55000000.00
- **C.18.a - Value (excl. sponsor support):** $55000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC REMICS | 2054-11-25      | 5.8220%  | 0.0000% | $17264934.00       | $15768041.89       | Agency Mortgage-Backed Securities  |
| US TREASURY N/B    | 2026-12-15      | 4.3750%  | 0.0000% | $40197400.00       | $41208039.94       | U.S. Treasuries (including strips) |

### Security 182: Credit Agricole Corporate and Investment Bank Tri Party Repo

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank Tri Party Repo 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 996JWN000, C.3 - LEI: N/A, C.5 - Other ID: 996JWN000_4.35_0602
- **C.18 - Value (incl. sponsor support):** $288167000.00
- **C.18.a - Value (excl. sponsor support):** $288167000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2052-09-01      | 5.0000%  | 0.0000% | $90592701.00       | $72579312.81       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 5.5000%  | 0.0000% | $127064883.00      | $123323315.41      | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-07-01      | 6.0000%  | 0.0000% | $106150632.00      | $98027712.46       | Agency Mortgage-Backed Securities |

### Security 183: Deutsche Bank Securities Inc. Tri Party Repo

- **C.1 - Title:** Deutsche Bank Securities Inc. Tri Party Repo 4.339900%
- **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_4.34_0602
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2043-08-15      | 4.3750%  | 0.0000% | $37649700.00       | $35676105.02       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 4.6250%  | 0.0000% | $15890100.00       | $15323938.76       | U.S. Treasuries (including strips) |

