# EDGAR Filing Document

**Accession Number:** 0000205007
**File Stem:** 0001193125-25-233157
**Filing Date:** 2025-10
**Character Count:** 717183
**Document Hash:** 97b081b559e3527a0baa0d7deac1fbdb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-233157.hdr.sgml**: 20251007

**ACCESSION NUMBER**: 0001193125-25-233157

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251007

**DATE AS OF CHANGE**: 20251007

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02729
- **FILM NUMBER:** 251379161

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

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

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

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

**CIK Number of Registrant:** 0000205007

**LEI of Registrant:** 549300UJV6OHYATSFU27

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

**LEI of Series:** 5493007T1J7WZ5QI1A47

**EDGAR Series Identifier:** S000000220

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

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

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

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

### Service Providers
| Role                          | Details                                                   | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | Invesco Advisers, Inc.                                    | 801-33949         |
| Independent Public Accountant | Pricewaterhouse Coopers LLP<br>City: Houston<br>State: TX |  |
| Administrator                 | None                                                      |  |
| Transfer Agent                | Invesco Investment Services, Inc.<br>CIK: 0000896852      | 084-05432         |

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 28 days

- **WAL:** 107 days

- **Total Value of Portfolio Securities:** $74569000986.27

- **Amortized Cost of Portfolio Securities:** $74555396263.87

- **Cash:** $1549247713.80

- **Total Other Assets:** $234918649.59

- **Total Liabilities:** $1878611442.32

- **Net Assets of Series:** $74460951184.94

- **Number of Shares Outstanding (Series):** 74478050856.8300

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-09-02 | $35062027341.99           | $54235720097.92            | 48.4500%                  | 74.9400%                   |
| 2025-09-03 | $34564116560.40           | $54380017880.62            | 47.6500%                  | 74.9700%                   |
| 2025-09-04 | $34639297339.84           | $54547875802.92            | 47.8700%                  | 75.3900%                   |
| 2025-09-05 | $34303638751.73           | $54697658643.38            | 48.1000%                  | 76.7000%                   |
| 2025-09-08 | $34751446101.74           | $55135399802.91            | 48.3600%                  | 76.7300%                   |
| 2025-09-09 | $35849333547.99           | $55610132970.59            | 49.5600%                  | 76.8800%                   |
| 2025-09-10 | $36133791752.47           | $57190174677.45            | 48.8800%                  | 77.3700%                   |
| 2025-09-11 | $36225166563.56           | $56140025202.83            | 49.4500%                  | 76.6300%                   |
| 2025-09-12 | $35203908520.65           | $55566065430.52            | 48.0000%                  | 75.7600%                   |
| 2025-09-15 | $38042793035.66           | $57885851612.20            | 50.2700%                  | 76.4900%                   |
| 2025-09-16 | $39491404671.10           | $58709229745.25            | 51.2500%                  | 76.1900%                   |
| 2025-09-17 | $42403175499.50           | $61375315811.75            | 53.0200%                  | 76.7400%                   |
| 2025-09-18 | $44622845435.88           | $64776763007.66            | 53.5100%                  | 77.6800%                   |
| 2025-09-19 | $40812457077.25           | $61777814353.34            | 50.8500%                  | 76.9700%                   |
| 2025-09-22 | $38278808077.18           | $58722053501.11            | 49.5700%                  | 76.0400%                   |
| 2025-09-23 | $37869352211.76           | $58318086901.64            | 49.3000%                  | 75.9200%                   |
| 2025-09-24 | $37054140100.07           | $58149677853.51            | 48.2900%                  | 75.7800%                   |
| 2025-09-25 | $34693666465.27           | $56174000458.47            | 46.4000%                  | 75.1200%                   |
| 2025-09-26 | $33748097077.01           | $55240178716.26            | 45.7300%                  | 74.8600%                   |
| 2025-09-29 | $37244059262.66           | $58541427555.08            | 48.3100%                  | 75.9300%                   |
| 2025-09-30 | $37355542909.36           | $57809057516.32            | 48.9300%                  | 75.7300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-09-02 | 4.3600%             |
| 2025-09-03 | 4.3600%             |
| 2025-09-04 | 4.3600%             |
| 2025-09-05 | 4.3600%             |
| 2025-09-08 | 4.3700%             |
| 2025-09-09 | 4.3700%             |
| 2025-09-10 | 4.3700%             |
| 2025-09-11 | 4.3700%             |
| 2025-09-12 | 4.3700%             |
| 2025-09-15 | 4.3700%             |
| 2025-09-16 | 4.3700%             |
| 2025-09-17 | 4.3700%             |
| 2025-09-18 | 4.3500%             |
| 2025-09-19 | 4.3300%             |
| 2025-09-22 | 4.2500%             |
| 2025-09-23 | 4.2200%             |
| 2025-09-24 | 4.2000%             |
| 2025-09-25 | 4.1900%             |
| 2025-09-26 | 4.2000%             |
| 2025-09-29 | 4.2100%             |
| 2025-09-30 | 4.2100%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-09-02 | 0.9999                      |
|  |  |
| 2025-09-03 | 0.9999                      |
|  |  |
| 2025-09-04 | 0.9999                      |
|  |  |
| 2025-09-05 | 1.0000                      |
|  |  |
| 2025-09-08 | 1.0000                      |
|  |  |
| 2025-09-09 | 1.0000                      |
|  |  |
| 2025-09-10 | 1.0000                      |
|  |  |
| 2025-09-11 | 1.0000                      |
|  |  |
| 2025-09-12 | 1.0000                      |
|  |  |
| 2025-09-15 | 1.0000                      |
|  |  |
| 2025-09-16 | 1.0000                      |
|  |  |
| 2025-09-17 | 1.0000                      |
|  |  |
| 2025-09-18 | 1.0000                      |
|  |  |
| 2025-09-19 | 1.0000                      |
|  |  |
| 2025-09-22 | 1.0000                      |
|  |  |
| 2025-09-23 | 1.0000                      |
|  |  |
| 2025-09-24 | 1.0000                      |
|  |  |
| 2025-09-25 | 1.0000                      |
|  |  |
| 2025-09-26 | 1.0000                      |
|  |  |
| 2025-09-29 | 0.9999                      |
|  |  |
| 2025-09-30 | 1.0000                      |
|  |  |

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

### Class: Cash Management

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $911031017.74

- **Number of Shares Outstanding:** 911240232.5200

- **Expense Reimbursement/Waiver:** 653.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9999          |
|  |  |
| 2025-09-03 | 0.9999          |
|  |  |
| 2025-09-04 | 1.0000          |
|  |  |
| 2025-09-05 | 1.0000          |
|  |  |
| 2025-09-08 | 1.0000          |
|  |  |
| 2025-09-09 | 1.0000          |
|  |  |
| 2025-09-10 | 1.0000          |
|  |  |
| 2025-09-11 | 1.0000          |
|  |  |
| 2025-09-12 | 1.0000          |
|  |  |
| 2025-09-15 | 1.0000          |
|  |  |
| 2025-09-16 | 1.0000          |
|  |  |
| 2025-09-17 | 1.0000          |
|  |  |
| 2025-09-18 | 1.0000          |
|  |  |
| 2025-09-19 | 1.0000          |
|  |  |
| 2025-09-22 | 1.0000          |
|  |  |
| 2025-09-23 | 1.0000          |
|  |  |
| 2025-09-24 | 1.0000          |
|  |  |
| 2025-09-25 | 1.0000          |
|  |  |
| 2025-09-26 | 1.0000          |
|  |  |
| 2025-09-29 | 1.0000          |
|  |  |
| 2025-09-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $6230086.68               | $1546.36                |
| 2025-09-03 | $7578000.00               | $0.02                   |
| 2025-09-04 | $0.00                     | $1637100.00             |
| 2025-09-05 | $276153.45                | $509830.64              |
| 2025-09-08 | $0.00                     | $18000.00               |
| 2025-09-09 | $0.00                     | $423000.00              |
| 2025-09-10 | $15.00                    | $1180000.00             |
| 2025-09-11 | $0.00                     | $0.00                   |
| 2025-09-12 | $324003.09                | $5010000.00             |
| 2025-09-15 | $0.00                     | $494941.86              |
| 2025-09-16 | $446000.00                | $4800.00                |
| 2025-09-17 | $0.00                     | $924574.60              |
| 2025-09-18 | $0.00                     | $252000.00              |
| 2025-09-19 | $574000.00                | $0.00                   |
| 2025-09-22 | $0.00                     | $4357052.83             |
| 2025-09-23 | $337000.00                | $0.00                   |
| 2025-09-24 | $0.00                     | $1085500.00             |
| 2025-09-25 | $167000.00                | $0.00                   |
| 2025-09-26 | $427000.00                | $0.00                   |
| 2025-09-29 | $8034720.00               | $3000.00                |
| 2025-09-30 | $237460.89                | $40625.20               |

**Total Gross Subscriptions (Month):** $24631439.11

**Total Gross Redemptions (Month):** $15941971.51

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.1200%           |
| 2025-09-03 | 4.1100%           |
| 2025-09-04 | 4.1100%           |
| 2025-09-05 | 4.1200%           |
| 2025-09-08 | 4.1300%           |
| 2025-09-09 | 4.1300%           |
| 2025-09-10 | 4.1300%           |
| 2025-09-11 | 4.1300%           |
| 2025-09-12 | 4.1300%           |
| 2025-09-15 | 4.1300%           |
| 2025-09-16 | 4.1300%           |
| 2025-09-17 | 4.1300%           |
| 2025-09-18 | 4.1200%           |
| 2025-09-19 | 4.0900%           |
| 2025-09-22 | 4.0100%           |
| 2025-09-23 | 3.9900%           |
| 2025-09-24 | 3.9600%           |
| 2025-09-25 | 3.9600%           |
| 2025-09-26 | 3.9600%           |
| 2025-09-29 | 3.9700%           |
| 2025-09-30 | 3.9700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 79.1300%         | 0.0000%              |
| Non-financial corporation                           |  | 13.4000%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $58690366194.04

- **Number of Shares Outstanding:** 58703844211.5660

- **Expense Reimbursement/Waiver:** 42344.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9999          |
|  |  |
| 2025-09-03 | 0.9999          |
|  |  |
| 2025-09-04 | 1.0000          |
|  |  |
| 2025-09-05 | 1.0000          |
|  |  |
| 2025-09-08 | 1.0000          |
|  |  |
| 2025-09-09 | 1.0000          |
|  |  |
| 2025-09-10 | 1.0000          |
|  |  |
| 2025-09-11 | 1.0000          |
|  |  |
| 2025-09-12 | 1.0000          |
|  |  |
| 2025-09-15 | 1.0000          |
|  |  |
| 2025-09-16 | 1.0000          |
|  |  |
| 2025-09-17 | 1.0000          |
|  |  |
| 2025-09-18 | 1.0000          |
|  |  |
| 2025-09-19 | 1.0000          |
|  |  |
| 2025-09-22 | 1.0000          |
|  |  |
| 2025-09-23 | 1.0000          |
|  |  |
| 2025-09-24 | 1.0000          |
|  |  |
| 2025-09-25 | 1.0000          |
|  |  |
| 2025-09-26 | 1.0000          |
|  |  |
| 2025-09-29 | 1.0000          |
|  |  |
| 2025-09-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $1272341589.26            | $3005754405.89          |
| 2025-09-03 | $2337804177.73            | $1692168903.45          |
| 2025-09-04 | $1071490733.39            | $1152944597.91          |
| 2025-09-05 | $1210205122.30            | $1332353384.39          |
| 2025-09-08 | $1023691211.45            | $682954294.76           |
| 2025-09-09 | $879346659.20             | $643875578.88           |
| 2025-09-10 | $1090832658.10            | $999802695.13           |
| 2025-09-11 | $1011213786.08            | $1584036442.06          |
| 2025-09-12 | $1659066941.00            | $1376697726.00          |
| 2025-09-15 | $1698167884.53            | $703936450.74           |
| 2025-09-16 | $1319982470.63            | $544509474.54           |
| 2025-09-17 | $2640815438.32            | $1097158397.43          |
| 2025-09-18 | $3408192983.28            | $1222917184.97          |
| 2025-09-19 | $864052239.59             | $2423704120.58          |
| 2025-09-22 | $1439022581.66            | $3433052081.96          |
| 2025-09-23 | $814397236.07             | $1598220834.19          |
| 2025-09-24 | $770671828.75             | $1008448238.60          |
| 2025-09-25 | $1155160179.43            | $1723576473.76          |
| 2025-09-26 | $1401390706.88            | $2624402408.30          |
| 2025-09-29 | $2125759640.40            | $1733751508.86          |
| 2025-09-30 | $2607083083.24            | $1543382245.87          |

**Total Gross Subscriptions (Month):** $31800689151.29

**Total Gross Redemptions (Month):** $32127647448.27

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.2000%           |
| 2025-09-03 | 4.1900%           |
| 2025-09-04 | 4.1900%           |
| 2025-09-05 | 4.2000%           |
| 2025-09-08 | 4.2100%           |
| 2025-09-09 | 4.2100%           |
| 2025-09-10 | 4.2100%           |
| 2025-09-11 | 4.2100%           |
| 2025-09-12 | 4.2100%           |
| 2025-09-15 | 4.2100%           |
| 2025-09-16 | 4.2100%           |
| 2025-09-17 | 4.2100%           |
| 2025-09-18 | 4.2000%           |
| 2025-09-19 | 4.1700%           |
| 2025-09-22 | 4.0900%           |
| 2025-09-23 | 4.0700%           |
| 2025-09-24 | 4.0400%           |
| 2025-09-25 | 4.0400%           |
| 2025-09-26 | 4.0400%           |
| 2025-09-29 | 4.0500%           |
| 2025-09-30 | 4.0500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 5.0100%          | 0.0000%              |
| Non-financial corporation                           |  | 38.1700%         | 0.0000%              |

### Class: Personal

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $111777269.03

- **Number of Shares Outstanding:** 111802938.2500

- **Expense Reimbursement/Waiver:** 81.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9999          |
|  |  |
| 2025-09-03 | 0.9999          |
|  |  |
| 2025-09-04 | 0.9999          |
|  |  |
| 2025-09-05 | 1.0000          |
|  |  |
| 2025-09-08 | 1.0000          |
|  |  |
| 2025-09-09 | 1.0000          |
|  |  |
| 2025-09-10 | 1.0000          |
|  |  |
| 2025-09-11 | 1.0000          |
|  |  |
| 2025-09-12 | 1.0000          |
|  |  |
| 2025-09-15 | 1.0000          |
|  |  |
| 2025-09-16 | 1.0000          |
|  |  |
| 2025-09-17 | 1.0000          |
|  |  |
| 2025-09-18 | 1.0000          |
|  |  |
| 2025-09-19 | 0.9999          |
|  |  |
| 2025-09-22 | 1.0000          |
|  |  |
| 2025-09-23 | 1.0000          |
|  |  |
| 2025-09-24 | 1.0000          |
|  |  |
| 2025-09-25 | 0.9999          |
|  |  |
| 2025-09-26 | 0.9999          |
|  |  |
| 2025-09-29 | 0.9999          |
|  |  |
| 2025-09-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $2570890.61               | $1751722.89             |
| 2025-09-03 | $3308119.01               | $1073651.93             |
| 2025-09-04 | $622590.47                | $4214469.90             |
| 2025-09-05 | $1327773.62               | $595076.67              |
| 2025-09-08 | $1721922.00               | $2520184.57             |
| 2025-09-09 | $2375369.53               | $5185124.33             |
| 2025-09-10 | $1063874.69               | $1944876.43             |
| 2025-09-11 | $862572.23                | $1681448.62             |
| 2025-09-12 | $619207.73                | $393584.79              |
| 2025-09-15 | $450636.80                | $551850.07              |
| 2025-09-16 | $2950101.51               | $1053119.25             |
| 2025-09-17 | $1399632.91               | $1418483.52             |
| 2025-09-18 | $2056769.72               | $5469681.06             |
| 2025-09-19 | $1211904.22               | $311907.71              |
| 2025-09-22 | $1728770.11               | $624140.04              |
| 2025-09-23 | $2188452.48               | $1690914.27             |
| 2025-09-24 | $1892135.84               | $1866233.69             |
| 2025-09-25 | $1830024.20               | $1666791.32             |
| 2025-09-26 | $203793.88                | $1253637.55             |
| 2025-09-29 | $942572.37                | $1707491.46             |
| 2025-09-30 | $2583947.59               | $1436128.13             |

**Total Gross Subscriptions (Month):** $33911061.52

**Total Gross Redemptions (Month):** $38410518.20

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 3.6500%           |
| 2025-09-03 | 3.6400%           |
| 2025-09-04 | 3.6400%           |
| 2025-09-05 | 3.6500%           |
| 2025-09-08 | 3.6600%           |
| 2025-09-09 | 3.6600%           |
| 2025-09-10 | 3.6600%           |
| 2025-09-11 | 3.6600%           |
| 2025-09-12 | 3.6600%           |
| 2025-09-15 | 3.6600%           |
| 2025-09-16 | 3.6600%           |
| 2025-09-17 | 3.6600%           |
| 2025-09-18 | 3.6500%           |
| 2025-09-19 | 3.6200%           |
| 2025-09-22 | 3.5400%           |
| 2025-09-23 | 3.5200%           |
| 2025-09-24 | 3.4900%           |
| 2025-09-25 | 3.4900%           |
| 2025-09-26 | 3.4900%           |
| 2025-09-29 | 3.5000%           |
| 2025-09-30 | 3.5000%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 41.1200%         | 0.0000%              |
| Retail investor           |  | 6.4400%          | 0.0000%              |

### Class: Private

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $1168989147.44

- **Number of Shares Outstanding:** 1169257601.3180

- **Expense Reimbursement/Waiver:** 847.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9999          |
|  |  |
| 2025-09-03 | 0.9999          |
|  |  |
| 2025-09-04 | 0.9999          |
|  |  |
| 2025-09-05 | 1.0000          |
|  |  |
| 2025-09-08 | 1.0000          |
|  |  |
| 2025-09-09 | 1.0000          |
|  |  |
| 2025-09-10 | 1.0000          |
|  |  |
| 2025-09-11 | 1.0000          |
|  |  |
| 2025-09-12 | 1.0000          |
|  |  |
| 2025-09-15 | 1.0000          |
|  |  |
| 2025-09-16 | 1.0000          |
|  |  |
| 2025-09-17 | 1.0000          |
|  |  |
| 2025-09-18 | 1.0000          |
|  |  |
| 2025-09-19 | 1.0000          |
|  |  |
| 2025-09-22 | 1.0000          |
|  |  |
| 2025-09-23 | 1.0000          |
|  |  |
| 2025-09-24 | 1.0000          |
|  |  |
| 2025-09-25 | 0.9999          |
|  |  |
| 2025-09-26 | 1.0000          |
|  |  |
| 2025-09-29 | 0.9999          |
|  |  |
| 2025-09-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $10639121.30              | $11933343.80            |
| 2025-09-03 | $43353137.91              | $25474026.29            |
| 2025-09-04 | $9984464.25               | $6927186.59             |
| 2025-09-05 | $13066475.41              | $6405613.48             |
| 2025-09-08 | $13595940.21              | $7121517.87             |
| 2025-09-09 | $2157782.55               | $18411327.35            |
| 2025-09-10 | $8939216.67               | $9386750.68             |
| 2025-09-11 | $22439583.19              | $5021141.88             |
| 2025-09-12 | $19764395.69              | $10216262.93            |
| 2025-09-15 | $21420608.34              | $14023451.14            |
| 2025-09-16 | $13343870.04              | $21539011.33            |
| 2025-09-17 | $19937831.82              | $9264470.00             |
| 2025-09-18 | $13530795.70              | $51157811.10            |
| 2025-09-19 | $12748984.56              | $21167695.34            |
| 2025-09-22 | $15466751.93              | $6757365.51             |
| 2025-09-23 | $26878537.20              | $2161317.61             |
| 2025-09-24 | $12550817.18              | $14611898.59            |
| 2025-09-25 | $4403028.06               | $34423809.24            |
| 2025-09-26 | $31782474.97              | $24519870.68            |
| 2025-09-29 | $9254589.87               | $8688902.19             |
| 2025-09-30 | $8337697.26               | $9564718.30             |

**Total Gross Subscriptions (Month):** $333596104.11

**Total Gross Redemptions (Month):** $318777491.90

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 3.9000%           |
| 2025-09-03 | 3.8900%           |
| 2025-09-04 | 3.8900%           |
| 2025-09-05 | 3.9000%           |
| 2025-09-08 | 3.9100%           |
| 2025-09-09 | 3.9100%           |
| 2025-09-10 | 3.9100%           |
| 2025-09-11 | 3.9100%           |
| 2025-09-12 | 3.9100%           |
| 2025-09-15 | 3.9100%           |
| 2025-09-16 | 3.9100%           |
| 2025-09-17 | 3.9100%           |
| 2025-09-18 | 3.9000%           |
| 2025-09-19 | 3.8700%           |
| 2025-09-22 | 3.7900%           |
| 2025-09-23 | 3.7700%           |
| 2025-09-24 | 3.7400%           |
| 2025-09-25 | 3.7400%           |
| 2025-09-26 | 3.7400%           |
| 2025-09-29 | 3.7500%           |
| 2025-09-30 | 3.7500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 43.8200%         | 0.0000%              |
| Depository institution or other banking institution |  | 11.4300%         | 0.0000%              |

### Class: Reserve

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $402369328.14

- **Number of Shares Outstanding:** 402461730.7100

- **Expense Reimbursement/Waiver:** 301.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9999          |
|  |  |
| 2025-09-03 | 0.9999          |
|  |  |
| 2025-09-04 | 0.9999          |
|  |  |
| 2025-09-05 | 1.0000          |
|  |  |
| 2025-09-08 | 1.0000          |
|  |  |
| 2025-09-09 | 1.0000          |
|  |  |
| 2025-09-10 | 0.9999          |
|  |  |
| 2025-09-11 | 1.0000          |
|  |  |
| 2025-09-12 | 0.9999          |
|  |  |
| 2025-09-15 | 0.9999          |
|  |  |
| 2025-09-16 | 1.0000          |
|  |  |
| 2025-09-17 | 1.0000          |
|  |  |
| 2025-09-18 | 0.9999          |
|  |  |
| 2025-09-19 | 0.9999          |
|  |  |
| 2025-09-22 | 0.9999          |
|  |  |
| 2025-09-23 | 0.9999          |
|  |  |
| 2025-09-24 | 1.0000          |
|  |  |
| 2025-09-25 | 0.9999          |
|  |  |
| 2025-09-26 | 0.9999          |
|  |  |
| 2025-09-29 | 0.9999          |
|  |  |
| 2025-09-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $1836901.42               | $6503198.71             |
| 2025-09-03 | $6609586.06               | $5800.18                |
| 2025-09-04 | $805.50                   | $601601.56              |
| 2025-09-05 | $103775.54                | $10698140.95            |
| 2025-09-08 | $731141.72                | $106539.86              |
| 2025-09-09 | $1935.69                  | $8196317.11             |
| 2025-09-10 | $4440.13                  | $3813933.02             |
| 2025-09-11 | $495301.76                | $1506016.62             |
| 2025-09-12 | $5359192.05               | $12000.00               |
| 2025-09-15 | $9605.71                  | $11543858.32            |
| 2025-09-16 | $8114587.77               | $28143.67               |
| 2025-09-17 | $986352.55                | $129082.30              |
| 2025-09-18 | $9676.33                  | $9629294.89             |
| 2025-09-19 | $19732759.58              | $34896.07               |
| 2025-09-22 | $76618.97                 | $6552820.86             |
| 2025-09-23 | $7784.45                  | $4551949.75             |
| 2025-09-24 | $66289804.83              | $70259.34               |
| 2025-09-25 | $38988.32                 | $64838380.76            |
| 2025-09-26 | $1316614.71               | $2442.04                |
| 2025-09-29 | $49087.11                 | $6585976.79             |
| 2025-09-30 | $1053.28                  | $5812314.18             |

**Total Gross Subscriptions (Month):** $111776013.48

**Total Gross Redemptions (Month):** $141222966.98

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 3.3300%           |
| 2025-09-03 | 3.3200%           |
| 2025-09-04 | 3.3300%           |
| 2025-09-05 | 3.3300%           |
| 2025-09-08 | 3.3400%           |
| 2025-09-09 | 3.3400%           |
| 2025-09-10 | 3.3400%           |
| 2025-09-11 | 3.3400%           |
| 2025-09-12 | 3.3400%           |
| 2025-09-15 | 3.3400%           |
| 2025-09-16 | 3.3500%           |
| 2025-09-17 | 3.3400%           |
| 2025-09-18 | 3.3300%           |
| 2025-09-19 | 3.3000%           |
| 2025-09-22 | 3.2200%           |
| 2025-09-23 | 3.2000%           |
| 2025-09-24 | 3.1700%           |
| 2025-09-25 | 3.1700%           |
| 2025-09-26 | 3.1700%           |
| 2025-09-29 | 3.1800%           |
| 2025-09-30 | 3.1800%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 93.5300%         | 0.0000%              |

### Class: Resource

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $145705242.11

- **Number of Shares Outstanding:** 145738702.7600

- **Expense Reimbursement/Waiver:** 119.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9999          |
|  |  |
| 2025-09-03 | 0.9999          |
|  |  |
| 2025-09-04 | 0.9999          |
|  |  |
| 2025-09-05 | 1.0000          |
|  |  |
| 2025-09-08 | 1.0000          |
|  |  |
| 2025-09-09 | 1.0000          |
|  |  |
| 2025-09-10 | 1.0000          |
|  |  |
| 2025-09-11 | 1.0000          |
|  |  |
| 2025-09-12 | 1.0000          |
|  |  |
| 2025-09-15 | 1.0000          |
|  |  |
| 2025-09-16 | 1.0000          |
|  |  |
| 2025-09-17 | 1.0000          |
|  |  |
| 2025-09-18 | 0.9999          |
|  |  |
| 2025-09-19 | 0.9999          |
|  |  |
| 2025-09-22 | 0.9999          |
|  |  |
| 2025-09-23 | 0.9999          |
|  |  |
| 2025-09-24 | 0.9999          |
|  |  |
| 2025-09-25 | 0.9999          |
|  |  |
| 2025-09-26 | 0.9999          |
|  |  |
| 2025-09-29 | 0.9999          |
|  |  |
| 2025-09-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $1115264.84               | $6658413.41             |
| 2025-09-03 | $19539961.06              | $498751.02              |
| 2025-09-04 | $201212.59                | $7990549.98             |
| 2025-09-05 | $3559000.05               | $10038625.30            |
| 2025-09-08 | $274169.62                | $3851961.28             |
| 2025-09-09 | $9911130.79               | $602120.84              |
| 2025-09-10 | $1299838.97               | $3531804.94             |
| 2025-09-11 | $1956945.83               | $6227410.15             |
| 2025-09-12 | $9414838.54               | $10290166.00            |
| 2025-09-15 | $2272283.64               | $7681979.09             |
| 2025-09-16 | $12936783.62              | $227577.07              |
| 2025-09-17 | $1128903.96               | $3984228.82             |
| 2025-09-18 | $0.00                     | $6789832.39             |
| 2025-09-19 | $3459493.60               | $1685408.53             |
| 2025-09-22 | $3513131.25               | $10282086.71            |
| 2025-09-23 | $7906538.19               | $6342373.09             |
| 2025-09-24 | $666000.00                | $4855396.76             |
| 2025-09-25 | $2041587.19               | $5568101.95             |
| 2025-09-26 | $4997000.00               | $2935661.90             |
| 2025-09-29 | $4140328.38               | $12237913.70            |
| 2025-09-30 | $6231369.90               | $8259523.52             |

**Total Gross Subscriptions (Month):** $96565782.02

**Total Gross Redemptions (Month):** $120539886.45

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.0400%           |
| 2025-09-03 | 4.0300%           |
| 2025-09-04 | 4.0300%           |
| 2025-09-05 | 4.0400%           |
| 2025-09-08 | 4.0500%           |
| 2025-09-09 | 4.0500%           |
| 2025-09-10 | 4.0500%           |
| 2025-09-11 | 4.0500%           |
| 2025-09-12 | 4.0500%           |
| 2025-09-15 | 4.0500%           |
| 2025-09-16 | 4.0500%           |
| 2025-09-17 | 4.0500%           |
| 2025-09-18 | 4.0400%           |
| 2025-09-19 | 4.0100%           |
| 2025-09-22 | 3.9300%           |
| 2025-09-23 | 3.9100%           |
| 2025-09-24 | 3.8800%           |
| 2025-09-25 | 3.8800%           |
| 2025-09-26 | 3.8800%           |
| 2025-09-29 | 3.8900%           |
| 2025-09-30 | 3.8900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 31.1700%         | 0.0000%              |
| Depository institution or other banking institution |  | 43.9900%         | 0.0000%              |
| Non-financial corporation                           |  | 10.5000%         | 0.0000%              |

### Class: Corporate

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $324428955.91

- **Number of Shares Outstanding:** 324503459.7800

- **Expense Reimbursement/Waiver:** 222.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9999          |
|  |  |
| 2025-09-03 | 0.9999          |
|  |  |
| 2025-09-04 | 1.0000          |
|  |  |
| 2025-09-05 | 1.0000          |
|  |  |
| 2025-09-08 | 1.0000          |
|  |  |
| 2025-09-09 | 1.0000          |
|  |  |
| 2025-09-10 | 1.0000          |
|  |  |
| 2025-09-11 | 1.0000          |
|  |  |
| 2025-09-12 | 1.0000          |
|  |  |
| 2025-09-15 | 1.0000          |
|  |  |
| 2025-09-16 | 1.0000          |
|  |  |
| 2025-09-17 | 1.0000          |
|  |  |
| 2025-09-18 | 0.9999          |
|  |  |
| 2025-09-19 | 0.9999          |
|  |  |
| 2025-09-22 | 0.9999          |
|  |  |
| 2025-09-23 | 0.9999          |
|  |  |
| 2025-09-24 | 0.9999          |
|  |  |
| 2025-09-25 | 1.0000          |
|  |  |
| 2025-09-26 | 1.0000          |
|  |  |
| 2025-09-29 | 1.0000          |
|  |  |
| 2025-09-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $4990148.20               | $20000.00               |
| 2025-09-03 | $1850000.00               | $410.10                 |
| 2025-09-04 | $11000000.00              | $3567797.48             |
| 2025-09-05 | $3308000.00               | $1375.00                |
| 2025-09-08 | $1778158.06               | $0.00                   |
| 2025-09-09 | $4147000.00               | $8700000.00             |
| 2025-09-10 | $2550000.00               | $79088.68               |
| 2025-09-11 | $9116000.00               | $20000.00               |
| 2025-09-12 | $1600000.00               | $20856042.00            |
| 2025-09-15 | $1050000.00               | $41655000.00            |
| 2025-09-16 | $3150000.00               | $442.31                 |
| 2025-09-17 | $1927000.00               | $0.00                   |
| 2025-09-18 | $6078393.44               | $3400000.00             |
| 2025-09-19 | $0.00                     | $1277600.00             |
| 2025-09-22 | $12000.00                 | $9064476.34             |
| 2025-09-23 | $4045000.00               | $0.00                   |
| 2025-09-24 | $1515000.00               | $79089.26               |
| 2025-09-25 | $50000000.00              | $859975.85              |
| 2025-09-26 | $2578000.00               | $17366457.73            |
| 2025-09-29 | $2520000.00               | $0.00                   |
| 2025-09-30 | $7660000.00               | $0.00                   |

**Total Gross Subscriptions (Month):** $120874699.70

**Total Gross Redemptions (Month):** $106947754.75

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.1700%           |
| 2025-09-03 | 4.1600%           |
| 2025-09-04 | 4.1600%           |
| 2025-09-05 | 4.1700%           |
| 2025-09-08 | 4.1800%           |
| 2025-09-09 | 4.1800%           |
| 2025-09-10 | 4.1800%           |
| 2025-09-11 | 4.1800%           |
| 2025-09-12 | 4.1800%           |
| 2025-09-15 | 4.1800%           |
| 2025-09-16 | 4.1800%           |
| 2025-09-17 | 4.1800%           |
| 2025-09-18 | 4.1700%           |
| 2025-09-19 | 4.1400%           |
| 2025-09-22 | 4.0600%           |
| 2025-09-23 | 4.0400%           |
| 2025-09-24 | 4.0100%           |
| 2025-09-25 | 4.0100%           |
| 2025-09-26 | 4.0100%           |
| 2025-09-29 | 4.0200%           |
| 2025-09-30 | 4.0200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 73.4700%         | 0.0000%              |
| Non-financial corporation                           |  | 20.0300%         | 0.0000%              |

### Class: CAVU Securities

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $9605180427.80

- **Number of Shares Outstanding:** 9607386220.6500

- **Expense Reimbursement/Waiver:** 7228.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9998          |
|  |  |
| 2025-09-03 | 0.9998          |
|  |  |
| 2025-09-04 | 0.9998          |
|  |  |
| 2025-09-05 | 0.9999          |
|  |  |
| 2025-09-08 | 0.9999          |
|  |  |
| 2025-09-09 | 0.9999          |
|  |  |
| 2025-09-10 | 0.9999          |
|  |  |
| 2025-09-11 | 0.9999          |
|  |  |
| 2025-09-12 | 0.9999          |
|  |  |
| 2025-09-15 | 0.9999          |
|  |  |
| 2025-09-16 | 1.0000          |
|  |  |
| 2025-09-17 | 1.0000          |
|  |  |
| 2025-09-18 | 1.0000          |
|  |  |
| 2025-09-19 | 0.9999          |
|  |  |
| 2025-09-22 | 0.9999          |
|  |  |
| 2025-09-23 | 0.9999          |
|  |  |
| 2025-09-24 | 0.9999          |
|  |  |
| 2025-09-25 | 0.9999          |
|  |  |
| 2025-09-26 | 0.9999          |
|  |  |
| 2025-09-29 | 0.9999          |
|  |  |
| 2025-09-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $858310141.50             | $1950905422.50          |
| 2025-09-03 | $81672931.14              | $463858748.29           |
| 2025-09-04 | $387646795.14             | $349840018.99           |
| 2025-09-05 | $103182786.00             | $787056604.50           |
| 2025-09-08 | $515356988.00             | $103991812.00           |
| 2025-09-09 | $131279569.39             | $61426707.39            |
| 2025-09-10 | $911345071.70             | $203059400.00           |
| 2025-09-11 | $130843277577.00          | $130587089669.90        |
| 2025-09-12 | $782967721.70             | $532247918.00           |
| 2025-09-15 | $1195995595.21            | $180918100.00           |
| 2025-09-16 | $492154063.50             | $171319431.94           |
| 2025-09-17 | $619537535.16             | $38431500.00            |
| 2025-09-18 | $1611340724.86            | $417997845.83           |
| 2025-09-19 | $274311368.00             | $2669261941.89          |
| 2025-09-22 | $278110000.00             | $577980068.62           |
| 2025-09-23 | $117516424.00             | $259949082.50           |
| 2025-09-24 | $217067850.66             | $514998832.48           |
| 2025-09-25 | $609492357.79             | $820725023.95           |
| 2025-09-26 | $402667659.01             | $865438361.72           |
| 2025-09-29 | $947710365.17             | $695426795.76           |
| 2025-09-30 | $209936084.93             | $341442206.45           |