### Security 184: Goldman Sachs & Co. LLC Tri Party Repo

- **C.1 - Title:** Goldman Sachs & Co. LLC Tri Party Repo 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDKE008, C.3 - LEI: N/A, C.5 - Other ID: 99VDKE008_4.35_0602
- **C.18 - Value (incl. sponsor support):** $1930000000.00
- **C.18.a - Value (excl. sponsor support):** $1930000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GINNIE MAE                     | 2055-05-20      | NA       | 0.0000% | $50000000.00       | $50477100.00       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | NA       | 0.0000% | $150000000.00      | $2436900.00        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | 1.4793%  | 0.0000% | $100000000.00      | $3940692.22        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | 0.0200%  | 0.0000% | $50000000.00       | $62277.78          | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | NA       | 0.0000% | $50000000.00       | $2499900.00        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | 5.4357%  | 0.0000% | $50000000.00       | $50223795.28       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | 1.5643%  | 0.0000% | $50000000.00       | $4521376.94        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | NA       | 0.0000% | $44223232.00       | $44305664.10       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | NA       | 0.0000% | $44223232.00       | $3316388.61        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | NA       | 0.0000% | $60000000.00       | $60111660.00       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | NA       | 0.0000% | $60000000.00       | $2699400.00        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | NA       | 0.0000% | $130000000.00      | $4549870.00        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | NA       | 0.0000% | $50000000.00       | $1124800.00        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2032-03-01      | 3.0000%  | 0.0000% | $1477000.00        | $312556.28         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2029-02-01      | 5.5000%  | 0.0000% | $2157816.00        | $15260.39          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-03-01      | 5.5000%  | 0.0000% | $500000.00         | $5178.69           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-03-01      | 4.5000%  | 0.0000% | $5000000.00        | $51203.50          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2027-12-01      | 5.5000%  | 0.0000% | $8760974.00        | $11199.72          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-02-01      | 3.5000%  | 0.0000% | $9570512.00        | $1248504.75        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-05-01      | 3.0000%  | 0.0000% | $4885000.00        | $1107244.63        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-02-01      | 5.0000%  | 0.0000% | $1083412.00        | $163803.56         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2028-06-01      | 6.0000%  | 0.0000% | $14107038.00       | $88632.33          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2032-10-01      | 3.0000%  | 0.0000% | $25000000.00       | $2549897.01        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2034-07-01      | 4.0000%  | 0.0000% | $302000.00         | $36037.02          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-01-01      | 3.0000%  | 0.0000% | $966945.00         | $156358.60         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-03-01      | 5.5000%  | 0.0000% | $385000.00         | $13557.45          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-02-01      | 6.0000%  | 0.0000% | $550000.00         | $6097.35           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-01-01      | 5.5000%  | 0.0000% | $2502000.00        | $28608.04          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-11-01      | 5.5000%  | 0.0000% | $1601000.00        | $36178.33          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-09-01      | 4.0000%  | 0.0000% | $5000000.00        | $575823.19         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2028-02-01      | 6.0000%  | 0.0000% | $970000.00         | $12386.19          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-12-01      | 4.5000%  | 0.0000% | $300000.00         | $31488.34          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-12-01      | 3.0000%  | 0.0000% | $82000.00          | $19354.98          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-12-01      | 3.0000%  | 0.0000% | $1000000.00        | $221429.00         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-05-01      | 4.5000%  | 0.0000% | $136828.00         | $16584.03          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-04-01      | 5.0000%  | 0.0000% | $6079312.00        | $6022388.60        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-07-01      | 3.5000%  | 0.0000% | $145000.00         | $93089.07          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-05-01      | 4.0000%  | 0.0000% | $6479032.00        | $4780080.25        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-05-01      | 2.5000%  | 0.0000% | $1215398.00        | $812239.87         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-09-01      | 4.5000%  | 0.0000% | $576844.00         | $381564.53         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-07-01      | 5.0000%  | 0.0000% | $180000.00         | $136632.38         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-12-01      | 3.5000%  | 0.0000% | $1683000.00        | $1285841.43        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-01-01      | 6.0000%  | 0.0000% | $18851776.00       | $12436748.88       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-08-01      | 5.5000%  | 0.0000% | $52087936.00       | $47699604.62       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2053-08-01      | 6.0000%  | 0.0000% | $5821168.00        | $5450950.19        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-05-01      | 2.5000%  | 0.0000% | $33358.00          | $23068.57          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-10-01      | 4.5000%  | 0.0000% | $10003000.00       | $8667302.13        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-07-01      | 2.5000%  | 0.0000% | $56000.00          | $41326.74          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-08-01      | 4.0000%  | 0.0000% | $1500000.00        | $205220.75         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-03-01      | 3.5000%  | 0.0000% | $4398192.00        | $533237.43         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-06-01      | 3.5000%  | 0.0000% | $5000000.00        | $869787.96         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-06-01      | 3.0000%  | 0.0000% | $3200000.00        | $459570.71         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-08-01      | 3.5000%  | 0.0000% | $25606592.00       | $9046095.72        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-08-01      | 4.5000%  | 0.0000% | $2184712.00        | $288832.01         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-01-01      | 2.5000%  | 0.0000% | $7644024.00        | $4460440.49        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-08-01      | 5.0000%  | 0.0000% | $16043200.00       | $12912888.02       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-08-01      | 3.0000%  | 0.0000% | $8308640.00        | $6020519.57        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-12-01      | 6.0000%  | 0.0000% | $3948000.00        | $3249280.36        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-08-01      | 6.0000%  | 0.0000% | $1111970.00        | $1129389.70        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-10-01      | 6.0000%  | 0.0000% | $2076600.00        | $2128930.30        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-03-01      | 1.5000%  | 0.0000% | $4130144.00        | $2631911.28        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-05-01      | 3.5000%  | 0.0000% | $16770000.00       | $12377915.26       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-07-01      | 4.0000%  | 0.0000% | $50000.00          | $38389.21          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-07-01      | 4.5000%  | 0.0000% | $267000.00         | $211530.08         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-08-01      | 5.0000%  | 0.0000% | $13000000.00       | $10097774.99       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-08-01      | 4.0000%  | 0.0000% | $2271996.00        | $1825633.96        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-05-01      | 6.0000%  | 0.0000% | $370602.00         | $344570.18         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2040-04-01      | 5.0000%  | 0.0000% | $2899460.00        | $2899088.14        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-03-01      | 6.0000%  | 0.0000% | $3000000.00        | $9259.08           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-02-01      | 6.0000%  | 0.0000% | $14510500.00       | $23718.42          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-12-01      | 3.0000%  | 0.0000% | $894200.00         | $133550.78         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-06-01      | 3.0000%  | 0.0000% | $53192320.00       | $14658444.25       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-08-01      | 3.5000%  | 0.0000% | $365000.00         | $90699.03          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-10-01      | 4.0000%  | 0.0000% | $1600000.00        | $200796.22         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-01-01      | 3.0000%  | 0.0000% | $207180.00         | $32203.14          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-10-01      | 6.0000%  | 0.0000% | $8914304.00        | $152371.01         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-01      | 5.5000%  | 0.0000% | $584686.00         | $430265.24         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-08-01      | 5.5000%  | 0.0000% | $1443100.00        | $1398013.87        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $357765.00         | $365586.08         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-07-01      | 6.0000%  | 0.0000% | $1658158.00        | $1677739.44        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-09-01      | 5.5000%  | 0.0000% | $1165752.00        | $1156186.43        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-08-01      | 5.5000%  | 0.0000% | $1153600.00        | $995775.51         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-08-01      | 6.0000%  | 0.0000% | $1089494.00        | $1104692.33        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-05-01      | 6.0000%  | 0.0000% | $3381524.00        | $3445581.34        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-05-01      | 6.0000%  | 0.0000% | $7334336.00        | $7439116.77        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-10-01      | 4.0000%  | 0.0000% | $4392832.00        | $674103.41         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-10-01      | 4.5000%  | 0.0000% | $370692.00         | $58889.16          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2056-07-01      | 4.0000%  | 0.0000% | $2670000.00        | $748840.91         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2056-06-01      | 4.5000%  | 0.0000% | $3090000.00        | $759060.40         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-01-01      | 3.0000%  | 0.0000% | $610000.00         | $159970.01         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-05-01      | 3.0000%  | 0.0000% | $400000.00         | $110059.72         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2038-04-01      | 5.3600%  | 0.0000% | $650000.00         | $618270.42         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2029-09-01      | 5.2900%  | 0.0000% | $11000000.00       | $11438893.28       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-02-01      | 6.5000%  | 0.0000% | $8387232.00        | $8673506.63        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-11-01      | 2.0000%  | 0.0000% | $1741468.00        | $1054315.81        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2039-10-01      | 4.9900%  | 0.0000% | $2478000.00        | $2459010.40        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2031-08-01      | 4.9500%  | 0.0000% | $2300000.00        | $2360879.85        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-04-01      | 4.9500%  | 0.0000% | $2730000.00        | $2773539.41        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-07-01      | 5.0000%  | 0.0000% | $567359.00         | $74920.31          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-07-01      | 6.0000%  | 0.0000% | $2200000.00        | $1870348.81        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-10-01      | 6.0000%  | 0.0000% | $67867776.00       | $59312698.80       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2044-07-01      | 6.5000%  | 0.0000% | $2586768.00        | $2151300.98        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-01      | 5.0000%  | 0.0000% | $524338.00         | $474378.51         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2039-11-01      | 5.5000%  | 0.0000% | $61771280.00       | $59806873.55       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2039-03-01      | 4.5000%  | 0.0000% | $245010.00         | $57582.39          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-07-01      | 3.5000%  | 0.0000% | $262000.00         | $80142.09          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-06-01      | 3.5000%  | 0.0000% | $150000.00         | $42148.23          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-04-01      | 2.0000%  | 0.0000% | $185000.00         | $108899.16         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-01      | 4.0000%  | 0.0000% | $19926528.00       | $13328571.37       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-06-01      | 3.0000%  | 0.0000% | $9095456.00        | $6477323.89        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-01-01      | 3.0000%  | 0.0000% | $21000.00          | $14406.37          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-08-01      | 1.5000%  | 0.0000% | $264363.00         | $182779.93         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-06-01      | 5.5000%  | 0.0000% | $10333792.00       | $8403880.13        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-11-01      | 3.0000%  | 0.0000% | $10849536.00       | $8475639.92        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-02-01      | 5.0000%  | 0.0000% | $72460288.00       | $65355436.95       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-02-01      | 5.0000%  | 0.0000% | $64155000.00       | $58552643.99       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-05-01      | 5.5000%  | 0.0000% | $87316480.00       | $87021899.89       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-11-01      | 6.0000%  | 0.0000% | $39143680.00       | $673154.57         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-08-01      | 6.5000%  | 0.0000% | $760678.00         | $13597.72          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-11-01      | 3.5000%  | 0.0000% | $84770.00          | $7310.60           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-04-01      | 3.5000%  | 0.0000% | $139154.00         | $13223.90          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2031-05-01      | 4.5000%  | 0.0000% | $600000.00         | $20155.55          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-12-01      | 5.5000%  | 0.0000% | $482549248.00      | $385633928.09      | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-11-01      | 5.0000%  | 0.0000% | $791098.00         | $717713.98         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-09-01      | 4.5000%  | 0.0000% | $1670000.00        | $46443.81          | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2052-04-01      | 2.5000%  | 0.0000% | $167973.00         | $20505.33          | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2052-04-01      | 2.5000%  | 0.0000% | $170461.00         | $23153.90          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-05-01      | 5.5000%  | 0.0000% | $3752500.00        | $3795209.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 1.6117%  | 0.0000% | $213332480.00      | $7374839.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 0.8717%  | 0.0000% | $50000000.00       | $976558.44         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-08-20      | 2.3117%  | 0.0000% | $100000000.00      | $6855821.85        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-05-01      | 6.0000%  | 0.0000% | $30065504.00       | $30556183.04       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-09-01      | 3.5000%  | 0.0000% | $18333000.00       | $16475023.89       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-05-01      | 7.0000%  | 0.0000% | $913321.00         | $958576.87         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-06-20      | 3.7400%  | 0.0000% | $210000.00         | $26802.49          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-04-20      | 4.5000%  | 0.0000% | $953775.00         | $70118.73          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-12-20      | 2.0000%  | 0.0000% | $170516000.00      | $83725561.31       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2072-05-20      | 6.0100%  | 0.0000% | $15179519.00       | $15462254.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-05-20      | 4.5000%  | 0.0000% | $115362.00         | $8550.67           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2057-09-15      | 3.5900%  | 0.0000% | $5278000.00        | $4676909.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-09-20      | 6.5000%  | 0.0000% | $320037888.00      | $295940221.44      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-01-20      | 4.5000%  | 0.0000% | $2220632.00        | $144015.93         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-02-20      | 6.5000%  | 0.0000% | $1645544.00        | $1705469.92        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-03-20      | 6.5000%  | 0.0000% | $1628196.00        | $1693069.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-09-20      | 5.5000%  | 0.0000% | $2338276.00        | $8408.66           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-01-15      | 5.5000%  | 0.0000% | $498832.00         | $7237.55           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-16      | 2.1000%  | 0.0000% | $1100000.00        | $183159.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-16      | 2.4781%  | 0.0000% | $250000.00         | $245679.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-01-16      | 3.0000%  | 0.0000% | $551889.00         | $192689.65         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-01-16      | 0.6901%  | 0.0000% | $1231071232.00     | $60832326.55       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-11-16      | 4.0000%  | 0.0000% | $128675584.00      | $115269063.98      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-10-16      | 4.0000%  | 0.0000% | $29751552.00       | $26375724.29       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 0.1717%  | 0.0000% | $120000000.00      | $2621720.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-11-20      | NA       | 0.0000% | $22752576.00       | $112926.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | NA       | 0.0000% | $50000000.00       | $183464.53         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-20      | 0.6117%  | 0.0000% | $26794400.00       | $653589.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-08-20      | 1.7217%  | 0.0000% | $20892384.00       | $1443728.52        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2064-03-20      | 0.9717%  | 0.0000% | $100000000.00      | $1167333.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 0.9717%  | 0.0000% | $50000000.00       | $1490409.08        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-08-20      | 0.9217%  | 0.0000% | $50000000.00       | $1558390.19        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-09-20      | 1.0217%  | 0.0000% | $50000000.00       | $1574052.12        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-11-20      | 0.1717%  | 0.0000% | $20000000.00       | $350951.33         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-11-20      | NA       | 0.0000% | $50000000.00       | $673036.72         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-12-20      | 0.0717%  | 0.0000% | $50000000.00       | $796186.68         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-12-20      | 0.2417%  | 0.0000% | $100000000.00      | $1885990.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 1.0917%  | 0.0000% | $150000000.00      | $6216627.83        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-10-20      | 1.1217%  | 0.0000% | $105000000.00      | $3833812.15        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-01-20      | 1.6787%  | 0.0000% | $66924800.00       | $4298565.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 1.5717%  | 0.0000% | $21000000.00       | $1144572.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 2.2717%  | 0.0000% | $64603264.00       | $4326874.54        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-02-20      | 0.0117%  | 0.0000% | $50000000.00       | $1277638.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 0.9717%  | 0.0000% | $30000000.00       | $1232971.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 0.9717%  | 0.0000% | $60000000.00       | $2465942.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-02-20      | 0.9717%  | 0.0000% | $250000000.00      | $6000489.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 5.1283%  | 0.0000% | $33837700.00       | $32217342.45       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | NA       | 0.0000% | $50000000.00       | $1937050.00        | Agency Mortgage-Backed Securities |

### Security 185: HSBC Securities USA Inc. Tri Party Repo

- **C.1 - Title:** HSBC Securities USA Inc. Tri Party Repo 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDKY004, C.3 - LEI: 549300LBOHZ4QSIWU288, C.5 - Other ID: 99VDKY004_4.35_0602
- **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:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac        | 2033-09-01      | 3.0000%  | 0.0000% | $1441000.00        | $276492.02         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2036-05-01      | 1.5000%  | 0.0000% | $91201900.00       | $49447200.70       | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2052-10-01      | 4.0000%  | 0.0000% | $208000.00         | $163737.88         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2052-04-01      | 3.5000%  | 0.0000% | $28000.00          | $20031.55          | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2030-09-01      | 2.5000%  | 0.0000% | $202543.00         | $25188.74          | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2052-03-01      | 3.0000%  | 0.0000% | $1783554.00        | $1329871.05        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2052-11-01      | 5.0000%  | 0.0000% | $55000.00          | $45725.02          | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2053-06-01      | 6.0000%  | 0.0000% | $779852.00         | $652662.91         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL   | 2054-06-01      | 7.5000%  | 0.0000% | $5000.00           | $5255.44           | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2031-05-01      | 6.5000%  | 0.0000% | $37998073.00       | $71657.44          | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2041-06-01      | 6.0000%  | 0.0000% | $4480000.00        | $113105.60         | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2031-10-01      | 2.5000%  | 0.0000% | $303539.00         | $51938.85          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL    | 2054-08-01      | 6.5000%  | 0.0000% | $11002.00          | $8974.54           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL    | 2055-06-01      | 6.5000%  | 0.0000% | $3880540.00        | $4021260.45        | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2039-02-01      | 6.0000%  | 0.0000% | $4598176.00        | $608975.36         | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2057-01-01      | 4.0000%  | 0.0000% | $100000.00         | $33499.98          | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2032-08-01      | 2.5000%  | 0.0000% | $205000.00         | $40083.36          | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2030-03-01      | 3.0000%  | 0.0000% | $530000.00         | $27657.54          | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2050-11-01      | 2.0000%  | 0.0000% | $215000.00         | $98154.38          | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2035-11-01      | 2.5000%  | 0.0000% | $616545.00         | $304231.17         | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2035-12-01      | 1.5000%  | 0.0000% | $43170.00          | $22045.05          | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2051-07-01      | 2.5000%  | 0.0000% | $650000.00         | $407455.07         | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2044-03-01      | 5.0000%  | 0.0000% | $295000.00         | $44416.47          | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2047-12-01      | 3.5000%  | 0.0000% | $7663688.00        | $1000229.78        | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2049-05-01      | 4.5000%  | 0.0000% | $1200000.00        | $142729.74         | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2050-12-01      | 2.0000%  | 0.0000% | $667575.00         | $354630.30         | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2032-01-01      | 2.0000%  | 0.0000% | $2845420.00        | $1353219.50        | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2033-05-01      | 5.0000%  | 0.0000% | $110854.00         | $61028.37          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2065-04-20      | 6.5000%  | 0.0000% | $457616.00         | $468542.76         | Agency Mortgage-Backed Securities |