**Total Gross Subscriptions (Month):** $141590879609.86

**Total Gross Redemptions (Month):** $142593365492.71

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.2000%           |
| 2025-09-03 | 4.1900%           |
| 2025-09-04 | 4.1900%           |
| 2025-09-05 | 4.2000%           |
| 2025-09-08 | 4.2100%           |
| 2025-09-09 | 4.2100%           |
| 2025-09-10 | 4.2100%           |
| 2025-09-11 | 4.2100%           |
| 2025-09-12 | 4.2100%           |
| 2025-09-15 | 4.2100%           |
| 2025-09-16 | 4.2100%           |
| 2025-09-17 | 4.2100%           |
| 2025-09-18 | 4.2000%           |
| 2025-09-19 | 4.1700%           |
| 2025-09-22 | 4.0900%           |
| 2025-09-23 | 4.0700%           |
| 2025-09-24 | 4.0400%           |
| 2025-09-25 | 4.0400%           |
| 2025-09-26 | 4.0400%           |
| 2025-09-29 | 4.0500%           |
| 2025-09-30 | 4.0500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 24.4500%         | 0.0000%              |
| Non-financial corporation                           |  | 30.1700%         | 0.0000%              |

### Class: Premier

- **Minimum Initial Investment:** $100000000.00

- **Net Assets of Class:** $3101103602.73

- **Number of Shares Outstanding:** 3101815759.2800

- **Expense Reimbursement/Waiver:** 1230.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9999          |
|  |  |
| 2025-09-03 | 0.9999          |
|  |  |
| 2025-09-04 | 0.9999          |
|  |  |
| 2025-09-05 | 0.9999          |
|  |  |
| 2025-09-08 | 0.9999          |
|  |  |
| 2025-09-09 | 0.9999          |
|  |  |
| 2025-09-10 | 1.0000          |
|  |  |
| 2025-09-11 | 1.0000          |
|  |  |
| 2025-09-12 | 0.9999          |
|  |  |
| 2025-09-15 | 1.0000          |
|  |  |
| 2025-09-16 | 1.0000          |
|  |  |
| 2025-09-17 | 1.0000          |
|  |  |
| 2025-09-18 | 1.0000          |
|  |  |
| 2025-09-19 | 1.0001          |
|  |  |
| 2025-09-22 | 1.0001          |
|  |  |
| 2025-09-23 | 1.0001          |
|  |  |
| 2025-09-24 | 1.0001          |
|  |  |
| 2025-09-25 | 1.0000          |
|  |  |
| 2025-09-26 | 1.0001          |
|  |  |
| 2025-09-29 | 1.0001          |
|  |  |
| 2025-09-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $783052813.88             | $744000000.00           |
| 2025-09-03 | $767000000.00             | $753000000.00           |
| 2025-09-04 | $621000000.00             | $767000000.00           |
| 2025-09-05 | $398000000.00             | $651000000.00           |
| 2025-09-08 | $360585000.00             | $505000000.00           |
| 2025-09-09 | $554000000.00             | $360000000.00           |
| 2025-09-10 | $750000000.00             | $557600000.00           |
| 2025-09-11 | $786000000.00             | $885000000.00           |
| 2025-09-12 | $746000000.00             | $786000000.00           |
| 2025-09-15 | $1052000000.00            | $711000000.00           |
| 2025-09-16 | $713000000.00             | $997000000.00           |
| 2025-09-17 | $755000000.00             | $683000000.00           |
| 2025-09-18 | $809000000.00             | $717000000.00           |
| 2025-09-19 | $1592000000.00            | $774000000.00           |
| 2025-09-22 | $1434000000.00            | $1392000000.00          |
| 2025-09-23 | $1820000000.00            | $1334000000.00          |
| 2025-09-24 | $1800000000.00            | $1500000000.00          |
| 2025-09-25 | $1589000000.00            | $2300000000.00          |
| 2025-09-26 | $1790987154.17            | $1089000000.00          |
| 2025-09-29 | $2180000000.00            | $1700000000.00          |
| 2025-09-30 | $1926000000.00            | $2205000000.00          |

**Total Gross Subscriptions (Month):** $23226624968.05

**Total Gross Redemptions (Month):** $21410600000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.2400%           |
| 2025-09-03 | 4.2400%           |
| 2025-09-04 | 4.2400%           |
| 2025-09-05 | 4.2400%           |
| 2025-09-08 | 4.2500%           |
| 2025-09-09 | 4.2500%           |
| 2025-09-10 | 4.2500%           |
| 2025-09-11 | 4.2500%           |
| 2025-09-12 | 4.2500%           |
| 2025-09-15 | 4.2500%           |
| 2025-09-16 | 4.2500%           |
| 2025-09-17 | 4.2500%           |
| 2025-09-18 | 4.2300%           |
| 2025-09-19 | 4.2100%           |
| 2025-09-22 | 4.1300%           |
| 2025-09-23 | 4.1000%           |
| 2025-09-24 | 4.0800%           |
| 2025-09-25 | 4.0700%           |
| 2025-09-26 | 4.0800%           |
| 2025-09-29 | 4.0900%           |
| 2025-09-30 | 4.0900%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution                         |  | 54.4500%         | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 45.3800%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ARK83, C.4 - ISIN: US3130ARK836, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $35041575.80
- **C.18.a - Value (excl. sponsor support):** $35041575.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.285000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXS90, C.4 - ISIN: US3130AXS902, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10001899.50
- **C.18.a - Value (excl. sponsor support):** $10001899.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **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 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.285000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXTA6, C.4 - ISIN: US3130AXTA60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $115020997.90
- **C.18.a - Value (excl. sponsor support):** $115020997.90
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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? 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 4.280000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXZ92, C.4 - ISIN: US3130AXZ923, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $258074987.70
- **C.18.a - Value (excl. sponsor support):** $258074987.70
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.280000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXZJ0, C.4 - ISIN: US3130AXZJ06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $37010226.43
- **C.18.a - Value (excl. sponsor support):** $37010226.43
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **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 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.275000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYCW4, C.4 - ISIN: US3130AYCW47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $8002404.96
- **C.18.a - Value (excl. sponsor support):** $8002404.96
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.265000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYFA9, C.4 - ISIN: US3130AYFA99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $7001033.55
- **C.18.a - Value (excl. sponsor support):** $7001033.55
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYP42, C.4 - ISIN: US3130AYP427, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150062115.00
- **C.18.a - Value (excl. sponsor support):** $150062115.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 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 9: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYYT7, C.4 - ISIN: US3130AYYT79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50013015.00
- **C.18.a - Value (excl. sponsor support):** $50013015.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B02D0, C.4 - ISIN: US3130B02D09, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $22000814.00
- **C.18.a - Value (excl. sponsor support):** $22000814.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1D87, C.4 - ISIN: US3130B1D874, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $34002406.86
- **C.18.a - Value (excl. sponsor support):** $34002406.86
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **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 12: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2T39, C.4 - ISIN: US3130B2T399, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193153052.90
- **C.18.a - Value (excl. sponsor support):** $193153052.90
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5KM9, C.4 - ISIN: US3130B5KM93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249996687.50
- **C.18.a - Value (excl. sponsor support):** $249996687.50
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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? 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 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5LL0, C.4 - ISIN: US3130B5LL02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199997908.00
- **C.18.a - Value (excl. sponsor support):** $199997908.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **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 15: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.205000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5T81, C.4 - ISIN: US3130B5T814, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $449978004.00
- **C.18.a - Value (excl. sponsor support):** $449978004.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-08
- **C.13 - Final Legal Maturity Date:** 2027-04-08
- **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 16: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SM9, C.4 - ISIN: US3130B6SM94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $699993182.00
- **C.18.a - Value (excl. sponsor support):** $699993182.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **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 17: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6WY8, C.4 - ISIN: US3130B6WY86, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $300015906.00
- **C.18.a - Value (excl. sponsor support):** $300015906.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6XW1, C.4 - ISIN: US3130B6XW12, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $349999160.00
- **C.18.a - Value (excl. sponsor support):** $349999160.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **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 19: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.240000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73B8, C.4 - ISIN: US3130B73B88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $143994170.90
- **C.18.a - Value (excl. sponsor support):** $143994170.90
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-16
- **C.13 - Final Legal Maturity Date:** 2027-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.240000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73S1, C.4 - ISIN: US3130B73S14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $204949871.40
- **C.18.a - Value (excl. sponsor support):** $204949871.40
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-19
- **C.13 - Final Legal Maturity Date:** 2027-07-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7BA1, C.4 - ISIN: US3130B7BA13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123026859.50
- **C.18.a - Value (excl. sponsor support):** $123026859.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-29
- **C.13 - Final Legal Maturity Date:** 2027-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SP2, C.4 - ISIN: US313385SP29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $169781318.70
- **C.18.a - Value (excl. sponsor support):** $169781318.70
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SS6, C.4 - ISIN: US313385SS67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $66115004.37
- **C.18.a - Value (excl. sponsor support):** $66115004.37
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **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 24: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TX4, C.4 - ISIN: US313385TX44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $467387137.00
- **C.18.a - Value (excl. sponsor support):** $467387137.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EN2Z2, C.4 - ISIN: US3133EN2Z20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60031561.80
- **C.18.a - Value (excl. sponsor support):** $60031561.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3133EN5B2, C.4 - ISIN: US3133EN5B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20015248.40
- **C.18.a - Value (excl. sponsor support):** $20015248.40
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **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 27: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.255000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP4L6, C.4 - ISIN: US3133EP4L60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28013761.72
- **C.18.a - Value (excl. sponsor support):** $28013761.72
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.285000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPH24, C.4 - ISIN: US3133EPH246, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $242058089.70
- **C.18.a - Value (excl. sponsor support):** $242058089.70
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 29: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.285000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPH73, C.4 - ISIN: US3133EPH733, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $77019521.04
- **C.18.a - Value (excl. sponsor support):** $77019521.04
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.280000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPM69, C.4 - ISIN: US3133EPM691, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24007383.36
- **C.18.a - Value (excl. sponsor support):** $24007383.36
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **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 31: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.275000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPS55, C.4 - ISIN: US3133EPS557, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $550198148.50
- **C.18.a - Value (excl. sponsor support):** $550198148.50
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **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 32: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.260000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPS97, C.4 - ISIN: US3133EPS979, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10000061.90
- **C.18.a - Value (excl. sponsor support):** $10000061.90
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPZ57, C.4 - ISIN: US3133EPZ578, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $170072601.90
- **C.18.a - Value (excl. sponsor support):** $170072601.90
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $54992369.85
- **C.18.a - Value (excl. sponsor support):** $54992369.85
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB42, C.4 - ISIN: US3133ERB427, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20001232.80
- **C.18.a - Value (excl. sponsor support):** $20001232.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG21, C.4 - ISIN: US3133ERG210, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20001704.40
- **C.18.a - Value (excl. sponsor support):** $20001704.40
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $186152908.70
- **C.18.a - Value (excl. sponsor support):** $186152908.70
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.265000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH53, C.4 - ISIN: US3133ERH531, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $204299688.20
- **C.18.a - Value (excl. sponsor support):** $204299688.20
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.265000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN23, C.4 - ISIN: US3133ERN232, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $197148041.60
- **C.18.a - Value (excl. sponsor support):** $197148041.60
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPW5, C.4 - ISIN: US3133ERPW51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75007656.75
- **C.18.a - Value (excl. sponsor support):** $75007656.75
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 41: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19013996.73
- **C.18.a - Value (excl. sponsor support):** $19013996.73
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.260000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ95, C.4 - ISIN: US3133ERQ953, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19010720.94
- **C.18.a - Value (excl. sponsor support):** $19010720.94
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $107082223.10
- **C.18.a - Value (excl. sponsor support):** $107082223.10
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.255000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR86, C.4 - ISIN: US3133ERR860, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47024049.43
- **C.18.a - Value (excl. sponsor support):** $47024049.43
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175118128.50
- **C.18.a - Value (excl. sponsor support):** $175118128.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $192145111.70
- **C.18.a - Value (excl. sponsor support):** $192145111.70
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUR0, C.4 - ISIN: US3133ERUR02, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $456363691.90
- **C.18.a - Value (excl. sponsor support):** $456363691.90
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.300000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVT5, C.4 - ISIN: US3133ERVT58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $465379863.20
- **C.18.a - Value (excl. sponsor support):** $465379863.20
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAL1, C.4 - ISIN: US3133ETAL18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99958851.00
- **C.18.a - Value (excl. sponsor support):** $99958851.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.195000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAU1, C.4 - ISIN: US3133ETAU17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $686694106.40
- **C.18.a - Value (excl. sponsor support):** $686694106.40
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAV9, C.4 - ISIN: US3133ETAV99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $139007207.20
- **C.18.a - Value (excl. sponsor support):** $139007207.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.295000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $83999485.08
- **C.18.a - Value (excl. sponsor support):** $83999485.08
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.290000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB97, C.4 - ISIN: US3133ETB977, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24999884.00
- **C.18.a - Value (excl. sponsor support):** $24999884.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-24
- **C.13 - Final Legal Maturity Date:** 2027-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.205000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBZ9, C.4 - ISIN: US3133ETBZ94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64992727.15
- **C.18.a - Value (excl. sponsor support):** $64992727.15
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCN5, C.4 - ISIN: US3133ETCN55, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64966678.40
- **C.18.a - Value (excl. sponsor support):** $64966678.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55020473.20
- **C.18.a - Value (excl. sponsor support):** $55020473.20
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-06-29
- **C.13 - Final Legal Maturity Date:** 2027-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.240000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQK6, C.4 - ISIN: US3133ETQK60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $429895062.80
- **C.18.a - Value (excl. sponsor support):** $429895062.80
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-21
- **C.13 - Final Legal Maturity Date:** 2027-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.245000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRQ2, C.4 - ISIN: US3133ETRQ22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $520063923.60
- **C.18.a - Value (excl. sponsor support):** $520063923.60
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTA5, C.4 - ISIN: US3133ETTA51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $123992759.60
- **C.18.a - Value (excl. sponsor support):** $123992759.60
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVH7, C.4 - ISIN: US3133ETVH76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $429980189.90
- **C.18.a - Value (excl. sponsor support):** $429980189.90
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-27
- **C.13 - Final Legal Maturity Date:** 2027-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.255000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVS3, C.4 - ISIN: US3133ETVS32, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100041456.00
- **C.18.a - Value (excl. sponsor support):** $100041456.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.260000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXJ1, C.4 - ISIN: US3133ETXJ15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99991606.00
- **C.18.a - Value (excl. sponsor support):** $99991606.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-10
- **C.13 - Final Legal Maturity Date:** 2027-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.260000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYV3, C.4 - ISIN: US3133ETYV34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $549968732.50
- **C.18.a - Value (excl. sponsor support):** $549968732.50
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $296220052.30
- **C.18.a - Value (excl. sponsor support):** $296220052.30
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAMW0, C.4 - ISIN: US3134HAMW00, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $263833833.20
- **C.18.a - Value (excl. sponsor support):** $263833833.20
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $7004705.40
- **C.18.a - Value (excl. sponsor support):** $7004705.40
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **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 67: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $82071224.38
- **C.18.a - Value (excl. sponsor support):** $82071224.38
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBF55, C.4 - ISIN: US3134HBF555, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $249985402.50
- **C.18.a - Value (excl. sponsor support):** $249985402.50
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.255000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBMJ7, C.4 - ISIN: US3134HBMJ71, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $586027483.40
- **C.18.a - Value (excl. sponsor support):** $586027483.40
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $249997225.00
- **C.18.a - Value (excl. sponsor support):** $249997225.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.225000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBVX6, C.4 - ISIN: US3134HBVX64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $264886709.90
- **C.18.a - Value (excl. sponsor support):** $264886709.90
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $170118558.00
- **C.18.a - Value (excl. sponsor support):** $170118558.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **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 73: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.265000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $403467427.60
- **C.18.a - Value (excl. sponsor support):** $403467427.60
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $143100280.20
- **C.18.a - Value (excl. sponsor support):** $143100280.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $103075553.60
- **C.18.a - Value (excl. sponsor support):** $103075553.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $105086961.00
- **C.18.a - Value (excl. sponsor support):** $105086961.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $831813088.80
- **C.18.a - Value (excl. sponsor support):** $831813088.80
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Notes 3.898000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533N5, C.4 - ISIN: US6903533N55, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $20250000.00
- **C.18.a - Value (excl. sponsor support):** $20250000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2030-03-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534U8, C.4 - ISIN: US6903534U89, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534Y0, C.4 - ISIN: US6903534Y02, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4666666.70
- **C.18.a - Value (excl. sponsor support):** $4666666.70
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2030-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903538B6, C.4 - ISIN: US6903538B62, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1666666.76
- **C.18.a - Value (excl. sponsor support):** $1666666.76
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353D38, C.4 - ISIN: US690353D389, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $29545454.98
- **C.18.a - Value (excl. sponsor support):** $29545454.98
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2028-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353VV6, C.4 - ISIN: US690353VV66, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $5100000.00
- **C.18.a - Value (excl. sponsor support):** $5100000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353XS1, C.4 - ISIN: US690353XS10, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4862000.00
- **C.18.a - Value (excl. sponsor support):** $4862000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2030-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $946894220.10
- **C.18.a - Value (excl. sponsor support):** $946894220.10
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99673413.00
- **C.18.a - Value (excl. sponsor support):** $99673413.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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 87: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $794845088.00
- **C.18.a - Value (excl. sponsor support):** $794845088.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $428631913.20
- **C.18.a - Value (excl. sponsor support):** $428631913.20
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $363517722.10
- **C.18.a - Value (excl. sponsor support):** $363517722.10
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 90: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $624435900.00
- **C.18.a - Value (excl. sponsor support):** $624435900.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **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 91: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $658885147.80
- **C.18.a - Value (excl. sponsor support):** $658885147.80
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $522888187.50
- **C.18.a - Value (excl. sponsor support):** $522888187.50
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QQ3, C.4 - ISIN: US912797QQ39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1069841548.00
- **C.18.a - Value (excl. sponsor support):** $1069841548.00
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1138551152.00
- **C.18.a - Value (excl. sponsor support):** $1138551152.00
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RC3, C.4 - ISIN: US912797RC34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $249635322.50
- **C.18.a - Value (excl. sponsor support):** $249635322.50
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1371910829.00
- **C.18.a - Value (excl. sponsor support):** $1371910829.00
- **C.19 - Percentage of Net Assets:** 1.8400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1297819956.00
- **C.18.a - Value (excl. sponsor support):** $1297819956.00
- **C.19 - Percentage of Net Assets:** 1.7400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $479893570.20
- **C.18.a - Value (excl. sponsor support):** $479893570.20
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RL3, C.4 - ISIN: US912797RL33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1628175764.00
- **C.18.a - Value (excl. sponsor support):** $1628175764.00
- **C.19 - Percentage of Net Assets:** 2.1900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **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 100: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RN9, C.4 - ISIN: US912797RN98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1408394525.00
- **C.18.a - Value (excl. sponsor support):** $1408394525.00
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $446981373.00
- **C.18.a - Value (excl. sponsor support):** $446981373.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1257285877.00
- **C.18.a - Value (excl. sponsor support):** $1257285877.00
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RW9, C.4 - ISIN: US912797RW97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $471481542.00
- **C.18.a - Value (excl. sponsor support):** $471481542.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SG3, C.4 - ISIN: US912797SG39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $444699751.50
- **C.18.a - Value (excl. sponsor support):** $444699751.50
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Notes 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $352094529.50
- **C.18.a - Value (excl. sponsor support):** $352094529.50
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 106: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.058000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $399778732.00
- **C.18.a - Value (excl. sponsor support):** $399778732.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 107: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV7XMRY3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BIV7XMRY3
- **C.18 - Value (incl. sponsor support):** $885000000.00
- **C.18.a - Value (excl. sponsor support):** $885000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2046-10-25      | 3.0000%  | 0.0000% | $6700000.00        | $5878122.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2045-04-15      | 2.5000%  | 0.0000% | $20000000.00       | $1617238.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2046-11-15      | 2.0000%  | 0.0000% | $15337856.00       | $3099916.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2050-09-25      | 5.0000%  | 0.0000% | $67182976.00       | $63341078.04       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-08-25      | 5.0000%  | 0.0000% | $11090800.00       | $11074438.61       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-11-25      | 5.0000%  | 0.0000% | $672096.00         | $659425.50         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-09-25      | 5.5060%  | 0.0000% | $70000000.00       | $70177220.82       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-04-25      | 6.0000%  | 0.0000% | $27999798.00       | $875938.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-03-25      | 5.5000%  | 0.0000% | $999997.00         | $163541.98         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2037-06-15      | 4.8266%  | 0.0000% | $25000000.00       | $252011.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-08-16      | 3.0000%  | 0.0000% | $2000000.00        | $182446.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-10-20      | 3.0000%  | 0.0000% | $4600000.00        | $920787.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 3.0000%  | 0.0000% | $92466432.00       | $82673114.94       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 4.5000%  | 0.0000% | $129248512.00      | $127801564.45      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 4.0000%  | 0.0000% | $150000000.00      | $33808581.23       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 3.5000%  | 0.0000% | $150000000.00      | $39471000.79       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 1.5000%  | 0.0000% | $2500000.00        | $1039213.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.4388%  | 0.0000% | $30000000.00       | $17072742.73       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.5888%  | 0.0000% | $23266900.00       | $11959322.19       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.4888%  | 0.0000% | $50000000.00       | $39073609.25       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 5.5000%  | 0.0000% | $1881590.00        | $1960967.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 2.0000%  | 0.0000% | $13350000.00       | $11064875.15       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.4388%  | 0.0000% | $110903000.00      | $108630531.14      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $46407500.00       | $46196685.04       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.6388%  | 0.0000% | $24086080.00       | $24160239.46       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $200000000.00      | $199541271.82      | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2042-05-15      | 0.0000%  | 0.0000% | $1000.00           | $459.10            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-11-15      | 0.0000%  | 0.0000% | $5000.00           | $2003.23           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-11-15      | 0.0000%  | 0.0000% | $2000.00           | $1652.92           | U.S. Treasuries (including strips)        |

### Security 108: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.210000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV89U7P1, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV89U7P1
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-02-19      | 0.0000%  | 0.0000% | $1103100.00        | $1086829.27        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-04      | 0.0000%  | 0.0000% | $800.00            | $794.39            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 5.5000%  | 0.0000% | $1228100.00        | $1299385.06        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $7604300.00        | $9046234.49        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 0.7500%  | 0.0000% | $100.00            | $102.56            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-11-15      | 2.8750%  | 0.0000% | $100.00            | $76.07             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 2.7500%  | 0.0000% | $877500.00         | $644914.68         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-11-15      | 2.3750%  | 0.0000% | $313000000.00      | $208270904.25      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $50065800.00       | $28802316.53       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 3.1250%  | 0.0000% | $166500.00         | $165842.28         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-15      | 2.3750%  | 0.0000% | $5784800.00        | $5582773.09        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-15      | 1.6250%  | 0.0000% | $567600.00         | $563376.91         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 1.1250%  | 0.0000% | $6935000.00        | $6542411.87        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 0.8750%  | 0.0000% | $99200.00          | $97282.02          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 0.7500%  | 0.0000% | $30594000.00       | $29788721.47       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 1.8750%  | 0.0000% | $28216800.00       | $26653698.39       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $6916900.00        | $7287600.81        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 1.6250%  | 0.0000% | $540500.00         | $602889.49         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $100.00            | $105.32            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 3.6250%  | 0.0000% | $6466600.00        | $6465856.34        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-15      | 4.5000%  | 0.0000% | $5000.00           | $5074.28           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 4.0000%  | 0.0000% | $5638800.00        | $5738101.72        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 4.6250%  | 0.0000% | $20134400.00       | $20692122.88       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 4.0000%  | 0.0000% | $9767000.00        | $9883809.07        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-28      | 4.6250%  | 0.0000% | $900.00            | $905.98            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $68296100.00       | $71626847.42       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.6250%  | 0.0000% | $41715000.00       | $41728104.52       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $91117700.00       | $96066956.23       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-12-31      | 4.5000%  | 0.0000% | $591900.00         | $619180.67         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $79127200.00       | $83735113.20       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $1600.00           | $1673.25           | U.S. Treasuries (including strips) |

### Security 109: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8DA3J8, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV8DA3J8
- **C.18 - Value (incl. sponsor support):** $380000000.00
- **C.18.a - Value (excl. sponsor support):** $380000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2038-06-15      | 5.5000%  | 0.0000% | $93297053.00       | $162147.79         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-01-15      | 4.0000%  | 0.0000% | $51435022.00       | $812879.35         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-08-15      | 3.5000%  | 0.0000% | $42857142.00       | $973948.36         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-12-15      | 3.5000%  | 0.0000% | $30257194.00       | $446316.48         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-12-15      | 3.5000%  | 0.0000% | $140549112.00      | $3084663.81        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2039-04-15      | 6.5000%  | 0.0000% | $41232145.00       | $778904.41         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-12-15      | 4.5000%  | 0.0000% | $21805461.00       | $427692.22         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2039-06-15      | 5.5000%  | 0.0000% | $30900000.00       | $602612.03         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-06-15      | 3.0000%  | 0.0000% | $54252950.00       | $678008.84         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2045-08-15      | 4.0000%  | 0.0000% | $47666227.00       | $1269437.52        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2047-12-15      | 3.5000%  | 0.0000% | $131322370.00      | $3587811.66        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2047-11-15      | 4.0000%  | 0.0000% | $14674356.00       | $541067.84         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2050-07-15      | 2.5000%  | 0.0000% | $32082090.00       | $2682148.70        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2048-09-15      | 3.0000%  | 0.0000% | $10420187.00       | $319520.21         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-11-15      | 4.5000%  | 0.0000% | $75000000.00       | $13562157.13       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-11-15      | 4.0000%  | 0.0000% | $8807646.00        | $774693.50         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 5.5000%  | 0.0000% | $58855000.00       | $51948152.05       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-01-25      | 5.0000%  | 0.0000% | $9869632.00        | $1221057.14        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-10-15      | 4.8098%  | 0.0000% | $13036116.00       | $814511.11         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-02-15      | 1.9622%  | 0.0000% | $836261762.00      | $2780673.17        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $217633265.00      | $113919653.08      | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-25      | 2.5000%  | 0.0000% | $11250000.00       | $1301862.69        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-01-25      | 5.5000%  | 0.0000% | $70000000.00       | $10840559.63       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-06-25      | 6.0000%  | 0.0000% | $106201325.00      | $16690281.97       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-07-25      | 2.0000%  | 0.0000% | $6245370.00        | $340109.68         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-04-25      | 1.5000%  | 0.0000% | $11208011.00       | $501302.34         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2042-04-25      | 2.0000%  | 0.0000% | $7109513.00        | $570452.41         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-09-25      | 6.0000%  | 0.0000% | $1427091.00        | $150849.70         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-07-25      | 3.5000%  | 0.0000% | $2566459.00        | $195707.50         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-08-25      | 2.5000%  | 0.0000% | $2194437.00        | $98578.57          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-09-25      | 6.5000%  | 0.0000% | $17188919.00       | $2617615.44        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-09-25      | 7.0000%  | 0.0000% | $1422643.00        | $189675.21         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-11-25      | 3.0000%  | 0.0000% | $3466452.00        | $186616.59         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-12-25      | 4.0000%  | 0.0000% | $2522078.00        | $452690.95         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-06-25      | 4.5000%  | 0.0000% | $3857923.00        | $681776.17         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-08-25      | 5.0000%  | 0.0000% | $4961121.00        | $348399.36         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-08-25      | 5.5000%  | 0.0000% | $1476801.00        | $79585.45          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-08-25      | 4.0000%  | 0.0000% | $3696456.00        | $320817.45         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-08-25      | 4.5000%  | 0.0000% | $31000000.00       | $6055750.78        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-08-25      | 4.5000%  | 0.0000% | $5329944.00        | $430942.37         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-11-25      | 6.0000%  | 0.0000% | $46100000.00       | $7501215.83        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-02-25      | 5.5000%  | 0.0000% | $25000000.00       | $4343105.96        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-05-25      | 5.5000%  | 0.0000% | $167380526.00      | $29474360.59       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-05-25      | 6.0000%  | 0.0000% | $60386518.00       | $10672692.78       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-04-25      | 4.5000%  | 0.0000% | $48528242.00       | $9600772.07        | Agency Debentures and Agency Strips       |
| Government National Mortgage Association | 2054-06-20      | 5.5388%  | 0.0000% | $1136.00           | $1063.09           | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2025-11-28      | 0.0000%  | 0.0000% | $703400.00         | $698886.99         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-11-20      | 0.0000%  | 0.0000% | $2577500.00        | $2563279.93        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-15      | 4.3750%  | 0.0000% | $784900.00         | $802018.84         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-15      | 3.8750%  | 0.0000% | $84920000.00       | $86865762.19       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-30      | 4.2500%  | 0.0000% | $690400.00         | $704472.19         | U.S. Treasuries (including strips)        |

### Security 110: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8GTD61, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8GTD61
- **C.18 - Value (incl. sponsor support):** $1362000000.00
- **C.18.a - Value (excl. sponsor support):** $1362000000.00
- **C.19 - Percentage of Net Assets:** 1.8300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2038-10-25      | 3.4300%  | 0.0000% | $6600000.00        | $3655216.62        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-05-25      | 2.0000%  | 0.0000% | $1500000.00        | $77560.45          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-07-25      | 2.5000%  | 0.0000% | $32015.00          | $29697.59          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2057-12-25      | 3.5000%  | 0.0000% | $175000.00         | $42231.48          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-03-25      | 3.5000%  | 0.0000% | $16997000.00       | $4670064.37        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-04-25      | 5.3060%  | 0.0000% | $25000000.00       | $18156296.05       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.1250%  | 0.0000% | $50000000.00       | $34284479.37       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 5.8560%  | 0.0000% | $35000000.00       | $33403458.39       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-03-25      | 5.0000%  | 0.0000% | $33662000.00       | $33492942.01       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-11-25      | 3.0000%  | 0.0000% | $24592128.00       | $22058663.37       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2042-02-15      | 3.4500%  | 0.0000% | $50000000.00       | $1137708.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2047-02-15      | 3.0000%  | 0.0000% | $3994000.00        | $1069632.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2027-03-25      | 3.2240%  | 0.0000% | $10389000.00       | $10309109.74       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2033-10-15      | 1.5000%  | 0.0000% | $438000.00         | $393377.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2032-08-25      | 3.5300%  | 0.0000% | $11900000.00       | $11412761.77       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-04-25      | 5.3060%  | 0.0000% | $99792512.00       | $91404002.22       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-05-25      | 0.1250%  | 0.0000% | $50000000.00       | $33277711.03       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-11-25      | 2.7698%  | 0.0000% | $25000000.00       | $23678088.00       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2055-06-25      | 5.5000%  | 0.0000% | $4412000.00        | $4408336.08        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-06-25      | 5.5000%  | 0.0000% | $1225000.00        | $1226300.40        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-04-25      | 5.2500%  | 0.0000% | $250000.00         | $240990.65         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-06-25      | 5.2500%  | 0.0000% | $21241920.00       | $19110463.21       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-07-25      | 5.0000%  | 0.0000% | $12967000.00       | $12774625.32       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2035-12-25      | 6.0000%  | 0.0000% | $41139776.00       | $42571222.98       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2032-09-15      | 6.0000%  | 0.0000% | $5000.00           | $195.79            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2033-02-15      | 5.5000%  | 0.0000% | $7000.00           | $420.18            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2036-07-15      | 6.0000%  | 0.0000% | $12000000.00       | $2565521.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2032-08-20      | 6.0000%  | 0.0000% | $11000.00          | $1987.46           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-10-20      | 5.2158%  | 0.0000% | $1900000.00        | $147607.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-04-20      | 5.5918%  | 0.0000% | $1900000.00        | $477488.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-11-20      | 4.8330%  | 0.0000% | $1862000.00        | $331035.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-06-20      | 5.1607%  | 0.0000% | $50049984.00       | $10065373.73       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-20      | 4.9258%  | 0.0000% | $2800000.00        | $223345.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-20      | 4.9658%  | 0.0000% | $470000.00         | $86121.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 5.1158%  | 0.0000% | $3707296.00        | $647567.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-12-20      | 3.0000%  | 0.0000% | $4999999.00        | $123951.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-08-20      | 5.4658%  | 0.0000% | $9769440.00        | $5676460.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-04-20      | 5.7158%  | 0.0000% | $200000.00         | $57222.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-03-20      | 5.1388%  | 0.0000% | $5004504.00        | $2310077.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 4.9158%  | 0.0000% | $100000.00         | $60114.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-09-20      | 5.2658%  | 0.0000% | $5000000.00        | $2748328.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 5.0000%  | 0.0000% | $356021000.00      | $357047303.70      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 5.0000%  | 0.0000% | $150000000.00      | $150883791.54      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $7500000.00        | $7493237.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-01-20      | 5.1858%  | 0.0000% | $205000.00         | $83735.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-03-20      | 5.2688%  | 0.0000% | $3500000.00        | $3327057.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-11-20      | 4.6888%  | 0.0000% | $1852000.00        | $1025234.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-01-20      | 5.1888%  | 0.0000% | $2900000.00        | $2842836.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 5.1888%  | 0.0000% | $106520640.00      | $102263046.81      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-02-20      | 5.4888%  | 0.0000% | $5000000.00        | $5083478.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.4888%  | 0.0000% | $100000000.00      | $49837464.30       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.5388%  | 0.0000% | $100000000.00      | $49944799.05       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.6888%  | 0.0000% | $100000000.00      | $50297523.89       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-01-20      | 5.0388%  | 0.0000% | $20100000.00       | $16379859.08       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.0000%  | 0.0000% | $2115000.00        | $1962028.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.7500%  | 0.0000% | $49999999.00       | $51348096.22       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.7888%  | 0.0000% | $30000000.00       | $26076095.55       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.4888%  | 0.0000% | $78546000.00       | $63794500.23       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.4888%  | 0.0000% | $15725600.00       | $15212171.23       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $3037816.00        | $3049841.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $3003012.00        | $2880140.09        | Agency Collateralized Mortgage Obligation |