### Security 186: Bank of America Tri Party Repo

- **C.1 - Title:** Bank of America Tri Party Repo 4.339900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDMN006, C.3 - LEI: N/A, C.5 - Other ID: 99VDMN006_4.34_0602
- **C.18 - Value (incl. sponsor support):** $56000000.00
- **C.18.a - Value (excl. sponsor support):** $56000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIP PRINC   | 2040-08-15      | NA       | 0.0000% | $3438000.00        | $1649315.18        | U.S. Treasuries (including strips) |
| STRIPS        | 2041-08-15      | NA       | 0.0000% | $51958222.85       | $22849615.70       | U.S. Treasuries (including strips) |
| STRIPS        | 2044-08-15      | NA       | 0.0000% | $88422912.00       | $32621069.12       | U.S. Treasuries (including strips) |

### Security 187: Bank of America Tri Party Repo

- **C.1 - Title:** Bank of America Tri Party Repo 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDNE005, C.3 - LEI: N/A, C.5 - Other ID: 99VDNE005_4.35_0602
- **C.18 - Value (incl. sponsor support):** $249000000.00
- **C.18.a - Value (excl. sponsor support):** $249000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac      | 2052-09-01      | 5.0000%  | 0.0000% | $1351374.00        | $1258622.16        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2044-10-01      | 4.0000%  | 0.0000% | $5354576.00        | $980653.66         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2025-07-01      | 2.7800%  | 0.0000% | $28000000.00       | $25550409.65       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-09-01      | 3.0000%  | 0.0000% | $636358656.00      | $99150444.04       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 5.0000%  | 0.0000% | $3006860.00        | $2918073.41        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 6.5000%  | 0.0000% | $2850315.00        | $2955443.48        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-01-01      | 2.5000%  | 0.0000% | $9952208.00        | $6664739.63        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-08-01      | 2.0000%  | 0.0000% | $4985240.00        | $3089397.03        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-07-01      | 4.5000%  | 0.0000% | $503000.00         | $99423.05          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-10-01      | 2.0000%  | 0.0000% | $137691648.00      | $82954580.81       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-11-01      | 2.5000%  | 0.0000% | $6672416.00        | $4352483.97        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-11-01      | 4.0000%  | 0.0000% | $20980.00          | $6515.94           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-02-01      | 2.0000%  | 0.0000% | $1132746.00        | $820215.62         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-04-25      | 3.0000%  | 0.0000% | $28352896.00       | $21250031.02       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-03-01      | 2.0000%  | 0.0000% | $1050000.00        | $681879.15         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-05-01      | 5.5000%  | 0.0000% | $1246014.00        | $1247087.51        | Agency Mortgage-Backed Securities |

### Security 188: Societe Generale Tri Party Repo

- **C.1 - Title:** Societe Generale Tri Party Repo 4.339900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDPU007, C.3 - LEI: N/A, C.5 - Other ID: 99VDPU007_4.34_0602
- **C.18 - Value (incl. sponsor support):** $215000000.00
- **C.18.a - Value (excl. sponsor support):** $215000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2039-11-15      | 4.3750%  | 0.0000% | $65313200.00       | $62950579.11       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-08-15      | 3.0000%  | 0.0000% | $65559200.00       | $46795290.60       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-02-15      | 4.2500%  | 0.0000% | $120977700.00      | $109554132.07      | U.S. Treasuries (including strips) |

### Security 189: UBS Securities LLC Tri Party Repo

- **C.1 - Title:** UBS Securities LLC Tri Party Repo 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDQX000, C.3 - LEI: N/A, C.5 - Other ID: 99VDQX000_4.35_0602
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL            | 2025-09-09      | NA       | 0.0000% | $1000.00           | $988.39            | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2025-09-16      | NA       | 0.0000% | $416000.00         | $410834.53         | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2026-11-15      | NA       | 0.0000% | $34600.00          | $32825.71          | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2027-08-15      | NA       | 0.0000% | $300.00            | $275.57            | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2046-11-15      | NA       | 0.0000% | $200.00            | $67.53             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-08-15      | 6.8750%  | 0.0000% | $1600.00           | $1643.27           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-02-15      | 6.0000%  | 0.0000% | $100.00            | $103.01            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-08-15      | 6.7500%  | 0.0000% | $16800.00          | $17673.05          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-11-15      | 6.5000%  | 0.0000% | $300.00            | $312.68            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-02-15      | 6.6250%  | 0.0000% | $406600.00         | $433470.22         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-08-15      | 6.3750%  | 0.0000% | $499700.00         | $534855.85         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-08-15      | 5.5000%  | 0.0000% | $260100.00         | $277175.85         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-11-15      | 5.2500%  | 0.0000% | $601300.00         | $628033.77         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2029-04-15      | 3.8750%  | 0.0000% | $200.00            | $425.61            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-08-15      | 6.1250%  | 0.0000% | $99000.00          | $108981.25         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-05-15      | 6.2500%  | 0.0000% | $43100.00          | $47539.84          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2031-02-15      | 5.3750%  | 0.0000% | $600.00            | $648.68            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2036-02-15      | 4.5000%  | 0.0000% | $4000.00           | $4093.56           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2027-01-15      | 2.3750%  | 0.0000% | $740000.00         | $1203926.00        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2037-02-15      | 4.7500%  | 0.0000% | $100.00            | $103.86            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2038-02-15      | 4.3750%  | 0.0000% | $100.00            | $99.36             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2039-02-15      | 3.5000%  | 0.0000% | $100.00            | $89.45             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2040-02-15      | 4.6250%  | 0.0000% | $300.00            | $300.28            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2040-02-15      | 2.1250%  | 0.0000% | $45000.00          | $65155.06          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2040-08-15      | 3.8750%  | 0.0000% | $1000.00           | $912.35            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2041-05-15      | 4.3750%  | 0.0000% | $1700.00           | $1619.17           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2041-08-15      | 3.7500%  | 0.0000% | $400.00            | $355.66            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2041-11-15      | 3.1250%  | 0.0000% | $31000.00          | $24925.48          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2042-02-15      | 3.1250%  | 0.0000% | $100.00            | $80.87             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2042-02-15      | 0.7500%  | 0.0000% | $47600.00          | $51442.76          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2042-08-15      | 2.7500%  | 0.0000% | $300.00            | $227.10            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2043-02-15      | 0.6250%  | 0.0000% | $100.00            | $101.66            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2043-11-15      | 3.7500%  | 0.0000% | $5000.00           | $4288.75           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2044-02-15      | 3.6250%  | 0.0000% | $1700.00           | $1443.36           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2044-05-15      | 3.3750%  | 0.0000% | $300.00            | $241.94            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2044-11-15      | 3.0000%  | 0.0000% | $39900.00          | $30096.28          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2045-02-15      | 0.7500%  | 0.0000% | $71200.00          | $69630.79          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2045-05-15      | 3.0000%  | 0.0000% | $1100.00           | $825.42            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2045-11-15      | 3.0000%  | 0.0000% | $125100.00         | $93307.81          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2046-02-15      | 2.5000%  | 0.0000% | $152500.00         | $104395.45         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2046-02-15      | 1.0000%  | 0.0000% | $54000.00          | $54406.19          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2046-05-15      | 2.5000%  | 0.0000% | $4600.00           | $3109.91           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2046-08-15      | 2.2500%  | 0.0000% | $900.00            | $581.25            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2047-05-15      | 3.0000%  | 0.0000% | $400.00            | $293.48            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2047-08-15      | 2.7500%  | 0.0000% | $500.00            | $352.22            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2048-08-15      | 3.0000%  | 0.0000% | $2200.00           | $1608.80           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2049-05-15      | 2.8750%  | 0.0000% | $1300.00           | $913.32            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2049-11-15      | 2.3750%  | 0.0000% | $300.00            | $188.59            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2050-02-15      | 0.2500%  | 0.0000% | $10000.00          | $7054.60           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2050-05-15      | 1.2500%  | 0.0000% | $824600.00         | $385758.20         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2050-08-15      | 1.3750%  | 0.0000% | $10200.00          | $4932.66           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2040-08-15      | 1.1250%  | 0.0000% | $99700.00          | $60220.20          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2040-05-15      | 1.1250%  | 0.0000% | $400.00            | $243.18            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2050-11-15      | 1.6250%  | 0.0000% | $2000.00           | $1027.89           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $62.40             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2041-05-15      | 2.2500%  | 0.0000% | $200.00            | $142.40            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2051-08-15      | 2.0000%  | 0.0000% | $200.00            | $113.50            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2041-08-15      | 1.7500%  | 0.0000% | $1600.00           | $1046.46           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2051-11-15      | 1.8750%  | 0.0000% | $600.00            | $325.60            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2042-02-15      | 2.3750%  | 0.0000% | $1000.00           | $718.79            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2042-05-15      | 3.2500%  | 0.0000% | $24100.00          | $19571.77          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2052-08-15      | 3.0000%  | 0.0000% | $350400.00         | $250110.89         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2042-08-15      | 3.3750%  | 0.0000% | $400.00            | $332.89            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2042-11-15      | 4.0000%  | 0.0000% | $499400.00         | $447776.24         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2053-02-15      | 3.6250%  | 0.0000% | $200.00            | $161.84            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2043-02-15      | 3.8750%  | 0.0000% | $500.00            | $444.49            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-11-15      | 2.2500%  | 0.0000% | $80700.00          | $77669.56          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-02-15      | 2.7500%  | 0.0000% | $76000.00          | $74372.35          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-08-15      | 2.8750%  | 0.0000% | $25700.00          | $25120.74          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-09-30      | 3.0000%  | 0.0000% | $5900.00           | $5902.89           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-11-30      | 2.8750%  | 0.0000% | $258300.00         | $260124.12         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2029-01-15      | 0.8750%  | 0.0000% | $16055700.00       | $19988232.24       | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-02-28      | 2.5000%  | 0.0000% | $974200.00         | $967619.34         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-05-31      | 2.1250%  | 0.0000% | $472300.00         | $467850.75         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-08-15      | 2.0000%  | 0.0000% | $4600.00           | $4603.56           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2026-01-15      | 0.6250%  | 0.0000% | $62500.00          | $83893.52          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-02-15      | 1.6250%  | 0.0000% | $600.00            | $591.90            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-05-15      | 1.6250%  | 0.0000% | $400.00            | $390.71            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-11-15      | 2.0000%  | 0.0000% | $800.00            | $777.78            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2027-01-15      | 0.3750%  | 0.0000% | $647600.00         | $845978.18         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-02-15      | 2.2500%  | 0.0000% | $54900.00          | $53696.98          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-05-15      | 2.3750%  | 0.0000% | $424800.00         | $412812.17         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-07-31      | 2.8750%  | 0.0000% | $7000.00           | $7048.47           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-07-31      | 1.8750%  | 0.0000% | $500.00            | $490.40            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-09-30      | 1.6250%  | 0.0000% | $63600.00          | $61788.67          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-10-31      | 1.6250%  | 0.0000% | $19000.00          | $18403.15          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-11-15      | 1.7500%  | 0.0000% | $200.00            | $182.53            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-11-30      | 1.6250%  | 0.0000% | $472200.00         | $459719.45         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-12-31      | 1.7500%  | 0.0000% | $499800.00         | $486249.61         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-01-31      | 1.5000%  | 0.0000% | $149500.00         | $144284.38         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-02-15      | 1.5000%  | 0.0000% | $667000.00         | $599908.07         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-02-28      | 1.1250%  | 0.0000% | $3000.00           | $2865.60           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-04-30      | 0.5000%  | 0.0000% | $27200.00          | $25505.57          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-05-31      | 0.5000%  | 0.0000% | $395000.00         | $370134.85         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-05-31      | 0.2500%  | 0.0000% | $100.00            | $100.12            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-07-31      | 0.2500%  | 0.0000% | $1650200.00        | $1640372.77        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-07-31      | 0.3750%  | 0.0000% | $400.00            | $371.35            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-08-31      | 0.5000%  | 0.0000% | $100.00            | $92.87             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-08-31      | 0.2500%  | 0.0000% | $2600.00           | $2575.68           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-09-30      | 0.3750%  | 0.0000% | $200.00            | $184.57            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-11-15      | 0.8750%  | 0.0000% | $6100.00           | $5166.69           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-11-30      | 0.6250%  | 0.0000% | $3100.00           | $2870.41           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-11-30      | 0.3750%  | 0.0000% | $400.00            | $392.97            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-12-31      | 0.3750%  | 0.0000% | $499600.00         | $489273.20         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2031-01-15      | 0.1250%  | 0.0000% | $50900.00          | $57439.26          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-01-31      | 0.3750%  | 0.0000% | $499000.00         | $486878.16         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-02-29      | 1.1250%  | 0.0000% | $5000.00           | $4656.67           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-02-28      | 0.5000%  | 0.0000% | $200.00            | $194.75            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-04-30      | 0.7500%  | 0.0000% | $500.00            | $484.95            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-05-31      | 1.2500%  | 0.0000% | $54100.00          | $50428.00          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-05-31      | 0.7500%  | 0.0000% | $1100.00           | $1067.45           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2031-07-15      | 0.1250%  | 0.0000% | $502400.00         | $546524.93         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-07-31      | 0.6250%  | 0.0000% | $144000.00         | $138611.89         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-07-31      | 1.0000%  | 0.0000% | $300.00            | $275.36            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2031-08-15      | 1.2500%  | 0.0000% | $1000.00           | $847.48            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-08-31      | 0.7500%  | 0.0000% | $499900.00         | $480695.15         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-09-30      | 1.2500%  | 0.0000% | $500.00            | $459.85            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-09-30      | 0.8750%  | 0.0000% | $454900.00         | $436949.38         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-10-31      | 1.3750%  | 0.0000% | $100.00            | $92.08             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2031-11-15      | 1.3750%  | 0.0000% | $11000.00          | $9289.34           | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2025-08-19      | NA       | 0.0000% | $1000.00           | $990.84            | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2025-11-20      | NA       | 0.0000% | $618000.00         | $605751.86         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-11-30      | 1.2500%  | 0.0000% | $499700.00         | $482820.46         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-11-30      | 1.5000%  | 0.0000% | $100.00            | $92.94             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2032-01-15      | 0.1250%  | 0.0000% | $200.00            | $206.97            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-03-31      | 2.3750%  | 0.0000% | $700.00            | $664.28            | U.S. Treasuries (including strips) |
| Federal Home Loan Bank   | 2027-01-28      | 3.3750%  | 0.0000% | $200000.00         | $199923.50         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank   | 2027-05-19      | 3.6000%  | 0.0000% | $200000.00         | $198012.60         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank   | 2028-02-14      | 4.7000%  | 0.0000% | $20000.00          | $20252.42          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank   | 2027-03-12      | 4.5000%  | 0.0000% | $18500000.00       | $18836459.50       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2030-01-18      | 3.5000%  | 0.0000% | $1000.00           | $987.25            | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2026-08-03      | 2.6300%  | 0.0000% | $4000.00           | $3968.15           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2031-03-26      | 3.2200%  | 0.0000% | $1000.00           | $951.23            | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2026-04-23      | 2.8400%  | 0.0000% | $2000.00           | $1981.70           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2027-03-22      | 2.5400%  | 0.0000% | $2000.00           | $1957.47           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2026-10-13      | 2.5500%  | 0.0000% | $5000.00           | $4916.43           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2028-07-26      | 2.6800%  | 0.0000% | $32000.00          | $31103.84          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2031-10-03      | 2.0700%  | 0.0000% | $5000.00           | $4391.40           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2026-08-13      | 0.6700%  | 0.0000% | $2000.00           | $1924.29           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2027-08-19      | 0.9000%  | 0.0000% | $3000.00           | $2816.01           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2030-09-09      | 1.3200%  | 0.0000% | $5000.00           | $4331.59           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2030-10-15      | 1.2600%  | 0.0000% | $5000.00           | $4313.28           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2035-10-26      | 1.7300%  | 0.0000% | $3000.00           | $2259.57           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2029-06-14      | 1.5900%  | 0.0000% | $4000.00           | $3670.03           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2027-10-20      | 1.3000%  | 0.0000% | $5000.00           | $4709.26           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2031-01-13      | 2.1000%  | 0.0000% | $5000.00           | $4503.36           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2035-02-23      | 3.2500%  | 0.0000% | $1000.00           | $883.61            | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2037-06-08      | 4.9900%  | 0.0000% | $5000.00           | $4939.06           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2032-06-29      | 4.7000%  | 0.0000% | $2000.00           | $2004.49           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2037-06-29      | 5.2400%  | 0.0000% | $5000.00           | $4974.84           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2028-06-20      | 5.4300%  | 0.0000% | $2000.00           | $2048.99           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2026-10-14      | 3.8750%  | 0.0000% | $720000.00         | $721815.40         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2030-05-28      | 4.7200%  | 0.0000% | $6570000.00        | $6571072.37        | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2028-11-15      | NA       | 0.0000% | $5000.00           | $4354.72           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2027-08-15      | NA       | 0.0000% | $3000.00           | $2747.42           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2029-09-15      | 6.7500%  | 0.0000% | $1000.00           | $1122.13           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2032-07-15      | 6.2500%  | 0.0000% | $5000.00           | $5722.44           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2028-07-15      | NA       | 0.0000% | $4000.00           | $3522.67           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2027-12-30      | 1.1100%  | 0.0000% | $4000.00           | $3741.32           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2025-07-25      | 4.0500%  | 0.0000% | $3000.00           | $3040.06           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2025-12-23      | 0.7000%  | 0.0000% | $2000.00           | $1966.88           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2029-10-10      | 4.0300%  | 0.0000% | $375000.00         | $373068.83         | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2029-05-15      | 6.2500%  | 0.0000% | $3000.00           | $3254.32           | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2030-05-15      | 7.2500%  | 0.0000% | $3000.00           | $3438.43           | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2030-11-15      | 6.6250%  | 0.0000% | $3000.00           | $3375.39           | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIPS         | 2025-11-15      | NA       | 0.0000% | $3000.00           | $2938.31           | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIPS         | 2026-05-15      | NA       | 0.0000% | $3000.00           | $2877.47           | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2030-08-05      | 0.8750%  | 0.0000% | $2000.00           | $1713.41           | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2027-10-08      | 0.7500%  | 0.0000% | $3000.00           | $2790.97           | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2025-10-22      | 0.5600%  | 0.0000% | $2000.00           | $1971.61           | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2025-11-07      | 0.5000%  | 0.0000% | $4000.00           | $3935.33           | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2026-09-24      | 1.8750%  | 0.0000% | $5000.00           | $4878.56           | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2028-09-01      | 6.0800%  | 0.0000% | $3000.00           | $3234.08           | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2027-08-27      | 0.7000%  | 0.0000% | $1000.00           | $930.64            | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2025-07-21      | 0.3750%  | 0.0000% | $4000.00           | $3983.94           | Agency Mortgage-Backed Securities  |
| RESOLUTION FUNDING STRIP | 2025-07-15      | NA       | 0.0000% | $2000.00           | $1988.40           | Agency Mortgage-Backed Securities  |
| RESOLUTION FUNDING STRIP | 2026-07-15      | NA       | 0.0000% | $1000.00           | $952.67            | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY    | 2039-09-15      | 5.2500%  | 0.0000% | $2000.00           | $2057.20           | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY    | 2042-12-15      | 3.5000%  | 0.0000% | $5000.00           | $4053.99           | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY    | 2027-02-01      | 2.8750%  | 0.0000% | $2000.00           | $1981.44           | Agency Mortgage-Backed Securities  |
| TENN VAL AUTH CPN STRIP  | 2026-11-01      | NA       | 0.0000% | $1000.00           | $943.19            | Agency Mortgage-Backed Securities  |
| TENN VAL AUTH CPN STRIP  | 2028-12-15      | NA       | 0.0000% | $5000.00           | $4324.86           | Agency Mortgage-Backed Securities  |
| TVA PRIN STRIP           | 2025-11-01      | NA       | 0.0000% | $2000.00           | $1963.60           | Agency Mortgage-Backed Securities  |
| TREASURY BILL            | 2025-10-30      | NA       | 0.0000% | $4400.00           | $4323.28           | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2025-12-26      | NA       | 0.0000% | $168800.00         | $164835.23         | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2025-06-03      | NA       | 0.0000% | $80000.00          | $79990.64          | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2025-08-21      | NA       | 0.0000% | $25000.00          | $24765.15          | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2025-09-25      | NA       | 0.0000% | $1000.00           | $986.62            | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2025-07-08      | NA       | 0.0000% | $23000.00          | $22902.99          | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2025-07-29      | NA       | 0.0000% | $100.00            | $99.33             | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2025-10-09      | NA       | 0.0000% | $1000.00           | $985.04            | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2025-10-16      | NA       | 0.0000% | $8500.00           | $8365.86           | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2025-10-23      | NA       | 0.0000% | $61000.00          | $59989.29          | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2025-08-05      | NA       | 0.0000% | $3000.00           | $2977.46           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-11-30      | 4.3750%  | 0.0000% | $700.00            | $725.69            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-12-31      | 3.7500%  | 0.0000% | $700.00            | $700.34            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-12-31      | 4.2500%  | 0.0000% | $200.00            | $203.45            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-01-31      | 4.2500%  | 0.0000% | $139300.00         | $141180.83         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-01-31      | 4.0000%  | 0.0000% | $24700.00          | $25087.00          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2031-01-31      | 4.0000%  | 0.0000% | $200.00            | $202.04            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-02-28      | 4.2500%  | 0.0000% | $300.00            | $306.51            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-03-31      | 4.5000%  | 0.0000% | $200.00            | $201.91            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-04-30      | 4.8750%  | 0.0000% | $300.00            | $302.93            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-04-30      | 4.6250%  | 0.0000% | $186000.00         | $191298.09         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-05-31      | 4.8750%  | 0.0000% | $817000.00         | $842104.02         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-05-31      | 4.5000%  | 0.0000% | $19500.00          | $20336.64          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2031-05-31      | 4.6250%  | 0.0000% | $5000.00           | $5254.07           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-06-15      | 4.6250%  | 0.0000% | $500.00            | $517.39            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2031-06-30      | 4.2500%  | 0.0000% | $200.00            | $205.10            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-06-30      | 4.6250%  | 0.0000% | $100.00            | $102.42            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2031-07-31      | 4.1250%  | 0.0000% | $300300.00         | $304639.36         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2034-07-15      | 1.8750%  | 0.0000% | $300000.00         | $304821.87         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-08-31      | 3.6250%  | 0.0000% | $5400.00           | $5380.51           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-09-15      | 3.3750%  | 0.0000% | $700.00            | $697.04            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2031-09-30      | 3.6250%  | 0.0000% | $39600.00          | $38736.15          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-09-30      | 3.5000%  | 0.0000% | $4000.00           | $3951.63           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-10-15      | 3.8750%  | 0.0000% | $319900.00         | $321261.92         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-10-31      | 4.1250%  | 0.0000% | $800.00            | $803.54            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-11-30      | 4.1250%  | 0.0000% | $7100.00           | $7295.19           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-01-15      | 4.2500%  | 0.0000% | $83000.00          | $85041.26          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-01-31      | 4.1250%  | 0.0000% | $48822600.00       | $49589900.03       | U.S. Treasuries (including strips) |
| US TREASURY FRN          | 2027-01-31      | 4.3993%  | 0.0000% | $500.00            | $501.83            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2035-01-15      | 2.1250%  | 0.0000% | $248500.00         | $255033.89         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-02-28      | 4.1250%  | 0.0000% | $907000.00         | $918561.90         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2032-02-29      | 4.1250%  | 0.0000% | $100.00            | $100.78            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2032-03-31      | 4.1250%  | 0.0000% | $500000.00         | $502068.15         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-03-31      | 3.8750%  | 0.0000% | $65600.00          | $65925.21          | U.S. Treasuries (including strips) |
| US TREASURY FRN          | 2027-04-30      | 4.4919%  | 0.0000% | $9999900.00        | $10036075.32       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2030-04-15      | 1.6250%  | 0.0000% | $148000.00         | $149188.12         | U.S. Treasuries (including strips) |
| STRIPS                   | 2031-08-15      | NA       | 0.0000% | $1812.22           | $1393.76           | U.S. Treasuries (including strips) |
| STRIPS                   | 2033-02-15      | NA       | 0.0000% | $24999.97          | $17855.45          | U.S. Treasuries (including strips) |
| STRIPS                   | 2034-08-15      | NA       | 0.0000% | $28.00             | $18.47             | U.S. Treasuries (including strips) |
| STRIPS                   | 2035-02-15      | NA       | 0.0000% | $2449.11           | $1573.61           | U.S. Treasuries (including strips) |
| STRIPS                   | 2037-02-15      | NA       | 0.0000% | $15972.31          | $9183.44           | U.S. Treasuries (including strips) |
| STRIPS                   | 2030-11-15      | NA       | 0.0000% | $9781.48           | $7801.43           | U.S. Treasuries (including strips) |
| STRIPS                   | 2032-11-15      | NA       | 0.0000% | $10000.00          | $7233.40           | U.S. Treasuries (including strips) |