### Security 111: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8GWYT1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8GWYT1
- **C.18 - Value (incl. sponsor support):** $681000000.00
- **C.18.a - Value (excl. sponsor support):** $681000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2048-03-25      | 3.0000%  | 0.0000% | $866036.00         | $755309.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 5.0000%  | 0.0000% | $5000000.00        | $4507792.55        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-06-25      | 5.2500%  | 0.0000% | $18883903.00       | $18963770.68       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-03-25      | 5.0000%  | 0.0000% | $92778496.00       | $92105692.54       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2041-06-15      | 2.2500%  | 0.0000% | $16581215.00       | $162661.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2030-07-15      | 1.7500%  | 0.0000% | $6000000.00        | $161972.28         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2030-02-25      | 1.2340%  | 0.0000% | $1000000.00        | $921550.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2032-07-25      | 3.5000%  | 0.0000% | $1000000.00        | $957946.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-04-25      | 5.3060%  | 0.0000% | $125301000.00      | $111961142.00      | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2036-07-25      | 5.5000%  | 0.0000% | $41494400.00       | $42555762.19       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2032-05-15      | 6.5000%  | 0.0000% | $12999.00          | $316.89            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-02-25      | 5.5000%  | 0.0000% | $2000000.00        | $368246.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-10-20      | 5.0000%  | 0.0000% | $10000.00          | $965.26            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-12-20      | 4.8658%  | 0.0000% | $1170000.00        | $59911.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-20      | 5.1658%  | 0.0000% | $1600000.00        | $146750.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 4.8958%  | 0.0000% | $3500000.00        | $401594.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-07-20      | 4.9658%  | 0.0000% | $800000.00         | $50125.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-01-20      | 5.2158%  | 0.0000% | $1800000.00        | $417184.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-20      | 5.2458%  | 0.0000% | $379080.00         | $53870.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $7963610.00        | $74823.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-16      | 4.5000%  | 0.0000% | $2156060.00        | $1825486.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 5.0000%  | 0.0000% | $98978000.00       | $99263324.43       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-11-20      | 5.5588%  | 0.0000% | $1000000.00        | $995151.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-02-20      | 5.2688%  | 0.0000% | $800000.00         | $766682.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-08-20      | 5.1888%  | 0.0000% | $10531040.00       | $2931736.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $336794000.00      | $204772420.57      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 5.2888%  | 0.0000% | $170332000.00      | $86851564.39       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.2388%  | 0.0000% | $30000000.00       | $18471360.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 5.0000%  | 0.0000% | $4201144.00        | $4114881.77        | Agency Collateralized Mortgage Obligation |

### Security 112: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8RDWN6, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8RDWN6
- **C.18 - Value (incl. sponsor support):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 1.8800%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2032-07-01      | 6.5000%  | 0.0000% | $1000.00           | $14.05             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 6.3870%  | 0.0000% | $4525000.00        | $30674.28          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-11-01      | 6.6710%  | 0.0000% | $9102342.00        | $160270.34         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-06-01      | 6.6830%  | 0.0000% | $19603575.00       | $1264480.73        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-09-01      | 5.0000%  | 0.0000% | $4989425.00        | $119753.53         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-12-01      | 4.5000%  | 0.0000% | $2707749.00        | $108816.25         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-01-01      | 3.0000%  | 0.0000% | $25978.00          | $7476.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $274.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-10-01      | 2.5000%  | 0.0000% | $585000.00         | $93664.96          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-06-01      | 3.0000%  | 0.0000% | $1948999.00        | $310286.94         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-12-01      | 3.0000%  | 0.0000% | $1000.00           | $150.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.0000%  | 0.0000% | $234115.00         | $16952.82          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-09-01      | 5.0000%  | 0.0000% | $5422600.00        | $4191827.16        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.0000%  | 0.0000% | $251514.00         | $138837.13         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.0000%  | 0.0000% | $1438999.00        | $1101613.48        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 2.0000%  | 0.0000% | $773715.00         | $514651.43         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $956560.00         | $706819.68         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 3.0000%  | 0.0000% | $24632.00          | $17642.46          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 2.0000%  | 0.0000% | $796942.00         | $535065.08         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 4.0000%  | 0.0000% | $46070.00          | $35003.59          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.0000%  | 0.0000% | $104000.00         | $76186.11          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.0000%  | 0.0000% | $39000.00          | $32840.18          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $1199694.00        | $1112296.28        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.0000%  | 0.0000% | $43999.00          | $38948.77          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.5000%  | 0.0000% | $34000.00          | $28822.75          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 1.5000%  | 0.0000% | $301685.00         | $165549.37         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 2.5000%  | 0.0000% | $3000.00           | $2052.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 4.5000%  | 0.0000% | $789000.00         | $624750.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.0000%  | 0.0000% | $6014148.00        | $4741421.33        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.0000%  | 0.0000% | $345000.00         | $272256.64         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $1040640.00        | $852123.05         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 5.5000%  | 0.0000% | $802352.00         | $636064.76         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 3.5000%  | 0.0000% | $110000.00         | $88061.99          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.0000%  | 0.0000% | $557234.00         | $462082.93         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $2391350.00        | $2032482.99        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 5.5000%  | 0.0000% | $5852072.00        | $5066328.71        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 4.0000%  | 0.0000% | $219000.00         | $188510.32         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.0000%  | 0.0000% | $1881451.00        | $1623992.96        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $185234579.00      | $145828852.12      | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $37814052.00       | $35186436.71       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $9033002.00        | $7965057.44        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-08-01      | 4.5000%  | 0.0000% | $2117367.00        | $692316.84         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.0000%  | 0.0000% | $482186.00         | $308606.04         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 4.5000%  | 0.0000% | $162000.00         | $141882.06         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 4.5000%  | 0.0000% | $27064809.00       | $22681287.74       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 6.5000%  | 0.0000% | $1709276.00        | $1311092.90        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 7.5000%  | 0.0000% | $287836.00         | $305203.05         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-05-01      | 2.0000%  | 0.0000% | $79000.00          | $45269.50          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 4.0000%  | 0.0000% | $966490.00         | $690393.17         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $5146553.00        | $3861381.47        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $1853384.00        | $1527792.01        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.0000%  | 0.0000% | $1402782.00        | $1260039.81        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-03-25      | 4.7598%  | 0.0000% | $1283.00           | $40.14             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-03-25      | 5.0060%  | 0.0000% | $1481999.00        | $891841.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-10-25      | 4.7200%  | 0.0000% | $12356199.00       | $12447376.10       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-25      | 5.3560%  | 0.0000% | $605789.00         | $542066.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 5.5000%  | 0.0000% | $26088455.00       | $25906098.97       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2041-10-15      | 3.5000%  | 0.0000% | $2000000.00        | $706271.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2026-07-25      | 2.3400%  | 0.0000% | $1572.00           | $295.70            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2026-04-25      | 2.8960%  | 0.0000% | $6038.00           | $113.17            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-10-25      | 5.0690%  | 0.0000% | $176948.00         | $182388.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-10-25      | 5.0280%  | 0.0000% | $2337.00           | $2416.05           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 5.5060%  | 0.0000% | $6000000.00        | $4663610.47        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-08-25      | 5.5560%  | 0.0000% | $34217449.00       | $33714635.66       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-10-25      | 4.5000%  | 0.0000% | $113037830.00      | $111631752.43      | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2039-12-01      | 6.6620%  | 0.0000% | $31248229.00       | $637035.16         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-11-01      | 3.5000%  | 0.0000% | $4580347.00        | $518184.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-06-01      | 3.5000%  | 0.0000% | $102149.00         | $15751.69          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-07-01      | 6.4730%  | 0.0000% | $2854953.00        | $212260.58         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-25      | 6.0000%  | 0.0000% | $1000.00           | $247.38            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-10-25      | 4.8705%  | 0.0000% | $23379369.00       | $689658.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-11-01      | 5.1680%  | 0.0000% | $2064.00           | $11.14             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $480860.00         | $511102.68         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $69000.00          | $59220.86          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $66118.00          | $54196.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $4491472.00        | $3837705.82        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $2556576.00        | $2516399.60        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $1660615.00        | $1295070.81        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $1029874.00        | $1058560.62        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1841340.00        | $1890309.58        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $3545928.00        | $3637664.39        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1819710.00        | $1745289.52        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $1001.00           | $1061.91           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $1385148.00        | $1365411.66        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $8954.00           | $9284.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $4347061.00        | $4474651.49        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $128183.00         | $133535.26         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $2110100.00        | $2170291.69        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $14009569.00       | $14650144.09       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 4.0000%  | 0.0000% | $157020.00         | $46526.20          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $8639999.00        | $1128062.65        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 6.6980%  | 0.0000% | $2876244.00        | $2723409.08        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 3.5000%  | 0.0000% | $560041.00         | $115810.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.5000%  | 0.0000% | $3998000.00        | $723771.77         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $84001.00          | $44494.97          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $76834.00          | $45063.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $54000.00          | $33267.19          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.9400%  | 0.0000% | $1641.00           | $1207.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-03-01      | 2.3000%  | 0.0000% | $22000.00          | $20826.36          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.0510%  | 0.0000% | $466274.00         | $330695.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $222348.00         | $144112.02         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $499866.00         | $345337.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 4.5000%  | 0.0000% | $2812796.00        | $2209591.17        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $249212.00         | $209185.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $369513.00         | $280286.51         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $412385.00         | $383240.49         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $670338.00         | $664134.60         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 5.2500%  | 0.0000% | $402792.00         | $423370.31         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-09-01      | 5.2800%  | 0.0000% | $2934000.00        | $3066754.47        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 4.5000%  | 0.0000% | $4238483.00        | $1136076.66        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $185000.00         | $53813.22          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $42000.00          | $4209.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 5.0000%  | 0.0000% | $431907.00         | $69120.55          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $40000.00          | $25544.18          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $150179.00         | $102056.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 6.0000%  | 0.0000% | $9862940.00        | $7160232.53        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 6.0000%  | 0.0000% | $1000.00           | $699.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $807861.00         | $665788.13         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $7059990.00        | $5743257.35        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $155997.00         | $116161.19         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 4.5000%  | 0.0000% | $5923576.00        | $5025276.61        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $620096.00         | $628927.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $1321.00           | $1071.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $2068.00           | $2063.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $26125851.00       | $26962646.11       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 5.0000%  | 0.0000% | $353000.00         | $53872.58          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-03-01      | 4.0000%  | 0.0000% | $92999.00          | $14322.80          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-09-01      | 3.0000%  | 0.0000% | $238803.00         | $100354.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $27208.00          | $15971.35          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 4.0000%  | 0.0000% | $56000.00          | $28311.91          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $17794.00          | $11243.70          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 4.0000%  | 0.0000% | $37971.00          | $23422.59          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $11395000.00       | $9478744.10        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $12449.00          | $9163.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $2650847.00        | $2152123.36        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 3.5000%  | 0.0000% | $500000.00         | $381571.70         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $217370.00         | $153804.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $767407.00         | $667939.42         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $13216352.00       | $9398584.01        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $104000.00         | $87856.71          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $842328.00         | $773347.82         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.0000%  | 0.0000% | $31341.00          | $28063.20          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $20826401.00       | $18220478.73       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $55449199.00       | $53720204.38       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $166233.00         | $161843.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-11-01      | 6.5000%  | 0.0000% | $2515282.00        | $24259.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-10-01      | 6.5000%  | 0.0000% | $15213011.00       | $110817.84         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-10-01      | 6.5000%  | 0.0000% | $1423887.00        | $25057.17          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-10-01      | 6.0000%  | 0.0000% | $33772.00          | $61.43             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-12-01      | 4.5000%  | 0.0000% | $985337.00         | $39920.18          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 6.2450%  | 0.0000% | $615000.00         | $20321.23          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-02-01      | 4.5000%  | 0.0000% | $2230090.00        | $184783.67         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-01-01      | 3.5000%  | 0.0000% | $410000.00         | $30769.69          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-04-01      | 4.5000%  | 0.0000% | $631000.00         | $16415.65          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-01-01      | 3.0000%  | 0.0000% | $102000.00         | $18621.25          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $152654786.00      | $12167261.80       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $1019.00           | $76.67             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 5.0000%  | 0.0000% | $1103993.00        | $101951.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $258846.00         | $160587.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $548083.00         | $328048.48         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 3.0000%  | 0.0000% | $31362.00          | $16860.49          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 3.0000%  | 0.0000% | $1799000.00        | $197057.24         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 2.5000%  | 0.0000% | $1053999.00        | $133916.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $225000.00         | $68910.37          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 1.5000%  | 0.0000% | $169000.00         | $95839.13          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.0000%  | 0.0000% | $10987.00          | $9938.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 6.5000%  | 0.0000% | $1500000.00        | $1043005.62        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $718.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $232804.00         | $175232.16         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $121997.00         | $96242.19          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $1079660.00        | $890922.52         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $254734.00         | $224259.36         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $27279020.00       | $21435413.50       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $27186858.00       | $22879261.10       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $18126.00          | $11239.65          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $73325.00          | $67429.24          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $1900101.00        | $1905100.29        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.5000%  | 0.0000% | $1002.00           | $848.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $10139170.00       | $9371116.52        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.0000%  | 0.0000% | $4488730.00        | $4434557.74        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $244626.00         | $250226.30         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $1014160.00        | $1014935.95        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $2075228.00        | $2154267.50        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $1162887.00        | $1175691.67        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $1018.00           | $1054.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $4200728.00        | $4250210.27        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $53908.00          | $54585.00          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1400400.00        | $1415146.20        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $4403146.00        | $4401577.29        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $1270832.00        | $1256908.43        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $3749010.00        | $3741878.26        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $5114600.00        | $5148664.18        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $1075460.00        | $1122194.17        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $3774810.00        | $3755986.57        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 5.5000%  | 0.0000% | $6136214.00        | $5672822.28        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $931.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $5553531.00        | $5716995.12        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $2928678.00        | $3014211.45        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $22447086.00       | $22523271.34       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $11360.00          | $11700.75          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 7.0000%  | 0.0000% | $2080700.00        | $2194512.75        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1921203.00        | $1972924.35        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $5909.00           | $5991.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $7513058.00        | $7517158.46        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $1016.00           | $1039.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $2949524.00        | $2926722.91        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 7.0000%  | 0.0000% | $16811912.00       | $16352438.06       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $7233113.00        | $7340220.46        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $1726936.00        | $1664907.35        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.0000%  | 0.0000% | $68682.00          | $67085.09          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $1031.00           | $124.09            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-10-20      | 4.0000%  | 0.0000% | $20989347.00       | $1948050.20        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $2524.00           | $235.07            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $19794012.00       | $1839475.52        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $26168544.00       | $8249172.03        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $29682237.00       | $17030468.72       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $15498278.00       | $9599368.29        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $615073.00         | $482849.19         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $18219839.00       | $10326818.60       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $791726.00         | $176547.83         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-11-20      | 4.0000%  | 0.0000% | $16472.00          | $10992.93          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-02-20      | 5.5000%  | 0.0000% | $344398.00         | $132155.32         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $1889186.00        | $1484355.65        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 7.5000%  | 0.0000% | $1155309.00        | $691492.93         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $3229683.00        | $2995071.73        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-15      | 7.0000%  | 0.0000% | $2323840.00        | $2399032.79        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 7.5000%  | 0.0000% | $1068022.00        | $416784.92         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $82779.00          | $83327.02          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 8.0000%  | 0.0000% | $168736.00         | $72919.46          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $10497689.00       | $10033740.70       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-11-20      | 8.0000%  | 0.0000% | $1039355.00        | $284369.04         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1384793.00        | $1271207.60        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $682063.00         | $735357.91         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $3479757.00        | $3142260.72        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1204409.00        | $1179011.08        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $54847.00          | $53786.92          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1716012.00        | $1756322.04        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $69821.00          | $73131.01          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $2310941.00        | $2464272.52        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $277544.00         | $286310.29         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $11176.00          | $11661.72          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1017588.00        | $1067097.24        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $66848025.00       | $65646800.01       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1000.00           | $1003.85           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $44764.00          | $45485.58          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $44424294.00       | $45727074.00       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $728897.00         | $695912.76         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-10-15      | 4.0000%  | 0.0000% | $17035229.00       | $751689.09         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-03-20      | 7.0000%  | 0.0000% | $65004.00          | $8614.86           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-15      | 4.5000%  | 0.0000% | $1119413.00        | $307581.02         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-08-20      | 5.1550%  | 0.0000% | $18359.00          | $13203.46          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.9388%  | 0.0000% | $78760611.00       | $78671843.04       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 5.5000%  | 0.0000% | $68575732.00       | $68838728.86       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.4388%  | 0.0000% | $1000.00           | $994.88            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 4.5000%  | 0.0000% | $1516.00           | $339.06            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 4.5000%  | 0.0000% | $70434000.00       | $69518498.87       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.4188%  | 0.0000% | $1000.00           | $683.43            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $84701.00          | $52032.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $1940.00           | $1361.41           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.6888%  | 0.0000% | $987183.00         | $748643.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3888%  | 0.0000% | $5361998.00        | $4117167.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.5388%  | 0.0000% | $66557439.00       | $50179891.83       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.5888%  | 0.0000% | $1056.00           | $527.88            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.6888%  | 0.0000% | $1685.00           | $642.10            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.7500%  | 0.0000% | $5593550.00        | $5701007.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 5.5888%  | 0.0000% | $39750000.00       | $35555594.91       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 5.5888%  | 0.0000% | $28266025.00       | $15694400.77       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.4888%  | 0.0000% | $585114.00         | $473247.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.4988%  | 0.0000% | $24503888.00       | $22638438.60       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.7388%  | 0.0000% | $18998702.00       | $18716715.48       | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2029-04-30      | 4.6250%  | 0.0000% | $22155000.00       | $23280184.66       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-07-31      | 4.1250%  | 0.0000% | $19376600.00       | $19805745.88       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-31      | 3.9965%  | 0.0000% | $100.00            | $100.58            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-05-15      | 0.0000%  | 0.0000% | $81.72             | $54.04             | U.S. Treasuries (including strips)        |

### Security 113: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.230000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TAAT1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TAAT1
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2041-11-15      | 3.1250%  | 0.0000% | $18338500.00       | $15507526.15       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 0.6250%  | 0.0000% | $82446900.00       | $88201240.07       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $243388800.00      | $212763861.04      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $23167600.00       | $22777515.54       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 3.5000%  | 0.0000% | $682489600.00      | $680749934.01      | U.S. Treasuries (including strips) |

### Security 114: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.230000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TAAY0, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TAAY0
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-01-15      | 2.0000%  | 0.0000% | $69900900.00       | $114365098.38      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 2.5000%  | 0.0000% | $126314400.00      | $199497732.09      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 0.8750%  | 0.0000% | $50056700.00       | $49649996.64       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $5814500.00        | $5885115.65        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-08-15      | 4.7500%  | 0.0000% | $120562400.00      | $122153763.40      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-31      | 3.0000%  | 0.0000% | $10494400.00       | $10614601.03       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-31      | 0.7500%  | 0.0000% | $117000.00         | $115199.37         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-15      | 0.1250%  | 0.0000% | $175510800.00      | $215180478.28      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 3.6250%  | 0.0000% | $363800.00         | $368093.69         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 4.1250%  | 0.0000% | $13551000.00       | $13817746.50       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-31      | 4.0685%  | 0.0000% | $33118800.00       | $33352250.38       | U.S. Treasuries (including strips) |

### Security 115: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.220000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TAG24, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8TAG24
- **C.18 - Value (incl. sponsor support):** $945000000.00
- **C.18.a - Value (excl. sponsor support):** $945000000.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-04-16      | 0.0000%  | 0.0000% | $273600.00         | $268106.11         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-21      | 0.0000%  | 0.0000% | $819000.00         | $817058.97         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-28      | 0.0000%  | 0.0000% | $395875100.00      | $394624134.68      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-04      | 0.0000%  | 0.0000% | $3000000.00        | $2988240.00        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-18      | 0.0000%  | 0.0000% | $17890500.00       | $17793175.68       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-16      | 0.0000%  | 0.0000% | $5280000.00        | $5236756.80        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-12      | 0.0000%  | 0.0000% | $8000.00           | $7864.34           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-06      | 0.0000%  | 0.0000% | $473100.00         | $468148.06         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 3.7500%  | 0.0000% | $100.00            | $90.11             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $18342000.00       | $16735428.81       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $22454500.00       | $22286119.32       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 0.6250%  | 0.0000% | $48205700.00       | $45168427.56       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 0.1250%  | 0.0000% | $114796500.00      | $129550242.04      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 1.2500%  | 0.0000% | $121090400.00      | $131585613.68      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 4.5000%  | 0.0000% | $142000000.00      | $146199650.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 4.3750%  | 0.0000% | $49122500.00       | $50170981.05       | U.S. Treasuries (including strips) |

### Security 116: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TAGB4, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8TAGB4
- **C.18 - Value (incl. sponsor support):** $1195000000.00
- **C.18.a - Value (excl. sponsor support):** $1195000000.00
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp                        | 2046-03-01      | 6.4980%  | 0.0000% | $51039.00          | $43383.69          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-01-01      | 6.5650%  | 0.0000% | $2212460.00        | $2101642.99        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-01-01      | 6.7500%  | 0.0000% | $9657981.00        | $5390.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-01-01      | 6.8600%  | 0.0000% | $48110.00          | $74.81             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-07-01      | 6.6050%  | 0.0000% | $35407866.00       | $215984.43         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-04-01      | 6.9010%  | 0.0000% | $11898.00          | $120.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-06-01      | 6.4950%  | 0.0000% | $1992.00           | $26.66             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-06-01      | 6.4510%  | 0.0000% | $1181.00           | $8.87              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-04-01      | 6.3010%  | 0.0000% | $3175.00           | $43.83             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-10-01      | 6.5840%  | 0.0000% | $1206.00           | $12.67             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-06-01      | 6.1850%  | 0.0000% | $3257993.00        | $6621.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-01-01      | 7.0750%  | 0.0000% | $5737642.00        | $70778.37          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-12-01      | 6.4350%  | 0.0000% | $1538.00           | $20.78             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-09-01      | 6.4630%  | 0.0000% | $1308.00           | $22.31             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-09-01      | 6.7480%  | 0.0000% | $79236448.00       | $1157115.66        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-02-01      | 6.7470%  | 0.0000% | $1272.00           | $40.80             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-02-01      | 6.5490%  | 0.0000% | $330392.00         | $16172.83          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-03-01      | 4.2320%  | 0.0000% | $43025.00          | $986.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-12-01      | 6.3730%  | 0.0000% | $5542.00           | $9.78              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-05-01      | 5.0000%  | 0.0000% | $27787795.00       | $5400186.48        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-07-01      | 4.5000%  | 0.0000% | $1068.00           | $235.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-12-01      | 4.5000%  | 0.0000% | $2016.00           | $99.99             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-05-01      | 4.0000%  | 0.0000% | $12000.00          | $1013.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-05-01      | 4.5000%  | 0.0000% | $13000.00          | $1408.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-08-01      | 6.5000%  | 0.0000% | $710144.00         | $2383.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2027-05-01      | 7.5000%  | 0.0000% | $51369.00          | $4.76              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2028-01-01      | 6.5000%  | 0.0000% | $918000.00         | $90.34             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-09-01      | 7.0000%  | 0.0000% | $18764.00          | $7.30              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-03-01      | 7.0000%  | 0.0000% | $813089.00         | $480.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-02-01      | 7.0000%  | 0.0000% | $55000.00          | $10.05             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-06-01      | 6.5000%  | 0.0000% | $4301072.00        | $3600.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-06-01      | 7.0000%  | 0.0000% | $115000.00         | $98.42             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-04-01      | 7.0000%  | 0.0000% | $125000.00         | $38.44             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-08-01      | 7.0000%  | 0.0000% | $70000.00          | $29.74             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-09-01      | 7.0000%  | 0.0000% | $443000.00         | $235.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-09-01      | 7.0000%  | 0.0000% | $112057.00         | $59.54             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-10-01      | 7.0000%  | 0.0000% | $65000.00          | $26.14             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-08-01      | 6.5000%  | 0.0000% | $2052728.00        | $2248.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-07-01      | 7.0000%  | 0.0000% | $528312.00         | $442.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-11-01      | 5.5000%  | 0.0000% | $1000.00           | $5.72              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-11-01      | 6.5000%  | 0.0000% | $80038.00          | $642.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-12-01      | 5.0000%  | 0.0000% | $2503.00           | $43.60             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-11-01      | 7.0000%  | 0.0000% | $125000.00         | $1652.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-12-01      | 6.5000%  | 0.0000% | $22000.00          | $179.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2028-12-01      | 7.0000%  | 0.0000% | $260000.00         | $1284.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-10-01      | 6.5000%  | 0.0000% | $134290.00         | $1388.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-11-01      | 6.5000%  | 0.0000% | $233921.00         | $1556.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-09-01      | 6.5000%  | 0.0000% | $700000.00         | $12023.63          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-10-01      | 6.5000%  | 0.0000% | $550000.00         | $3256.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-05-01      | 6.5000%  | 0.0000% | $32000.00          | $195.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-05-01      | 6.0000%  | 0.0000% | $50000.00          | $221.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-06-01      | 6.5000%  | 0.0000% | $100717.00         | $625.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-04-01      | 6.5000%  | 0.0000% | $6170.00           | $45.09             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-12-01      | 5.0000%  | 0.0000% | $53000.00          | $714.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-11-01      | 5.5000%  | 0.0000% | $307000.00         | $1953.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-01-01      | 6.5000%  | 0.0000% | $7500.00           | $65.85             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-04-01      | 5.5000%  | 0.0000% | $550000.00         | $3855.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-06-01      | 6.0000%  | 0.0000% | $1112984.00        | $22943.60          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-12-01      | 6.5000%  | 0.0000% | $263908.00         | $2660.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-03-01      | 5.0000%  | 0.0000% | $132000.00         | $1382.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-11-01      | 5.0000%  | 0.0000% | $27000.00          | $231.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-04-01      | 3.5000%  | 0.0000% | $26497.00          | $4166.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2039-02-01      | 5.0000%  | 0.0000% | $84000.00          | $720.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2039-10-01      | 5.5000%  | 0.0000% | $42000.00          | $2012.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-09-01      | 6.5000%  | 0.0000% | $278000.00         | $3810.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-11-01      | 3.5000%  | 0.0000% | $56558.00          | $6868.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2039-03-01      | 7.0000%  | 0.0000% | $99999.00          | $3998.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2040-08-01      | 5.5000%  | 0.0000% | $4000.00           | $183.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2039-09-01      | 6.5000%  | 0.0000% | $1017.00           | $60.97             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2039-04-01      | 6.5000%  | 0.0000% | $28000.00          | $1903.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2040-08-01      | 5.5000%  | 0.0000% | $22000.00          | $1411.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-08-01      | 4.0000%  | 0.0000% | $2224.00           | $286.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-06-01      | 5.5000%  | 0.0000% | $41000.00          | $3250.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-05-01      | 3.5000%  | 0.0000% | $11000.00          | $2081.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-04-01      | 3.5000%  | 0.0000% | $598426.00         | $80144.44          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-02-01      | 4.0000%  | 0.0000% | $4000.00           | $701.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-01-01      | 4.0000%  | 0.0000% | $4070000.00        | $635973.56         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-03-01      | 3.5000%  | 0.0000% | $6001.00           | $771.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-07-01      | 6.5000%  | 0.0000% | $28000.00          | $216.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-10-01      | 6.0000%  | 0.0000% | $165000.00         | $2193.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-12-01      | 6.5000%  | 0.0000% | $100000.00         | $1654.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-08-01      | 6.5000%  | 0.0000% | $14000.00          | $113.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-08-01      | 4.5000%  | 0.0000% | $19000.00          | $1109.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-09-01      | 4.5000%  | 0.0000% | $6000.00           | $582.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-08-01      | 3.5000%  | 0.0000% | $8000.00           | $790.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-01-01      | 3.5000%  | 0.0000% | $309000.00         | $26793.85          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-01-01      | 4.0000%  | 0.0000% | $42000.00          | $3268.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-04-01      | 4.0000%  | 0.0000% | $30000.00          | $2067.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-05-01      | 3.0000%  | 0.0000% | $3581.00           | $492.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-03-01      | 4.5000%  | 0.0000% | $5000.00           | $444.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-09-01      | 4.0000%  | 0.0000% | $2000.00           | $165.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-10-01      | 4.5000%  | 0.0000% | $3000.00           | $412.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-12-01      | 3.5000%  | 0.0000% | $1014.00           | $110.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-12-01      | 4.0000%  | 0.0000% | $5000.00           | $508.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-11-01      | 2.5000%  | 0.0000% | $2000.00           | $504.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-12-01      | 2.5000%  | 0.0000% | $1000.00           | $254.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-06-01      | 3.0000%  | 0.0000% | $70000.00          | $10390.62          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-06-01      | 4.5000%  | 0.0000% | $2000.00           | $158.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-10-01      | 3.0000%  | 0.0000% | $15002.00          | $2386.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-05-01      | 4.0000%  | 0.0000% | $12000.00          | $1262.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-06-01      | 4.0000%  | 0.0000% | $10023.00          | $1031.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-12-01      | 3.0000%  | 0.0000% | $5113054.00        | $923879.24         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-01-01      | 2.5000%  | 0.0000% | $2000.00           | $565.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-04-01      | 4.5000%  | 0.0000% | $9000.00           | $787.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-01-01      | 3.5000%  | 0.0000% | $22771.00          | $2902.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-02-01      | 3.0000%  | 0.0000% | $20000.00          | $2807.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-02-01      | 3.5000%  | 0.0000% | $356996.00         | $42603.19          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-07-01      | 4.5000%  | 0.0000% | $1000.00           | $117.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-10-01      | 3.5000%  | 0.0000% | $17480008.00       | $2187729.94        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-12-01      | 3.0000%  | 0.0000% | $20045.00          | $3009.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-02-01      | 4.5000%  | 0.0000% | $1000.00           | $116.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-04-01      | 4.5000%  | 0.0000% | $1000.00           | $99.69             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-06-01      | 4.5000%  | 0.0000% | $1141.00           | $97.15             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-05-01      | 5.0000%  | 0.0000% | $26000.00          | $2143.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-09-01      | 4.5000%  | 0.0000% | $7000.00           | $597.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-07-01      | 4.0000%  | 0.0000% | $2994.00           | $515.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-02-01      | 3.0000%  | 0.0000% | $25000.00          | $1629.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-04-01      | 2.5000%  | 0.0000% | $3890.00           | $338.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-09-01      | 3.5000%  | 0.0000% | $7000.00           | $888.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-06-01      | 3.5000%  | 0.0000% | $1000.00           | $92.19             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-07-01      | 3.5000%  | 0.0000% | $130000.00         | $11179.61          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-09-01      | 3.5000%  | 0.0000% | $23000.00          | $1919.82           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-09-01      | 3.5000%  | 0.0000% | $17000.00          | $2822.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-08-01      | 3.5000%  | 0.0000% | $14960.00          | $2355.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-06-01      | 5.5000%  | 0.0000% | $20000.00          | $2374.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-02-01      | 4.0000%  | 0.0000% | $3000.00           | $469.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-12-01      | 4.5000%  | 0.0000% | $11000.00          | $851.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-12-01      | 4.0000%  | 0.0000% | $1263.00           | $131.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-03-01      | 3.5000%  | 0.0000% | $14000.00          | $2719.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-10-01      | 4.0000%  | 0.0000% | $1024.00           | $120.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-05-01      | 3.0000%  | 0.0000% | $1000.00           | $281.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-12-01      | 3.0000%  | 0.0000% | $20000.00          | $4725.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-04-01      | 4.5000%  | 0.0000% | $8000.00           | $2064.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-01-01      | 3.5000%  | 0.0000% | $1011.00           | $179.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-05-01      | 5.5000%  | 0.0000% | $23001.00          | $4228.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-08-01      | 4.5000%  | 0.0000% | $1476849.00        | $290665.82         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-06-01      | 5.5000%  | 0.0000% | $5000.00           | $1342.38           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-08-01      | 4.5000%  | 0.0000% | $2000.00           | $434.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-09-01      | 4.5000%  | 0.0000% | $3000.00           | $717.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-10-01      | 3.0000%  | 0.0000% | $1001.00           | $252.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $292.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-10-01      | 4.5000%  | 0.0000% | $8000.00           | $739.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-10-01      | 3.5000%  | 0.0000% | $1000.00           | $79.56             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-03-01      | 3.5000%  | 0.0000% | $5000.00           | $426.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-10-01      | 6.5000%  | 0.0000% | $150000.00         | $2727.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-11-01      | 3.5000%  | 0.0000% | $6000.00           | $548.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-11-01      | 5.0000%  | 0.0000% | $12000.00          | $1007.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-02-01      | 3.5000%  | 0.0000% | $7538002.00        | $961291.21         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-09-01      | 3.0000%  | 0.0000% | $1005.00           | $280.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-03-01      | 4.0000%  | 0.0000% | $1005.00           | $252.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-12-01      | 4.5000%  | 0.0000% | $507000.00         | $36214.85          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $65.33             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-01-01      | 4.5000%  | 0.0000% | $12032.00          | $738.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-11-01      | 4.5000%  | 0.0000% | $5000.00           | $662.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-04-01      | 4.0000%  | 0.0000% | $67939.00          | $5078.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-04-01      | 3.5000%  | 0.0000% | $3000.00           | $248.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-05-01      | 4.5000%  | 0.0000% | $8000.00           | $783.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-06-01      | 4.0000%  | 0.0000% | $5000.00           | $487.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-06-01      | 3.0000%  | 0.0000% | $12000.00          | $1248.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-12-15      | 4.5000%  | 0.0000% | $4000.00           | $3606.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-05-01      | 3.5000%  | 0.0000% | $9010.00           | $1207.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-04-01      | 3.5000%  | 0.0000% | $2000.00           | $439.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-06-01      | 3.5000%  | 0.0000% | $12004.00          | $2562.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-04-01      | 3.5000%  | 0.0000% | $7000.00           | $2161.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-03-01      | 3.5000%  | 0.0000% | $9000.00           | $1909.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-12-01      | 2.5000%  | 0.0000% | $11000.00          | $3682.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-01-01      | 2.0000%  | 0.0000% | $4006000.00        | $2363712.65        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-04-01      | 2.5000%  | 0.0000% | $7000.00           | $4234.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1243.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-08-01      | 4.0000%  | 0.0000% | $5000.00           | $2976.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1190.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2040-02-01      | 5.0000%  | 0.0000% | $1014.00           | $893.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-12-01      | 2.0000%  | 0.0000% | $200000.00         | $142984.78         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-11-01      | 3.0000%  | 0.0000% | $1001.00           | $581.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-01-01      | 3.0000%  | 0.0000% | $10396.00          | $5738.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-01-01      | 2.5000%  | 0.0000% | $699493.00         | $478469.41         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-01-01      | 2.0000%  | 0.0000% | $2010.00           | $1277.63           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-10-01      | 2.5000%  | 0.0000% | $2000.00           | $962.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-09-01      | 4.0000%  | 0.0000% | $3001.00           | $1332.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-02-01      | 3.0000%  | 0.0000% | $19854.00          | $9146.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-02-01      | 3.5000%  | 0.0000% | $2000.00           | $802.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-11-01      | 2.5000%  | 0.0000% | $7001.00           | $3712.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $539.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $631.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $827.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-04-01      | 3.5000%  | 0.0000% | $1137.00           | $761.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 3.5000%  | 0.0000% | $3662.00           | $2784.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1430.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-04-01      | 3.5000%  | 0.0000% | $2022.00           | $1417.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-03-01      | 5.5000%  | 0.0000% | $239275.00         | $187012.00         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $837.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 5.0000%  | 0.0000% | $2057.00           | $1501.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1407.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-03-01      | 3.0000%  | 0.0000% | $1656969.00        | $1186789.84        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 5.5000%  | 0.0000% | $2001.00           | $1585.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-11-01      | 3.5000%  | 0.0000% | $2000.00           | $1378.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-12-01      | 4.5000%  | 0.0000% | $4000.00           | $3209.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1470.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-12-01      | 3.5000%  | 0.0000% | $13000.00          | $10076.70          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-07-01      | 3.5000%  | 0.0000% | $1001.00           | $775.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1586.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-12-01      | 4.5000%  | 0.0000% | $3000.00           | $2307.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-01-01      | 5.0000%  | 0.0000% | $2016.00           | $1621.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1674.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 6.0000%  | 0.0000% | $1010.00           | $766.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-05-01      | 5.0000%  | 0.0000% | $10110.00          | $8214.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.0000%  | 0.0000% | $222245.00         | $185242.19         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 5.5000%  | 0.0000% | $63353.00          | $50863.15          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-05-01      | 3.5000%  | 0.0000% | $3000.00           | $2292.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 3.0000%  | 0.0000% | $19775.00          | $14015.87          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-06-01      | 5.0000%  | 0.0000% | $1194855.00        | $1029902.69        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-02-01      | 1.5000%  | 0.0000% | $217489.00         | $143167.51         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 3.5000%  | 0.0000% | $5056.00           | $4118.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1768.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-09-01      | 3.0000%  | 0.0000% | $1000.00           | $781.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1658.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-07-01      | 6.0000%  | 0.0000% | $300000.00         | $248862.29         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-05-01      | 6.0000%  | 0.0000% | $1780477.00        | $1674745.66        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-06-01      | 4.0000%  | 0.0000% | $155410.00         | $130329.31         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-08-01      | 2.0000%  | 0.0000% | $1186000.00        | $896624.19         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-01-01      | 4.5000%  | 0.0000% | $13535.00          | $12446.65          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $930.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-07-01      | 3.5000%  | 0.0000% | $3001.00           | $274.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-07-01      | 4.5000%  | 0.0000% | $1001.00           | $110.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-07-01      | 4.0000%  | 0.0000% | $2000.00           | $206.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-08-01      | 4.0000%  | 0.0000% | $7781.00           | $803.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-10-01      | 4.5000%  | 0.0000% | $5000.00           | $653.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-09-01      | 2.5000%  | 0.0000% | $1200000.00        | $226326.99         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-11-01      | 3.0000%  | 0.0000% | $7000.00           | $1132.63           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-12-01      | 3.0000%  | 0.0000% | $3000.00           | $526.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $145.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $250.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-05-01      | 4.5000%  | 0.0000% | $3000.00           | $697.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-07-01      | 3.0000%  | 0.0000% | $3047.00           | $841.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1557.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-11-01      | 3.0000%  | 0.0000% | $3000.00           | $1106.30           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.5000%  | 0.0000% | $30561.00          | $24656.84          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-02-01      | 2.5000%  | 0.0000% | $6000.00           | $2856.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-11-01      | 3.0000%  | 0.0000% | $1016.00           | $365.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-12-01      | 2.0000%  | 0.0000% | $5000.00           | $2719.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-08-01      | 2.5000%  | 0.0000% | $21000.00          | $12711.28          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-06-01      | 2.5000%  | 0.0000% | $4000.00           | $2335.63           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-01-01      | 3.0000%  | 0.0000% | $3000.00           | $1899.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-09-01      | 3.5000%  | 0.0000% | $7000.00           | $3357.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-10-01      | 2.5000%  | 0.0000% | $1403044.00        | $871692.26         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-10-01      | 3.5000%  | 0.0000% | $2000.00           | $1047.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $638.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-12-01      | 3.5000%  | 0.0000% | $2000.00           | $1232.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-01-01      | 2.0000%  | 0.0000% | $38000.00          | $24780.47          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-07-01      | 4.0000%  | 0.0000% | $16000.00          | $12370.39          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-04-01      | 3.0000%  | 0.0000% | $110001.00         | $77460.98          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-05-01      | 3.5000%  | 0.0000% | $5000.00           | $3643.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $788.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 5.0000%  | 0.0000% | $3001.00           | $2209.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-08-01      | 2.5000%  | 0.0000% | $170732.00         | $123699.03         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-09-01      | 3.5000%  | 0.0000% | $101000.00         | $77847.52          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-08-01      | 5.5000%  | 0.0000% | $4000.00           | $2949.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $789.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 3.5000%  | 0.0000% | $61000.00          | $46940.25          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-01-01      | 3.0000%  | 0.0000% | $5000.00           | $3800.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $785.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-03-01      | 3.5000%  | 0.0000% | $2000.00           | $1606.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $834.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.5000%  | 0.0000% | $5000.00           | $4017.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 3.5000%  | 0.0000% | $1000.00           | $785.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-07-01      | 4.5000%  | 0.0000% | $1017.00           | $879.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1712.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1747.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-10-01      | 4.0000%  | 0.0000% | $8000.00           | $6711.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-03-01      | 6.0000%  | 0.0000% | $1259978.00        | $995202.35         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-07-01      | 5.5000%  | 0.0000% | $2840003.00        | $2574902.45        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 5.0000%  | 0.0000% | $4000.00           | $3744.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.0000%  | 0.0000% | $5000.00           | $4463.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-11-01      | 6.0000%  | 0.0000% | $3597168.00        | $3455428.92        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-02-01      | 2.0000%  | 0.0000% | $1001.00           | $711.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-04-01      | 3.0000%  | 0.0000% | $5000.00           | $3809.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $823.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $839.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-10-01      | 3.0000%  | 0.0000% | $2001.00           | $1604.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-12-01      | 4.5000%  | 0.0000% | $138894.00         | $140059.88         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-11-01      | 1.2200%  | 0.0000% | $1775.00           | $1416.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-04-01      | 4.9800%  | 0.0000% | $5352756.00        | $5440839.17        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-02-01      | 5.1300%  | 0.0000% | $800000.00         | $823314.00         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-11-01      | 4.9000%  | 0.0000% | $1180898.00        | $1215531.64        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-07-01      | 3.0000%  | 0.0000% | $4000.00           | $562.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $326.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $166.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-01-01      | 3.0000%  | 0.0000% | $1003.00           | $327.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-07-01      | 2.5000%  | 0.0000% | $4000.00           | $1583.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $387.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-08-01      | 2.5000%  | 0.0000% | $148000.00         | $76359.15          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-11-01      | 2.0000%  | 0.0000% | $45999.00          | $24073.83          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-11-01      | 2.0000%  | 0.0000% | $96000.00          | $49445.75          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $274.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $575.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-04-01      | 3.0000%  | 0.0000% | $3000.00           | $1677.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-08-01      | 2.5000%  | 0.0000% | $2001.00           | $1262.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-08-01      | 3.5000%  | 0.0000% | $1000.00           | $466.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-10-01      | 3.0000%  | 0.0000% | $590527.00         | $374539.36         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-01-01      | 3.5000%  | 0.0000% | $1085960.00        | $797126.00         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-02-01      | 3.5000%  | 0.0000% | $163841.00         | $102378.93         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-04-01      | 3.5000%  | 0.0000% | $8000.00           | $4798.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-05-01      | 4.0000%  | 0.0000% | $1001.00           | $812.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1474.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1567.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-08-01      | 4.5000%  | 0.0000% | $306034.00         | $224025.90         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-08-01      | 4.5000%  | 0.0000% | $180000.00         | $137782.71         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-08-01      | 5.0000%  | 0.0000% | $465308.00         | $322757.42         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-08-01      | 4.5000%  | 0.0000% | $5000.00           | $4380.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-09-01      | 5.0000%  | 0.0000% | $667530.00         | $407361.59         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-12-01      | 5.5000%  | 0.0000% | $2298.00           | $1867.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-01-01      | 5.0000%  | 0.0000% | $2078273.00        | $1611430.98        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-03-01      | 5.5000%  | 0.0000% | $1788564.00        | $1533115.04        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $703.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-06-01      | 5.5000%  | 0.0000% | $2719114.00        | $1863483.92        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-06-01      | 3.0000%  | 0.0000% | $3000.00           | $2242.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $835.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $947.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1681.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1597.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-08-01      | 6.5000%  | 0.0000% | $5000.00           | $4093.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-11-01      | 5.5000%  | 0.0000% | $9287.00           | $6246.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $863.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-11-01      | 6.5000%  | 0.0000% | $753941.00         | $505734.99         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $767.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-08-01      | 5.0000%  | 0.0000% | $1344651.00        | $1324290.09        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $783.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-08-01      | 6.0000%  | 0.0000% | $1002.00           | $909.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-08-01      | 5.5000%  | 0.0000% | $1001.00           | $1000.63           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-09-01      | 6.5000%  | 0.0000% | $1006.00           | $862.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-09-01      | 5.5000%  | 0.0000% | $18256.00          | $18322.32          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-09-01      | 6.0000%  | 0.0000% | $4000.00           | $3747.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 6.0000%  | 0.0000% | $7000.00           | $7165.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $3029.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 5.5000%  | 0.0000% | $1652284.00        | $1660966.03        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-11-01      | 5.5000%  | 0.0000% | $2002.00           | $1931.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1059.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-11-01      | 5.0000%  | 0.0000% | $8797.00           | $2025.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-02-01      | 3.5000%  | 0.0000% | $5000.00           | $1236.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-01-01      | 2.5000%  | 0.0000% | $525850.00         | $281181.76         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-11-01      | 2.0000%  | 0.0000% | $6000.00           | $3270.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-11-01      | 2.5000%  | 0.0000% | $3999.00           | $2073.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $529.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-06-01      | 2.0000%  | 0.0000% | $1028.00           | $625.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $708.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-02-01      | 2.0000%  | 0.0000% | $592406.00         | $329931.29         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-05-01      | 2.5000%  | 0.0000% | $70321.00          | $41461.35          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-11-01      | 2.0000%  | 0.0000% | $6004.00           | $3606.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-07-01      | 3.0000%  | 0.0000% | $2391072.00        | $1463939.83        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-07-01      | 2.5000%  | 0.0000% | $1205.00           | $727.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1247.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-04-01      | 2.0000%  | 0.0000% | $6003.00           | $3721.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-04-01      | 4.0000%  | 0.0000% | $3000.00           | $2142.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-11-01      | 2.0000%  | 0.0000% | $684000.00         | $436102.34         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-12-01      | 2.5000%  | 0.0000% | $7001.00           | $4353.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-02-01      | 3.0000%  | 0.0000% | $3008.00           | $2043.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-02-01      | 3.0000%  | 0.0000% | $5059.00           | $3593.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-02-01      | 2.5000%  | 0.0000% | $6001.00           | $3826.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-05-01      | 3.5000%  | 0.0000% | $2142.00           | $1451.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1426.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-08-01      | 4.5000%  | 0.0000% | $15800.00          | $11608.20          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.0000%  | 0.0000% | $100000.00         | $81686.38          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-06-01      | 5.5000%  | 0.0000% | $3000.00           | $2477.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-07-01      | 5.0000%  | 0.0000% | $501636.00         | $427062.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2040-09-01      | 2.0000%  | 0.0000% | $1000.00           | $449.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-09-25      | 0.0000%  | 0.0000% | $6192479.00        | $3530456.59        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2051-01-25      | 2.0000%  | 0.0000% | $82912010.00       | $7611413.96        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2045-01-01      | 3.5000%  | 0.0000% | $509187.00         | $449028.52         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $801.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-03-01      | 5.0000%  | 0.0000% | $1001.00           | $981.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-03-01      | 5.5000%  | 0.0000% | $3999.00           | $3296.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1821.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-04-01      | 5.0000%  | 0.0000% | $1170774.00        | $1152693.74        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-06-01      | 5.5000%  | 0.0000% | $1403800.00        | $1364995.43        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-07-01      | 5.5000%  | 0.0000% | $1034285.00        | $1037716.72        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-10-01      | 7.2190%  | 0.0000% | $3601951.00        | $30385.44          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-06-01      | 4.6630%  | 0.0000% | $2111.00           | $0.63              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-06-01      | 4.2580%  | 0.0000% | $1478.00           | $0.62              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-11-01      | 5.4500%  | 0.0000% | $3387.00           | $0.48              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-04-01      | 4.1840%  | 0.0000% | $252366656.00      | $155867.53         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-03-01      | 3.1130%  | 0.0000% | $1519.00           | $203.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2029-09-01      | 5.6250%  | 0.0000% | $5447.00           | $0.67              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-09-01      | 6.0000%  | 0.0000% | $4202.00           | $24.69             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2025-10-25      | 2.9226%  | 0.0000% | $424968.00         | $38847.16          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2026-04-25      | 2.4690%  | 0.0000% | $168821.00         | $131378.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2046-03-25      | 3.0000%  | 0.0000% | $1000.00           | $833.41            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2046-07-25      | 6.6132%  | 0.0000% | $1100000.00        | $100262.61         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2026-06-25      | 2.2920%  | 0.0000% | $1000.00           | $803.55            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2050-02-25      | 3.5000%  | 0.0000% | $123359.00         | $87083.49          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2050-03-25      | 2.0000%  | 0.0000% | $2515351.00        | $1581534.77        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2033-10-25      | 4.7200%  | 0.0000% | $4155698.00        | $4186363.13        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-11-25      | 5.0000%  | 0.0000% | $3588362.00        | $3510181.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2054-11-25      | 5.3560%  | 0.0000% | $19309654.00       | $17278476.42       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2040-12-01      | 5.5000%  | 0.0000% | $139400.00         | $380.66            | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association                  | 2026-05-01      | 6.5000%  | 0.0000% | $34352.00          | $2.52              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-07-01      | 7.5000%  | 0.0000% | $7319.00           | $2.41              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2031-09-01      | 7.5000%  | 0.0000% | $1721.00           | $1.11              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-04-01      | 6.0000%  | 0.0000% | $751976.00         | $7088.06           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-08-01      | 6.5000%  | 0.0000% | $5334.00           | $216.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-06-01      | 5.0000%  | 0.0000% | $1210.00           | $20.52             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2027-11-01      | 7.5000%  | 0.0000% | $5899.00           | $0.52              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2027-04-01      | 6.6250%  | 0.0000% | $9922013.00        | $9685.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2028-08-01      | 3.6500%  | 0.0000% | $490000.00         | $486388.84         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-12-15      | 2.5000%  | 0.0000% | $1321000.00        | $1084196.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2031-01-25      | 3.0800%  | 0.0000% | $2177.00           | $2078.61           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2026-07-25      | 2.3400%  | 0.0000% | $11538.00          | $2170.33           | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-062       A-1    20260925 3.03200 | 2026-09-25      | 3.0320%  | 0.0000% | $2423.00           | $23.74             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2050-03-25      | 2.5000%  | 0.0000% | $1568.00           | $282.59            | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2051-11-25      | 4.0000%  | 0.0000% | $5478280.00        | $3766897.54        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2031-01-25      | 1.8140%  | 0.0000% | $446691.00         | $392585.29         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2053-08-25      | 6.0000%  | 0.0000% | $1999000.00        | $2071432.43        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2053-10-25      | 5.3060%  | 0.0000% | $4826082.00        | $2746349.23        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2031-10-25      | 5.0280%  | 0.0000% | $217937.00         | $225308.36         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2052-02-25      | 5.0000%  | 0.0000% | $14643298.00       | $13801249.14       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2055-08-25      | 5.5560%  | 0.0000% | $4587449.00        | $4520038.06        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association                  | 2027-05-01      | 6.6950%  | 0.0000% | $1830.00           | $2.26              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-08-01      | 5.3500%  | 0.0000% | $1798664.00        | $1450070.78        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-04-01      | 4.1900%  | 0.0000% | $1666000.00        | $1226886.50        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2029-02-01      | 6.0000%  | 0.0000% | $2892.00           | $0.22              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-10-01      | 8.0000%  | 0.0000% | $2611.00           | $1.24              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2031-04-01      | 6.0000%  | 0.0000% | $398668.00         | $477.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-08-01      | 4.6450%  | 0.0000% | $50771445.00       | $42955.99          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-12-01      | 4.8910%  | 0.0000% | $3318.00           | $2.00              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-02-01      | 4.8000%  | 0.0000% | $37338596.00       | $250869.64         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-07-01      | 6.5000%  | 0.0000% | $60036.00          | $87.88             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-07-01      | 6.5000%  | 0.0000% | $4470682.00        | $5712.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-03-01      | 6.0000%  | 0.0000% | $13986.00          | $35.03             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-09-01      | 6.6070%  | 0.0000% | $5855.00           | $44.97             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-02-01      | 6.0000%  | 0.0000% | $6398.00           | $14.63             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-08-01      | 4.1870%  | 0.0000% | $13340.00          | $0.95              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-05-01      | 4.5000%  | 0.0000% | $71000.00          | $4895.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-08-01      | 4.5000%  | 0.0000% | $5662228.00        | $110583.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-08-01      | 4.5000%  | 0.0000% | $10260.00          | $831.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-08-01      | 4.5000%  | 0.0000% | $4035.00           | $259.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-06-01      | 6.3080%  | 0.0000% | $16058254.00       | $494783.36         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-05-01      | 6.3850%  | 0.0000% | $2866.00           | $87.45             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-06-01      | 6.3790%  | 0.0000% | $302146.00         | $14414.90          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-05-01      | 6.5000%  | 0.0000% | $1578392.00        | $102795.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $155.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-04-01      | 6.5900%  | 0.0000% | $17210.00          | $849.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-09-01      | 4.5000%  | 0.0000% | $299034.00         | $37598.00          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-06-01      | 4.0000%  | 0.0000% | $19993502.00       | $2547178.79        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-05-01      | 6.0000%  | 0.0000% | $1007.00           | $115.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-06-01      | 4.0000%  | 0.0000% | $3000.00           | $395.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-03-01      | 4.5000%  | 0.0000% | $20032.00          | $2695.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-06-01      | 4.5000%  | 0.0000% | $1000.00           | $109.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-04-01      | 6.5670%  | 0.0000% | $173000.00         | $8826.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-03-01      | 6.5350%  | 0.0000% | $7694000.00        | $407926.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-04-01      | 3.2980%  | 0.0000% | $56697.00          | $5273.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-06-01      | 4.0000%  | 0.0000% | $483999.00         | $76133.87          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-01-01      | 4.0000%  | 0.0000% | $11000.00          | $1203.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-04-01      | 4.5000%  | 0.0000% | $3009.00           | $432.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-12-01      | 4.5000%  | 0.0000% | $3025.00           | $462.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-01-01      | 4.5000%  | 0.0000% | $1003.00           | $160.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-07-01      | 4.0000%  | 0.0000% | $50000.00          | $3276.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-01-01      | 3.5000%  | 0.0000% | $91023.00          | $9971.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-02-01      | 3.5000%  | 0.0000% | $112000.00         | $22069.73          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-04-01      | 4.5000%  | 0.0000% | $3072.00           | $298.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-05-01      | 4.5000%  | 0.0000% | $1000.00           | $33.49             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-07-01      | 3.5000%  | 0.0000% | $4028.00           | $915.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-09-01      | 3.5000%  | 0.0000% | $1000000.00        | $239357.18         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-12-01      | 3.0000%  | 0.0000% | $2032.00           | $646.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-02-01      | 4.0000%  | 0.0000% | $222292.00         | $68135.43          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-02-01      | 4.5000%  | 0.0000% | $1002.00           | $321.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-06-01      | 4.0000%  | 0.0000% | $1042.00           | $167.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-08-01      | 3.5000%  | 0.0000% | $27921.00          | $4124.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-06-01      | 6.2150%  | 0.0000% | $1000.00           | $20.79             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-09-01      | 5.0000%  | 0.0000% | $171295.00         | $14139.29          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-04-01      | 3.5000%  | 0.0000% | $2000.00           | $527.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-05-01      | 3.0000%  | 0.0000% | $5003.00           | $688.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-10-01      | 1.6295%  | 0.0000% | $100793.00         | $1016.31           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association                  | 2033-08-01      | 6.0390%  | 0.0000% | $27699.00          | $387.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-12-01      | 6.5000%  | 0.0000% | $7167.00           | $34.42             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-08-01      | 5.5000%  | 0.0000% | $2255.00           | $35.77             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-08-01      | 6.2340%  | 0.0000% | $20034530.00       | $461730.95         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-06-01      | 5.0000%  | 0.0000% | $378006.00         | $3648.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-07-01      | 6.3910%  | 0.0000% | $9999000.00        | $76833.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-09-01      | 6.5000%  | 0.0000% | $12021.00          | $130.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-03-01      | 5.0000%  | 0.0000% | $28000.00          | $282.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-11-01      | 4.5000%  | 0.0000% | $13244306.00       | $80890.90          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-11-01      | 6.6200%  | 0.0000% | $8808.00           | $76.99             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-03-01      | 6.1970%  | 0.0000% | $1573.00           | $4.35              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-01-01      | 6.6250%  | 0.0000% | $1993998.00        | $13473.20          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-04-01      | 5.0000%  | 0.0000% | $44000.00          | $379.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-06-01      | 6.5000%  | 0.0000% | $1963.00           | $15.26             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-12-01      | 6.2030%  | 0.0000% | $5000000.00        | $75895.81          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-06-01      | 6.3250%  | 0.0000% | $5598.00           | $13.21             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2029-04-01      | 6.5000%  | 0.0000% | $5152.00           | $0.33              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-07-01      | 6.2520%  | 0.0000% | $3401.00           | $45.15             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-12-01      | 6.5160%  | 0.0000% | $9999000.00        | $136313.74         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-07-01      | 5.8710%  | 0.0000% | $100001008.00      | $467451.13         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-08-01      | 6.4700%  | 0.0000% | $5212743.00        | $26952.36          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-10-01      | 6.0670%  | 0.0000% | $850000.00         | $13929.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-11-01      | 6.5260%  | 0.0000% | $62453623.00       | $544082.28         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-09-01      | 6.3000%  | 0.0000% | $533104.00         | $4253.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-12-01      | 6.7900%  | 0.0000% | $14924941.00       | $274785.16         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-04-01      | 6.6550%  | 0.0000% | $3454000.00        | $50899.39          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-05-01      | 6.8980%  | 0.0000% | $19668.00          | $163.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-02-01      | 6.0000%  | 0.0000% | $5004.00           | $4455.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $997.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-03-01      | 6.0000%  | 0.0000% | $2001.00           | $1886.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-08-01      | 5.5000%  | 0.0000% | $16924563.00       | $17123805.06       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1950.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-06-01      | 6.5000%  | 0.0000% | $4001.00           | $3204.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-06-01      | 6.0000%  | 0.0000% | $4000.00           | $3806.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-08-01      | 5.5000%  | 0.0000% | $3000.00           | $2724.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-08-01      | 6.5000%  | 0.0000% | $381139.00         | $393820.54         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-08-01      | 7.0000%  | 0.0000% | $1001.00           | $1063.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-10-01      | 5.5000%  | 0.0000% | $394125.00         | $397625.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-09-01      | 5.5000%  | 0.0000% | $68468.00          | $67392.03          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-10-01      | 5.5000%  | 0.0000% | $6964287.00        | $6539903.39        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.0000%  | 0.0000% | $1540.00           | $1589.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.0000%  | 0.0000% | $6017.00           | $5798.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-11-01      | 6.0000%  | 0.0000% | $3001.00           | $3051.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 5.5000%  | 0.0000% | $12275441.00       | $11523771.00       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 4.5000%  | 0.0000% | $4000.00           | $3863.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.5000%  | 0.0000% | $1183402.00        | $1231346.87        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 5.5000%  | 0.0000% | $2006.00           | $2000.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.0000%  | 0.0000% | $4000.00           | $3993.91           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.0000%  | 0.0000% | $1260.00           | $1293.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-02-01      | 5.5000%  | 0.0000% | $3000.00           | $3019.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 5.5000%  | 0.0000% | $37460.00          | $36104.65          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 4.5000%  | 0.0000% | $4000.00           | $3872.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-02-01      | 6.5000%  | 0.0000% | $4473856.00        | $4215567.59        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 4.5000%  | 0.0000% | $1250325.00        | $966075.89         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $924.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-03-01      | 5.5000%  | 0.0000% | $1685324.00        | $1707033.49        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 6.5000%  | 0.0000% | $686254.00         | $715960.80         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 6.5000%  | 0.0000% | $3506148.00        | $3652399.26        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-05-01      | 5.5000%  | 0.0000% | $325623.00         | $306570.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-07-01      | 6.0000%  | 0.0000% | $18236758.00       | $18204669.53       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-08-01      | 6.0000%  | 0.0000% | $283007.00         | $292579.57         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-07-01      | 6.0000%  | 0.0000% | $538701.00         | $554167.13         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-09-01      | 6.5000%  | 0.0000% | $1866344.00        | $1955054.54        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-10-01      | 5.5000%  | 0.0000% | $20136.00          | $20457.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-08-01      | 3.0000%  | 0.0000% | $1093828.00        | $498672.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-12-01      | 4.5000%  | 0.0000% | $1590.00           | $231.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-05-01      | 3.0000%  | 0.0000% | $1712538.00        | $436031.43         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-12-01      | 3.0000%  | 0.0000% | $2060.00           | $517.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-07-01      | 3.0000%  | 0.0000% | $2004.00           | $384.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-11-01      | 3.0000%  | 0.0000% | $2217693.00        | $184453.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $231.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-01-01      | 3.5000%  | 0.0000% | $9539009.00        | $1469403.06        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-12-01      | 4.0000%  | 0.0000% | $461827.00         | $98081.14          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-12-01      | 4.5000%  | 0.0000% | $6693.00           | $1186.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $134.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-10-01      | 4.5000%  | 0.0000% | $4600000.00        | $895940.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-09-01      | 2.8900%  | 0.0000% | $11751.00          | $10520.14          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2039-11-01      | 2.8000%  | 0.0000% | $1277.00           | $1027.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-01-01      | 2.4700%  | 0.0000% | $39000.00          | $32365.26          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-05-01      | 2.1700%  | 0.0000% | $28278.00          | $25947.64          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-04-01      | 2.4500%  | 0.0000% | $1420000.00        | $1197300.85        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-02-01      | 4.0000%  | 0.0000% | $1000.00           | $233.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-02-01      | 4.0000%  | 0.0000% | $1037.00           | $218.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-10-01      | 3.5000%  | 0.0000% | $113000.00         | $31798.66          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-07-01      | 5.0000%  | 0.0000% | $18000.00          | $3537.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-12-01      | 3.5000%  | 0.0000% | $100000.00         | $27665.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-03-01      | 3.5000%  | 0.0000% | $2885032.00        | $794714.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-12-01      | 5.0000%  | 0.0000% | $123093.00         | $17691.93          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-02-01      | 3.5000%  | 0.0000% | $1003.00           | $186.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-02-01      | 5.0000%  | 0.0000% | $16000.00          | $5027.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-11-01      | 5.0000%  | 0.0000% | $6004.00           | $1275.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-12-01      | 6.3980%  | 0.0000% | $5833788.00        | $1592610.40        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-08-01      | 1.7546%  | 0.0000% | $21646.00          | $18740.17          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-01-01      | 4.1850%  | 0.0000% | $10024.00          | $9322.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-04-01      | 6.6980%  | 0.0000% | $59594.00          | $56427.35          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-09-01      | 5.0000%  | 0.0000% | $2008988.00        | $75698.88          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-12-01      | 4.5000%  | 0.0000% | $1000.00           | $194.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-05-01      | 3.5000%  | 0.0000% | $3001.00           | $1100.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-06-01      | 4.5000%  | 0.0000% | $2004.00           | $607.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-10-01      | 3.0000%  | 0.0000% | $88000.00          | $11261.41          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-06-01      | 2.5000%  | 0.0000% | $4000.00           | $1712.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-09-01      | 2.0000%  | 0.0000% | $996000.00         | $425779.85         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-05-01      | 2.0000%  | 0.0000% | $6001.00           | $3733.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-02-01      | 2.0000%  | 0.0000% | $2106000.00        | $1029449.50        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-06-01      | 2.5900%  | 0.0000% | $3267932.00        | $2298059.87        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-07-01      | 1.8600%  | 0.0000% | $96000.00          | $79725.82          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2031-11-01      | 1.7500%  | 0.0000% | $5058573.00        | $4410244.64        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2031-11-01      | 1.9800%  | 0.0000% | $10536.00          | $9203.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-10-01      | 3.9700%  | 0.0000% | $596448.00         | $556342.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-12-01      | 4.9400%  | 0.0000% | $100000.00         | $99382.00          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-01-01      | 4.6900%  | 0.0000% | $290243.00         | $285734.91         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-06-01      | 4.5900%  | 0.0000% | $34006.00          | $34491.83          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-05-01      | 4.2700%  | 0.0000% | $12236000.00       | $11919527.34       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-05-01      | 2.5000%  | 0.0000% | $100000.00         | $58650.70          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-08-01      | 2.5000%  | 0.0000% | $348858.00         | $192658.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-03-01      | 5.5000%  | 0.0000% | $1794.00           | $1752.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 6.0000%  | 0.0000% | $39986.00          | $35907.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 2.5000%  | 0.0000% | $757634.00         | $504490.60         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 5.5000%  | 0.0000% | $750000.00         | $602825.02         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-10-01      | 6.0000%  | 0.0000% | $1003.00           | $839.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-09-01      | 6.0000%  | 0.0000% | $1486244.00        | $1512769.30        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-11-01      | 6.0000%  | 0.0000% | $5000.00           | $4325.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.5000%  | 0.0000% | $2002.00           | $2069.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 2.0000%  | 0.0000% | $87999.00          | $55719.69          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 3.5000%  | 0.0000% | $1206.00           | $872.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 5.5000%  | 0.0000% | $2001.00           | $2028.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-03-01      | 5.0000%  | 0.0000% | $76961.00          | $76123.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-05-01      | 4.5000%  | 0.0000% | $2042973.00        | $1978615.83        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 2.5000%  | 0.0000% | $9475.00           | $5599.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 3.0000%  | 0.0000% | $70974.00          | $45485.30          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-04-01      | 3.5000%  | 0.0000% | $2001.00           | $1106.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-08-01      | 6.0000%  | 0.0000% | $40008257.00       | $41075113.70       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-12-01      | 6.0000%  | 0.0000% | $6048854.00        | $5020201.24        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-01-01      | 6.5000%  | 0.0000% | $2016.00           | $1462.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-08-01      | 5.0000%  | 0.0000% | $919576.00         | $621377.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-10-01      | 5.0000%  | 0.0000% | $1591000.00        | $1159708.18        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-11-01      | 5.5000%  | 0.0000% | $100000.00         | $70015.79          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-12-01      | 4.0000%  | 0.0000% | $2000.00           | $1480.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 6.5000%  | 0.0000% | $4723.00           | $4924.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.0000%  | 0.0000% | $4780970.00        | $3914071.56        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1599.76           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-03-01      | 5.0000%  | 0.0000% | $2029806.00        | $1441730.94        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $984.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 5.5000%  | 0.0000% | $3000.00           | $2392.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 6.0000%  | 0.0000% | $385367.00         | $302978.49         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1591.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 5.5000%  | 0.0000% | $1838700.00        | $983574.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 5.5000%  | 0.0000% | $2352073.00        | $1978877.19        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1027.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-05-01      | 5.5000%  | 0.0000% | $15895.00          | $12608.06          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-11-01      | 6.5000%  | 0.0000% | $1001.00           | $683.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2029-06-01      | 4.7600%  | 0.0000% | $570682.00         | $585613.58         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-04-01      | 5.1300%  | 0.0000% | $1050.00           | $1047.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-11-01      | 4.3400%  | 0.0000% | $86400.00          | $87131.90          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-04-01      | 4.4000%  | 0.0000% | $2863336.00        | $2885957.63        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-02-01      | 4.9300%  | 0.0000% | $121563.00         | $125713.69         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-07-01      | 4.4900%  | 0.0000% | $1430000.00        | $1447407.31        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2037-11-01      | 3.5000%  | 0.0000% | $1000.00           | $279.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-05-01      | 4.5000%  | 0.0000% | $2336.00           | $626.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-04-01      | 3.5000%  | 0.0000% | $800000.00         | $207908.87         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-04-01      | 4.5000%  | 0.0000% | $345000.00         | $41853.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-08-01      | 4.5000%  | 0.0000% | $3002.00           | $622.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $165.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-09-01      | 4.5000%  | 0.0000% | $24850661.00       | $2911314.96        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-11-01      | 4.5000%  | 0.0000% | $5012.00           | $367.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-12-01      | 5.5000%  | 0.0000% | $9745938.00        | $1836351.06        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-01-01      | 4.5000%  | 0.0000% | $299000.00         | $21992.85          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $299.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-07-01      | 4.0000%  | 0.0000% | $1125.00           | $325.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-07-01      | 3.5000%  | 0.0000% | $73998.00          | $7415.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-08-01      | 5.0000%  | 0.0000% | $1051.00           | $168.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-09-01      | 3.0000%  | 0.0000% | $29571224.00       | $5151095.73        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-03-01      | 3.0000%  | 0.0000% | $4000.00           | $1597.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-06-01      | 4.0000%  | 0.0000% | $1000.00           | $228.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-07-01      | 3.0000%  | 0.0000% | $1426.00           | $437.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-08-01      | 2.5000%  | 0.0000% | $12438649.00       | $6312908.11        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-10-01      | 3.0000%  | 0.0000% | $1000.00           | $360.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-10-01      | 2.0000%  | 0.0000% | $3725000.00        | $1968268.28        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 2.0000%  | 0.0000% | $2001.00           | $1219.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-08-01      | 2.0000%  | 0.0000% | $716732.00         | $443213.71         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-12-01      | 2.5000%  | 0.0000% | $5199.00           | $3388.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-12-01      | 2.5000%  | 0.0000% | $4003.00           | $2736.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-12-01      | 3.5000%  | 0.0000% | $200000.00         | $122395.82         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-05-01      | 3.0000%  | 0.0000% | $191858.00         | $123320.72         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-12-01      | 2.0000%  | 0.0000% | $67000.00          | $44924.84          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-04-01      | 3.0000%  | 0.0000% | $95951.00          | $65837.44          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 5.0000%  | 0.0000% | $1535370.00        | $1079103.92        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1473.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1468.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1446.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 3.0000%  | 0.0000% | $9000.00           | $6634.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 3.5000%  | 0.0000% | $49040.00          | $36002.51          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-12-01      | 6.0000%  | 0.0000% | $100000.00         | $74308.49          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-09-01      | 4.5000%  | 0.0000% | $17671.00          | $13438.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-09-01      | 6.0000%  | 0.0000% | $146597.00         | $102545.68         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-11-01      | 5.5000%  | 0.0000% | $225000.00         | $178940.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-11-01      | 5.0000%  | 0.0000% | $184300.00         | $151888.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-11-01      | 6.5000%  | 0.0000% | $10005.00          | $7740.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-12-01      | 4.5000%  | 0.0000% | $85036.00          | $62568.59          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-02-01      | 4.0000%  | 0.0000% | $4003.00           | $3340.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $827.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.0000%  | 0.0000% | $258084.00         | $188951.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.5000%  | 0.0000% | $88721.00          | $74440.77          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.5000%  | 0.0000% | $23081.00          | $18968.97          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 6.0000%  | 0.0000% | $47576.00          | $39107.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 6.0000%  | 0.0000% | $8003.00           | $6509.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-10-01      | 4.0000%  | 0.0000% | $11177.00          | $9957.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-10-01      | 6.0000%  | 0.0000% | $2007.00           | $1592.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $935.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-12-01      | 6.0000%  | 0.0000% | $2016.00           | $1424.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-12-01      | 6.5000%  | 0.0000% | $43000.00          | $36147.17          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1056.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 4.5000%  | 0.0000% | $4087.00           | $3938.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $821.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 4.5000%  | 0.0000% | $221583.00         | $203756.79         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $961.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-01-01      | 6.5000%  | 0.0000% | $142368.00         | $146927.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-11-01      | 3.5000%  | 0.0000% | $58000.00          | $8467.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-06-01      | 5.5000%  | 0.0000% | $1004.00           | $258.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-06-01      | 3.5000%  | 0.0000% | $140000.00         | $24021.35          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-10-01      | 3.5000%  | 0.0000% | $1626064.00        | $398632.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-09-01      | 5.0000%  | 0.0000% | $20895493.00       | $5645877.12        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-08-01      | 3.5000%  | 0.0000% | $20125.00          | $4842.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-08-01      | 4.0000%  | 0.0000% | $2004.00           | $641.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-05-01      | 3.0000%  | 0.0000% | $1669000.00        | $786193.27         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-05-01      | 3.5000%  | 0.0000% | $1860.00           | $701.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-10-01      | 3.5000%  | 0.0000% | $299000.00         | $115875.73         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-04-01      | 3.5000%  | 0.0000% | $11000.00          | $2301.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-05-01      | 3.5000%  | 0.0000% | $200000.00         | $43362.71          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-06-01      | 5.0000%  | 0.0000% | $1031.00           | $241.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-02-01      | 2.0000%  | 0.0000% | $1026.00           | $606.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $512.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-05-01      | 2.0000%  | 0.0000% | $1001.00           | $540.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-01-01      | 4.0000%  | 0.0000% | $3000.00           | $905.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $471.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-03-01      | 4.0000%  | 0.0000% | $7001.00           | $2335.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-01-01      | 3.5000%  | 0.0000% | $53992.00          | $18310.69          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $597.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-01-01      | 4.0000%  | 0.0000% | $659899.00         | $274192.08         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-09-01      | 2.0000%  | 0.0000% | $35000.00          | $18574.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-09-01      | 2.5000%  | 0.0000% | $1001.00           | $634.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-08-01      | 3.5000%  | 0.0000% | $1000.00           | $540.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-03-01      | 3.0000%  | 0.0000% | $1003.00           | $543.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-02-01      | 2.5000%  | 0.0000% | $383599.00         | $250582.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-01-01      | 2.5000%  | 0.0000% | $47246.00          | $29219.88          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-08-01      | 3.0000%  | 0.0000% | $20000.00          | $11010.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-02-01      | 2.0000%  | 0.0000% | $440000.00         | $265782.13         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 3.0000%  | 0.0000% | $92427.00          | $60476.51          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-03-01      | 3.0000%  | 0.0000% | $41968.00          | $24449.36          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-04-01      | 3.0000%  | 0.0000% | $79241.00          | $53653.36          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 3.0000%  | 0.0000% | $95999.00          | $67824.89          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-10-01      | 3.0000%  | 0.0000% | $2000.00           | $1255.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-08-01      | 5.0000%  | 0.0000% | $1383000.00        | $1068555.59        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $662.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 4.0000%  | 0.0000% | $4000.00           | $2952.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 4.0000%  | 0.0000% | $21818.00          | $16342.19          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-08-01      | 3.5000%  | 0.0000% | $3000.00           | $2340.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-09-01      | 4.5000%  | 0.0000% | $6594.00           | $5106.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-09-01      | 5.0000%  | 0.0000% | $50825.00          | $39942.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-01-01      | 3.0000%  | 0.0000% | $1005.00           | $684.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2037-02-01      | 2.5000%  | 0.0000% | $10000.00          | $6458.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $829.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-12-01      | 4.5000%  | 0.0000% | $1660.00           | $1282.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1531.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 2.0000%  | 0.0000% | $365845.00         | $251977.06         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-03-01      | 5.5000%  | 0.0000% | $1958.00           | $1637.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.0000%  | 0.0000% | $774444.00         | $669498.80         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.0000%  | 0.0000% | $1111.00           | $847.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-04-01      | 3.5000%  | 0.0000% | $4000.00           | $2944.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-05-01      | 5.0000%  | 0.0000% | $92000.00          | $78633.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 2.5000%  | 0.0000% | $1233.00           | $839.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-05-01      | 6.5000%  | 0.0000% | $4200000.00        | $3157967.40        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-01-01      | 6.0000%  | 0.0000% | $17000.00          | $12578.03          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.5000%  | 0.0000% | $74275.00          | $60242.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.5000%  | 0.0000% | $2078.00           | $1718.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1489.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.0000%  | 0.0000% | $532756.00         | $432524.64         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 3.0000%  | 0.0000% | $189478.00         | $140218.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-11-01      | 6.5000%  | 0.0000% | $4006688.00        | $3182705.81        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $770.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 3.5000%  | 0.0000% | $39000.00          | $30768.51          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 3.5000%  | 0.0000% | $1018.00           | $788.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-11-01      | 3.0000%  | 0.0000% | $6000.00           | $4533.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-10-01      | 5.0000%  | 0.0000% | $855312.00         | $720318.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-11-01      | 3.0000%  | 0.0000% | $2000.00           | $1579.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-05-01      | 5.0000%  | 0.0000% | $6509240.00        | $5548235.69        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 3.0000%  | 0.0000% | $3001.00           | $2345.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-06-01      | 6.5000%  | 0.0000% | $281333.00         | $239452.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $921.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 3.0000%  | 0.0000% | $4134091.00        | $3388241.03        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 2.5000%  | 0.0000% | $23000.00          | $18126.98          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $770.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $922.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 5.5000%  | 0.0000% | $1577000.00        | $1387673.24        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-03-01      | 3.5000%  | 0.0000% | $173026.00         | $151375.97         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2037-05-01      | 6.0750%  | 0.0000% | $28010241.00       | $60124.19          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2037-06-01      | 6.3790%  | 0.0000% | $4992000.00        | $29540.89          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2037-12-01      | 7.0000%  | 0.0000% | $21298.00          | $194.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-02-01      | 4.5000%  | 0.0000% | $1035.00           | $75.79             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-03-01      | 6.5000%  | 0.0000% | $1028.00           | $18.03             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-11-01      | 7.0000%  | 0.0000% | $12640.00          | $43.08             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2039-10-01      | 6.0000%  | 0.0000% | $1010.00           | $42.00             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2037-07-01      | 6.0000%  | 0.0000% | $2026.00           | $32.11             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-04-01      | 5.0000%  | 0.0000% | $1000.00           | $101.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-02-01      | 7.0000%  | 0.0000% | $8956.00           | $93.52             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-03-01      | 5.0000%  | 0.0000% | $1014189.00        | $17615.94          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-08-01      | 5.5000%  | 0.0000% | $5025.00           | $87.02             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-09-01      | 6.5220%  | 0.0000% | $10500000.00       | $245368.51         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-10-01      | 6.3350%  | 0.0000% | $24977685.00       | $290425.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2039-04-01      | 6.0000%  | 0.0000% | $2997.00           | $205.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2039-04-01      | 6.0000%  | 0.0000% | $1162.00           | $39.41             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-11-01      | 4.0000%  | 0.0000% | $1009.00           | $100.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-06-01      | 4.0000%  | 0.0000% | $1046.00           | $132.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-07-01      | 3.0000%  | 0.0000% | $273233.00         | $37997.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-03-01      | 3.5000%  | 0.0000% | $21684.00          | $2144.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-11-01      | 4.0000%  | 0.0000% | $13818.00          | $503.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $66.22             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $189.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-11-01      | 3.5000%  | 0.0000% | $13678417.00       | $1796584.76        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-01-01      | 3.5000%  | 0.0000% | $26662846.00       | $3739971.54        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-07-01      | 4.5000%  | 0.0000% | $1178.00           | $93.89             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 2.0000%  | 0.0000% | $5249052.00        | $3240650.72        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 2.5000%  | 0.0000% | $443016.00         | $260580.80         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-08-01      | 2.0000%  | 0.0000% | $15000.00          | $9305.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-08-01      | 2.5000%  | 0.0000% | $526119.00         | $314902.19         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-09-01      | 2.5000%  | 0.0000% | $3000.00           | $1835.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-06-01      | 3.5000%  | 0.0000% | $199817.00         | $17394.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-08-01      | 2.5000%  | 0.0000% | $1000.00           | $127.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-12-01      | 3.5000%  | 0.0000% | $537008.00         | $74143.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-01-01      | 3.0000%  | 0.0000% | $1463888.00        | $249499.09         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-02-01      | 2.5000%  | 0.0000% | $13001.00          | $2940.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-09-01      | 2.0000%  | 0.0000% | $72116.00          | $35284.31          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-09-01      | 2.5000%  | 0.0000% | $318999.00         | $130152.64         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-10-01      | 3.0000%  | 0.0000% | $3000.00           | $991.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-11-01      | 1.5000%  | 0.0000% | $252304.00         | $138982.56         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-11-01      | 3.0000%  | 0.0000% | $3000.00           | $1049.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-03-01      | 1.5000%  | 0.0000% | $748337.00         | $432691.93         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1114.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-04-01      | 3.0000%  | 0.0000% | $3000.00           | $1394.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-05-01      | 2.5000%  | 0.0000% | $1001.00           | $559.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-06-01      | 3.0000%  | 0.0000% | $203998.00         | $103241.12         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-02-01      | 4.5000%  | 0.0000% | $13289.00          | $11970.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-03-01      | 5.0000%  | 0.0000% | $1001.00           | $905.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-03-01      | 5.5000%  | 0.0000% | $60000.00          | $51638.80          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-04-01      | 5.0000%  | 0.0000% | $1003.00           | $906.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-04-01      | 5.5000%  | 0.0000% | $2406945.00        | $2106914.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-01-01      | 2.5000%  | 0.0000% | $56000.00          | $36602.49          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-02-01      | 3.0000%  | 0.0000% | $609000.00         | $394854.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $671.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-04-01      | 3.5000%  | 0.0000% | $22000.00          | $15253.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 2.0000%  | 0.0000% | $550011.00         | $381233.20         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 2.5000%  | 0.0000% | $222003.00         | $158120.76         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2037-05-01      | 2.5000%  | 0.0000% | $1455.00           | $928.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-04-01      | 4.0000%  | 0.0000% | $4000.00           | $2674.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 4.0000%  | 0.0000% | $397228.00         | $304199.82         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-08-01      | 4.5000%  | 0.0000% | $60955.00          | $47137.54          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-10-01      | 5.0000%  | 0.0000% | $4000.00           | $3010.81           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-12-01      | 5.5000%  | 0.0000% | $11235500.00       | $8826149.45        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-01-01      | 4.5000%  | 0.0000% | $21000.00          | $17504.01          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-03-01      | 5.0000%  | 0.0000% | $5000.00           | $4061.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-02-01      | 6.0000%  | 0.0000% | $266000.00         | $180578.28         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.5000%  | 0.0000% | $1004.00           | $792.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-05-01      | 5.5000%  | 0.0000% | $208481.00         | $167343.13         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $812.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-09-01      | 5.5000%  | 0.0000% | $5045.00           | $4200.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $765.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-10-01      | 5.5000%  | 0.0000% | $1175000.00        | $987522.12         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-10-01      | 4.0000%  | 0.0000% | $3000.00           | $2539.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-01-01      | 5.5000%  | 0.0000% | $4000000.00        | $3518593.28        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 6.0000%  | 0.0000% | $9887012.00        | $8320473.41        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.0000%  | 0.0000% | $10000.00          | $9159.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-08-01      | 6.5000%  | 0.0000% | $102730.00         | $104541.41         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-09-01      | 3.5000%  | 0.0000% | $610400.00         | $560627.64         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-05-01      | 7.0000%  | 0.0000% | $308954.00         | $25251.68          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-04-01      | 6.2970%  | 0.0000% | $6210673.00        | $274037.31         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-09-01      | 2.0000%  | 0.0000% | $100006.00         | $11642.19          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 5.5000%  | 0.0000% | $5302860.00        | $5292576.67        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 5.5000%  | 0.0000% | $104119.00         | $101211.86         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.0000%  | 0.0000% | $2327905.00        | $2395813.75        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1849.63           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.0000%  | 0.0000% | $2000.00           | $2039.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $2114504.00        | $1769939.59        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 4.5000%  | 0.0000% | $6008.00           | $5805.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 4.5000%  | 0.0000% | $1057.00           | $1023.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 4.5000%  | 0.0000% | $2007.00           | $1709.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.5000%  | 0.0000% | $84116.00          | $69490.38          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 6.5000%  | 0.0000% | $2001.00           | $2072.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $25788.00          | $26233.57          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $1202242.00        | $887311.20         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 5.5000%  | 0.0000% | $24532.00          | $23821.17          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $953.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1016.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 6.0000%  | 0.0000% | $17685.00          | $17144.39          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $3017834.00        | $2951318.01        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $9002.00           | $8320.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 4.5000%  | 0.0000% | $1012.00           | $983.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $18862.00          | $19293.81          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $980.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 5.5000%  | 0.0000% | $71962.00          | $72849.28          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-03-01      | 5.5000%  | 0.0000% | $1722528.00        | $1738335.36        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.5000%  | 0.0000% | $2003.00           | $2022.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $978.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 5.5000%  | 0.0000% | $33714.00          | $34180.88          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.5000%  | 0.0000% | $5000.00           | $5009.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $998.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.5000%  | 0.0000% | $12693.00          | $12806.82          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.5000%  | 0.0000% | $106906.00         | $108248.56         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 6.5000%  | 0.0000% | $5001.00           | $5129.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 6.5000%  | 0.0000% | $5002.00           | $5226.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 4.5000%  | 0.0000% | $65471.00          | $63582.94          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 6.5000%  | 0.0000% | $306324.00         | $319618.55         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 6.5000%  | 0.0000% | $5000.00           | $5203.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 6.0000%  | 0.0000% | $209121.00         | $208078.20         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 6.0000%  | 0.0000% | $3898576.00        | $3970499.32        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-08-01      | 5.5000%  | 0.0000% | $225418.00         | $228199.44         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-08-01      | 6.0000%  | 0.0000% | $540468.00         | $556679.62         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-09-01      | 6.0000%  | 0.0000% | $923454.00         | $951044.55         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-09-01      | 6.0000%  | 0.0000% | $2551472.00        | $2620005.39        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.0000%  | 0.0000% | $1640000.00        | $1553931.35        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-03-01      | 6.5000%  | 0.0000% | $3085.00           | $2887.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.0000%  | 0.0000% | $9567.00           | $9785.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-10-01      | 4.2700%  | 0.0000% | $75000.00          | $55302.94          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-03-25      | 2.0000%  | 0.0000% | $806672.00         | $96568.92          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2054-07-01      | 6.5000%  | 0.0000% | $517190.00         | $466361.52         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 4.5000%  | 0.0000% | $1343883.00        | $1257322.78        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 4.5000%  | 0.0000% | $793461.00         | $752778.40         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 4.5000%  | 0.0000% | $18270640.00       | $17160671.90       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 4.5000%  | 0.0000% | $13158.00          | $12691.87          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.0000%  | 0.0000% | $532106.00         | $489791.46         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 5.0000%  | 0.0000% | $527540.00         | $515274.25         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2044-08-20      | 4.6250%  | 0.0000% | $4661.00           | $61.74             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-11-20      | 4.6250%  | 0.0000% | $1089.00           | $43.55             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-03-20      | 3.5000%  | 0.0000% | $1000.00           | $120.36            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-10-20      | 4.0000%  | 0.0000% | $1000.00           | $92.81             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-11-20      | 4.0000%  | 0.0000% | $4936.00           | $459.70            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-12-20      | 4.5000%  | 0.0000% | $176455.00         | $118782.44         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-05-20      | 3.0000%  | 0.0000% | $32184598.00       | $7887988.27        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-04-20      | 4.5000%  | 0.0000% | $1000.00           | $203.43            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-07-20      | 2.5000%  | 0.0000% | $69338.00          | $39858.77          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-04-20      | 4.5000%  | 0.0000% | $120208.00         | $108922.97         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-08-20      | 4.5000%  | 0.0000% | $1300237.00        | $1168968.58        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-02-20      | 2.5000%  | 0.0000% | $421240.00         | $281320.09         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-06-20      | 5.5000%  | 0.0000% | $10041569.00       | $7924653.75        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-09-20      | 4.0000%  | 0.0000% | $51421.00          | $39245.32          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-03-20      | 4.5000%  | 0.0000% | $8902.00           | $7211.57           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-03-20      | 6.0000%  | 0.0000% | $2977938.00        | $1713849.19        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-12-20      | 5.5000%  | 0.0000% | $7251909.00        | $6145394.24        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-03-20      | 4.0000%  | 0.0000% | $11582.00          | $7978.12           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-04-20      | 4.5000%  | 0.0000% | $3995908.00        | $1669359.48        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2041-09-20      | 4.5000%  | 0.0000% | $2026667.00        | $954634.12         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2040-06-20      | 5.0000%  | 0.0000% | $292531.00         | $116858.12         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-07-20      | 5.0000%  | 0.0000% | $6245167.00        | $2281453.11        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-07-20      | 5.5000%  | 0.0000% | $1496771.00        | $312736.95         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-01-20      | 5.0000%  | 0.0000% | $1126758.00        | $521473.83         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-02-20      | 5.5000%  | 0.0000% | $346175.00         | $132837.21         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-02-20      | 5.0000%  | 0.0000% | $1344326.00        | $291681.85         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-12-20      | 5.5000%  | 0.0000% | $981705.00         | $514806.15         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-08-20      | 6.0000%  | 0.0000% | $4012.00           | $1679.91           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-12-20      | 6.5000%  | 0.0000% | $4042.00           | $1529.82           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-07-20      | 4.0000%  | 0.0000% | $1002.00           | $219.63            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2041-12-20      | 4.0000%  | 0.0000% | $25361.00          | $15655.53          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-11-20      | 6.5000%  | 0.0000% | $3001.00           | $2352.73           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-09-15      | 7.0000%  | 0.0000% | $902107.00         | $931296.59         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-12-20      | 8.0000%  | 0.0000% | $149299.00         | $64519.74          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-11-20      | 8.0000%  | 0.0000% | $1000.00           | $273.60            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-11-20      | 7.5000%  | 0.0000% | $2007.00           | $586.81            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-04-20      | 7.0000%  | 0.0000% | $39677.00          | $34887.01          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-02-20      | 7.5000%  | 0.0000% | $2000.00           | $2128.55           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-01-20      | 7.5000%  | 0.0000% | $666460.00         | $440959.42         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-03-20      | 5.0000%  | 0.0000% | $10981.00          | $8107.93           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-04-20      | 7.0000%  | 0.0000% | $316579.00         | $326031.52         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-03-20      | 6.5000%  | 0.0000% | $5097.00           | $4954.64           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 6.0000%  | 0.0000% | $442602.00         | $452998.96         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-03-20      | 7.0000%  | 0.0000% | $6458.00           | $6651.16           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-07-20      | 6.0000%  | 0.0000% | $1000.00           | $1030.41           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 6.5000%  | 0.0000% | $3237.00           | $3439.20           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-04-20      | 6.5000%  | 0.0000% | $117545.00         | $120949.41         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-03-20      | 6.5000%  | 0.0000% | $230895.00         | $237203.26         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-04-20      | 6.5000%  | 0.0000% | $377710.00         | $369211.17         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-03-20      | 7.0000%  | 0.0000% | $976803.00         | $1005768.41        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-04-20      | 7.0000%  | 0.0000% | $35715.00          | $36778.93          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-01-20      | 5.5000%  | 0.0000% | $9558041.00        | $9386287.87        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2040-10-20      | 4.5000%  | 0.0000% | $2000.00           | $92.03             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-11-15      | 5.0000%  | 0.0000% | $21815760.00       | $1125633.47        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-09-15      | 5.0000%  | 0.0000% | $2819.00           | $109.66            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2032-10-20      | 4.7500%  | 0.0000% | $25476.00          | $86.10             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2041-12-20      | 6.5000%  | 0.0000% | $643070.00         | $16792.81          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2033-01-20      | 6.4500%  | 0.0000% | $744532.00         | $61451.74          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-09-20      | 5.3888%  | 0.0000% | $1965671.00        | $1280957.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-09-20      | 4.5000%  | 0.0000% | $23123000.00       | $22822447.25       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2049-05-20      | 4.5000%  | 0.0000% | $22268311.00       | $4329685.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2051-04-20      | 4.8792%  | 0.0000% | $4300000.00        | $1897639.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2051-05-20      | 4.7189%  | 0.0000% | $7508731.00        | $4315122.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2051-10-20      | 2.0000%  | 0.0000% | $223770.00         | $105173.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-04-20      | 5.5188%  | 0.0000% | $55953272.00       | $40256334.15       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-12-20      | 5.2888%  | 0.0000% | $1137.00           | $767.71            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-02-20      | 3.0000%  | 0.0000% | $22225359.00       | $13653264.73       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-05-20      | 4.5000%  | 0.0000% | $1206.00           | $846.32            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-06-20      | 4.5000%  | 0.0000% | $7366336.00        | $5269062.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-02-20      | 5.2888%  | 0.0000% | $1001.00           | $746.03            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-02-20      | 5.2988%  | 0.0000% | $7855997.00        | $5878110.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-03-20      | 5.3888%  | 0.0000% | $368123.00         | $164703.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-05-20      | 5.3888%  | 0.0000% | $7203241.00        | $5530950.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-05-20      | 5.3888%  | 0.0000% | $1000.00           | $436.03            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-06-20      | 5.5388%  | 0.0000% | $14767491.00       | $11133708.15       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-05-20      | 5.4488%  | 0.0000% | $41400.00          | $19398.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-10-20      | 6.0000%  | 0.0000% | $4016280.00        | $4173354.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-07-20      | 5.4088%  | 0.0000% | $9393169.00        | $7877295.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-08-20      | 5.3888%  | 0.0000% | $1479986.00        | $946437.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-08-20      | 5.4988%  | 0.0000% | $21972284.00       | $10950448.62       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-08-20      | 5.5888%  | 0.0000% | $995677.00         | $497729.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-01-20      | 5.4888%  | 0.0000% | $60740608.00       | $29214450.71       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-12-20      | 5.6888%  | 0.0000% | $743399.00         | $283285.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-12-20      | 5.6388%  | 0.0000% | $24614478.00       | $12690081.62       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2047-09-20      | 5.5000%  | 0.0000% | $7746523.00        | $2073638.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-02-20      | 5.5888%  | 0.0000% | $973287.00         | $470026.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-02-20      | 5.5000%  | 0.0000% | $55000000.00       | $55255615.58       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-03-20      | 5.7500%  | 0.0000% | $32538714.00       | $33410619.56       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-03-20      | 5.5000%  | 0.0000% | $78689718.00       | $79875615.72       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-04-20      | 5.5000%  | 0.0000% | $50000000.00       | $51030577.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-04-20      | 5.7500%  | 0.0000% | $69129316.00       | $70457355.42       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-05-20      | 5.5000%  | 0.0000% | $32229637.00       | $32902094.07       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-04-20      | 5.7500%  | 0.0000% | $50000000.00       | $51276747.20       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-04-20      | 5.7500%  | 0.0000% | $50000000.00       | $51104297.25       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-06-20      | 5.5888%  | 0.0000% | $2721133.00        | $1510879.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-11-20      | 5.9888%  | 0.0000% | $12806.00          | $11002.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-02-20      | 6.0000%  | 0.0000% | $12523457.00       | $10202980.47       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-04-20      | 5.6888%  | 0.0000% | $26674.00          | $26315.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2050-01-20      | 4.5000%  | 0.0000% | $6721696.00        | $6421475.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-06-20      | 6.0000%  | 0.0000% | $99503789.00       | $99553101.85       | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                                          | 2042-11-15      | 0.0000%  | 0.0000% | $18686999.89       | $8126621.20        | U.S. Treasuries (including strips)        |

### Security 117: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TNH82, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TNH82
- **C.18 - Value (incl. sponsor support):** $680000000.00
- **C.18.a - Value (excl. sponsor support):** $680000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp                        | 2037-04-25      | 3.0300%  | 0.0000% | $5000000.00        | $2848677.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2039-10-25      | 2.4500%  | 0.0000% | $5589460.00        | $3445452.63        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2041-09-25      | 2.0000%  | 0.0000% | $35905800.00       | $522574.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2047-09-25      | 3.0000%  | 0.0000% | $7950000.00        | $1348055.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2049-10-25      | 3.0000%  | 0.0000% | $22920384.00       | $6504298.97        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2054-05-25      | 5.3560%  | 0.0000% | $100000000.00      | $73677293.64       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2055-05-25      | 5.9560%  | 0.0000% | $50000000.00       | $46746918.46       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2038-08-15      | 1.0000%  | 0.0000% | $116203136.00      | $23136144.60       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2051-08-25      | 2.0000%  | 0.0000% | $750000.00         | $426021.83         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2049-05-25      | 2.5000%  | 0.0000% | $228000.00         | $136651.57         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2044-01-25      | 5.2954%  | 0.0000% | $56500000.00       | $56187231.34       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2055-01-25      | 5.4560%  | 0.0000% | $16000000.00       | $14827047.58       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2055-06-25      | 6.0000%  | 0.0000% | $81000000.00       | $76747144.43       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2051-03-25      | 5.0000%  | 0.0000% | $24000000.00       | $23006666.38       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2052-05-25      | 5.0000%  | 0.0000% | $48445000.00       | $48296416.13       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association                  | 2036-01-25      | 5.5000%  | 0.0000% | $3092000.00        | $902322.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2040-12-25      | 4.0000%  | 0.0000% | $3044250.00        | $880005.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2051-01-25      | 8.1060%  | 0.0000% | $22916000.00       | $23626048.52       | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-2      MA     20580826 3.50000 | 2058-08-26      | 3.5000%  | 0.0000% | $9580000.00        | $3151932.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2036-07-20      | 6.0000%  | 0.0000% | $1548224.00        | $186152.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2063-09-20      | 5.1858%  | 0.0000% | $5517870.00        | $144264.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2062-02-20      | 4.7947%  | 0.0000% | $1115000.00        | $2114.35           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2061-03-20      | 4.9658%  | 0.0000% | $599997.00         | $26331.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2062-04-20      | 5.0358%  | 0.0000% | $6712888.00        | $251920.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2062-07-20      | 4.7956%  | 0.0000% | $100000.00         | $1360.21           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2065-04-20      | 4.9458%  | 0.0000% | $345000.00         | $57573.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2066-10-20      | 5.2358%  | 0.0000% | $200000.00         | $33536.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2065-10-20      | 5.1158%  | 0.0000% | $1480000.00        | $242868.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2065-10-20      | 5.1658%  | 0.0000% | $14090151.00       | $1458.37           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2066-01-20      | 5.3658%  | 0.0000% | $100000.00         | $19431.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2066-01-20      | 5.4658%  | 0.0000% | $500000.00         | $102348.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2066-08-20      | 5.2158%  | 0.0000% | $200000.00         | $33281.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2046-06-20      | 3.0000%  | 0.0000% | $6500000.00        | $584958.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2068-12-20      | 5.1994%  | 0.0000% | $1322962.00        | $500455.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2058-09-16      | 3.1500%  | 0.0000% | $35000.00          | $3839.17           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2071-02-20      | 4.2900%  | 0.0000% | $20000000.00       | $1340119.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2070-07-20      | 4.9158%  | 0.0000% | $2200000.00        | $874380.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2068-02-20      | 4.9735%  | 0.0000% | $8821088.00        | $2577665.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-09-16      | 4.5000%  | 0.0000% | $16679616.00       | $16600313.46       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-08-20      | 5.5000%  | 0.0000% | $132408999.00      | $135022778.81      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2072-01-20      | 4.8388%  | 0.0000% | $2900000.00        | $609980.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2073-09-20      | 5.3688%  | 0.0000% | $497490.00         | $462706.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-08-20      | 5.4888%  | 0.0000% | $100000000.00      | $74730431.63       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-12-20      | 5.4488%  | 0.0000% | $57116000.00       | $52772825.57       | Agency Collateralized Mortgage Obligation |

### Security 118: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TV6M5, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BIV8TV6M5
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2055-05-25      | 5.9560%  | 0.0000% | $1639245.00        | $1532593.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-04-25      | 5.0000%  | 0.0000% | $30570.00          | $30051.01          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-03-25      | 5.2560%  | 0.0000% | $1000.00           | $942.12            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-09-25      | 5.0000%  | 0.0000% | $43057714.00       | $42197368.26       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-07-25      | 5.5560%  | 0.0000% | $79385262.00       | $78162248.58       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-10-25      | 4.5000%  | 0.0000% | $21140249.00       | $20877137.46       | Agency Collateralized Mortgage Obligation |

### Security 119: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.960000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8UV0J6, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BIV8UV0J6
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-08-10
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp                        | 2036-06-25      | 12.2830% | 0.0000% | $7251555.00        | $1386513.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2036-09-25      | 2.5100%  | 0.0000% | $11000000.00       | $282183.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2029-04-25      | 7.5000%  | 0.0000% | $45553000.00       | $629015.49         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2039-01-19      | 7.5000%  | 0.0000% | $8675000.00        | $54118.41          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2051-08-25      | 2.5000%  | 0.0000% | $500000.00         | $96259.88          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2027-10-25      | 3.0657%  | 0.0000% | $585000.00         | $397778.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-05-25      | 5.9560%  | 0.0000% | $1000.00           | $934.94            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2055-09-25      | 5.0000%  | 0.0000% | $391773.00         | $383944.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2055-07-25      | 5.5560%  | 0.0000% | $7646.00           | $7528.21           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2057-01-25      | 2.5000%  | 0.0000% | $12522655.00       | $8138835.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2055-10-25      | 5.0000%  | 0.0000% | $3668228.00        | $3619370.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2055-10-25      | 4.5000%  | 0.0000% | $19827938.00       | $19581159.48       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2027-06-15      | 4.6357%  | 0.0000% | $104020785.00      | $104151570.10      | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2040-04-15      | 4.6357%  | 0.0000% | $40001219.00       | $39517030.91       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2032-06-25      | 4.6005%  | 0.0000% | $241942303.00      | $189723.20         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2032-11-25      | 4.6405%  | 0.0000% | $456765698.00      | $79484.95          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2033-02-25      | 4.8229%  | 0.0000% | $368167214.00      | $249518.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2033-11-25      | 4.6205%  | 0.0000% | $499769752.00      | $253223.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2056-01-25      | 3.0000%  | 0.0000% | $1079002.00        | $404041.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2056-01-25      | 3.0000%  | 0.0000% | $588000.00         | $280691.10         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2058-03-25      | 3.5000%  | 0.0000% | $170648630.00      | $45955614.81       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2058-03-25      | 3.5000%  | 0.0000% | $2079792.00        | $1415885.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2058-07-25      | 3.5000%  | 0.0000% | $16245000.00       | $4510666.92        | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-1      MV     20580725 3.50000 | 2058-07-25      | 3.5000%  | 0.0000% | $10094731.00       | $6963218.73        | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-2      MA     20580826 3.50000 | 2058-08-26      | 3.5000%  | 0.0000% | $50005736.00       | $16452472.32       | Agency Collateralized Mortgage Obligation |

### Security 120: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.880000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8W20L3, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8W20L3
- **C.18 - Value (incl. sponsor support):** $2100000000.00
- **C.18.a - Value (excl. sponsor support):** $2100000000.00
- **C.19 - Percentage of Net Assets:** 2.8200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-01-27      | 0.0000%  | 0.0000% | $101499000.00      | $100211992.68      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 6.1250%  | 0.0000% | $114600.00         | $122964.28         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 3.6250%  | 0.0000% | $14328000.00       | $30901875.44       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 5.2500%  | 0.0000% | $1551000.00        | $1653174.45        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 4.7500%  | 0.0000% | $97776000.00       | $101060344.73      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $91999900.00       | $72205086.52       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $100.00            | $72.71             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $53562800.00       | $48871247.74       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $14667400.00       | $14258703.90       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $38999900.00       | $39914038.16       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $93.22             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 0.5000%  | 0.0000% | $126892800.00      | $164357213.10      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 2.8750%  | 0.0000% | $5602000.00        | $5504406.16        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-15      | 2.3750%  | 0.0000% | $300000.00         | $289522.88         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-15      | 0.2500%  | 0.0000% | $60757700.00       | $74423239.79       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 0.5000%  | 0.0000% | $172750000.00      | $164256861.47      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 0.6250%  | 0.0000% | $299688400.00      | $281675129.14      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 1.1250%  | 0.0000% | $200.00            | $188.68            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-31      | 1.1250%  | 0.0000% | $61999900.00       | $57764458.67       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.8750%  | 0.0000% | $2200.00           | $2148.51           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 3.2500%  | 0.0000% | $4828100.00        | $4793796.35        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.1250%  | 0.0000% | $4999900.00        | $4909350.71        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 3.8750%  | 0.0000% | $21718000.00       | $22038698.85       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $11511000.00       | $11229498.49       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 3.5000%  | 0.0000% | $242572900.00      | $245307577.12      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-31      | 4.3750%  | 0.0000% | $725900.00         | $743020.85         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $447688000.00      | $472005148.31      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-15      | 3.8750%  | 0.0000% | $97353100.00       | $98079905.44       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.8750%  | 0.0000% | $122691500.00      | $125420249.02      | U.S. Treasuries (including strips) |

### Security 121: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WNX64, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8WNX64
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-24
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2027-01-15      | 2.3750%  | 0.0000% | $25000000.00       | $40946753.75       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 1.0000%  | 0.0000% | $2018000.00        | $2128313.43        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 1.0000%  | 0.0000% | $21000000.00       | $19972229.74       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $138520500.00      | $135421015.25      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 1.6250%  | 0.0000% | $239815000.00      | $267496657.40      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $217960900.00      | $241795210.96      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $54090000.00       | $57239890.62       | U.S. Treasuries (including strips) |

### Security 122: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.300000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WR582, C.3 - LEI: N/A, C.5 - Other ID: BIV8WR582
- **C.18 - Value (incl. sponsor support):** $365000000.00
- **C.18.a - Value (excl. sponsor support):** $365000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2028-06-30      | 4.0000%  | 0.0000% | $10500000.00       | $10709664.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 4.2500%  | 0.0000% | $157657700.00      | $162539255.37      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-05-15      | 4.2500%  | 0.0000% | $193977400.00      | $199051169.86      | U.S. Treasuries (including strips) |

### Security 123: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.870000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WR5H2, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WR5H2
- **C.18 - Value (incl. sponsor support):** $493000000.00
- **C.18.a - Value (excl. sponsor support):** $493000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2025-10-02      | 0.0000%  | 0.0000% | $800.00            | $799.91            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-20      | 0.0000%  | 0.0000% | $4874200.00        | $4847309.04        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-11      | 0.0000%  | 0.0000% | $666200.00         | $649521.68         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-26      | 0.0000%  | 0.0000% | $100.00            | $98.47             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 2.3750%  | 0.0000% | $500.00            | $818.86            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-05-15      | 5.0000%  | 0.0000% | $32600.00          | $35592.48          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 2.5000%  | 0.0000% | $100.00            | $158.00            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.7500%  | 0.0000% | $1082600.00        | $1229176.12        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 0.6250%  | 0.0000% | $300.00            | $320.61            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 3.6250%  | 0.0000% | $385000.00         | $338043.96         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $39127800.00       | $46500774.67       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 3.1250%  | 0.0000% | $1100.00           | $885.79            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $71.99             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 0.7500%  | 0.0000% | $97500.00          | $99868.95          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 3.0000%  | 0.0000% | $400.00            | $314.38            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $1100.00           | $780.31            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $17105200.00       | $11469421.47       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $77.34             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 1.0000%  | 0.0000% | $887900.00         | $873615.23         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $200.00            | $150.13            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 0.1250%  | 0.0000% | $200.00            | $126.04            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $300.00            | $223.46            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $97800.00          | $71013.29          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $85.31             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 3.3750%  | 0.0000% | $100.00            | $85.75             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 4.0000%  | 0.0000% | $400.00            | $376.24            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $100.00            | $83.33             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $87.31             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $15453300.00       | $14120031.77       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $200.00            | $182.28            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $29436000.00       | $28908977.86       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $800.00            | $807.38            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 0.8750%  | 0.0000% | $600.00            | $762.99            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 0.3750%  | 0.0000% | $100.00            | $132.77            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 2.2500%  | 0.0000% | $94400.00          | $92871.43          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 0.6250%  | 0.0000% | $93800.00          | $89685.46          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-15      | 0.6250%  | 0.0000% | $4872700.00        | $4249787.43        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $2297900.00        | $1984278.59        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 0.3750%  | 0.0000% | $100.00            | $98.87             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-28      | 0.5000%  | 0.0000% | $22756900.00       | $22448870.91       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-15      | 1.6250%  | 0.0000% | $900.00            | $807.29            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $93.16             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $1210000.00        | $1049227.91        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-15      | 0.1250%  | 0.0000% | $17889900.00       | $21039022.81       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $598100.00         | $641975.20         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $6500.00           | $5786.77           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 1.6250%  | 0.0000% | $404000.00         | $450745.74         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.8750%  | 0.0000% | $100.00            | $101.82            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 1.2500%  | 0.0000% | $100.00            | $108.69            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $22437000.00       | $22384536.68       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 4.6250%  | 0.0000% | $6986700.00        | $7266195.95        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 4.3750%  | 0.0000% | $1618900.00        | $1677925.63        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $50479000.00       | $51377245.28       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $11532000.00       | $11839259.75       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $413000.00         | $419969.38         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $23238100.00       | $25284019.60       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $387100.00         | $410633.33         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $8700.00           | $9129.19           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 3.7500%  | 0.0000% | $1478000.00        | $1488218.15        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $400.00            | $399.73            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $25000.00          | $26374.43          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 4.1250%  | 0.0000% | $100.00            | $102.59            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-30      | 4.1250%  | 0.0000% | $13712600.00       | $14105849.94       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-30      | 4.1250%  | 0.0000% | $4135900.00        | $4260940.66        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-12-31      | 4.5000%  | 0.0000% | $8376800.00        | $8768934.76        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 4.2500%  | 0.0000% | $163900.00         | $166727.11         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 4.1250%  | 0.0000% | $98399000.00       | $99623047.74       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-31      | 4.3750%  | 0.0000% | $48264600.00       | $49992329.72       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $3261900.00        | $3412698.45        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $21669200.00       | $21877798.73       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-15      | 3.8750%  | 0.0000% | $11046600.00       | $11135145.82       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-15      | 1.6250%  | 0.0000% | $7519400.00        | $7806790.84        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 3.7500%  | 0.0000% | $147200.00         | $149775.48         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-15      | 3.8750%  | 0.0000% | $61600.00          | $62713.39          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.7500%  | 0.0000% | $1000.00           | $1011.31           | U.S. Treasuries (including strips) |

### Security 124: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WR616, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WR616
- **C.18 - Value (incl. sponsor support):** $496000000.00
- **C.18.a - Value (excl. sponsor support):** $496000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-01-22      | 0.0000%  | 0.0000% | $100.00            | $98.81             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-16      | 0.0000%  | 0.0000% | $1100.00           | $1098.14           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-11      | 0.0000%  | 0.0000% | $300.00            | $292.49            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-11      | 0.0000%  | 0.0000% | $100.00            | $99.24             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-08      | 0.0000%  | 0.0000% | $600.00            | $593.77            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-18      | 0.0000%  | 0.0000% | $200.00            | $198.94            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 4.6250%  | 0.0000% | $76509000.00       | $78372166.30       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $100.00            | $118.84            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 0.7500%  | 0.0000% | $200.00            | $204.86            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $10300.00          | $7966.52           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $49.62             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $74.49             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $200.00            | $145.22            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $85.31             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $4339000.00        | $3615624.70        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $2329200.00        | $2033635.17        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $91.14             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $138147000.00      | $134901458.06      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $269500.00         | $270132.45         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $13982200.00       | $13016190.78       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $500.00            | $495.56            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-08-15      | 4.7500%  | 0.0000% | $1000.00           | $1011.99           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 0.8750%  | 0.0000% | $1622600.00        | $2063376.37        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 2.3750%  | 0.0000% | $939900.00         | $941351.51         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 0.3750%  | 0.0000% | $335200.00         | $445039.87         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 0.7500%  | 0.0000% | $35501000.00       | $45521359.50       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $93.01             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-15      | 0.1250%  | 0.0000% | $291400.00         | $339705.03         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 0.3750%  | 0.0000% | $200.00            | $197.74            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $18642600.00       | $17598670.33       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-15      | 1.6250%  | 0.0000% | $1622300.00        | $1455189.72        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $93.16             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $100.00            | $107.34            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 1.2500%  | 0.0000% | $2071600.00        | $2251561.34        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $4182400.00        | $4172620.50        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $1857000.00        | $1890044.27        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $1761900.00        | $1917020.50        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-31      | 4.6250%  | 0.0000% | $5122000.00        | $5413854.98        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 4.2500%  | 0.0000% | $145000.00         | $149489.64         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-31      | 4.1250%  | 0.0000% | $78419600.00       | $80207538.34       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 3.7500%  | 0.0000% | $23686500.00       | $23850256.62       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $15547000.00       | $15500661.87       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $61785000.00       | $63804018.63       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $472200.00         | $485584.75         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-31      | 4.3750%  | 0.0000% | $1156000.00        | $1197381.38        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $356000.00         | $362317.76         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-15      | 3.8750%  | 0.0000% | $5907800.00        | $6014580.84        | U.S. Treasuries (including strips) |

### Security 125: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.870000%
- **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: BIV8WUJT4, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WUJT4
- **C.18 - Value (incl. sponsor support):** $698000000.00
- **C.18.a - Value (excl. sponsor support):** $698000000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2045-10-01      | 4.0000%  | 0.0000% | $94000000.00       | $15734747.24       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-06-01      | 4.5000%  | 0.0000% | $8492848.00        | $2053547.27        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 3.0000%  | 0.0000% | $1236.00           | $652.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 2.5000%  | 0.0000% | $133794.00         | $95639.51          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 4.5000%  | 0.0000% | $156967.00         | $116951.66         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.0000%  | 0.0000% | $30424780.00       | $26740159.68       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 5.0000%  | 0.0000% | $699892.00         | $674109.04         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 3.5000%  | 0.0000% | $1021.00           | $867.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $11000.00          | $10608.81          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $562959.00         | $460364.58         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $216.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $708.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $671.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $801.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $621.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $697.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.5000%  | 0.0000% | $4395764.00        | $3530668.62        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-09-01      | 2.0000%  | 0.0000% | $1023.00           | $551.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $949.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 3.0000%  | 0.0000% | $1000.00           | $138.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $7416.00           | $7198.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1002.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $884.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-12-01      | 3.5000%  | 0.0000% | $1000.00           | $263.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-08-01      | 2.0000%  | 0.0000% | $44857344.00       | $23921700.74       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $656.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1001.00           | $626.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 6.0000%  | 0.0000% | $6881504.00        | $5055090.43        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 4.5000%  | 0.0000% | $2492071.00        | $2093495.59        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $13989552.00       | $11112577.07       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1972277.00        | $1835554.14        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $889.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $6604.00           | $6383.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 4.0000%  | 0.0000% | $66327.00          | $61500.56          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $5401557.00        | $5179338.61        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 4.0000%  | 0.0000% | $4171552.00        | $3831328.26        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-05-01      | 6.5000%  | 0.0000% | $34173090.00       | $33208721.47       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1001.00           | $552.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $558.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 5.0000%  | 0.0000% | $1700000.00        | $801952.28         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $137850.00         | $89933.46          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.5000%  | 0.0000% | $1000.00           | $685.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.5000%  | 0.0000% | $32614544.00       | $26810512.74       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $869278.00         | $686525.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $883.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 7.0000%  | 0.0000% | $10883456.00       | $8984518.82        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $5694694.00        | $5669858.63        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-10-01      | 3.5000%  | 0.0000% | $1324.00           | $167.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $565000.00         | $41916.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $2000.00           | $378.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-11-01      | 3.5000%  | 0.0000% | $1000.00           | $131.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.5000%  | 0.0000% | $1000.00           | $398.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $40503936.00       | $31453464.55       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $9322352.00        | $7224563.93        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-02-01      | 5.5000%  | 0.0000% | $1024.00           | $912.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $100000.00         | $96253.11          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $7181199.00        | $7224052.82        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.0000%  | 0.0000% | $17865696.00       | $16845137.49       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $355028.00         | $364350.78         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.5000%  | 0.0000% | $2027720.00        | $1789616.06        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $13066113.00       | $12842378.45       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $19876753.00       | $19267859.50       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $205633.00         | $206188.02         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $21502016.00       | $21088276.98       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $28055232.00       | $28833020.90       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $16551.00          | $17047.32          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.0000%  | 0.0000% | $962585.00         | $963110.36         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $30059456.00       | $31117560.61       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $4096469.00        | $4233235.08        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.5000%  | 0.0000% | $223020.00         | $217496.21         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $1131.00           | $1118.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 4.5000%  | 0.0000% | $6458552.00        | $6170408.15        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $361971.00         | $362507.85         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $340302.00         | $339367.42         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $449856.00         | $447936.49         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.0000%  | 0.0000% | $202090.00         | $200582.25         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-02-20      | 4.0000%  | 0.0000% | $1000.00           | $58.54             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-10-20      | 4.5000%  | 0.0000% | $289169979.00      | $22631506.66       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-07-20      | 3.5000%  | 0.0000% | $15755728.00       | $1706325.22        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-08-20      | 3.5000%  | 0.0000% | $10840830.00       | $2999369.82        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $5498808.00        | $1839847.02        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $21493760.00       | $14526995.98       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $33011712.00       | $24293888.54       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $21980096.00       | $10796556.95       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $211250.00         | $120804.99         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-02-20      | 4.0000%  | 0.0000% | $7497800.00        | $5145467.59        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $24920339.00       | $19094119.55       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $3093509.00        | $1800470.14        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $1007788.00        | $754675.42         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $20723.00          | $10719.97          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.0000%  | 0.0000% | $12233680.00       | $11117695.76       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $1942564.00        | $1577667.04        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 4.0000%  | 0.0000% | $47436.00          | $42399.37          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2066-12-15      | 5.4500%  | 0.0000% | $1000.00           | $1037.90           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2066-07-15      | 5.3500%  | 0.0000% | $1000.00           | $1011.96           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1780182.00        | $1811101.01        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $4000.00           | $4064.31           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1000.00           | $1018.29           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $3999648.00        | $4128361.73        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $7079184.00        | $7339742.80        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1000.00           | $1020.76           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-07-20      | 6.5000%  | 0.0000% | $5012576.00        | $5166378.18        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $1024.00           | $986.21            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $2247995.00        | $2251345.27        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 4.5000%  | 0.0000% | $26682104.00       | $25905274.00       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1024.00           | $1058.60           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1120.00           | $1146.87           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1024.78           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1040.11           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-12-20      | 4.0000%  | 0.0000% | $1000.00           | $51.44             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-02-20      | 4.5000%  | 0.0000% | $398999.00         | $72195.76          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-11-20      | 3.0000%  | 0.0000% | $33342336.00       | $13997698.15       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $1000.00           | $651.40            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $1000.00           | $682.39            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $10027553.00       | $9998841.96        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $25834214.00       | $25345120.42       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $45498999.00       | $27585360.72       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $1732623.00        | $1063022.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $39308097.00       | $24567271.03       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $515768.00         | $361790.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.4588%  | 0.0000% | $4610700.00        | $4356581.21        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2045-08-15      | 2.8750%  | 0.0000% | $200.00            | $152.83            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $70.94             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-08-15      | 2.2500%  | 0.0000% | $200.00            | $134.10            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-05-15      | 1.2500%  | 0.0000% | $1700.00           | $843.60            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-02-15      | 4.6250%  | 0.0000% | $1000.00           | $991.12            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-08-15      | 4.7500%  | 0.0000% | $65058000.00       | $65837947.83       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-01-31      | 0.3750%  | 0.0000% | $100.00            | $98.87             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 0.7500%  | 0.0000% | $5600.00           | $5250.97           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-03-31      | 1.2500%  | 0.0000% | $100.00            | $94.40             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-31      | 1.1250%  | 0.0000% | $488300.00         | $455208.07         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-07-15      | 0.6250%  | 0.0000% | $100.00            | $105.41            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-07-31      | 4.0000%  | 0.0000% | $100.00            | $101.85            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-08-15      | 3.8750%  | 0.0000% | $1542400.00        | $1538793.48        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-01-31      | 4.0000%  | 0.0000% | $100.00            | $101.78            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-04-30      | 4.6250%  | 0.0000% | $100.00            | $106.08            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-06-30      | 4.2500%  | 0.0000% | $4032600.00        | $4157461.39        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-12-31      | 4.5000%  | 0.0000% | $1000.00           | $1046.81           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-01-31      | 4.3750%  | 0.0000% | $1500.00           | $1553.70           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-31      | 3.6250%  | 0.0000% | $1000.00           | $998.60            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-09-15      | 3.3750%  | 0.0000% | $400.00            | $397.92            | U.S. Treasuries (including strips)        |

### Security 126: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.300000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8X6BG2, C.3 - LEI: N/A, C.5 - Other ID: BIV8X6BG2
- **C.18 - Value (incl. sponsor support):** $735000000.00
- **C.18.a - Value (excl. sponsor support):** $735000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2040-11-15      | 4.2500%  | 0.0000% | $165058400.00      | $163206032.11      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $597186000.00      | $586493981.86      | U.S. Treasuries (including strips) |

### Security 127: CIBC World Markets Corp.

- **C.1 - Title:** CIBC World Markets Corp. 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8Y42Q4, C.3 - LEI: 549300445CON3DBMU275, C.5 - Other ID: BIV8Y42Q4
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2025-12-26      | 0.0000%  | 0.0000% | $276567.16         | $274020.26         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-16      | 0.0000%  | 0.0000% | $1940.30           | $1937.02           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-06      | 0.0000%  | 0.0000% | $366955.22         | $365482.27         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-09      | 0.0000%  | 0.0000% | $638029.85         | $620307.30         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-13      | 0.0000%  | 0.0000% | $75164.18          | $74334.44          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 3.8750%  | 0.0000% | $508059.70         | $1108940.81        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-05-15      | 4.2500%  | 0.0000% | $89.55             | $89.67             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 4.3750%  | 0.0000% | $30776.12          | $30764.03          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 3.1250%  | 0.0000% | $80626.87          | $67269.03          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.7500%  | 0.0000% | $1400268.66        | $1589854.79        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.0000%  | 0.0000% | $119.40            | $98.30             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 2.7500%  | 0.0000% | $25104.48          | $19642.58          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $864626.87         | $709542.42         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $29.85             | $35.48             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 3.3750%  | 0.0000% | $265134.33         | $224842.73         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 3.1250%  | 0.0000% | $64089.55          | $51608.83          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $3671.64           | $2643.33           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 2.8750%  | 0.0000% | $59.70             | $45.62             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $2547970.15        | $1807461.23        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 3.0000%  | 0.0000% | $12510179.10       | $9608005.20        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $29.85             | $21.77             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $89.55             | $73.19             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $2746298.51        | $2070195.52        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $59.70             | $35.91             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $2024955.22        | $1004856.69        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $21433044.78       | $10839714.17       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $10237552.24       | $6570622.27        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 1.6250%  | 0.0000% | $7817194.03        | $4252598.50        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 1.3750%  | 0.0000% | $194746.27         | $128193.14         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $3720686.57        | $2138980.85        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 0.1250%  | 0.0000% | $89.55             | $61.70             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $29.85             | $21.07             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $70752686.57       | $41745853.89       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $4032686.57        | $2746644.67        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 2.2500%  | 0.0000% | $1218000.00        | $760690.33         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $418537.31         | $308420.56         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $267880.60         | $223220.95         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $4963970.15        | $4334065.03        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $12645492.54       | $11554474.22       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $778208.96         | $654798.05         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $903641.79         | $832932.95         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $59.70             | $54.41             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $182268.66         | $177143.76         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 4.7500%  | 0.0000% | $4792567.16        | $4934137.20        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $29.85             | $27.78             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $51134.33          | $50374.93          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $184089.55         | $184521.56         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $372358.21         | $346632.54         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $55044.78          | $54059.25          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $36835.82          | $37175.73          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $823194.03         | $815885.92         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $90686.57          | $91930.29          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-05-15      | 4.7500%  | 0.0000% | $5552.24           | $5682.55           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 0.3750%  | 0.0000% | $114597.01         | $150375.20         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 0.5000%  | 0.0000% | $59.70             | $77.33             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 0.8750%  | 0.0000% | $477.61            | $607.35            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-15      | 2.6250%  | 0.0000% | $55462.69          | $53872.14          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-15      | 0.1250%  | 0.0000% | $556119.40         | $746794.34         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 2.2500%  | 0.0000% | $90119.40          | $88660.14          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 2.3750%  | 0.0000% | $223701.49         | $221222.49         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-15      | 1.6250%  | 0.0000% | $2447701.49        | $2276575.95        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-15      | 0.1250%  | 0.0000% | $1274059.70        | $1527617.30        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 1.5000%  | 0.0000% | $14314746.27       | $13946820.26       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 0.5000%  | 0.0000% | $29.85             | $28.40             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-15      | 0.1250%  | 0.0000% | $35970.15          | $43108.99          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $119.40            | $103.11            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-15      | 0.1250%  | 0.0000% | $3451014.93        | $4296910.88        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-15      | 0.8750%  | 0.0000% | $12382895.52       | $10783313.32       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 0.6250%  | 0.0000% | $29.85             | $27.99             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $338925.37         | $317801.24         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-15      | 1.1250%  | 0.0000% | $59.70             | $52.29             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 1.1250%  | 0.0000% | $29.85             | $28.18             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 0.7500%  | 0.0000% | $7006656.72        | $6905131.71        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 1.2500%  | 0.0000% | $29.85             | $28.11             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-30      | 0.8750%  | 0.0000% | $29.85             | $29.02             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 1.1250%  | 0.0000% | $1117970.15        | $1092561.27        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $29.85             | $26.01             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 1.2500%  | 0.0000% | $1492507.46        | $1452860.49        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 2.5000%  | 0.0000% | $44776119.40       | $44023925.37       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 0.1250%  | 0.0000% | $1341134.33        | $1513378.36        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $10019492.54       | $9534872.23        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 2.6250%  | 0.0000% | $358.21            | $355.42            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 3.2500%  | 0.0000% | $53134.33          | $52792.89          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $2537313.43        | $2674662.20        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 2.6250%  | 0.0000% | $29850746.27       | $28868603.67       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $812597.01         | $758900.20         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.0000%  | 0.0000% | $4417.91           | $4542.45           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 4.1250%  | 0.0000% | $1567223.88        | $1610070.43        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $974358.21         | $951148.02         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 4.0000%  | 0.0000% | $298.51            | $302.15            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 3.6250%  | 0.0000% | $10776.12          | $10779.72          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 1.2500%  | 0.0000% | $18106686.57       | $19679627.09       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 4.0000%  | 0.0000% | $9533402.99        | $9723765.98        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-07-15      | 1.3750%  | 0.0000% | $482656.72         | $507198.66         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $29.85             | $33.13             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-11-15      | 4.5000%  | 0.0000% | $9283611.94        | $9764577.31        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-15      | 4.6250%  | 0.0000% | $807432.84         | $829449.71         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-30      | 4.8750%  | 0.0000% | $58268.66          | $59283.58          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-15      | 4.3750%  | 0.0000% | $29.85             | $30.47             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $14202865.67       | $14385244.67       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 4.1435%  | 0.0000% | $29.85             | $30.07             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 4.2500%  | 0.0000% | $985.07            | $992.82            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 4.0000%  | 0.0000% | $29.85             | $30.38             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $18521791.04       | $18851375.85       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-01-15      | 1.7500%  | 0.0000% | $29.85             | $31.65             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 4.1250%  | 0.0000% | $2442925.37        | $2469783.51        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 4.2500%  | 0.0000% | $548656.72         | $561174.37         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $568656.72         | $578252.80         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $8985.07           | $9350.41           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 4.5000%  | 0.0000% | $89.55             | $92.24             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $4985.07           | $5201.62           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-15      | 4.6250%  | 0.0000% | $3850746.27        | $3964632.76        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 4.3750%  | 0.0000% | $2671731.34        | $2730002.37        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $315641.79         | $331213.13         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $89.55             | $88.72             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.6250%  | 0.0000% | $11350477.61       | $11362817.22       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.5000%  | 0.0000% | $52716.42          | $52363.43          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 3.8750%  | 0.0000% | $3625970.15        | $3709051.59        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.1250%  | 0.0000% | $234358.21         | $242236.90         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.1035%  | 0.0000% | $29.85             | $30.07             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $29.85             | $31.49             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-15      | 4.0000%  | 0.0000% | $2625402.99        | $2678207.69        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-12-31      | 4.5000%  | 0.0000% | $29850746.27       | $31248119.40       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 4.3750%  | 0.0000% | $6123522.39        | $6352281.88        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 4.2500%  | 0.0000% | $145791.04         | $148305.79         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 4.2500%  | 0.0000% | $6007044.78        | $6143186.41        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $149.25            | $158.05            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-15      | 3.8750%  | 0.0000% | $5581940.30        | $5626683.25        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 3.7500%  | 0.0000% | $29.85             | $30.46             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 3.7500%  | 0.0000% | $417.91            | $425.09            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.8750%  | 0.0000% | $8191552.24        | $8380578.32        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-04-30      | 4.0000%  | 0.0000% | $28865.67          | $29538.95          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-15      | 1.6250%  | 0.0000% | $36668626.87       | $38070098.74       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-05-15      | 4.2500%  | 0.0000% | $29.85             | $30.63             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-31      | 4.1250%  | 0.0000% | $59.70             | $61.34             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-06-30      | 4.0000%  | 0.0000% | $262686.57         | $266931.84         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.6250%  | 0.0000% | $63708597.01       | $63907377.01       | U.S. Treasuries (including strips) |

### Security 128: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8YGHE8, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV8YGHE8
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2028-04-15      | 3.6250%  | 0.0000% | $275277.78         | $593763.98         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 3.8750%  | 0.0000% | $3465944.44        | $7565109.42        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-04-15      | 3.3750%  | 0.0000% | $7577388.89        | $15650437.67       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 2.0000%  | 0.0000% | $118000.00         | $193071.53         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 2.3750%  | 0.0000% | $102222.22         | $167410.84         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 1.7500%  | 0.0000% | $3888.89           | $6115.25           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 2.5000%  | 0.0000% | $15111.11          | $23876.17          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 2.1250%  | 0.0000% | $677222.22         | $1023060.36        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 2.1250%  | 0.0000% | $38444.44          | $56842.60          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.7500%  | 0.0000% | $4866555.56        | $5525451.59        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 0.6250%  | 0.0000% | $1332388.89        | $1423907.20        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $3311944.44        | $3936024.57        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 0.7500%  | 0.0000% | $40799611.11       | $41790916.45       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 1.0000%  | 0.0000% | $4728388.89        | $4980393.23        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 0.8750%  | 0.0000% | $6480666.67        | $6417874.66        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 1.0000%  | 0.0000% | $1683277.78        | $1656196.76        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 1.0000%  | 0.0000% | $3763333.33        | $3573706.02        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 0.2500%  | 0.0000% | $1801722.22        | $1340271.07        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 0.1250%  | 0.0000% | $21689444.44       | $14944622.10       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 0.1250%  | 0.0000% | $38962444.44       | $24554672.25       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $5137000.00        | $3826298.30        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $332388.89         | $290210.26         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $9167444.44        | $8952070.06        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 2.3750%  | 0.0000% | $103892888.89      | $104417932.37      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 0.3750%  | 0.0000% | $198611.11         | $260619.24         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 0.5000%  | 0.0000% | $6521166.67        | $8446907.23        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 0.8750%  | 0.0000% | $7804111.11        | $9924083.86        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-15      | 0.2500%  | 0.0000% | $10137833.33       | $12423910.05       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 0.6250%  | 0.0000% | $629611.11         | $854698.33         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-15      | 0.1250%  | 0.0000% | $543500.00         | $729848.16         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 0.3750%  | 0.0000% | $3166.67           | $4204.33           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 0.7500%  | 0.0000% | $11852777.78       | $15198291.83       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-15      | 0.1250%  | 0.0000% | $1113888.89        | $1335570.02        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-15      | 0.1250%  | 0.0000% | $21055.56          | $25234.36          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-15      | 0.1250%  | 0.0000% | $1349833.33        | $1680697.90        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-15      | 0.1250%  | 0.0000% | $13000.00          | $15154.99          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-15      | 0.1250%  | 0.0000% | $6679666.67        | $8188165.58        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-15      | 0.1250%  | 0.0000% | $13731833.33       | $15461250.47       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-15      | 0.1250%  | 0.0000% | $4499444.44        | $5291472.52        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $1194833.33        | $1282483.48        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 0.1250%  | 0.0000% | $651888.89         | $735612.02         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $5895555.56        | $6214691.25        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 1.6250%  | 0.0000% | $3888.89           | $4338.86           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $11616111.11       | $12243442.53       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 1.2500%  | 0.0000% | $5111.11           | $5555.12           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-07-15      | 1.3750%  | 0.0000% | $9215055.56        | $9683619.16        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-31      | 4.0685%  | 0.0000% | $33805833.33       | $34048588.90       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $4436222.22        | $4923125.46        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 4.1435%  | 0.0000% | $637777.78         | $642545.14         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-01-15      | 1.7500%  | 0.0000% | $3944.44           | $4181.92           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $1927500.00        | $2097200.19        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 4.0485%  | 0.0000% | $33478388.89       | $33711364.63       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 4.0805%  | 0.0000% | $20115944.44       | $20258409.81       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $2888.89           | $3031.40           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.1035%  | 0.0000% | $199222.22         | $200683.55         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $1822111.11        | $1922285.79        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 3.9965%  | 0.0000% | $3067444.44        | $3085075.74        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $40444.44          | $42828.76          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 4.0585%  | 0.0000% | $32297333.33       | $32509427.79       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-15      | 1.6250%  | 0.0000% | $10767722.22       | $11179263.67       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 4.0575%  | 0.0000% | $2359388.89        | $2374765.59        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-07-15      | 1.8750%  | 0.0000% | $75722.22          | $77147.96          | U.S. Treasuries (including strips) |

### Security 129: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 4.210000%
- **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: BIV8YGHG3, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV8YGHG3
- **C.18 - Value (incl. sponsor support):** $180000000.00
- **C.18.a - Value (excl. sponsor support):** $180000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp       | 2055-03-01      | 6.0000%  | 0.0000% | $10760276.70       | $10155934.93       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-09-01      | 6.0000%  | 0.0000% | $12960750.90       | $11152920.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $10855606.50       | $10664106.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $10217546.40       | $10195981.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-11-01      | 2.5000%  | 0.0000% | $42086740.80       | $11020165.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $11254704.60       | $11274286.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 3.0000%  | 0.0000% | $6364451.70        | $5646989.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 3.5000%  | 0.0000% | $10695386.40       | $9929911.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $10086594.60       | $10236063.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $10553174.40       | $8610177.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 3.0000%  | 0.0000% | $12291769.50       | $10870001.01       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-10-01      | 4.0000%  | 0.0000% | $17644509.60       | $10037300.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $12492928.50       | $10284623.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $10500000.00       | $10704117.12       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.0000%  | 0.0000% | $11164123.50       | $11085713.49       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2051-12-01      | 2.5000%  | 0.0000% | $13717940.70       | $11080949.33       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 5.5000%  | 0.0000% | $10388271.60       | $10555050.69       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.5000%  | 0.0000% | $9637537.20        | $10095706.79       | Agency Mortgage-Backed Securities |

### Security 130: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8YRBR1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8YRBR1
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $186239900.00      | $140542960.70      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-15      | 4.5000%  | 0.0000% | $203569600.00      | $206593984.89      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 4.8750%  | 0.0000% | $57660700.00       | $60863079.68       | U.S. Treasuries (including strips) |

### Security 131: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 3.870000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8YXK23, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8YXK23
- **C.18 - Value (incl. sponsor support):** $675000000.00
- **C.18.a - Value (excl. sponsor support):** $675000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-01-15      | 0.6250%  | 0.0000% | $37931000.00       | $51492748.33       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 0.3750%  | 0.0000% | $131456000.00      | $174535092.53      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $91245400.00       | $96103475.68       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $115476600.00      | $128104118.02      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-01-15      | 1.7500%  | 0.0000% | $202257000.00      | $214292792.77      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $22736800.00       | $23971798.79       | U.S. Treasuries (including strips) |

### Security 132: Natixis

- **C.1 - Title:** Natixis 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8ZVWQ0, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV8ZVWQ0
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp       | 2053-09-01      | 4.8120%  | 0.0000% | $9189448.10        | $7917250.36        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2036-01-01      | 3.0000%  | 0.0000% | $22556045.40       | $3026323.72        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2046-12-01      | 4.0000%  | 0.0000% | $11899120.80       | $1663460.08        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2047-11-01      | 3.5000%  | 0.0000% | $4969092.80        | $2026980.50        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2047-04-01      | 3.0000%  | 0.0000% | $3500.00           | $657.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2048-04-01      | 3.0000%  | 0.0000% | $957.60            | $166.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2053-09-01      | 5.5000%  | 0.0000% | $716.80            | $611.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2037-11-01      | 2.4000%  | 0.0000% | $132650.00         | $104971.69         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2029-07-01      | 4.0600%  | 0.0000% | $728.00            | $724.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2032-07-01      | 4.0600%  | 0.0000% | $119698.60         | $117825.02         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2035-03-01      | 4.6500%  | 0.0000% | $13098982.40       | $13168129.74       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2049-06-01      | 5.0000%  | 0.0000% | $1553535.90        | $536716.14         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2032-02-15      | 6.5000%  | 0.0000% | $344.40            | $17.27             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp       | 2032-04-15      | 6.0000%  | 0.0000% | $4.20              | $0.07              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp       | 2050-02-01      | 5.0000%  | 0.0000% | $4592791.00        | $2005133.51        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2053-05-01      | 4.5000%  | 0.0000% | $2145288.60        | $1672286.63        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2054-11-01      | 4.5000%  | 0.0000% | $756170.10         | $728890.92         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2052-09-01      | 5.0000%  | 0.0000% | $700.00            | $543.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2054-04-01      | 5.5000%  | 0.0000% | $1886535.00        | $1636264.96        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2029-04-25      | 3.1089%  | 0.0000% | $2968128.10        | $1394814.97        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2027-12-25      | 3.0852%  | 0.0000% | $6019300.00        | $3682324.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2032-04-25      | 2.1530%  | 0.0000% | $7700000.00        | $5826011.67        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2033-07-25      | 4.6482%  | 0.0000% | $13664000.00       | $3106807.41        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2054-10-25      | 5.3060%  | 0.0000% | $32341680.00       | $26788693.27       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp       | 2055-03-25      | 5.2560%  | 0.0000% | $40443110.40       | $36517794.22       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association | 2046-01-01      | 4.0100%  | 0.0000% | $1367932.30        | $1059523.73        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2032-08-01      | 3.0600%  | 0.0000% | $276290.00         | $257217.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2037-12-01      | 3.2600%  | 0.0000% | $37610.30          | $32838.05          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2033-03-01      | 3.4300%  | 0.0000% | $700000.00         | $628168.67         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2038-04-01      | 3.5100%  | 0.0000% | $3778600.00        | $3417008.76        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2030-05-01      | 3.4450%  | 0.0000% | $564878.30         | $547689.13         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2033-07-01      | 3.8500%  | 0.0000% | $1400000.00        | $1360694.14        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2048-09-01      | 4.0200%  | 0.0000% | $91760.90          | $77583.69          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2030-06-01      | 3.5500%  | 0.0000% | $1400000.00        | $1368880.41        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2033-07-01      | 3.7500%  | 0.0000% | $395046.40         | $378893.28         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2030-08-01      | 3.7500%  | 0.0000% | $4508700.00        | $4434008.12        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2033-08-01      | 3.8500%  | 0.0000% | $700000.00         | $667345.97         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2033-08-01      | 3.7900%  | 0.0000% | $1407000.00        | $1319189.44        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2054-01-01      | 7.0000%  | 0.0000% | $765388.40         | $479434.08         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2054-10-01      | 4.5000%  | 0.0000% | $859390.00         | $708154.18         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $2224282.90        | $2025194.54        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $2199438.50        | $2245526.90        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $3258505.60        | $3378936.23        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1293023.90        | $1328803.75        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1138388.30        | $1174980.08        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $700.00            | $723.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $702.80            | $735.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $901250.00         | $925485.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $700.00            | $725.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2033-12-01      | 4.1500%  | 0.0000% | $3220000.00        | $3104276.53        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2033-10-01      | 3.6900%  | 0.0000% | $1486452.10        | $1425206.56        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2033-12-01      | 4.0000%  | 0.0000% | $3421600.00        | $3311278.78        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2031-02-01      | 4.1100%  | 0.0000% | $5576478.60        | $5455357.70        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2028-12-01      | 3.9550%  | 0.0000% | $4272800.00        | $4263724.45        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2031-06-01      | 3.8900%  | 0.0000% | $9658.60           | $9508.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2034-02-01      | 3.8700%  | 0.0000% | $1186431.40        | $1144911.64        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2034-09-01      | 3.4300%  | 0.0000% | $2800000.00        | $2606584.56        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2034-04-01      | 3.6300%  | 0.0000% | $1163127.00        | $1102393.35        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2034-05-01      | 3.5900%  | 0.0000% | $1270773.00        | $1202177.87        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2049-05-01      | 3.8300%  | 0.0000% | $1259444.90        | $1069888.44        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2050-11-01      | 2.4900%  | 0.0000% | $200770.50         | $138047.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2050-02-01      | 5.0000%  | 0.0000% | $981001.70         | $581561.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2035-12-01      | 1.6100%  | 0.0000% | $3303925.80        | $2595808.41        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2036-10-01      | 2.0900%  | 0.0000% | $326664.80         | $264318.41         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2041-12-01      | 2.4100%  | 0.0000% | $6384387.80        | $4581113.57        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2037-08-01      | 4.3200%  | 0.0000% | $2314200.00        | $2244989.22        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-11-01      | 5.1800%  | 0.0000% | $652316.00         | $633306.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $3150571.90        | $1814686.46        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $382024.30         | $329872.85         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $1022399.00        | $919970.49         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $1193045.00        | $999016.05         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $2545166.40        | $2078282.66        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2034-07-01      | 4.8800%  | 0.0000% | $2205000.00        | $2271593.45        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2032-01-01      | 5.1550%  | 0.0000% | $23960864.20       | $24871823.65       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2030-07-01      | 4.7650%  | 0.0000% | $7614.60           | $7813.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-05-01      | 4.5000%  | 0.0000% | $28479449.60       | $21828181.79       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $575680.00         | $410982.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $44731120.00       | $33416934.41       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2036-06-01      | 2.0000%  | 0.0000% | $8050011.20        | $4498125.59        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2036-07-01      | 2.0000%  | 0.0000% | $716.80            | $396.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2036-09-01      | 2.0000%  | 0.0000% | $716.80            | $408.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $716.80            | $717.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $593623.10         | $576452.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2054-02-01      | 7.0000%  | 0.0000% | $714798.70         | $623382.84         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-08-01      | 5.0000%  | 0.0000% | $784.00            | $776.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2054-12-01      | 5.5000%  | 0.0000% | $1230163.90        | $1090451.67        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-02-01      | 6.5000%  | 0.0000% | $1186223.50        | $1238365.31        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-02-01      | 7.0000%  | 0.0000% | $356820.80         | $325981.64         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-04-01      | 6.5000%  | 0.0000% | $910627.20         | $943654.48         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.0000%  | 0.0000% | $19644258.20       | $19169029.21       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.0000%  | 0.0000% | $745798.20         | $765853.71         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-10-01      | 6.0000%  | 0.0000% | $5324827.20        | $5509749.57        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-10-01      | 6.0000%  | 0.0000% | $716.80            | $737.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2053-07-01      | 4.5000%  | 0.0000% | $704.90            | $687.30            | Agency Mortgage-Backed Securities         |
| Tennessee Valley Authority            | 2038-01-15      | 0.0000%  | 0.0000% | $8890000.00        | $4914392.00        | Agency Debentures and Agency Strips       |
| Tennessee Valley Authority            | 2056-04-01      | 0.0000%  | 0.0000% | $22993600.00       | $4449721.47        | Agency Debentures and Agency Strips       |
| U.S. Treasury                         | 2026-04-16      | 0.0000%  | 0.0000% | $1260.00           | $1234.70           | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2042-11-15      | 2.7500%  | 0.0000% | $280.00            | $220.04            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2048-02-15      | 3.0000%  | 0.0000% | $140.00            | $106.54            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2048-11-15      | 3.3750%  | 0.0000% | $210.00            | $171.82            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2052-11-15      | 4.0000%  | 0.0000% | $60049920.00       | $54237147.79       | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2053-08-15      | 4.1250%  | 0.0000% | $140.00            | $127.74            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2055-08-15      | 4.7500%  | 0.0000% | $47950000.00       | $48582916.02       | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2027-08-15      | 2.2500%  | 0.0000% | $350.00            | $342.15            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2026-11-15      | 2.0000%  | 0.0000% | $70.00             | $69.20             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2028-07-15      | 0.7500%  | 0.0000% | $70.00             | $89.76             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2031-01-15      | 0.1250%  | 0.0000% | $70.00             | $81.54             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2031-05-15      | 1.6250%  | 0.0000% | $140.00            | $125.50            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2028-09-30      | 1.2500%  | 0.0000% | $48645030.00       | $45347578.00       | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2028-11-30      | 1.5000%  | 0.0000% | $24175200.00       | $22745478.67       | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2032-02-15      | 1.8750%  | 0.0000% | $70.00             | $62.28             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2029-07-31      | 2.6250%  | 0.0000% | $700.00            | $676.58            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2028-10-31      | 4.8750%  | 0.0000% | $6271440.00        | $6619745.38        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2025-12-31      | 4.2500%  | 0.0000% | $34999160.00       | $35390975.60       | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2029-04-15      | 2.1250%  | 0.0000% | $140.00            | $152.27            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2027-08-15      | 3.7500%  | 0.0000% | $70.00             | $70.45             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2029-09-30      | 3.5000%  | 0.0000% | $47474700.00       | $47124336.71       | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2027-10-15      | 3.8750%  | 0.0000% | $2070110.00        | $2116142.80        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2029-10-31      | 4.1250%  | 0.0000% | $2093700.00        | $2162394.58        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2027-11-15      | 4.1250%  | 0.0000% | $22194760.00       | $22754040.21       | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2028-07-15      | 3.8750%  | 0.0000% | $420.00            | $425.96            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2027-09-30      | 3.5000%  | 0.0000% | $117883500.00      | $117583014.96      | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2029-08-15      | 0.0000%  | 0.0000% | $923882.14         | $798698.88         | U.S. Treasuries (including strips)        |

### Security 133: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.190000%
- **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: BIV907SF8, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV907SF8
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $30850718.55       | $17642228.75       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $38917233.00       | $24924828.43       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $111350000.00      | $89760771.90       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $40800000.00       | $33814848.41       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 5.0000%  | 0.0000% | $46750000.00       | $38001376.09       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $42500000.00       | $36015241.65       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $39100000.00       | $31755340.57       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $79900000.00       | $48481185.21       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $55250000.00       | $52503686.99       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $31450000.00       | $32410029.60       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $33150000.00       | $33761789.18       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $26350000.00       | $27387679.99       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $31450000.00       | $32437569.86       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $32300000.00       | $33352696.22       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $22950000.00       | $23882580.89       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $40800000.00       | $42131725.59       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $46750000.00       | $47627149.49       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $25500000.00       | $24663203.90       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $12274919.70       | $12054345.64       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $25500000.00       | $25710552.66       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $43350000.00       | $39762329.90       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $25500000.00       | $26690827.70       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $51000000.00       | $50694266.49       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $40895259.50       | $41533745.38       | Agency Mortgage-Backed Securities |

### Security 134: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co. 4.190000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV90D8L4, C.3 - LEI: 549300H7EXFMRS487544, C.5 - Other ID: BIV90D8L4
- **C.18 - Value (incl. sponsor support):** $170001300.00
- **C.18.a - Value (excl. sponsor support):** $170001300.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BOND 3 15-AUG-2052     | 2052-08-15      | 3.0000%  | 0.0000% | $72388800.00       | $74159184.00       | U.S. Treasuries (including strips) |
| TREASURY BOND 3 15-AUG-2052     | 2052-08-15      | 3.0000%  | 0.0000% | $192000.00         | $141621.00         | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.625 15-FEB-2035 | 2035-02-15      | 4.6250%  | 0.0000% | $97612500.00       | $99338232.00       | U.S. Treasuries (including strips) |
| US TREASURY INTEREST ONLY STRIP | 2038-11-15      | 0.0000%  | 0.0000% | $990000.00         | $543146.00         | U.S. Treasuries (including strips) |

### Security 135: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV90DAE7, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BIV90DAE7
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp       | 2027-09-15      | 3.5000%  | 0.0000% | $17547486.00       | $5326.01           | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2048-11-15      | 3.5000%  | 0.0000% | $2000000.00        | $20334.65          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2053-10-25      | 0.0000%  | 0.0000% | $2508846.00        | $1434915.97        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2051-01-25      | 2.5000%  | 0.0000% | $3650500.00        | $303744.09         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2037-10-15      | 4.8098%  | 0.0000% | $602.50            | $37.64             | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2039-11-01      | 4.0000%  | 0.0000% | $899213.50         | $6748.70           | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2039-11-01      | 4.5000%  | 0.0000% | $1986260.00        | $10578.58          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2053-06-25      | 5.0000%  | 0.0000% | $12500000.00       | $2349414.49        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2052-06-25      | 3.0000%  | 0.0000% | $441709.50         | $57201.84          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2052-11-25      | 3.0000%  | 0.0000% | $439759.50         | $48844.55          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2052-05-25      | 3.0000%  | 0.0000% | $156100.50         | $25363.83          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2053-09-25      | 5.5000%  | 0.0000% | $68167814.50       | $13012732.54       | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2054-05-25      | 6.0000%  | 0.0000% | $25000000.00       | $4418491.55        | Agency Debentures and Agency Strips |
| U.S. Treasury                         | 2027-12-31      | 0.6250%  | 0.0000% | $76328850.00       | $71519636.31       | U.S. Treasuries (including strips)  |
| U.S. Treasury                         | 2027-06-15      | 4.6250%  | 0.0000% | $157205200.00      | $161786658.65      | U.S. Treasuries (including strips)  |

### Security 136: Mitsubishi UFJ Trust & Banking Corp.

- **C.1 - Title:** Mitsubishi UFJ Trust & Banking Corp. 4.190000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV90DBQ9, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BIV90DBQ9
- **C.18 - Value (incl. sponsor support):** $725800000.00
- **C.18.a - Value (excl. sponsor support):** $725800000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| BOND FIXED 1.125% 15/MAY/2040 USD 100 | 2040-05-15      | 1.1250%  | 0.0000% | $1520000.00        | $975708.00         | U.S. Treasuries (including strips) |
| TREASURY BOND 1.375 15-NOV-2040       | 2040-11-15      | 1.3750%  | 0.0000% | $64375000.00       | $65860355.00       | U.S. Treasuries (including strips) |
| TREASURY NOTE 1.25 30-JUN-2028        | 2028-06-30      | 1.2500%  | 0.0000% | $230625000.00      | $235332025.00      | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.125 30-SEP-2027       | 2027-09-30      | 4.1250%  | 0.0000% | $30300000.00       | $30897096.00       | U.S. Treasuries (including strips) |
| TREASURY NOTE 3.875 15-OCT-2027       | 2027-10-15      | 3.8750%  | 0.0000% | $200500000.00      | $204483767.00      | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.0 15-DEC-2027         | 2027-12-15      | 4.0000%  | 0.0000% | $200000000.00      | $203917628.00      | U.S. Treasuries (including strips) |

### Security 137: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.180000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV90JQF4, C.3 - LEI: N/A, C.5 - Other ID: BIV90JQF4
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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? 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 Corporation

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-01-02      | 0.0000%  | 0.0000% | $16102000.00       | $15942123.24       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 0.0000%  | 0.0000% | $59993600.00       | $59325031.32       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-28      | 2.5000%  | 0.0000% | $5000000.00        | $4981319.12        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 1.6250%  | 0.0000% | $7000000.00        | $6893012.80        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-30      | 0.3750%  | 0.0000% | $300000000.00      | $298569900.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-31      | 0.3750%  | 0.0000% | $10000000.00       | $9919895.00        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 0.8750%  | 0.0000% | $7000.00           | $6865.61           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 4.0000%  | 0.0000% | $5000000.00        | $5092532.18        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $1700000.00        | $1735447.56        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 3.6250%  | 0.0000% | $29130000.00       | $29269860.41       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-09-30      | 3.8750%  | 0.0000% | $78449600.00       | $78264066.70       | U.S. Treasuries (including strips) |

### Security 138: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 4.170000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV90W8C2, C.3 - LEI: UVCP0ONBRH8AI9HEYC97, C.5 - Other ID: BIV90W8C2
- **C.18 - Value (incl. sponsor support):** $776476190.50
- **C.18.a - Value (excl. sponsor support):** $776476190.50
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BOND 2.5 15-FEB-2045   | 2045-02-15      | 2.5000%  | 0.0000% | $240000000.00      | $252000000.00      | U.S. Treasuries (including strips) |
| TREASURY BOND 2.0 15-FEB-2050   | 2050-02-15      | 2.0000%  | 0.0000% | $301000000.00      | $316050000.00      | U.S. Treasuries (including strips) |
| TREASURY BOND 1.875 15-FEB-2051 | 2051-02-15      | 1.8750%  | 0.0000% | $235476190.48      | $247250000.00      | U.S. Treasuries (including strips) |

### Security 139: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV90WLD5, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV90WLD5
- **C.18 - Value (incl. sponsor support):** $1403000000.00
- **C.18.a - Value (excl. sponsor support):** $1403000000.00
- **C.19 - Percentage of Net Assets:** 1.8800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2027-06-15      | 4.6250%  | 0.0000% | $352303900.00      | $362723349.50      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 3.8750%  | 0.0000% | $42597000.00       | $43573020.16       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-03-31      | 4.1250%  | 0.0000% | $1010670000.00     | $1024910340.30     | U.S. Treasuries (including strips) |

### Security 140: Societe Generale

- **C.1 - Title:** Societe Generale 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV910TB0, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV910TB0
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $60.00             | $60.55             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $30.00             | $29.73             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-15      | 0.1250%  | 0.0000% | $54644700.00       | $65519841.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-15      | 0.1250%  | 0.0000% | $14999970.00       | $17976950.45       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-15      | 0.1250%  | 0.0000% | $37274700.00       | $43453682.18       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-15      | 0.1250%  | 0.0000% | $36804300.00       | $41439514.07       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $27297180.00       | $29299636.65       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $26576400.00       | $29493326.73       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-09-30      | 3.6250%  | 0.0000% | $30.00             | $29.67             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $74709600.00       | $78816929.21       | U.S. Treasuries (including strips) |

### Security 141: Prudential Insurance Co. of America

- **C.1 - Title:** Prudential Insurance Co. of America 4.220000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV910TV6, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: BIV910TV6
- **C.18 - Value (incl. sponsor support):** $926163125.00
- **C.18.a - Value (excl. sponsor support):** $926163125.00
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2027 | 2027-08-15      | 0.0000%  | 0.0000% | $45812500.00       | $46701500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2027 | 2027-08-15      | 0.0000%  | 0.0000% | $45812500.00       | $46701500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 | 2039-05-15      | 0.0000%  | 0.0000% | $26875000.00       | $27402500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 | 2039-05-15      | 0.0000%  | 0.0000% | $26875000.00       | $27402500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 | 2039-05-15      | 0.0000%  | 0.0000% | $26875000.00       | $27402500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 | 2050-02-15      | 0.0000%  | 0.0000% | $15125000.00       | $15427500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 | 2050-02-15      | 0.0000%  | 0.0000% | $15125000.00       | $15427500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 | 2050-02-15      | 0.0000%  | 0.0000% | $15125000.00       | $15427500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $14875000.00       | $15123000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $14875000.00       | $15123000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $14875000.00       | $15123000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $14875000.00       | $15123000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $14875000.00       | $15123000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $7437500.00        | $7561500.00        | U.S. Treasuries (including strips) |
| TREASURY BOND 2.75 15-NOV-2042           | 2042-11-15      | 2.7500%  | 0.0000% | $17710000.00       | $18072997.50       | U.S. Treasuries (including strips) |
| TREASURY BOND 3.375 15-MAY-2044          | 2044-05-15      | 3.3750%  | 0.0000% | $19118750.00       | $19510583.75       | U.S. Treasuries (including strips) |
| TREASURY BOND 2.875 15-NOV-2046          | 2046-11-15      | 2.8750%  | 0.0000% | $37312500.00       | $38015562.50       | U.S. Treasuries (including strips) |
| TREASURY BOND 2.875 15-NOV-2046          | 2046-11-15      | 2.8750%  | 0.0000% | $11193750.00       | $11404668.75       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.625 15-NOV-2026          | 2025-11-15      | 4.6250%  | 0.0000% | $50375000.00       | $51357187.50       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.625 15-NOV-2026          | 2025-11-15      | 4.6250%  | 0.0000% | $50375000.00       | $51357187.50       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.375 31-JUL-2026          | 2026-07-31      | 4.3750%  | 0.0000% | $49625000.00       | $50599101.90       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.25 15-AUG-2035           | 2035-08-15      | 4.2500%  | 0.0000% | $49687500.00       | $50695125.00       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.25 15-AUG-2035           | 2035-08-15      | 4.2500%  | 0.0000% | $49687500.00       | $50695125.00       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.25 15-AUG-2035           | 2035-08-15      | 4.2500%  | 0.0000% | $24843750.00       | $25347562.50       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2038  | 2038-02-15      | 0.0000%  | 0.0000% | $13470000.00       | $13728960.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-NOV-2037  | 2037-11-15      | 0.0000%  | 0.0000% | $28437500.00       | $29002000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2038  | 2038-05-15      | 0.0000%  | 0.0000% | $27687500.00       | $28208000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $13250000.00       | $13519500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $13250000.00       | $13519500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $13250000.00       | $13519500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $13250000.00       | $13519500.00       | U.S. Treasuries (including strips) |
| US TREASURY INTEREST ONLY STRIP          | 2038-11-15      | 0.0000%  | 0.0000% | $6734375.00        | $6867375.00        | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2039  | 2039-05-15      | 0.0000%  | 0.0000% | $13093750.00       | $13337250.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2040  | 2040-02-15      | 0.0000%  | 0.0000% | $25062500.00       | $25536500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2041  | 2041-02-15      | 0.0000%  | 0.0000% | $23687500.00       | $24130000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-NOV-2041  | 2041-11-15      | 0.0000%  | 0.0000% | $18150000.00       | $18479600.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2042  | 2042-02-15      | 0.0000%  | 0.0000% | $20973750.00       | $21396750.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2042  | 2042-08-15      | 0.0000%  | 0.0000% | $21687500.00       | $22097000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2050  | 2050-02-15      | 0.0000%  | 0.0000% | $14812500.00       | $15102500.00       | U.S. Treasuries (including strips) |

### Security 142: ABN AMRO Bank N.V.

- **C.1 - Title:** ABN AMRO Bank N.V. 4.210000%
- **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: BIV910U02, C.3 - LEI: BFXS5XCH7N0Y05NIXW11, C.5 - Other ID: BIV910U02
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp       | 2048-11-01      | 4.5000%  | 0.0000% | $1758045.67        | $398674.02         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2052-09-01      | 4.5000%  | 0.0000% | $2050751.00        | $1640532.48        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2052-11-01      | 5.0000%  | 0.0000% | $247811.33         | $201623.06         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2053-05-01      | 5.5000%  | 0.0000% | $10304093.67       | $9093727.12        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2052-09-01      | 2.5000%  | 0.0000% | $2559365.33        | $2017030.50        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2054-10-01      | 5.5000%  | 0.0000% | $2321430.67        | $2213299.42        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2052-07-01      | 4.5000%  | 0.0000% | $1785300.00        | $1483316.53        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2052-11-01      | 5.0000%  | 0.0000% | $577764.33         | $457109.04         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2052-12-01      | 5.5000%  | 0.0000% | $553820.33         | $379628.67         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2053-01-01      | 6.0000%  | 0.0000% | $4276498.00        | $2925285.13        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2053-08-01      | 5.0000%  | 0.0000% | $2797438.33        | $2378497.20        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2054-01-01      | 6.5000%  | 0.0000% | $2687080.67        | $2737332.03        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2051-06-01      | 3.0000%  | 0.0000% | $651159.33         | $461040.38         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2052-10-01      | 5.0000%  | 0.0000% | $3667371.67        | $3154517.60        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2053-02-01      | 5.0000%  | 0.0000% | $5949979.00        | $5101468.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $668778.00         | $93033.89          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-01-01      | 4.0000%  | 0.0000% | $318345.00         | $68919.28          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-08-01      | 4.0000%  | 0.0000% | $7908913.00        | $1108506.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $11960901.67       | $2725252.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $62981.00          | $14242.19          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $840739.67         | $420369.87         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1166440.67        | $884158.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $2036718.67        | $1999967.36        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $43009.00          | $28644.01          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 4.5680%  | 0.0000% | $3714098.33        | $2953865.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $108233.00         | $75272.62          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-08-01      | 4.2300%  | 0.0000% | $5624333.33        | $5662564.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $683443.00         | $191639.36         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $34170829.33       | $9793537.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $15603.00          | $3077.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $17957334.33       | $4571983.95        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $44702525.67       | $10512260.99       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-08-01      | 4.0000%  | 0.0000% | $16503063.00       | $4863450.81        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $8182728.33        | $5321603.15        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $1588992.33        | $1023112.28        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $3738938.67        | $2723524.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $173145.33         | $118774.15         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $4821.67           | $3609.01           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $402671.67         | $304373.70         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $41352006.00       | $31022908.91       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $2548.00           | $1975.99           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $882031.33         | $710920.28         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $202145.33         | $148146.21         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 7.0000%  | 0.0000% | $108295.67         | $72750.36          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $750718.67         | $767885.53         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $4475604.00        | $4563827.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $2207347.33        | $1697361.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $601685.67         | $472453.97         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 2.5000%  | 0.0000% | $469354.67         | $365132.16         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $13387333.67       | $13647579.77       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $16382555.33       | $16925597.89       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-01-01      | 3.5000%  | 0.0000% | $4229202.67        | $942324.07         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-11-01      | 4.0000%  | 0.0000% | $620.33            | $41.28             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-11-01      | 4.0000%  | 0.0000% | $115472.67         | $11903.04          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2055-05-01      | 6.0000%  | 0.0000% | $7065775.33        | $7050786.12        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2055-05-01      | 5.5000%  | 0.0000% | $3059888.00        | $3079861.83        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2055-03-01      | 6.0000%  | 0.0000% | $410479.67         | $415181.09         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 5.5000%  | 0.0000% | $10024657.00       | $10157689.77       | Agency Mortgage-Backed Securities  |
| U.S. Treasury                         | 2028-11-15      | 3.1250%  | 0.0000% | $7092366.67        | $7064350.05        | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2031-11-15      | 1.3750%  | 0.0000% | $13394400.00       | $11661985.05       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2030-05-31      | 3.7500%  | 0.0000% | $1967366.67        | $1992647.33        | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2033-11-15      | 4.5000%  | 0.0000% | $973133.33         | $1023011.28        | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2030-12-31      | 3.7500%  | 0.0000% | $94100.00          | $94860.80          | U.S. Treasuries (including strips) |

### Security 143: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 4.210000%
- **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: BIV910U10, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV910U10
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $895.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $7004196.00        | $3720834.23        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $981.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 4.0000%  | 0.0000% | $498596.00         | $344817.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 4.5000%  | 0.0000% | $1433200.00        | $1258647.24        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $2045419.00        | $1928437.94        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $327832.00         | $334837.59         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $368321.00         | $387011.49         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-02-20      | 4.0000%  | 0.0000% | $1000.00           | $58.54             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $42725301.00       | $43750423.37       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $15577528.00       | $9027186.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $50000000.00       | $32780209.04       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $194195456.00      | $121228507.10      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $130974.00         | $82227.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $69886455.00       | $41919507.24       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $50000000.00       | $33902228.17       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $26297470.00       | $16435725.01       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $133188000.00      | $83911343.45       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $105125000.00      | $68952430.45       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $49997567.00       | $23092542.88       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $38492316.00       | $27000788.88       | Agency Collateralized Mortgage Obligation |

### Security 144: Goldman Sachs & Co.

- **C.1 - Title:** Goldman Sachs & Co. 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV910U51, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BIV910U51
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-01-27      | 0.0000%  | 0.0000% | $516549900.00      | $510000047.27      | U.S. Treasuries (including strips) |

### Security 145: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.210000%
- **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: BIV910U93, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV910U93
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2040-06-25      | 1.1200%  | 0.0000% | $6001650.00        | $3776327.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-07-25      | 2.5000%  | 0.0000% | $510548.00         | $473591.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-04-25      | 3.0000%  | 0.0000% | $5350000.00        | $468773.75         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-06-25      | 2.8980%  | 0.0000% | $100000.00         | $96724.61          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 5.7560%  | 0.0000% | $19688400.00       | $18490362.79       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 5.0000%  | 0.0000% | $59730000.00       | $59894066.70       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 5.6060%  | 0.0000% | $26230900.00       | $22737903.80       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-08-25      | 5.5000%  | 0.0000% | $83402368.00       | $75352168.31       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2036-08-25      | 5.0000%  | 0.0000% | $4544400.00        | $4586137.64        | Agency Debentures and Agency Strips       |
| Government National Mortgage Association | 2067-05-20      | 4.2500%  | 0.0000% | $700000.00         | $19726.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-06-20      | 5.1158%  | 0.0000% | $399997.00         | $11032.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-03-20      | 5.6158%  | 0.0000% | $63724.00          | $12937.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-03-20      | 5.3658%  | 0.0000% | $5000000.00        | $752889.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 5.1858%  | 0.0000% | $369999.00         | $7246.69           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-20      | 5.6275%  | 0.0000% | $7400000.00        | $1718090.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-04-20      | 4.9774%  | 0.0000% | $2600000.00        | $934950.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $27500000.00       | $16996122.06       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.0000%  | 0.0000% | $51033216.00       | $42887336.97       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $5691999.00        | $5783609.20        | Agency Collateralized Mortgage Obligation |

### Security 146: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.210000%
- **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: BIV910UA0, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV910UA0
- **C.18 - Value (incl. sponsor support):** $1090000000.00
- **C.18.a - Value (excl. sponsor support):** $1090000000.00
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $30826000.06       | $30968115.04       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-08-20      | 4.5499%  | 0.0000% | $11105390.15       | $3108002.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 4.5999%  | 0.0000% | $14127180.80       | $2152986.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 4.5499%  | 0.0000% | $12716666.67       | $2016058.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-10-20      | 4.5999%  | 0.0000% | $10187803.45       | $2749322.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.7388%  | 0.0000% | $36333333.33       | $36372529.60       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.6988%  | 0.0000% | $36333333.33       | $36452001.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 4.6499%  | 0.0000% | $1635000.00        | $307354.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-06-16      | 4.6614%  | 0.0000% | $12667616.67       | $3516409.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 4.5999%  | 0.0000% | $15168803.33       | $3007922.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.6499%  | 0.0000% | $11518652.75       | $2170573.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.6999%  | 0.0000% | $10199847.58       | $2764668.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.5499%  | 0.0000% | $12911882.03       | $5653724.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 4.5999%  | 0.0000% | $10685481.46       | $2640091.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-09-20      | 4.6499%  | 0.0000% | $14697450.27       | $1560091.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 4.6499%  | 0.0000% | $11680440.00       | $2684120.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-16      | 4.6114%  | 0.0000% | $9345504.49        | $2894012.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.6999%  | 0.0000% | $11691945.31       | $2799283.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $36333333.33       | $23962054.02       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $19374075.29       | $12324269.94       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $36333333.33       | $22348911.73       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $26819218.19       | $18046640.18       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $21962420.54       | $13724193.22       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $18166666.67       | $12744649.89       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $22890000.00       | $14801298.95       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $27250000.00       | $16888174.98       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 4.0000%  | 0.0000% | $14169223.92       | $8243425.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $55197366.38       | $34726500.09       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $18166666.67       | $12551591.67       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.5000%  | 0.0000% | $18166666.67       | $13097794.73       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $18166666.67       | $13042482.61       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $21073333.33       | $13228932.01       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $18166666.67       | $12246632.40       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 5.4888%  | 0.0000% | $36333333.33       | $15182048.79       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 5.1388%  | 0.0000% | $13319257.18       | $4035487.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 5.3388%  | 0.0000% | $18166666.67       | $13354951.86       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 4.5000%  | 0.0000% | $10900000.00       | $6609165.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 4.0000%  | 0.0000% | $18166666.67       | $13806020.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 4.0000%  | 0.0000% | $15022385.09       | $8232000.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 4.5000%  | 0.0000% | $12716666.67       | $8200073.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $18166666.67       | $12220519.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 5.1388%  | 0.0000% | $9589223.77        | $6628953.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 5.2888%  | 0.0000% | $36333333.33       | $20269140.22       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.2988%  | 0.0000% | $19165583.36       | $14395586.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3888%  | 0.0000% | $36333333.33       | $22480084.68       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.4888%  | 0.0000% | $36333333.33       | $16258596.04       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.8888%  | 0.0000% | $36333333.33       | $14306033.37       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 5.4188%  | 0.0000% | $363.33            | $224.59            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.3888%  | 0.0000% | $78931614.25       | $72903264.99       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.3888%  | 0.0000% | $16132362.97       | $13930846.29       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.7888%  | 0.0000% | $7266666.67        | $7224120.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.8388%  | 0.0000% | $3633333.33        | $3614344.07        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2027-11-15      | 6.1250%  | 0.0000% | $623443.67         | $669324.60         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 0.6250%  | 0.0000% | $2037137.33        | $2177062.98        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-11-15      | 4.7500%  | 0.0000% | $5655283.33        | $5780545.03        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-05-15      | 4.6250%  | 0.0000% | $10913552.33       | $10939163.71       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-05-15      | 4.7500%  | 0.0000% | $1540533.33        | $1576690.42        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-15      | 1.6250%  | 0.0000% | $36.33             | $33.79             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-01-15      | 0.1250%  | 0.0000% | $18060028.33       | $21654253.48       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-15      | 0.6250%  | 0.0000% | $3120924.33        | $2694975.12        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-10-15      | 0.1250%  | 0.0000% | $11145286.33       | $13107168.48       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-07-15      | 0.6250%  | 0.0000% | $14695525.33       | $15491017.23       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-07-31      | 2.6250%  | 0.0000% | $17267416.67       | $16699287.97       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-02-28      | 4.0000%  | 0.0000% | $38935890.00       | $39539198.38       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-31      | 3.7500%  | 0.0000% | $1979985.00        | $2007184.05        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-06-30      | 4.0000%  | 0.0000% | $71548690.00       | $72977374.24       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-09-30      | 4.6250%  | 0.0000% | $3464020.00        | $3602594.66        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-10-31      | 4.8750%  | 0.0000% | $72.67             | $77.90             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-15      | 2.3750%  | 0.0000% | $18051671.67       | $20032955.95       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-11-30      | 4.8750%  | 0.0000% | $9082243.33        | $9240437.85        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-15      | 4.5000%  | 0.0000% | $112488.00         | $116207.84         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-30      | 4.8750%  | 0.0000% | $2771652.00        | $2844126.10        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-15      | 2.1250%  | 0.0000% | $38150000.00       | $41508787.20       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-09-30      | 3.6250%  | 0.0000% | $363.33            | $359.31            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-10-31      | 4.1250%  | 0.0000% | $14269880.33       | $14749607.11       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-10-31      | 4.1250%  | 0.0000% | $1808855.00        | $1847602.73        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-15      | 4.1250%  | 0.0000% | $90710526.67       | $93063807.18       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-31      | 4.1250%  | 0.0000% | $18166666.67       | $18392653.39       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-29      | 4.1250%  | 0.0000% | $3293435.00        | $3351881.97        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-03-31      | 4.1250%  | 0.0000% | $8376032.33        | $8494050.63        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-04-30      | 4.0000%  | 0.0000% | $4687000.00        | $4796321.63        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-05-15      | 4.2500%  | 0.0000% | $18166666.67       | $18641843.08       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-07-31      | 4.0000%  | 0.0000% | $3342666.67        | $3384033.62        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-08-31      | 3.8750%  | 0.0000% | $3099088.00        | $3103071.34        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-31      | 3.6250%  | 0.0000% | $36.33             | $36.28             | U.S. Treasuries (including strips)        |

### Security 147: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV910UC6, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV910UC6
- **C.18 - Value (incl. sponsor support):** $1121338920.00
- **C.18.a - Value (excl. sponsor support):** $1121338920.00
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-01-15      | 2.0000%  | 0.0000% | $362167.55         | $592578.33         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 2.5000%  | 0.0000% | $6250991.02        | $9876821.56        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 2.1250%  | 0.0000% | $2678106.20        | $3959753.67        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 0.6250%  | 0.0000% | $141373427.31      | $151083999.10      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 0.8750%  | 0.0000% | $9800851.02        | $9705889.33        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 1.0000%  | 0.0000% | $49.84             | $47.33             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 0.2500%  | 0.0000% | $49.84             | $37.07             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 2.8750%  | 0.0000% | $19037892.83       | $18889002.23       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 0.8750%  | 0.0000% | $29219151.86       | $37156481.89       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-15      | 0.2500%  | 0.0000% | $4395299.71        | $5386437.75        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-15      | 1.6250%  | 0.0000% | $24916649.18       | $23174657.71       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-15      | 0.1250%  | 0.0000% | $33091708.27       | $39677470.36       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-15      | 0.1250%  | 0.0000% | $12459321.33       | $14932070.02       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 0.6250%  | 0.0000% | $35248616.15       | $33047181.45       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 0.3750%  | 0.0000% | $448.54            | $443.48            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 1.2500%  | 0.0000% | $20525037.43       | $19442978.21       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $4033132.15        | $3808497.45        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 0.8750%  | 0.0000% | $1950033.30        | $1912595.59        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-15      | 0.1250%  | 0.0000% | $12071786.60       | $14196758.71       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $44546559.12       | $38816769.09       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 1.7500%  | 0.0000% | $85218119.80       | $80430464.84       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $24915154.06       | $26742870.91       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $27259001.59       | $26870509.70       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 2.7500%  | 0.0000% | $12946729.98       | $12660978.40       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 3.2500%  | 0.0000% | $7973965.65        | $7922724.95        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $58611139.42       | $61783852.55       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 4.1250%  | 0.0000% | $51095327.93       | $51588959.89       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.8750%  | 0.0000% | $7722735.90        | $7863256.23        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-15      | 4.0000%  | 0.0000% | $12459321.33       | $12606677.59       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 3.8750%  | 0.0000% | $5699541.46        | $5793603.85        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $20555687.36       | $21665803.16       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $261013312.85      | $265057692.47      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-03-31      | 3.6250%  | 0.0000% | $30032446.51       | $29923969.32       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.5000%  | 0.0000% | $24918642.67       | $25055760.74       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 3.5000%  | 0.0000% | $7669410.00        | $7759929.21        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 3.6250%  | 0.0000% | $24918642.67       | $25228165.43       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 3.7500%  | 0.0000% | $5631563.41        | $5708924.19        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-07-15      | 1.3750%  | 0.0000% | $398.70            | $418.97            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 4.1250%  | 0.0000% | $4890582.65        | $4989580.93        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-10-31      | 4.8750%  | 0.0000% | $3821971.57        | $4097430.02        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $24853555.17       | $26219935.57       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-07-15      | 1.8750%  | 0.0000% | $8114407.12        | $8267189.60        | U.S. Treasuries (including strips) |

### Security 148: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.210000%
- **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: BIV910UF9, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: BIV910UF9
- **C.18 - Value (incl. sponsor support):** $1234351636.00
- **C.18.a - Value (excl. sponsor support):** $1234351636.00
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $419312.28         | $330791.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $48977190.88       | $39312918.73       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-20      | 3.0000%  | 0.0000% | $16731457.79       | $1806036.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $698689605.28      | $68920874.69       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $67185992.44       | $6655743.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $193254284.27      | $137331638.53      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $75643173.17       | $57933996.19       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $31512150.22       | $24737903.09       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $13068290.38       | $10252913.92       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $36420893.49       | $28634538.20       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $5058280.31        | $3365550.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $336634089.49      | $229286410.95      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $1570974.70        | $811090.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $158050658.06      | $144370850.05      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $132866835.13      | $106821086.20      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $50358814.87       | $48515390.77       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $238837069.87      | $236084895.22      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $115936955.55      | $115343473.29      | Agency Mortgage-Backed Securities |

### Security 149: Natixis

- **C.1 - Title:** Natixis 4.210000%
- **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: BIV910UG7, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV910UG7
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2036-01-01      | 3.0000%  | 0.0000% | $1064047.25        | $142762.23         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-10-01      | 3.5000%  | 0.0000% | $48226.50          | $7544.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 3.0000%  | 0.0000% | $350.00            | $60.59             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-05-01      | 3.5000%  | 0.0000% | $6184498.25        | $907847.34         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 2.4000%  | 0.0000% | $59159.80          | $46815.71          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-01-01      | 2.9200%  | 0.0000% | $105834.40         | $87063.32          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-07-01      | 4.0600%  | 0.0000% | $350.00            | $348.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-03-01      | 4.6500%  | 0.0000% | $382.55            | $384.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 5.0000%  | 0.0000% | $355758.90         | $42835.05          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.0000%  | 0.0000% | $350.00            | $285.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 7.0000%  | 0.0000% | $350.00            | $233.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 7.0000%  | 0.0000% | $119327.25         | $126304.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 7.0000%  | 0.0000% | $479978.45         | $481991.84         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $420513.80         | $349995.18         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $705.95            | $548.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-12-01      | 2.0000%  | 0.0000% | $22858629.50       | $13633835.27       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-12-01      | 2.0000%  | 0.0000% | $384.65            | $221.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-07-13      | 2.1500%  | 0.0000% | $549150.00         | $388805.13         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2029-04-25      | 3.1089%  | 0.0000% | $4693080.00        | $2205423.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-10-25      | 5.3060%  | 0.0000% | $1328460.00        | $1100366.69        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-03-25      | 5.2560%  | 0.0000% | $10425811.20       | $9413905.71        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $350.00            | $246.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $423112.20         | $425573.19         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $356474.65         | $275067.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $470630.65         | $488450.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $329241.15         | $346681.95         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $506668.75         | $521896.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $350.00            | $361.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $350.00            | $366.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 3.6900%  | 0.0000% | $194201.00         | $186199.43         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-06-01      | 3.8900%  | 0.0000% | $304100.65         | $299382.71         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 1.2700%  | 0.0000% | $350.00            | $271.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 5.0000%  | 0.0000% | $437384.15         | $174640.51         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-07-01      | 1.2700%  | 0.0000% | $3222031.05        | $2927884.60        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.4900%  | 0.0000% | $350000.00         | $247862.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-02-01      | 2.3000%  | 0.0000% | $513625.00         | $482206.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $207071.90         | $178798.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 4.6800%  | 0.0000% | $36157.80          | $36658.66          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-01-01      | 5.1550%  | 0.0000% | $472550.40         | $490516.12         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-06-01      | 4.4650%  | 0.0000% | $8053688.30        | $8142671.94        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 4.7700%  | 0.0000% | $10341220.40       | $10587770.61       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 5.0800%  | 0.0000% | $9152045.00        | $9563824.99        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 4.6300%  | 0.0000% | $735.00            | $744.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-07-01      | 4.7650%  | 0.0000% | $1450.40           | $1488.23           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $936640.60         | $641811.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.5000%  | 0.0000% | $17500000.00       | $13317749.82       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 4.9540%  | 0.0000% | $355.60            | $294.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $11494745.15       | $10876905.65       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $194250.00         | $116309.35         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-07-01      | 2.0000%  | 0.0000% | $28222969.60       | $15610813.42       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-01-01      | 2.0000%  | 0.0000% | $23412125.10       | $13947041.80       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $17500000.00       | $13764892.42       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $18796667.40       | $19158591.41       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $6498184.00        | $6501671.72        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $4183071.55        | $4062074.07        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-11-01      | 2.5000%  | 0.0000% | $102657611.00      | $15582267.44       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $41419026.25       | $40999856.52       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 7.0000%  | 0.0000% | $841387.40         | $768668.32         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 7.0000%  | 0.0000% | $350.00            | $353.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $362153.75         | $376520.77         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $459055.45         | $478406.06         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.5000%  | 0.0000% | $908230.75         | $944621.52         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 5.0000%  | 0.0000% | $2522348.50        | $2491243.23        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $358.40            | $368.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.5000%  | 0.0000% | $1541621.55        | $1596065.83        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2072-02-20      | 5.6320%  | 0.0000% | $392.35            | $417.79            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2072-02-20      | 5.7100%  | 0.0000% | $345597.00         | $383022.45         | Agency Mortgage-Backed Securities         |
| Tennessee Valley Authority               | 2038-06-15      | 0.0000%  | 0.0000% | $700.00            | $381.25            | Agency Debentures and Agency Strips       |
| Tennessee Valley Authority               | 2039-09-15      | 0.0000%  | 0.0000% | $700.00            | $351.86            | Agency Debentures and Agency Strips       |
| Tennessee Valley Authority               | 2042-12-15      | 0.0000%  | 0.0000% | $700.00            | $283.50            | Agency Debentures and Agency Strips       |
| U.S. Treasury                            | 2026-01-22      | 0.0000%  | 0.0000% | $350.00            | $345.79            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-16      | 0.0000%  | 0.0000% | $140.00            | $137.19            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 3.1250%  | 0.0000% | $35.00             | $28.74             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-05-15      | 2.8750%  | 0.0000% | $175.00            | $139.14            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-02-15      | 1.3750%  | 0.0000% | $315.00            | $374.73            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-05-15      | 3.3750%  | 0.0000% | $455.00            | $386.08            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-05-15      | 3.0000%  | 0.0000% | $70.00             | $55.34             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-08-15      | 2.8750%  | 0.0000% | $35.00             | $26.76             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-11-15      | 3.0000%  | 0.0000% | $455.00            | $357.86            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-05-15      | 2.5000%  | 0.0000% | $175.00            | $124.89            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-08-15      | 2.2500%  | 0.0000% | $17267950.00       | $11589082.45       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-02-15      | 3.0000%  | 0.0000% | $35.00             | $26.63             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-05-15      | 2.8750%  | 0.0000% | $2765.00           | $2053.41           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-11-15      | 1.8750%  | 0.0000% | $70.00             | $40.27             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-11-15      | 2.0000%  | 0.0000% | $8119685.00        | $5771350.30        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-02-15      | 2.2500%  | 0.0000% | $595.00            | $372.25            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-05-15      | 3.2500%  | 0.0000% | $350.00            | $298.80            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-08-15      | 3.3750%  | 0.0000% | $70.00             | $60.06             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-11-15      | 4.0000%  | 0.0000% | $350.00            | $316.12            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 3.8750%  | 0.0000% | $35.00             | $31.99             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-08-15      | 4.1250%  | 0.0000% | $35.00             | $31.93             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-08-15      | 4.3750%  | 0.0000% | $385.00            | $374.27            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-11-15      | 4.7500%  | 0.0000% | $70.00             | $71.64             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-11-15      | 4.5000%  | 0.0000% | $70.00             | $68.85             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-11-15      | 4.6250%  | 0.0000% | $35.00             | $35.35             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-02-15      | 4.6250%  | 0.0000% | $315.00            | $312.64            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-02-15      | 2.3750%  | 0.0000% | $175.00            | $176.09            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-08-15      | 4.7500%  | 0.0000% | $350.00            | $354.62            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-15      | 2.2500%  | 0.0000% | $455.00            | $444.79            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-15      | 2.2500%  | 0.0000% | $5595730.00        | $5484696.73        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-15      | 2.8750%  | 0.0000% | $350.00            | $343.90            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-15      | 2.6250%  | 0.0000% | $35.00             | $33.97             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-15      | 1.6250%  | 0.0000% | $35.00             | $34.74             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 2.3750%  | 0.0000% | $350.00            | $345.98            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-07-15      | 0.7500%  | 0.0000% | $35.00             | $44.88             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-15      | 1.6250%  | 0.0000% | $70.00             | $65.07             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-12-31      | 1.7500%  | 0.0000% | $210.00            | $205.90            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-15      | 0.6250%  | 0.0000% | $5250.00           | $4574.99           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 0.3750%  | 0.0000% | $8049580.00        | $7590163.12        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-15      | 0.6250%  | 0.0000% | $943775.00         | $814127.92         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-11-15      | 0.8750%  | 0.0000% | $35.00             | $30.45             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-11-30      | 0.3750%  | 0.0000% | $1485365.00        | $1477997.59        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 0.7500%  | 0.0000% | $59990.00          | $56217.78          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-02-15      | 1.1250%  | 0.0000% | $105.00            | $91.88             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-02-28      | 0.5000%  | 0.0000% | $105.00            | $103.56            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-30      | 1.2500%  | 0.0000% | $4926740.00        | $4663932.96        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-05-15      | 1.6250%  | 0.0000% | $35.00             | $31.37             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-07-31      | 1.0000%  | 0.0000% | $70.00             | $65.16             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-08-15      | 1.2500%  | 0.0000% | $700.00            | $606.55            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-09-30      | 0.8750%  | 0.0000% | $35.00             | $34.02             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-11-15      | 1.3750%  | 0.0000% | $45150.00          | $39310.36          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-30      | 1.2500%  | 0.0000% | $1951915.00        | $1905230.40        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-30      | 1.5000%  | 0.0000% | $350.00            | $329.30            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-12-31      | 1.3750%  | 0.0000% | $3921925.00        | $3663185.80        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 1.8750%  | 0.0000% | $70.00             | $68.36             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-03-31      | 2.5000%  | 0.0000% | $105.00            | $103.20            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-30      | 2.8750%  | 0.0000% | $6885900.00        | $6783390.47        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-07-31      | 2.6250%  | 0.0000% | $35.00             | $33.83             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-10-31      | 4.0000%  | 0.0000% | $70.00             | $71.93             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-02-28      | 4.0000%  | 0.0000% | $655935.00         | $665593.59         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-15      | 3.7500%  | 0.0000% | $9920400.00        | $10085744.45       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-31      | 3.7500%  | 0.0000% | $35.00             | $35.45             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-07-31      | 4.1250%  | 0.0000% | $35.00             | $35.69             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-08-15      | 3.8750%  | 0.0000% | $385.00            | $383.86            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-15      | 4.3750%  | 0.0000% | $5810.00           | $5871.58           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-09-30      | 4.6250%  | 0.0000% | $35.00             | $36.38             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-10-15      | 4.6250%  | 0.0000% | $1049965.00        | $1081946.42        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-15      | 2.3750%  | 0.0000% | $140.00            | $155.31            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-11-30      | 4.8750%  | 0.0000% | $35.00             | $35.61             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-12-31      | 3.7500%  | 0.0000% | $686385.00         | $691934.42         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-31      | 4.2500%  | 0.0000% | $34300.00          | $34683.99          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-15      | 4.0000%  | 0.0000% | $105.00            | $106.26            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-01-31      | 4.0000%  | 0.0000% | $105.00            | $106.80            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-01-31      | 4.0000%  | 0.0000% | $4833430.00        | $4915262.07        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-01-15      | 1.7500%  | 0.0000% | $385.00            | $407.91            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-28      | 4.2500%  | 0.0000% | $20622525.00       | $21079357.22       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-03-31      | 4.1250%  | 0.0000% | $2414860.00        | $2453908.29        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-03-31      | 4.1250%  | 0.0000% | $420.00            | $426.23            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-03-31      | 4.5000%  | 0.0000% | $420.00            | $421.25            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-15      | 2.1250%  | 0.0000% | $350.00            | $380.67            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-05-15      | 4.3750%  | 0.0000% | $2876615.00        | $2991668.81        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 4.5000%  | 0.0000% | $315.00            | $324.32            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-15      | 4.6250%  | 0.0000% | $2020550.00        | $2079435.24        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-07-31      | 4.0000%  | 0.0000% | $350.00            | $356.11            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-07-31      | 4.1250%  | 0.0000% | $944895.00         | $965822.19         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-11-30      | 4.1250%  | 0.0000% | $35.00             | $35.99             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-11-30      | 4.1250%  | 0.0000% | $1710940.00        | $1761532.50        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-15      | 4.0000%  | 0.0000% | $35.00             | $35.68             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-12-31      | 4.3750%  | 0.0000% | $1400000.00        | $1451194.50        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-01-31      | 4.2500%  | 0.0000% | $177835.00         | $182804.57         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-31      | 4.1250%  | 0.0000% | $315.00            | $318.83            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-31      | 3.9965%  | 0.0000% | $35.00             | $35.20             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-01-31      | 4.3750%  | 0.0000% | $2099965.00        | $2173594.05        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-01-15      | 2.1250%  | 0.0000% | $245.00            | $259.27            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-03-31      | 4.0000%  | 0.0000% | $2765.00           | $2796.11           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-05-31      | 4.1250%  | 0.0000% | $6866475.00        | $7049397.89        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-06-15      | 3.8750%  | 0.0000% | $35.00             | $35.61             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-06-30      | 4.0000%  | 0.0000% | $12526675.00       | $12719460.53       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-06-30      | 3.8750%  | 0.0000% | $1400000.00        | $1421878.50        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-30      | 3.7500%  | 0.0000% | $35.00             | $35.38             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-31      | 3.6250%  | 0.0000% | $84000.00          | $84212.87          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-09-15      | 3.3750%  | 0.0000% | $35.00             | $34.80             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-09-30      | 3.8750%  | 0.0000% | $5072515.00        | $5057449.63        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-15      | 0.0000%  | 0.0000% | $2454781.93        | $2249370.69        | U.S. Treasuries (including strips)        |

### Security 150: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV910Y16, C.3 - LEI: N/A, C.5 - Other ID: BIV910Y16
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2029-09-30      | 3.8750%  | 0.0000% | $374000.00         | $376687.94         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $4861400.00        | $4947905.87        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 4.2500%  | 0.0000% | $984199600.00      | $1014673372.21     | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-31      | 4.1250%  | 0.0000% | $2000.00           | $2045.60           | U.S. Treasuries (including strips) |

### Security 151: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV910Y32, C.3 - LEI: N/A, C.5 - Other ID: BIV910Y32
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 5.3700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2039-02-15      | 0.0000%  | 0.0000% | $20000000.00       | $11202040.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 0.0000%  | 0.0000% | $131000000.00      | $68727316.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 0.0000%  | 0.0000% | $296000000.00      | $130110944.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 0.0000%  | 0.0000% | $123000000.00      | $53327511.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 0.0000%  | 0.0000% | $112000000.00      | $45990896.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 0.0000%  | 0.0000% | $119000000.00      | $48208090.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 0.0000%  | 0.0000% | $900000.00         | $359810.10         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 0.0000%  | 0.0000% | $137000000.00      | $51380069.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-05-15      | 0.0000%  | 0.0000% | $87000000.00       | $32187390.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 0.0000%  | 0.0000% | $207000000.00      | $73682271.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 0.0000%  | 0.0000% | $68976700.00       | $23635969.88       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 0.0000%  | 0.0000% | $435000000.00      | $143434290.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 0.0000%  | 0.0000% | $243697600.00      | $65762284.76       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 2.3750%  | 0.0000% | $6556100.00        | $6483446.94        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 4.3750%  | 0.0000% | $367157700.00      | $380544392.01      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 0.0000%  | 0.0000% | $229000000.00      | $165730048.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 0.0000%  | 0.0000% | $50000000.00       | $35299100.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 0.0000%  | 0.0000% | $500556.15         | $335743.53         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-08-15      | 0.0000%  | 0.0000% | $146000000.00      | $95386618.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-02-15      | 0.0000%  | 0.0000% | $255000000.00      | $162238650.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-02-15      | 0.0000%  | 0.0000% | $391000000.00      | $236185896.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 0.0000%  | 0.0000% | $310000000.00      | $227138240.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-11-15      | 0.0000%  | 0.0000% | $353000000.00      | $252405237.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-11-15      | 0.0000%  | 0.0000% | $270000000.00      | $165156300.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-08-15      | 0.0000%  | 0.0000% | $272000000.00      | $159976256.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 0.0000%  | 0.0000% | $101005000.00      | $28068986.48       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-11-15      | 0.0000%  | 0.0000% | $265000000.00      | $153694965.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 0.0000%  | 0.0000% | $86991054.00       | $23920713.04       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 0.0000%  | 0.0000% | $134340000.00      | $36528658.08       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 0.0000%  | 0.0000% | $17675000.00       | $4764490.67        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2038-11-15      | 0.0000%  | 0.0000% | $207000000.00      | $113586696.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-05-15      | 0.0000%  | 0.0000% | $153000000.00      | $81540738.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-11-15      | 0.0000%  | 0.0000% | $170000000.00      | $87988770.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 0.0000%  | 0.0000% | $10190000.00       | $2716399.25        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 0.0000%  | 0.0000% | $67619667.00       | $17931112.82       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 0.0000%  | 0.0000% | $157860000.00      | $41507866.26       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 0.0000%  | 0.0000% | $78666000.00       | $20471803.84       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 0.0000%  | 0.0000% | $143000000.00      | $68960749.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 0.0000%  | 0.0000% | $76000000.00       | $35586620.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.0000%  | 0.0000% | $280000000.00      | $127252160.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 0.0000%  | 0.0000% | $145000000.00      | $64951010.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 0.0000%  | 0.0000% | $128000000.00      | $56472320.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 0.0000%  | 0.0000% | $85000000.00       | $37003730.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 0.0000%  | 0.0000% | $235000000.00      | $97967505.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 0.0000%  | 0.0000% | $94000000.00       | $38575250.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 0.0000%  | 0.0000% | $72000000.00       | $28375416.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 0.0000%  | 0.0000% | $217000000.00      | $83457332.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-11-15      | 0.0000%  | 0.0000% | $83000000.00       | $29280906.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 0.0000%  | 0.0000% | $183000000.00      | $63060336.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 0.0000%  | 0.0000% | $94000000.00       | $29009058.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 0.0000%  | 0.0000% | $80000000.00       | $23231760.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 0.0000%  | 0.0000% | $45654000.00       | $13088590.91       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 0.0000%  | 0.0000% | $78965000.00       | $22404265.66       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 0.0000%  | 0.0000% | $48825000.00       | $13712989.50       | U.S. Treasuries (including strips) |

### Security 152: Fixed Income Clearing Corp. - State Street Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV910Y40, C.3 - LEI: N/A, C.5 - Other ID: BIV910Y40
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 2.6900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TII Note .125 07/15/2031 | 2031-07-15      | 0.1250%  | 0.0000% | $2000000000.00     | $195806927.58      | U.S. Treasuries (including strips) |
| T Note 3.875 12/31/2029  | 2029-12-31      | 3.8750%  | 0.0000% | $2000000000.00     | $107142225.05      | U.S. Treasuries (including strips) |
| T Note 4.125 11/30/2029  | 2029-11-30      | 4.1250%  | 0.0000% | $2000000000.00     | $1266650288.94     | U.S. Treasuries (including strips) |
| T Note 4.375 12/31/2029  | 2029-12-31      | 4.3750%  | 0.0000% | $2000000000.00     | $48608803.24       | U.S. Treasuries (including strips) |
| T Note 4.25 01/31/2030   | 2030-01-31      | 4.2500%  | 0.0000% | $2000000000.00     | $421791759.49      | U.S. Treasuries (including strips) |

### Security 153: Fixed Income Clearing Corp. - Bank of New York Mellon (The)

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of New York Mellon (The) 4.210000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV910Y65, C.3 - LEI: N/A, C.5 - Other ID: BIV910Y65
- **C.18 - Value (incl. sponsor support):** $2740000000.00
- **C.18.a - Value (excl. sponsor support):** $2740000000.00
- **C.19 - Percentage of Net Assets:** 3.6800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $820360700.00      | $707667135.37      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-01-15      | 1.7500%  | 0.0000% | $663962100.00      | $703472773.27      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $222120800.00      | $241586205.12      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $433679900.00      | $432135340.80      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 3.8750%  | 0.0000% | $700000000.00      | $709938611.20      | U.S. Treasuries (including strips) |

### Security 154: Fixed Income Clearing Corp. - BNP Paribas Securities Corp.

- **C.1 - Title:** Fixed Income Clearing Corp. - BNP Paribas Securities Corp. 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV910YA6, C.3 - LEI: N/A, C.5 - Other ID: BIV910YA6
- **C.18 - Value (incl. sponsor support):** $775000000.00
- **C.18.a - Value (excl. sponsor support):** $775000000.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2046-05-15      | 2.5000%  | 0.0000% | $44400400.00       | $31662946.45       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $3142600.00        | $2388665.12        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $17872000.00       | $14012322.67       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-05-15      | 2.8750%  | 0.0000% | $542200.00         | $402197.05         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $699900.00         | $457894.35         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $150000000.00      | $108916087.50      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $99999900.00       | $85312764.69       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 3.3750%  | 0.0000% | $150000000.00      | $128620312.50      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $100.00            | $101.13            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $4562200.00        | $4061597.78        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.1250%  | 0.0000% | $100.00            | $98.25             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $200.00            | $199.53            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $130901000.00      | $136223467.39      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-06-30      | 4.2500%  | 0.0000% | $104520000.00      | $107983374.72      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 3.8750%  | 0.0000% | $28844000.00       | $28934512.47       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 4.0585%  | 0.0000% | $100.00            | $100.66            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 4.0575%  | 0.0000% | $933600.00         | $939684.49         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-31      | 4.0000%  | 0.0000% | $20514400.00       | $20768274.62       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 3.6250%  | 0.0000% | $120361600.00      | $119815399.06      | U.S. Treasuries (including strips) |

### Security 155: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV910YW8, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV910YW8
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2030-10-25      | 4.9205%  | 0.0000% | $72026.00          | $38.04             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-06-25      | 6.5000%  | 0.0000% | $54456.00          | $177.52            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-11-25      | 1.5000%  | 0.0000% | $2902752.00        | $151301.00         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-05-25      | 2.0000%  | 0.0000% | $2958711.00        | $186118.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 4.8205%  | 0.0000% | $27252105.00       | $4906445.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2057-10-25      | 3.0000%  | 0.0000% | $3375000.00        | $2353420.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-07-25      | 3.0000%  | 0.0000% | $2808237.00        | $155410.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-02-25      | 3.6100%  | 0.0000% | $11659.00          | $9845.41           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-10-25      | 3.5000%  | 0.0000% | $1073033.00        | $232969.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 5.3560%  | 0.0000% | $22780000.00       | $21271054.41       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.1250%  | 0.0000% | $50000000.00       | $32997612.34       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 5.3560%  | 0.0000% | $200000000.00      | $178198962.22      | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 5.5000%  | 0.0000% | $1500000.00        | $1294375.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 5.5000%  | 0.0000% | $587825.00         | $596502.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-04-25      | 5.5000%  | 0.0000% | $14984999.00       | $13709448.79       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-04-25      | 5.5560%  | 0.0000% | $1270000.00        | $1162423.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-04-25      | 5.2560%  | 0.0000% | $23023.00          | $21867.13          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 5.0000%  | 0.0000% | $7992.00           | $7673.81           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-07-25      | 5.0000%  | 0.0000% | $5018297.00        | $4986200.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-04-25      | 5.0000%  | 0.0000% | $29925803.00       | $29906893.36       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2026-02-15      | 3.5000%  | 0.0000% | $1136239.00        | $25866.57          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2027-03-15      | 2.5000%  | 0.0000% | $464813.00         | $1417.75           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2042-07-15      | 2.5000%  | 0.0000% | $269294.00         | $215842.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2042-01-15      | 3.0000%  | 0.0000% | $12953558.00       | $1065347.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2042-09-15      | 3.0000%  | 0.0000% | $235998.00         | $200718.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2032-10-15      | 3.0000%  | 0.0000% | $81734.00          | $78863.97          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2041-11-15      | 2.5000%  | 0.0000% | $2999.00           | $134.65            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-01-15      | 3.0000%  | 0.0000% | $357000.00         | $305326.99         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2042-10-15      | 2.5000%  | 0.0000% | $981975.00         | $38493.92          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-07-15      | 3.5000%  | 0.0000% | $239000.00         | $227064.92         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-10-15      | 2.5000%  | 0.0000% | $130122.00         | $444.68            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-04-15      | 3.0000%  | 0.0000% | $148984.00         | $2535.45           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-12-15      | 4.5000%  | 0.0000% | $6007.00           | $719.30            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2046-09-15      | 3.0000%  | 0.0000% | $1632732.00        | $1470478.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2048-01-15      | 3.0000%  | 0.0000% | $124968.00         | $107098.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2048-06-15      | 3.0000%  | 0.0000% | $26011.00          | $2380.17           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2048-08-15      | 3.0000%  | 0.0000% | $26401.00          | $1450.43           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2048-06-15      | 3.5000%  | 0.0000% | $9250901.00        | $462326.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2049-07-15      | 4.0000%  | 0.0000% | $153000.00         | $122758.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2049-10-25      | 2.5000%  | 0.0000% | $624000.00         | $175164.10         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2031-01-27      | 4.5947%  | 0.0000% | $128144.00         | $59443.14          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2047-12-25      | 2.5000%  | 0.0000% | $658000.00         | $406421.34         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-03-25      | 3.0000%  | 0.0000% | $2986384.00        | $1893334.50        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2049-11-25      | 3.0000%  | 0.0000% | $27803.00          | $17139.37          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2042-02-25      | 3.5000%  | 0.0000% | $1208941.00        | $996695.02         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-12-25      | 2.0000%  | 0.0000% | $86999.00          | $70846.34          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-08-25      | 3.2500%  | 0.0000% | $413343.00         | $280169.70         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-08-25      | 3.2500%  | 0.0000% | $415343.00         | $281525.32         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-06-25      | 5.5000%  | 0.0000% | $485960.00         | $495483.14         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-07-25      | 0.1250%  | 0.0000% | $712273.00         | $495984.43         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-09-25      | 4.7500%  | 0.0000% | $177000.00         | $159622.92         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-09-25      | 4.5000%  | 0.0000% | $208000.00         | $203986.43         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-09-25      | 4.7500%  | 0.0000% | $155006.00         | $140835.88         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-10-25      | 4.7500%  | 0.0000% | $245000.00         | $220921.25         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-08-25      | 4.7500%  | 0.0000% | $205000.00         | $201697.94         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-12-25      | 0.1250%  | 0.0000% | $50000000.00       | $35910612.28       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-12-25      | 5.0000%  | 0.0000% | $567494.00         | $557890.17         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-07-25      | 5.5000%  | 0.0000% | $1000000.00        | $813785.77         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2036-04-25      | 5.0000%  | 0.0000% | $497687.00         | $490815.05         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-07-25      | 5.0000%  | 0.0000% | $5821877.00        | $5704821.04        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-08-25      | 5.0000%  | 0.0000% | $371993.00         | $361251.99         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-08-25      | 5.2500%  | 0.0000% | $20000000.00       | $20096895.04       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-08-25      | 6.0000%  | 0.0000% | $55828352.00       | $56040512.98       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-09-25      | 5.4560%  | 0.0000% | $100000000.00      | $98744493.80       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-05-25      | 4.5000%  | 0.0000% | $99290.00          | $99197.96          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2032-04-25      | 5.3705%  | 0.0000% | $10128777.00       | $2659.64           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-07-25      | 5.0205%  | 0.0000% | $2304.00           | $1.82              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2033-02-15      | 5.5000%  | 0.0000% | $4991441.00        | $85831.86          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-08-25      | 5.5000%  | 0.0000% | $786036.00         | $16748.50          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2033-05-15      | 5.5000%  | 0.0000% | $5030184.00        | $189013.81         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-03-25      | 4.8405%  | 0.0000% | $1194983.00        | $16580.42          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-04-15      | 5.5000%  | 0.0000% | $19983000.00       | $911548.94         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-06-25      | 4.8705%  | 0.0000% | $1584000.00        | $19761.96          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2035-11-15      | 5.5000%  | 0.0000% | $1281000.00        | $493204.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-12-25      | 4.5000%  | 0.0000% | $37489002.00       | $304768.42         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-07-25      | 5.0105%  | 0.0000% | $986998.00         | $17654.58          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2039-08-15      | 4.0000%  | 0.0000% | $44476524.00       | $598843.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-20      | 5.4693%  | 0.0000% | $237105.00         | $7171.44           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-12-20      | 4.8658%  | 0.0000% | $583824.00         | $29895.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-12-20      | 4.8458%  | 0.0000% | $224548.00         | $19809.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-20      | 4.9658%  | 0.0000% | $332501.00         | $17147.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-12-20      | 4.9658%  | 0.0000% | $389974.00         | $27823.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-03-20      | 4.9658%  | 0.0000% | $436563.00         | $19159.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-12-20      | 5.0662%  | 0.0000% | $2540805.00        | $1013740.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-06-16      | 3.5351%  | 0.0000% | $200002.00         | $6808.01           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-12-20      | 4.0000%  | 0.0000% | $3818169.00        | $1431854.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-05-20      | 2.0000%  | 0.0000% | $22099978.00       | $1225324.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-02-20      | 4.7658%  | 0.0000% | $1149129.00        | $88475.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 5.6158%  | 0.0000% | $1400000.00        | $799609.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-04-20      | 5.7158%  | 0.0000% | $1100000.00        | $314722.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 4.9158%  | 0.0000% | $42772417.00       | $16999705.01       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-04-20      | 5.8888%  | 0.0000% | $1860022.00        | $1519917.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-04-20      | 4.8158%  | 0.0000% | $2400000.00        | $1249936.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 1.3400%  | 0.0000% | $5099903.00        | $2617323.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 1.4000%  | 0.0000% | $100000.00         | $64506.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-07-16      | 1.0000%  | 0.0000% | $200000.00         | $121235.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-07-16      | 5.0000%  | 0.0000% | $3314607.00        | $3372128.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-12-16      | 5.0000%  | 0.0000% | $7750605.00        | $7852648.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-16      | 1.6354%  | 0.0000% | $7131604.00        | $3750163.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-20      | 5.0000%  | 0.0000% | $1277000.00        | $1149413.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 4.5000%  | 0.0000% | $2384397.00        | $2183244.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.0000%  | 0.0000% | $4146388.00        | $4174402.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $1265546.00        | $1237198.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 5.2500%  | 0.0000% | $4521083.00        | $4582593.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 5.2500%  | 0.0000% | $4961459.00        | $5020908.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-04-20      | 5.0000%  | 0.0000% | $8485000.00        | $8588053.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 4.5000%  | 0.0000% | $3759040.00        | $3726633.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $3312999.00        | $3255226.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $8990263.00        | $9021460.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $1640960.00        | $1600713.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $2673578.00        | $2551432.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 3.5000%  | 0.0000% | $14230000.00       | $3884796.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 2.5000%  | 0.0000% | $10810000.00       | $5038246.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $7590000.00        | $4518037.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-08-20      | 5.2888%  | 0.0000% | $5000000.00        | $5212750.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $10735051.00       | $11133902.28       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $87750000.00       | $88274111.25       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $69886720.00       | $70350263.08       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 1.5000%  | 0.0000% | $6378000.00        | $4239579.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $20339709.00       | $16756216.13       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.0000%  | 0.0000% | $1000000.00        | $973800.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 4.5000%  | 0.0000% | $1505225.00        | $1408365.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $1360285.00        | $1311990.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $4760428.00        | $4715797.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $6214382.00        | $6177796.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 5.0000%  | 0.0000% | $8636000.00        | $5412330.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.5000%  | 0.0000% | $13143078.00       | $8468971.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 4.0000%  | 0.0000% | $1691305.00        | $1584696.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 4.0000%  | 0.0000% | $4158943.00        | $3972148.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $2446480.00        | $2398714.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 4.5000%  | 0.0000% | $2655006.00        | $2444230.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.2500%  | 0.0000% | $6447000.00        | $6472305.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $1593296.00        | $1556691.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 4.5000%  | 0.0000% | $1179574.00        | $1154758.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 6.7888%  | 0.0000% | $2748252.00        | $2354241.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $5346357.00        | $5279178.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 4.5000%  | 0.0000% | $4812044.00        | $4725033.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $2442907.00        | $2321941.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.1000%  | 0.0000% | $1514483.00        | $1483613.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.0000%  | 0.0000% | $18082563.00       | $18007847.50       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.5000%  | 0.0000% | $1557086.00        | $1436936.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.2500%  | 0.0000% | $4682852.00        | $4696713.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $1100000.00        | $1112472.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.2500%  | 0.0000% | $17671017.00       | $17730629.14       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.0000%  | 0.0000% | $5869770.00        | $5715669.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 3.0000%  | 0.0000% | $629430.00         | $441169.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 4.5000%  | 0.0000% | $9437180.00        | $9047773.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.2500%  | 0.0000% | $11339049.00       | $11417925.32       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $12184747.00       | $12073789.98       | Agency Collateralized Mortgage Obligation |

### Security 156: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9112A9, C.3 - LEI: UVCP0ONBRH8AI9HEYC97, C.5 - Other ID: BIV9112A9
- **C.18 - Value (incl. sponsor support):** $778423809.50
- **C.18.a - Value (excl. sponsor support):** $778423809.50
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BOND 2.5 15-FEB-2045   | 2045-02-15      | 2.5000%  | 0.0000% | $240533333.33      | $252560000.00      | U.S. Treasuries (including strips) |
| TREASURY BOND 2.0 15-FEB-2050   | 2050-02-15      | 2.0000%  | 0.0000% | $301800000.00      | $316890000.00      | U.S. Treasuries (including strips) |
| TREASURY BOND 1.875 15-FEB-2051 | 2051-02-15      | 1.8750%  | 0.0000% | $236090476.19      | $247895000.00      | U.S. Treasuries (including strips) |

### Security 157: Wells Fargo Bank, N.A.

- **C.1 - Title:** Wells Fargo Bank, N.A. 4.210000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV912Z37, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: BIV912Z37
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-10-31      | 1.1250%  | 0.0000% | $122948600.00      | $120132746.33      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 1.3750%  | 0.0000% | $11538600.00       | $10777369.71       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $364452400.00      | $379029129.30      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 3.8750%  | 0.0000% | $60000.00          | $60851.88          | U.S. Treasuries (including strips) |

### Security 158: Wells Fargo Bank, N.A.

- **C.1 - Title:** Wells Fargo Bank, N.A. 4.210000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV913256, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: BIV913256
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2030-12-31      | 3.7500%  | 0.0000% | $250000000.00      | $255000090.77      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** SHORT TERM INVESTMENTS TRUST

**Date:** 2025-10-07

**By:** Adrien Deberghes

**Name of Signing Officer:** Adrien Deberghes

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