| STRIPS                   | 2033-11-15      | NA       | 0.0000% | $68.20             | $46.87             | U.S. Treasuries (including strips) |
| STRIPS                   | 2034-11-15      | NA       | 0.0000% | $19956.71          | $12989.58          | U.S. Treasuries (including strips) |
| STRIPS                   | 2025-08-15      | NA       | 0.0000% | $47.39             | $46.99             | U.S. Treasuries (including strips) |
| STRIPS                   | 2025-11-15      | NA       | 0.0000% | $0.10              | $0.10              | U.S. Treasuries (including strips) |
| STRIPS                   | 2026-02-15      | NA       | 0.0000% | $266855.82         | $259464.45         | U.S. Treasuries (including strips) |
| STRIPS                   | 2026-05-15      | NA       | 0.0000% | $29999.90          | $28874.84          | U.S. Treasuries (including strips) |
| STRIPS                   | 2026-08-15      | NA       | 0.0000% | $246.88            | $235.26            | U.S. Treasuries (including strips) |
| STRIPS                   | 2026-11-15      | NA       | 0.0000% | $21987.62          | $20760.71          | U.S. Treasuries (including strips) |
| STRIPS                   | 2027-05-15      | NA       | 0.0000% | $0.60              | $0.56              | U.S. Treasuries (including strips) |
| STRIPS                   | 2027-08-15      | NA       | 0.0000% | $108000.00         | $98954.68          | U.S. Treasuries (including strips) |
| STRIPS                   | 2027-11-15      | NA       | 0.0000% | $46001.76          | $41743.65          | U.S. Treasuries (including strips) |
| STRIPS                   | 2028-02-15      | NA       | 0.0000% | $135577.82         | $121810.71         | U.S. Treasuries (including strips) |
| STRIPS                   | 2028-05-15      | NA       | 0.0000% | $16132.81          | $14360.59          | U.S. Treasuries (including strips) |
| STRIPS                   | 2035-05-15      | NA       | 0.0000% | $1205.00           | $764.06            | U.S. Treasuries (including strips) |
| STRIPS                   | 2029-08-15      | NA       | 0.0000% | $25000.00          | $21105.75          | U.S. Treasuries (including strips) |
| STRIPS                   | 2029-05-15      | NA       | 0.0000% | $25000.00          | $21344.80          | U.S. Treasuries (including strips) |
| STRIPS                   | 2030-02-15      | NA       | 0.0000% | $6.02              | $4.97              | U.S. Treasuries (including strips) |
| STRIPS                   | 2030-08-15      | NA       | 0.0000% | $7000.00           | $5650.37           | U.S. Treasuries (including strips) |
| STRIPS                   | 2052-11-15      | NA       | 0.0000% | $0.02              | $0.00              | U.S. Treasuries (including strips) |
| STRIPS                   | 2040-11-15      | NA       | 0.0000% | $14967.83          | $6849.76           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-03-31      | 2.5000%  | 0.0000% | $2000.00           | $1957.33           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2027-04-15      | 0.1250%  | 0.0000% | $93600.00          | $103650.91         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2032-05-15      | 2.8750%  | 0.0000% | $500.00            | $461.34            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-05-31      | 2.6250%  | 0.0000% | $423000.00         | $417985.29         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-06-30      | 3.2500%  | 0.0000% | $300.00            | $300.14            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-07-15      | 3.0000%  | 0.0000% | $2600.00           | $2624.46           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-08-15      | 3.1250%  | 0.0000% | $2042100.00        | $2054766.94        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-08-31      | 3.1250%  | 0.0000% | $499600.00         | $495165.34         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-09-30      | 4.1250%  | 0.0000% | $200.00            | $202.37            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-10-15      | 4.2500%  | 0.0000% | $215900.00         | $216953.25         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-10-31      | 4.0000%  | 0.0000% | $1100.00           | $1105.47           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-10-31      | 4.1250%  | 0.0000% | $395000.00         | $398304.08         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2032-11-15      | 4.1250%  | 0.0000% | $74200.00          | $73950.94          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-11-15      | 4.5000%  | 0.0000% | $200.00            | $200.45            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-11-30      | 3.8750%  | 0.0000% | $440800.00         | $447679.36         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-11-30      | 3.8750%  | 0.0000% | $485800.00         | $494910.47         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-12-15      | 4.0000%  | 0.0000% | $745700.00         | $758575.08         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-12-31      | 3.8750%  | 0.0000% | $241000.00         | $243941.32         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-01-15      | 3.8750%  | 0.0000% | $2200.00           | $2227.33           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-01-31      | 3.5000%  | 0.0000% | $499500.00         | $500369.39         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-01-31      | 3.5000%  | 0.0000% | $300.00            | $297.44            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2033-01-15      | 1.1250%  | 0.0000% | $442400.00         | $450861.23         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-02-28      | 4.0000%  | 0.0000% | $312200.00         | $315784.78         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-03-15      | 4.6250%  | 0.0000% | $500200.00         | $506376.28         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-04-15      | 3.7500%  | 0.0000% | $400.00            | $400.21            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2028-04-15      | 1.2500%  | 0.0000% | $3675200.00        | $3905379.65        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-04-30      | 3.5000%  | 0.0000% | $409900.00         | $406694.28         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-05-15      | 3.6250%  | 0.0000% | $200.00            | $199.22            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-05-31      | 3.7500%  | 0.0000% | $500.00            | $503.76            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-06-15      | 4.1250%  | 0.0000% | $49700.00          | $50607.31          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-06-30      | 3.7500%  | 0.0000% | $94900.00          | $95280.14          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-07-31      | 4.7500%  | 0.0000% | $6086500.00        | $6184922.61        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-07-31      | 4.1250%  | 0.0000% | $48900.00          | $49898.74          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-07-31      | 4.0000%  | 0.0000% | $100.00            | $101.28            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-08-15      | 4.3750%  | 0.0000% | $416500.00         | $423028.66         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-08-31      | 5.0000%  | 0.0000% | $421200.00         | $426936.80         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-09-15      | 4.6250%  | 0.0000% | $2700.00           | $2744.08           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-09-30      | 4.6250%  | 0.0000% | $73200.00          | $75835.71          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-10-15      | 4.6250%  | 0.0000% | $400.00            | $405.27            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-10-31      | 4.8750%  | 0.0000% | $100.00            | $103.44            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2028-10-15      | 2.3750%  | 0.0000% | $113400.00         | $122854.29         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2033-11-15      | 4.5000%  | 0.0000% | $2000.00           | $2032.23           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-11-15      | 4.6250%  | 0.0000% | $299500.00         | $302500.15         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-11-30      | 4.8750%  | 0.0000% | $200100.00         | $205412.07         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $79.95             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $87.75             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2043-08-15      | 4.3750%  | 0.0000% | $400.00            | $379.03            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2054-02-15      | 4.2500%  | 0.0000% | $211400.00         | $191438.12         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2054-02-15      | 2.1250%  | 0.0000% | $3138200.00        | $2952202.44        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2044-05-15      | 4.6250%  | 0.0000% | $600.00            | $578.62            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2044-11-15      | 4.6250%  | 0.0000% | $500.00            | $481.19            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2055-02-15      | 2.3750%  | 0.0000% | $564000.00         | $545324.23         | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2026-05-15      | NA       | 0.0000% | $404600.00         | $388843.66         | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2028-05-15      | NA       | 0.0000% | $13000.00          | $11595.56          | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2027-05-15      | NA       | 0.0000% | $100.00            | $92.63             | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2025-08-15      | NA       | 0.0000% | $717200.00         | $710938.84         | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2025-11-15      | NA       | 0.0000% | $154000.00         | $151062.45         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-08-15      | 2.2500%  | 0.0000% | $28100.00          | $27303.06          | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** STATE STREET MASTER FUNDS

**Date:** 2025-06-06

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer