# EDGAR Filing Document

**Accession Number:** 0000828806
**File Stem:** 0001193125-25-271508
**Filing Date:** 2025-11
**Character Count:** 486549
**Document Hash:** 7c675e0a43bf384c1bbdd0db6fbdefdd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-271508.hdr.sgml**: 20251107

**ACCESSION NUMBER**: 0001193125-25-271508

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251107

**DATE AS OF CHANGE**: 20251107

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AIM TREASURER'S SERIES TRUST (INVESCO TREASURER'S SERIES TRUST)
- **CENTRAL INDEX KEY:** 0000828806

**ORGANIZATION NAME:**
- **EIN:** 586213968
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05460
- **FILM NUMBER:** 251461197

**BUSINESS ADDRESS:**
- **STREET 1:** 11 GREENWAY PLAZA
- **STREET 2:** SUITE 1000
- **CITY:** HOUSTON
- **STATE:** TX
- **ZIP:** 77046
- **BUSINESS PHONE:** 7136261919

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM TREASURERS SERIES TRUST (INVESCO TREASURER'S SERIES TRUST)
- **DATE OF NAME CHANGE:** 20100430

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM TREASURERS SERIES TRUST
- **DATE OF NAME CHANGE:** 20040707

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM TREASURERS SERIES FUNDS
- **DATE OF NAME CHANGE:** 20031126

## Series and Classes Contracts Data

### Invesco Premier U.S. Government Money Portfolio (Series ID: S000000176)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000000400 | Investor Class      | FUGXX           |
| C000029750 | Institutional Class | IUGXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000828806

### General Information

**Report for (YYYY-MM-DD):** 2025-10-31

**Registrant Full Name:** Invesco Treasurer's Series Trust

**CIK Number of Registrant:** 0000828806

**LEI of Registrant:** 549300C81XUXD3V4PM95

**Name of Series:** Invesco Premier U.S. Government Money Portfolio

**LEI of Series:** 549300TCMEM5428K3T88

**EDGAR Series Identifier:** S000000176

**Total number of share classes in the series:** 2

**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:** 033-19862

- **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:** 25 days

- **WAL:** 110 days

- **Total Value of Portfolio Securities:** $23675251075.12

- **Amortized Cost of Portfolio Securities:** $23669783075.77

- **Cash:** $949449.37

- **Total Other Assets:** $65669303.46

- **Total Liabilities:** $110411055.06

- **Net Assets of Series:** $23625990773.54

- **Number of Shares Outstanding (Series):** 23623881583.5000

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-10-01 | $13035818371.03           | $18768721457.77            | 53.2800%                  | 76.7200%                   |
| 2025-10-02 | $13068824901.77           | $18801727988.51            | 53.3500%                  | 76.7500%                   |
| 2025-10-03 | $13212426250.85           | $18795329337.61            | 53.9400%                  | 76.7400%                   |
| 2025-10-06 | $13264470533.17           | $18797373619.95            | 54.1400%                  | 76.7300%                   |
| 2025-10-07 | $13409217142.92           | $18680131779.71            | 55.0000%                  | 76.6100%                   |
| 2025-10-08 | $12203163794.67           | $18236067825.21            | 50.7100%                  | 75.7900%                   |
| 2025-10-09 | $12976568285.03           | $18793472315.59            | 52.7700%                  | 76.4300%                   |
| 2025-10-10 | $13178564655.42           | $18711468685.98            | 53.7700%                  | 76.3400%                   |
| 2025-10-13 | $13178564655.42           | $18711468685.98            | 53.7700%                  | 76.3400%                   |
| 2025-10-14 | $13205078053.58           | $17975992690.43            | 55.5400%                  | 75.6000%                   |
| 2025-10-15 | $12643840805.33           | $18177182459.55            | 52.7300%                  | 75.8000%                   |
| 2025-10-16 | $13363995161.69           | $18897336815.91            | 54.1100%                  | 76.5100%                   |
| 2025-10-17 | $13168951938.32           | $18802293592.56            | 53.4100%                  | 76.2600%                   |
| 2025-10-20 | $13392526387.64           | $19225223597.91            | 53.4000%                  | 76.6500%                   |
| 2025-10-21 | $13688519872.28           | $18408651176.30            | 56.4100%                  | 75.8700%                   |
| 2025-10-22 | $12851431745.26           | $18522567024.29            | 53.3100%                  | 76.8300%                   |
| 2025-10-23 | $12756338934.28           | $18417394213.47            | 53.1500%                  | 76.7400%                   |
| 2025-10-24 | $12494917033.75           | $18256000090.69            | 52.4100%                  | 76.5800%                   |
| 2025-10-27 | $11752719093.95           | $17613889928.61            | 50.8200%                  | 76.1700%                   |
| 2025-10-28 | $12906068857.37           | $17641267939.24            | 55.7400%                  | 76.1900%                   |
| 2025-10-29 | $12692384047.99           | $17467617916.16            | 54.9400%                  | 75.6200%                   |
| 2025-10-30 | $12396343190.79           | $17647737260.06            | 52.8200%                  | 75.2000%                   |
| 2025-10-31 | $12670793676.21           | $18042219540.33            | 53.3800%                  | 76.0100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-10-01 | 4.2200%             |
| 2025-10-02 | 4.2200%             |
| 2025-10-03 | 4.2100%             |
| 2025-10-06 | 4.2100%             |
| 2025-10-07 | 4.2000%             |
| 2025-10-08 | 4.2000%             |
| 2025-10-09 | 4.1900%             |
| 2025-10-10 | 4.1800%             |
| 2025-10-13 | 4.1700%             |
| 2025-10-14 | 4.1800%             |
| 2025-10-15 | 4.1900%             |
| 2025-10-16 | 4.2000%             |
| 2025-10-17 | 4.2100%             |
| 2025-10-20 | 4.2400%             |
| 2025-10-21 | 4.2400%             |
| 2025-10-22 | 4.2400%             |
| 2025-10-23 | 4.2300%             |
| 2025-10-24 | 4.2300%             |
| 2025-10-27 | 4.2300%             |
| 2025-10-28 | 4.2300%             |
| 2025-10-29 | 4.2300%             |
| 2025-10-30 | 4.2300%             |
| 2025-10-31 | 4.2100%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-10-01 | 1.0003                      |
|  |  |
| 2025-10-02 | 1.0003                      |
|  |  |
| 2025-10-03 | 1.0003                      |
|  |  |
| 2025-10-06 | 1.0003                      |
|  |  |
| 2025-10-07 | 1.0003                      |
|  |  |
| 2025-10-08 | 1.0003                      |
|  |  |
| 2025-10-09 | 1.0003                      |
|  |  |
| 2025-10-10 | 1.0004                      |
|  |  |
| 2025-10-13 | 1.0003                      |
|  |  |
| 2025-10-14 | 1.0003                      |
|  |  |
| 2025-10-15 | 1.0003                      |
|  |  |
| 2025-10-16 | 1.0003                      |
|  |  |
| 2025-10-17 | 1.0003                      |
|  |  |
| 2025-10-20 | 1.0003                      |
|  |  |
| 2025-10-21 | 1.0003                      |
|  |  |
| 2025-10-22 | 1.0003                      |
|  |  |
| 2025-10-23 | 1.0003                      |
|  |  |
| 2025-10-24 | 1.0004                      |
|  |  |
| 2025-10-27 | 1.0003                      |
|  |  |
| 2025-10-28 | 1.0003                      |
|  |  |
| 2025-10-29 | 1.0003                      |
|  |  |
| 2025-10-30 | 1.0003                      |
|  |  |
| 2025-10-31 | 1.0003                      |
|  |  |

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

### Class: Investor

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $1811140207.42

- **Number of Shares Outstanding:** 1811043969.3420

- **Expense Reimbursement/Waiver:** 105892.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0003          |
|  |  |
| 2025-10-02 | 1.0003          |
|  |  |
| 2025-10-03 | 1.0003          |
|  |  |
| 2025-10-06 | 1.0002          |
|  |  |
| 2025-10-07 | 1.0003          |
|  |  |
| 2025-10-08 | 1.0003          |
|  |  |
| 2025-10-09 | 1.0002          |
|  |  |
| 2025-10-10 | 1.0003          |
|  |  |
| 2025-10-13 | 1.0003          |
|  |  |
| 2025-10-14 | 1.0003          |
|  |  |
| 2025-10-15 | 1.0002          |
|  |  |
| 2025-10-16 | 1.0002          |
|  |  |
| 2025-10-17 | 1.0003          |
|  |  |
| 2025-10-20 | 1.0003          |
|  |  |
| 2025-10-21 | 1.0003          |
|  |  |
| 2025-10-22 | 1.0003          |
|  |  |
| 2025-10-23 | 1.0003          |
|  |  |
| 2025-10-24 | 1.0003          |
|  |  |
| 2025-10-27 | 1.0003          |
|  |  |
| 2025-10-28 | 1.0003          |
|  |  |
| 2025-10-29 | 1.0003          |
|  |  |
| 2025-10-30 | 1.0002          |
|  |  |
| 2025-10-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $14897868.92              | $5718102.87             |
| 2025-10-02 | $14584379.59              | $11309192.98            |
| 2025-10-03 | $13276245.57              | $4131152.50             |
| 2025-10-06 | $16086796.95              | $4214646.20             |
| 2025-10-07 | $9596318.61               | $85372360.88            |
| 2025-10-08 | $29837428.95              | $31583779.13            |
| 2025-10-09 | $13665746.53              | $3959853.16             |
| 2025-10-10 | $10403567.55              | $40960295.06            |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $16338146.32              | $12602127.66            |
| 2025-10-15 | $71876929.68              | $24116504.39            |
| 2025-10-16 | $12271810.56              | $6193059.29             |
| 2025-10-17 | $30416666.44              | $3609712.09             |
| 2025-10-20 | $15434770.71              | $9415815.89             |
| 2025-10-21 | $5859037.26               | $10204697.99            |
| 2025-10-22 | $36278317.11              | $21374275.23            |
| 2025-10-23 | $84567073.36              | $37529557.18            |
| 2025-10-24 | $5382379.46               | $4290172.27             |
| 2025-10-27 | $25209337.90              | $44539722.85            |
| 2025-10-28 | $1449642.97               | $10641790.60            |
| 2025-10-29 | $33665964.49              | $43812067.84            |
| 2025-10-30 | $18146952.76              | $8209357.75             |
| 2025-10-31 | $9868304.64               | $22472947.62            |

**Total Gross Subscriptions (Month):** $489113686.33

**Total Gross Redemptions (Month):** $446261191.43

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.0400%           |
| 2025-10-02 | 4.0400%           |
| 2025-10-03 | 4.0300%           |
| 2025-10-06 | 4.0300%           |
| 2025-10-07 | 4.0200%           |
| 2025-10-08 | 4.0200%           |
| 2025-10-09 | 4.0100%           |
| 2025-10-10 | 4.0000%           |
| 2025-10-13 | 3.9900%           |
| 2025-10-14 | 4.0000%           |
| 2025-10-15 | 4.0100%           |
| 2025-10-16 | 4.0200%           |
| 2025-10-17 | 4.0300%           |
| 2025-10-20 | 4.0600%           |
| 2025-10-21 | 4.0600%           |
| 2025-10-22 | 4.0600%           |
| 2025-10-23 | 4.0500%           |
| 2025-10-24 | 4.0500%           |
| 2025-10-27 | 4.0500%           |
| 2025-10-28 | 4.0500%           |
| 2025-10-29 | 4.0500%           |
| 2025-10-30 | 4.0500%           |
| 2025-10-31 | 4.0300%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 97.8000%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $21814850566.12

- **Number of Shares Outstanding:** 21812837614.1570

- **Expense Reimbursement/Waiver:** 1310661.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0003          |
|  |  |
| 2025-10-02 | 1.0003          |
|  |  |
| 2025-10-03 | 1.0003          |
|  |  |
| 2025-10-06 | 1.0003          |
|  |  |
| 2025-10-07 | 1.0003          |
|  |  |
| 2025-10-08 | 1.0003          |
|  |  |
| 2025-10-09 | 1.0003          |
|  |  |
| 2025-10-10 | 1.0003          |
|  |  |
| 2025-10-13 | 1.0003          |
|  |  |
| 2025-10-14 | 1.0003          |
|  |  |
| 2025-10-15 | 1.0003          |
|  |  |
| 2025-10-16 | 1.0003          |
|  |  |
| 2025-10-17 | 1.0003          |
|  |  |
| 2025-10-20 | 1.0003          |
|  |  |
| 2025-10-21 | 1.0003          |
|  |  |
| 2025-10-22 | 1.0003          |
|  |  |
| 2025-10-23 | 1.0003          |
|  |  |
| 2025-10-24 | 1.0003          |
|  |  |
| 2025-10-27 | 1.0003          |
|  |  |
| 2025-10-28 | 1.0003          |
|  |  |
| 2025-10-29 | 1.0003          |
|  |  |
| 2025-10-30 | 1.0003          |
|  |  |
| 2025-10-31 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $417525079.97             | $194462598.21           |
| 2025-10-02 | $483113116.59             | $223021873.49           |
| 2025-10-03 | $220227016.51             | $236832045.72           |
| 2025-10-06 | $335485662.98             | $226771592.29           |
| 2025-10-07 | $160242930.32             | $202818275.63           |
| 2025-10-08 | $117845240.46             | $563311776.14           |
| 2025-10-09 | $593038992.28             | $276813876.20           |
| 2025-10-10 | $182102059.57             | $236117477.48           |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $131960651.21             | $554607010.14           |
| 2025-10-15 | $338370203.46             | $182662716.82           |
| 2025-10-16 | $228658042.76             | $214997625.01           |
| 2025-10-17 | $125547512.44             | $248707806.65           |
| 2025-10-20 | $179167994.11             | $166093527.02           |
| 2025-10-21 | $223538868.07             | $540631201.86           |
| 2025-10-22 | $178271642.34             | $352322318.26           |
| 2025-10-23 | $100228221.52             | $149623379.10           |
| 2025-10-24 | $135963113.11             | $200286675.41           |
| 2025-10-27 | $172125731.70             | $461002522.61           |
| 2025-10-28 | $167846866.42             | $132634812.51           |
| 2025-10-29 | $127639049.65             | $173621457.34           |
| 2025-10-30 | $479370283.44             | $124403425.85           |
| 2025-10-31 | $440910778.42             | $162685352.09           |

**Total Gross Subscriptions (Month):** $5539179057.33

**Total Gross Redemptions (Month):** $5824429345.83

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.0400%           |
| 2025-10-02 | 4.0400%           |
| 2025-10-03 | 4.0300%           |
| 2025-10-06 | 4.0300%           |
| 2025-10-07 | 4.0200%           |
| 2025-10-08 | 4.0200%           |
| 2025-10-09 | 4.0100%           |
| 2025-10-10 | 4.0000%           |
| 2025-10-13 | 3.9900%           |
| 2025-10-14 | 4.0000%           |
| 2025-10-15 | 4.0100%           |
| 2025-10-16 | 4.0200%           |
| 2025-10-17 | 4.0300%           |
| 2025-10-20 | 4.0600%           |
| 2025-10-21 | 4.0600%           |
| 2025-10-22 | 4.0600%           |
| 2025-10-23 | 4.0500%           |
| 2025-10-24 | 4.0500%           |
| 2025-10-27 | 4.0500%           |
| 2025-10-28 | 4.0500%           |
| 2025-10-29 | 4.0500%           |
| 2025-10-30 | 4.0500%           |
| 2025-10-31 | 4.0300%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 46.0100%         | 0.0000%              |
| Non-financial corporation |  | 20.6900%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.190000%
- **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):** $15002193.90
- **C.18.a - Value (excl. sponsor support):** $15002193.90
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.190000%
- **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):** $50006675.50
- **C.18.a - Value (excl. sponsor support):** $50006675.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.140000%
- **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):** $100001245.00
- **C.18.a - Value (excl. sponsor support):** $100001245.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 2.9200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.180000%
- **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):** $20014039.00
- **C.18.a - Value (excl. sponsor support):** $20014039.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.115000%
- **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):** $99993239.00
- **C.18.a - Value (excl. sponsor support):** $99993239.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.040000%
- **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):** $99999225.00
- **C.18.a - Value (excl. sponsor support):** $99999225.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 7: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.150000%
- **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):** $74980953.75
- **C.18.a - Value (excl. sponsor support):** $74980953.75
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 8: 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: 313385NV4, C.4 - ISIN: US313385NV42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $39982844.40
- **C.18.a - Value (excl. sponsor support):** $39982844.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 9: 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: 313385NW2, C.4 - ISIN: US313385NW25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49973194.50
- **C.18.a - Value (excl. sponsor support):** $49973194.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 10: 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: 313385PN0, C.4 - ISIN: US313385PN08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199549666.00
- **C.18.a - Value (excl. sponsor support):** $199549666.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 11: 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):** $37625436.28
- **C.18.a - Value (excl. sponsor support):** $37625436.28
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 12: 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):** $9898284.70
- **C.18.a - Value (excl. sponsor support):** $9898284.70
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 13: 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):** $108562025.00
- **C.18.a - Value (excl. sponsor support):** $108562025.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5N1, C.4 - ISIN: US3133EP5N18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49016990.26
- **C.18.a - Value (excl. sponsor support):** $49016990.26
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.965000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6Y6, C.4 - ISIN: US3133EP6Y63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50012187.50
- **C.18.a - Value (excl. sponsor support):** $50012187.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: 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: 3133EPH24, C.4 - ISIN: US3133EPH246, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30003606.90
- **C.18.a - Value (excl. sponsor support):** $30003606.90
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 17: 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: 3133EPH73, C.4 - ISIN: US3133EPH733, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15002701.05
- **C.18.a - Value (excl. sponsor support):** $15002701.05
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 18: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.190000%
- **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):** $20003266.00
- **C.18.a - Value (excl. sponsor support):** $20003266.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 19: 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: 3133EPS55, C.4 - ISIN: US3133EPS557, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45009653.85
- **C.18.a - Value (excl. sponsor support):** $45009653.85
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 20: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.180000%
- **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):** $10003171.70
- **C.18.a - Value (excl. sponsor support):** $10003171.70
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 21: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25007533.00
- **C.18.a - Value (excl. sponsor support):** $25007533.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.110000%
- **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):** $24996573.00
- **C.18.a - Value (excl. sponsor support):** $24996573.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 23: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34997916.80
- **C.18.a - Value (excl. sponsor support):** $34997916.80
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **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 24: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERAZ4, C.4 - ISIN: US3133ERAZ48, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30002028.00
- **C.18.a - Value (excl. sponsor support):** $30002028.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **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 25: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.930000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBG5, C.4 - ISIN: US3133ERBG57, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30003195.90
- **C.18.a - Value (excl. sponsor support):** $30003195.90
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDN8, C.4 - ISIN: US3133ERDN80, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40008126.40
- **C.18.a - Value (excl. sponsor support):** $40008126.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 27: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.180000%
- **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):** $100074986.00
- **C.18.a - Value (excl. sponsor support):** $100074986.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 28: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGC9, C.4 - ISIN: US3133ERGC98, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $52032980.48
- **C.18.a - Value (excl. sponsor support):** $52032980.48
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.175000%
- **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):** $65087573.20
- **C.18.a - Value (excl. sponsor support):** $65087573.20
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 30: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10004285.00
- **C.18.a - Value (excl. sponsor support):** $10004285.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 31: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJX0, C.4 - ISIN: US3133ERJX09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70015024.80
- **C.18.a - Value (excl. sponsor support):** $70015024.80
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL66, C.4 - ISIN: US3133ERL665, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $124067746.20
- **C.18.a - Value (excl. sponsor support):** $124067746.20
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMC2, C.4 - ISIN: US3133ERMC25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10008388.80
- **C.18.a - Value (excl. sponsor support):** $10008388.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **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 34: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.175000%
- **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):** $100068747.00
- **C.18.a - Value (excl. sponsor support):** $100068747.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 35: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.180000%
- **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):** $50034948.50
- **C.18.a - Value (excl. sponsor support):** $50034948.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 36: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.180000%
- **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):** $10007605.60
- **C.18.a - Value (excl. sponsor support):** $10007605.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 37: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.165000%
- **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):** $50022347.00
- **C.18.a - Value (excl. sponsor support):** $50022347.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 38: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.180000%
- **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):** $74044480.66
- **C.18.a - Value (excl. sponsor support):** $74044480.66
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 39: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.180000%
- **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):** $214144045.50
- **C.18.a - Value (excl. sponsor support):** $214144045.50
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 40: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERT68, C.4 - ISIN: US3133ERT684, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14007198.94
- **C.18.a - Value (excl. sponsor support):** $14007198.94
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-01-14
- **C.13 - Final Legal Maturity Date:** 2027-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.180000%
- **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):** $215334030.50
- **C.18.a - Value (excl. sponsor support):** $215334030.50
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 42: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.180000%
- **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):** $75054288.00
- **C.18.a - Value (excl. sponsor support):** $75054288.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 43: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXN6, C.4 - ISIN: US3133ERXN60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $61038008.49
- **C.18.a - Value (excl. sponsor support):** $61038008.49
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **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 44: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70040186.30
- **C.18.a - Value (excl. sponsor support):** $70040186.30
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.110000%
- **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):** $79967206.40
- **C.18.a - Value (excl. sponsor support):** $79967206.40
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 46: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.105000%
- **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):** $49977865.50
- **C.18.a - Value (excl. sponsor support):** $49977865.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 47: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.060000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAV9, C.4 - ISIN: US3133ETAV99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35000984.55
- **C.18.a - Value (excl. sponsor support):** $35000984.55
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 48: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.170000%
- **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):** $24998798.50
- **C.18.a - Value (excl. sponsor support):** $24998798.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 49: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.115000%
- **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):** $64991126.85
- **C.18.a - Value (excl. sponsor support):** $64991126.85
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 50: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.120000%
- **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):** $49974502.00
- **C.18.a - Value (excl. sponsor support):** $49974502.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 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: 3133ETGP6, C.4 - ISIN: US3133ETGP67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69994942.50
- **C.18.a - Value (excl. sponsor support):** $69994942.50
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-05-13
- **C.13 - Final Legal Maturity Date:** 2027-05-13
- **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 52: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGX9, C.4 - ISIN: US3133ETGX91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5999233.32
- **C.18.a - Value (excl. sponsor support):** $5999233.32
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-05-14
- **C.13 - Final Legal Maturity Date:** 2027-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50021503.00
- **C.18.a - Value (excl. sponsor support):** $50021503.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **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 54: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.155000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETN45, C.4 - ISIN: US3133ETN451, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49997972.00
- **C.18.a - Value (excl. sponsor support):** $49997972.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-08-27
- **C.13 - Final Legal Maturity Date:** 2027-08-27
- **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 55: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.140000%
- **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):** $20006542.40
- **C.18.a - Value (excl. sponsor support):** $20006542.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 56: 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: 3133ETP76, C.4 - ISIN: US3133ETP761, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24998834.25
- **C.18.a - Value (excl. sponsor support):** $24998834.25
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2027-11-03
- **C.13 - Final Legal Maturity Date:** 2027-11-03
- **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? No, 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 4.150000%
- **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):** $74981038.50
- **C.18.a - Value (excl. sponsor support):** $74981038.50
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 4.155000%
- **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):** $200020792.00
- **C.18.a - Value (excl. sponsor support):** $200020792.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 4.160000%
- **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):** $34998034.75
- **C.18.a - Value (excl. sponsor support):** $34998034.75
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 60: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.165000%
- **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):** $97036791.13
- **C.18.a - Value (excl. sponsor support):** $97036791.13
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 61: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.170000%
- **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):** $65993338.62
- **C.18.a - Value (excl. sponsor support):** $65993338.62
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 62: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.170000%
- **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):** $99991936.00
- **C.18.a - Value (excl. sponsor support):** $99991936.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 63: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAEY5, C.4 - ISIN: US3134HAEY57, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $147035516.70
- **C.18.a - Value (excl. sponsor support):** $147035516.70
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.180000%
- **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):** $105069611.90
- **C.18.a - Value (excl. sponsor support):** $105069611.90
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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. 4.180000%
- **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):** $40024101.60
- **C.18.a - Value (excl. sponsor support):** $40024101.60
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 66: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.180000%
- **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):** $25019861.00
- **C.18.a - Value (excl. sponsor support):** $25019861.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 67: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.160000%
- **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):** $49996867.50
- **C.18.a - Value (excl. sponsor support):** $49996867.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 68: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.165000%
- **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):** $125003623.80
- **C.18.a - Value (excl. sponsor support):** $125003623.80
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 69: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.180000%
- **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):** $69996714.20
- **C.18.a - Value (excl. sponsor support):** $69996714.20
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 70: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $124994521.30
- **C.18.a - Value (excl. sponsor support):** $124994521.30
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **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 71: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.135000%
- **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):** $99957281.00
- **C.18.a - Value (excl. sponsor support):** $99957281.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBX55, C.4 - ISIN: US3134HBX558, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $124995206.30
- **C.18.a - Value (excl. sponsor support):** $124995206.30
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **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? 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 4.140000%
- **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):** $38523002.98
- **C.18.a - Value (excl. sponsor support):** $38523002.98
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 74: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.175000%
- **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):** $85088150.95
- **C.18.a - Value (excl. sponsor support):** $85088150.95
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 75: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.180000%
- **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):** $70021212.80
- **C.18.a - Value (excl. sponsor support):** $70021212.80
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 76: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.180000%
- **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):** $35031087.00
- **C.18.a - Value (excl. sponsor support):** $35031087.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 4.180000%
- **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):** $175116480.00
- **C.18.a - Value (excl. sponsor support):** $175116480.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 Bonds 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533U9, C.4 - ISIN: US6903533U98, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $421052.52
- **C.18.a - Value (excl. sponsor support):** $421052.52
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-15
- **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 79: 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: 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:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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 4.350000%
- **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):** $2777777.76
- **C.18.a - Value (excl. sponsor support):** $2777777.76
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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 3.766000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903536H5, C.4 - ISIN: US6903536H50, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1750000.00
- **C.18.a - Value (excl. sponsor support):** $1750000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **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 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903537R2, C.4 - ISIN: US6903537R24, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1166666.70
- **C.18.a - Value (excl. sponsor support):** $1166666.70
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **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 4.350000%
- **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):** $833333.38
- **C.18.a - Value (excl. sponsor support):** $833333.38
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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 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: 90376PBG5, C.4 - ISIN: US90376PBG54, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $5076923.09
- **C.18.a - Value (excl. sponsor support):** $5076923.09
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2028-06-20
- **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. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBJ9, C.4 - ISIN: US90376PBJ93, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $749999.94
- **C.18.a - Value (excl. sponsor support):** $749999.94
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **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 86: 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):** $398926612.00
- **C.18.a - Value (excl. sponsor support):** $398926612.00
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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 87: 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):** $49438805.00
- **C.18.a - Value (excl. sponsor support):** $49438805.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 88: 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):** $147892471.50
- **C.18.a - Value (excl. sponsor support):** $147892471.50
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 89: 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):** $249920697.50
- **C.18.a - Value (excl. sponsor support):** $249920697.50
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 90: 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):** $174812214.50
- **C.18.a - Value (excl. sponsor support):** $174812214.50
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 91: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199332294.00
- **C.18.a - Value (excl. sponsor support):** $199332294.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: 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):** $233496686.20
- **C.18.a - Value (excl. sponsor support):** $233496686.20
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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 93: 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):** $487649945.00
- **C.18.a - Value (excl. sponsor support):** $487649945.00
- **C.19 - Percentage of Net Assets:** 2.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 94: 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):** $97233867.00
- **C.18.a - Value (excl. sponsor support):** $97233867.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 95: 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):** $980302375.80
- **C.18.a - Value (excl. sponsor support):** $980302375.80
- **C.19 - Percentage of Net Assets:** 4.1500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 96: 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):** $599424372.00
- **C.18.a - Value (excl. sponsor support):** $599424372.00
- **C.19 - Percentage of Net Assets:** 2.5400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 97: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $349435478.00
- **C.18.a - Value (excl. sponsor support):** $349435478.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: 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):** $299063178.00
- **C.18.a - Value (excl. sponsor support):** $299063178.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 99: 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):** $395809736.00
- **C.18.a - Value (excl. sponsor support):** $395809736.00
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 100: 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):** $249036175.00
- **C.18.a - Value (excl. sponsor support):** $249036175.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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 101: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $348389650.00
- **C.18.a - Value (excl. sponsor support):** $348389650.00
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: 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):** $247980395.00
- **C.18.a - Value (excl. sponsor support):** $247980395.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 103: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.011000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100014311.00
- **C.18.a - Value (excl. sponsor support):** $100014311.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: 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):** $125653076.30
- **C.18.a - Value (excl. sponsor support):** $125653076.30
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 3.926000%
- **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):** $114967051.40
- **C.18.a - Value (excl. sponsor support):** $114967051.40
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 106: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC 4.080000%
- **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):** $65000000.00
- **C.18.a - Value (excl. sponsor support):** $65000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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? 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    | 2043-02-25      | 3.0000%  | 0.0000% | $11000000.00       | $1356385.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2042-12-15      | 3.0000%  | 0.0000% | $57538515.00       | $5431628.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2051-08-25      | 2.0000%  | 0.0000% | $1745000.00        | $1006618.37        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2049-05-25      | 5.5000%  | 0.0000% | $5000000.00        | $3488546.32        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-11-25      | 5.0000%  | 0.0000% | $6492224.00        | $6275857.61        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-01-25      | 4.5000%  | 0.0000% | $40765312.00       | $39171181.95       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2036-10-25      | 4.5000%  | 0.0000% | $2343450.00        | $2319596.59        | Agency Debentures and Agency Strips       |
| Government National Mortgage Association | 2050-06-20      | 6.0000%  | 0.0000% | $6989896.00        | $7250185.75        | Agency Collateralized Mortgage Obligation |

### Security 107: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.120000%
- **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):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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 | 2051-05-15      | 2.3750%  | 0.0000% | $1000.00           | $663.53            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 3.3750%  | 0.0000% | $400.00            | $346.86            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 2.8750%  | 0.0000% | $206684600.00      | $203878985.73      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $115200.00         | $119190.26         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-08-15      | 4.2500%  | 0.0000% | $800.00            | $816.99            | U.S. Treasuries (including strips) |

### Security 108: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8RDWN6, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8RDWN6
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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          | 2031-06-01      | 6.3900%  | 0.0000% | $6661.00           | $1.26              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-05-01      | 6.6280%  | 0.0000% | $25000000.00       | $39208.35          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-01-01      | 6.8600%  | 0.0000% | $450132.00         | $689.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-02-01      | 6.3780%  | 0.0000% | $794343.00         | $43857.69          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Banks                  | 2033-05-25      | 4.0800%  | 0.0000% | $445000.00         | $439891.40         | Agency Debentures and Agency Strips       |
| Federal Home Loan Banks                  | 2033-08-08      | 3.9400%  | 0.0000% | $270000.00         | $264906.15         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-09-01      | 6.5000%  | 0.0000% | $1194.00           | $22.76             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-09-01      | 3.0000%  | 0.0000% | $7906632.00        | $1388754.07        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 4.5000%  | 0.0000% | $2720.00           | $746.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-10-01      | 3.0000%  | 0.0000% | $1000.00           | $93.48             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-07-01      | 4.5000%  | 0.0000% | $1464.00           | $322.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-03-01      | 6.5000%  | 0.0000% | $1004.00           | $4.12              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-06-01      | 4.0000%  | 0.0000% | $1000.00           | $110.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-12-01      | 3.0000%  | 0.0000% | $2325000.00        | $333479.62         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $156.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $180.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-04-01      | 3.0000%  | 0.0000% | $2677.00           | $27.63             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-08-01      | 4.5000%  | 0.0000% | $26152.00          | $5152.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-09-01      | 2.5000%  | 0.0000% | $1000.00           | $756.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 4.0000%  | 0.0000% | $1000.00           | $371.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.5000%  | 0.0000% | $1024.00           | $662.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $199000.00         | $148732.92         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 4.0000%  | 0.0000% | $200000.00         | $163008.27         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 3.5000%  | 0.0000% | $7000.00           | $5432.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 4.5000%  | 0.0000% | $11912.00          | $8935.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.0000%  | 0.0000% | $378714.00         | $264712.47         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $82092.00          | $68091.42          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 2.0000%  | 0.0000% | $2375000.00        | $1738964.95        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $887.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $2501535.00        | $2169714.23        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $68781.00          | $56352.16          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $831.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $877.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 4.5000%  | 0.0000% | $304930.00         | $262603.40         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $40000.00          | $36808.41          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-05-01      | 2.0000%  | 0.0000% | $215515.00         | $91383.35          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $625.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.5000%  | 0.0000% | $359705.00         | $231256.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-06-01      | 2.0000%  | 0.0000% | $181814.00         | $110515.85         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $615.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $2000.00           | $1276.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 3.0000%  | 0.0000% | $1000.00           | $740.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $804.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 4.0000%  | 0.0000% | $401000.00         | $323971.44         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $771.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.5000%  | 0.0000% | $1022.00           | $619.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $274.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-09-01      | 4.0000%  | 0.0000% | $1002.00           | $183.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 3.5000%  | 0.0000% | $5372918.00        | $875344.12         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-02-01      | 7.0000%  | 0.0000% | $48032.00          | $6091.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $177.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $524.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $569.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $9001.00           | $6572.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $26809.00          | $20225.94          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 6.0000%  | 0.0000% | $2019519.00        | $2041702.50        | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                 | 2042-01-24      | 2.8200%  | 0.0000% | $181000.00         | $138520.81         | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                 | 2042-02-24      | 3.4400%  | 0.0000% | $330000.00         | $266683.63         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 2.5000%  | 0.0000% | $8000.00           | $4177.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $823.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $811.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 6.5000%  | 0.0000% | $300000.00         | $219573.49         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-05-25      | 2.5000%  | 0.0000% | $21000.00          | $16231.99          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-06-01      | 4.6710%  | 0.0000% | $1109.00           | $0.32              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-06-01      | 4.2630%  | 0.0000% | $1189.00           | $0.48              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-11-01      | 5.4500%  | 0.0000% | $5240.00           | $0.71              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-25      | 1.9000%  | 0.0000% | $13000.00          | $10256.57          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2034-01-25      | 2.3436%  | 0.0000% | $1641880.00        | $1417179.42        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-12-25      | 1.9362%  | 0.0000% | $63551.00          | $47572.40          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-25      | 5.5828%  | 0.0000% | $1001.00           | $506.44            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-10-25      | 4.7154%  | 0.0000% | $117023.00         | $118127.89         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-25      | 5.0000%  | 0.0000% | $430766.00         | $422086.81         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 5.6328%  | 0.0000% | $1000.00           | $906.06            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-25      | 4.5000%  | 0.0000% | $1000.00           | $973.27            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-05-01      | 6.5000%  | 0.0000% | $6301.00           | $0.35              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-07-01      | 6.5000%  | 0.0000% | $2336.00           | $0.96              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-08-15      | 4.8399%  | 0.0000% | $1372.00           | $74.80             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2026-07-25      | 2.3400%  | 0.0000% | $1263.00           | $220.47            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2047-02-15      | 3.5000%  | 0.0000% | $182143.00         | $134362.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2027-12-25      | 3.3640%  | 0.0000% | $1658.00           | $1642.39           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-03-25      | 3.5420%  | 0.0000% | $44476.00          | $42068.63          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2052-09-25      | 4.8328%  | 0.0000% | $22264554.00       | $15641637.59       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2032-01-25      | 4.7580%  | 0.0000% | $238873.00         | $245267.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2055-06-25      | 5.6828%  | 0.0000% | $47781.00          | $44711.26          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-11-25      | 5.0000%  | 0.0000% | $1024.00           | $972.26            | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-10-25      | 4.5000%  | 0.0000% | $1000.00           | $975.33            | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2041-08-01      | 4.5000%  | 0.0000% | $1000.00           | $78.54             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-10-01      | 4.0000%  | 0.0000% | $1610.00           | $128.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-11-01      | 5.9030%  | 0.0000% | $3833.00           | $454.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 4.0000%  | 0.0000% | $1000.00           | $170.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 3.4700%  | 0.0000% | $2000.00           | $1156.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-09-01      | 3.0000%  | 0.0000% | $1000.00           | $156.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 4.0000%  | 0.0000% | $20000.00          | $1517.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 4.5000%  | 0.0000% | $2000.00           | $179.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 4.5000%  | 0.0000% | $67000.00          | $2246.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-07-01      | 3.0000%  | 0.0000% | $21664.00          | $2642.76           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-08-01      | 2.5000%  | 0.0000% | $5000.00           | $1052.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $1000.00           | $298.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $8000.00           | $1232.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $2910.00           | $882.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 4.5000%  | 0.0000% | $1451.00           | $206.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $2411.00           | $476.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 4.0000%  | 0.0000% | $113000.00         | $24988.93          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-10-01      | 3.5000%  | 0.0000% | $1398.00           | $22.51             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-01-01      | 5.5000%  | 0.0000% | $3426.00           | $100.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-04-01      | 6.5000%  | 0.0000% | $1345.00           | $0.01              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 6.5000%  | 0.0000% | $1215.00           | $24.34             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 6.0000%  | 0.0000% | $4767.00           | $51.53             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $516.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $7965.00           | $7410.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $966.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $24390.00          | $24140.56          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1270.00           | $1324.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $996.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $881.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1008.00           | $1022.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 7.5000%  | 0.0000% | $1604674.00        | $1736911.74        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 7.5000%  | 0.0000% | $451080.00         | $486351.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $2035.00           | $2085.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $6947220.00        | $7260291.45        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1057.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $2008.00           | $462.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $1045.00           | $185.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-09-01      | 6.5000%  | 0.0000% | $5245990.00        | $1112860.74        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-06-01      | 4.0000%  | 0.0000% | $6159600.00        | $888979.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $275.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 6.6030%  | 0.0000% | $16307880.00       | $15321403.37       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $1900000.00        | $747347.13         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $4347392.00        | $2371864.11        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $444.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $100000.00         | $55713.11          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $596.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $744.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $274350.00         | $184854.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-01      | 2.9700%  | 0.0000% | $187752.00         | $147619.32         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-11-01      | 4.9900%  | 0.0000% | $121255.00         | $121431.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $744.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $1001.00           | $664.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $728.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $767.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $212000.00         | $155894.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1987294.00        | $1622553.76        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $979.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $608200.00         | $410701.49         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $1010.00           | $1001.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $924.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $12000.00          | $10845.44          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 4.1800%  | 0.0000% | $25697085.00       | $25822289.76       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-11-01      | 4.0000%  | 0.0000% | $1024.00           | $296.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 5.0000%  | 0.0000% | $1003.00           | $142.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 5.0000%  | 0.0000% | $1021.00           | $155.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $25000.00          | $1837.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $271.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $3192.00           | $1787.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $558.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $217698.00         | $153666.49         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.5000%  | 0.0000% | $1000.00           | $255.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $630.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $655.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $435000.00         | $289832.01         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $80000.00          | $57014.67          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $787.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $69999.00          | $50670.31          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 6.0000%  | 0.0000% | $3131600.00        | $2357560.87        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $811.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $830.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $808.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $727.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $1008.00           | $804.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $2048.00           | $1659.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $85000.00          | $74234.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 1.5000%  | 0.0000% | $25902.00          | $19072.34          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $48496.00          | $46207.64          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $30079959.00       | $30268403.09       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $1071.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 5.5000%  | 0.0000% | $1000.00           | $254.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 4.5000%  | 0.0000% | $1000.00           | $133.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 5.0000%  | 0.0000% | $1308.00           | $401.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 3.5000%  | 0.0000% | $3000.00           | $621.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $503.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 3.5000%  | 0.0000% | $476658.00         | $184815.32         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $80768.00          | $37795.50          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 3.5000%  | 0.0000% | $2002.00           | $678.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $13000.00          | $8305.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $583616.00         | $404998.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $682.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $359930.00         | $257342.79         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $187637.00         | $115919.35         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $6000.00           | $4156.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $737.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $133848.00         | $107267.28         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $877780.00         | $673228.16         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $803.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $3000.00           | $2217.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $8942144.00        | $7127027.38        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $17001.00          | $13017.96          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $679.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $696.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $760.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 3.5000%  | 0.0000% | $1000.00           | $767.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $805.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $770.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $812.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 4.5000%  | 0.0000% | $1024.00           | $851.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $767.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $797.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $329300.00         | $264017.26         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $783.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 3.0000%  | 0.0000% | $2000.00           | $1606.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 3.0000%  | 0.0000% | $22730.00          | $17775.88          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1616.00           | $1478.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $837.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $1015.00           | $790.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 3.5000%  | 0.0000% | $12000.00          | $10456.11          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-25      | 2.5000%  | 0.0000% | $248460.00         | $182359.77         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $196947.00         | $207236.53         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $1676502.00        | $1502404.75        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-04-01      | 6.5000%  | 0.0000% | $2872.00           | $16.03             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-10-01      | 6.5000%  | 0.0000% | $1728.00           | $3.78              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-10-01      | 6.5000%  | 0.0000% | $1117.00           | $19.51             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-07-01      | 5.5000%  | 0.0000% | $10016.00          | $149.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-08-01      | 6.0300%  | 0.0000% | $1000.00           | $20.98             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-10-01      | 6.0000%  | 0.0000% | $20338.00          | $34.85             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-12-01      | 7.0000%  | 0.0000% | $13020.00          | $117.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-04-01      | 4.5000%  | 0.0000% | $1002.00           | $35.55             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-12-01      | 4.5000%  | 0.0000% | $17347.00          | $700.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 6.0000%  | 0.0000% | $30511.00          | $482.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-03-01      | 5.0000%  | 0.0000% | $22003.00          | $381.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-04-01      | 6.0000%  | 0.0000% | $1030.00           | $26.74             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-10-01      | 4.5000%  | 0.0000% | $168566.00         | $15411.02          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 4.0000%  | 0.0000% | $3000.00           | $225.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $1002.00           | $79.02             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $82.33             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $1076.00           | $39.23             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $67.67             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 4.0000%  | 0.0000% | $1000.00           | $57.63             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 4.5000%  | 0.0000% | $23000.00          | $1504.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-03-01      | 3.0000%  | 0.0000% | $22047.00          | $4962.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $97.08             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $105.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-09-01      | 3.0000%  | 0.0000% | $1000.00           | $173.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 3.0000%  | 0.0000% | $2000.00           | $314.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $1000.00           | $122.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $1000.00           | $75.18             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $11995.00          | $7728.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 3.5000%  | 0.0000% | $2000.00           | $149.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-04-01      | 3.5000%  | 0.0000% | $3000.00           | $230.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $42000.00          | $3839.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-07-01      | 3.0000%  | 0.0000% | $6000.00           | $604.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 3.0000%  | 0.0000% | $42000.00          | $4161.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $21000.00          | $1826.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 4.0000%  | 0.0000% | $2000.00           | $215.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 3.5000%  | 0.0000% | $3000.00           | $345.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.5000%  | 0.0000% | $33000.00          | $4030.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $7000.00           | $1093.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $125.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $5000.00           | $853.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $137.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 2.5000%  | 0.0000% | $1024.00           | $234.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $3001.00           | $532.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.5000%  | 0.0000% | $7000.00           | $971.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 3.0000%  | 0.0000% | $7000.00           | $1370.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 3.0000%  | 0.0000% | $8000.00           | $1788.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $9881.00           | $2483.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $1900000.00        | $645912.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $12000.00          | $3563.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $407.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 2.5000%  | 0.0000% | $26359.00          | $12492.68          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 4.0000%  | 0.0000% | $2001.00           | $1786.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $3000.00           | $2550.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $1008.00           | $797.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 4.5000%  | 0.0000% | $1000.00           | $919.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $880.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 4.0000%  | 0.0000% | $1999.00           | $881.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $654.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $668.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $4000.00           | $2773.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $736.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $721.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 4.0000%  | 0.0000% | $2000.00           | $1334.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $9000.00           | $6802.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $10000.00          | $7662.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1469.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $3216.00           | $2475.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 3.5000%  | 0.0000% | $1000.00           | $778.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $7150000.00        | $5361423.76        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1002.00           | $757.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 3.0000%  | 0.0000% | $1000.00           | $792.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 3.0000%  | 0.0000% | $1000.00           | $749.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 4.5000%  | 0.0000% | $258999.00         | $214643.56         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $718.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 4.0000%  | 0.0000% | $1008.00           | $841.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 3.5000%  | 0.0000% | $3000.00           | $2461.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $15992.00          | $13208.20          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $109000.00         | $97384.69          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 4.0000%  | 0.0000% | $2000.00           | $1755.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 3.5000%  | 0.0000% | $1000.00           | $885.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 3.5000%  | 0.0000% | $2000.00           | $1781.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1813.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $1011.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 4.5000%  | 0.0000% | $2048.00           | $2004.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $3072.00           | $3073.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-01-01      | 5.5000%  | 0.0000% | $1048.00           | $7.79              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-05-01      | 7.0000%  | 0.0000% | $292618.00         | $23705.18          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-07-01      | 5.0000%  | 0.0000% | $1000.00           | $41.94             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-12-01      | 4.0000%  | 0.0000% | $65000.00          | $5994.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $100000.00         | $10198.86          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $306736.00         | $284797.37         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $921.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $331651.00         | $279933.65         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $2000.00           | $1683.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $1733836.00        | $1671895.00        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $303015.00         | $306278.51         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $847531.00         | $860625.86         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $13387.00          | $13594.26          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $117024.00         | $114244.52         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $11004.00          | $10911.61          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $2119308.00        | $2184304.66        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $306572.00         | $305450.63         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $879896.00         | $911034.90         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $953653.00         | $966413.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $9000.00           | $9117.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $919.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $268308.00         | $268075.17         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1430497.00        | $1486614.27        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $11000.00          | $10541.36          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $3182.00           | $3228.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $626176.00         | $629102.82         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $1008.00           | $1054.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1008.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1027.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.0000%  | 0.0000% | $68006.00          | $66435.02          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1026.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 3.0000%  | 0.0000% | $1000.00           | $863.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.0000%  | 0.0000% | $1075.00           | $925.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 2.5000%  | 0.0000% | $625023.00         | $529820.97         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1058.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.0000%  | 0.0000% | $2072000.00        | $1944462.22        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $977.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $1728415.00        | $1573480.96        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-02      | 6.0000%  | 0.0000% | $1001.00           | $918.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.0000%  | 0.0000% | $598530.00         | $585498.48         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1016.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $1024.38           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $4017.00           | $4143.96           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-06-20      | 6.1250%  | 0.0000% | $15402.00          | $208.91            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-08-20      | 4.5000%  | 0.0000% | $23178.00          | $1513.76           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-04-20      | 4.0000%  | 0.0000% | $11381.00          | $1035.84           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-07-20      | 4.5000%  | 0.0000% | $70000.00          | $4906.90           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-08-20      | 4.5000%  | 0.0000% | $2116.00           | $137.33            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $34395.00          | $3423.02           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-06-20      | 4.5000%  | 0.0000% | $5955949.00        | $265201.98         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-07-20      | 4.5000%  | 0.0000% | $1000.00           | $76.75             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $3006.00           | $374.78            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $33100.00          | $3951.44           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-04-20      | 4.5000%  | 0.0000% | $26000.00          | $2026.19           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-05-20      | 3.5000%  | 0.0000% | $35488.00          | $4266.00           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-10-20      | 4.5000%  | 0.0000% | $93012.00          | $19408.15          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $1125658.00        | $104542.06         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-01-20      | 4.0000%  | 0.0000% | $1024.00           | $82.25             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-09-20      | 4.5000%  | 0.0000% | $996984.00         | $378329.50         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $2003.00           | $629.41            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $1000.00           | $334.66            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $239360.00         | $174685.19         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $204276.00         | $149684.11         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $1341.00           | $768.45            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $2335.00           | $2123.82           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $1017.00           | $627.58            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $2024.00           | $1570.91           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $1024.00           | $797.36            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $3006.00           | $2252.00           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $14469.00          | $10900.76          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 4.0000%  | 0.0000% | $1008.00           | $756.82            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $1100.00           | $840.04            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $1307.00           | $1017.53           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $2048.00           | $1436.84           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 4.5000%  | 0.0000% | $1012.00           | $809.51            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $14854880.00       | $10567858.74       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $1024.00           | $741.64            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $2304.00           | $1368.63           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $1024.00           | $626.05            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $157658.00         | $132375.73         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $3058.00           | $2511.30           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $1024.00           | $821.00            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $2016.00           | $1604.59           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 5.0000%  | 0.0000% | $1052.00           | $205.04            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 4.0000%  | 0.0000% | $1000.00           | $182.60            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 4.0000%  | 0.0000% | $10390.00          | $7181.02           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-02-20      | 5.5000%  | 0.0000% | $245704.00         | $94256.19          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $8000.00           | $7532.62           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $1000.00           | $928.17            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-09-20      | 7.5000%  | 0.0000% | $1000.00           | $1067.32           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-15      | 6.5000%  | 0.0000% | $1000.00           | $1008.51           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-15      | 7.0000%  | 0.0000% | $2012.00           | $2063.45           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $781572.00         | $780329.12         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $1298.00           | $708.57            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $1298541.00        | $1084297.74        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $2198.00           | $1982.90           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $1008.00           | $961.21            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $144295.00         | $141657.30         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1000.00           | $1052.41           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1000.00           | $957.04            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $6536.00           | $6690.09           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1080373.00        | $1124824.89        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $6000.00           | $6191.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $1032640.00        | $1077696.85        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $31362947.00       | $30028283.48       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-05-20      | 7.0000%  | 0.0000% | $5704328.00        | $5503773.20        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1049.47           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $264114.00         | $239507.57         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $306244.00         | $329279.09         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 7.5000%  | 0.0000% | $1000.00           | $1074.99           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $23562.00          | $24992.16          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $243054.00         | $261322.28         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $1042898.00        | $1022395.76        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $665990.00         | $638013.92         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $974607.00         | $1005550.21        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $333663.00         | $290705.37         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 4.5000%  | 0.0000% | $490168.00         | $457791.62         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1054.37           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1001.00           | $1046.81           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1000.00           | $1050.06           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $1000.00           | $1065.69           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1049.52           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $107230.00         | $110620.59         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1046.09           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1038.07           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1011.00           | $1042.93           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1046.88           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $738434.00         | $774733.14         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1000.00           | $1052.60           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $38421.00          | $37542.27          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1859953.00        | $1817581.57        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1008.00           | $998.97            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1024.00           | $1023.80           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $26509786.00       | $26533443.41       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $4000.00           | $3977.37           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $200279.00         | $200880.22         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $15839.00          | $15943.94          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $4024.00           | $4052.71           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $5000.00           | $5090.12           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1024.00           | $1055.80           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $1000.00           | $1010.65           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 4.5000%  | 0.0000% | $1000.00           | $980.68            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $1024.00           | $1026.20           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $1009117.00        | $950452.01         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $3000.00           | $3152.79           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $2625.00           | $2777.96           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $3011.00           | $3122.03           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $2481298.00        | $2559799.79        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $592038.00         | $610825.19         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2063-05-20      | 6.5000%  | 0.0000% | $19456.00          | $20070.96          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-08-15      | 5.5000%  | 0.0000% | $100038.00         | $2615.10           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-10-20      | 4.5000%  | 0.0000% | $2896522.00        | $30254.71          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-07-20      | 4.5000%  | 0.0000% | $2027.00           | $74.62             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-08-20      | 4.5000%  | 0.0000% | $4698329.00        | $34573.18          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-09-20      | 4.5000%  | 0.0000% | $2767.00           | $18.46             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-11-20      | 4.5000%  | 0.0000% | $2496151.00        | $29764.07          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-06-20      | 4.5000%  | 0.0000% | $6048.00           | $248.38            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-20      | 3.5000%  | 0.0000% | $5996198.00        | $433979.01         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $12877648.00       | $608618.76         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-10-15      | 5.0000%  | 0.0000% | $31289747.00       | $517182.86         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.0000%  | 0.0000% | $3086.00           | $158.64            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $12709492.00       | $492199.64         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-07-15      | 5.0000%  | 0.0000% | $566307.00         | $21047.24          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-04-15      | 6.5000%  | 0.0000% | $4390587.00        | $50287.11          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-11-15      | 6.5000%  | 0.0000% | $13072735.00       | $42517.28          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-06-20      | 4.0000%  | 0.0000% | $4024.00           | $220.19            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-08-15      | 5.0000%  | 0.0000% | $176157.00         | $12462.32          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-03-20      | 7.0000%  | 0.0000% | $2916.00           | $377.45            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-08-15      | 6.0000%  | 0.0000% | $2010.00           | $371.36            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-11-20      | 6.5000%  | 0.0000% | $9014.00           | $912.83            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-15      | 4.5000%  | 0.0000% | $3009.00           | $828.69            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 4.5000%  | 0.0000% | $209636.00         | $195775.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 4.5000%  | 0.0000% | $7954.00           | $1498.01           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $4006.00           | $2379.18           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $11499288.00       | $7223629.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $16083800.00       | $10190208.77       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $12271172.00       | $7543513.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.0638%  | 0.0000% | $16711089.00       | $11662199.26       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.1838%  | 0.0000% | $1000.00           | $421.33            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $14070469.00       | $10520102.39       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.1338%  | 0.0000% | $276727.00         | $211094.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.1838%  | 0.0000% | $21858000.00       | $13582092.96       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.1838%  | 0.0000% | $11233.00          | $8480.58           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.1838%  | 0.0000% | $73058000.00       | $30781441.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.3338%  | 0.0000% | $1971045.00        | $1473402.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.1838%  | 0.0000% | $8720457.00        | $3948527.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.6838%  | 0.0000% | $1003.00           | $377.79            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.3838%  | 0.0000% | $1262.00           | $585.25            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $1013.00           | $1036.56           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.4838%  | 0.0000% | $1001.00           | $581.91            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.2838%  | 0.0000% | $38540036.00       | $31141599.12       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.2938%  | 0.0000% | $21120166.00       | $15240465.94       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.2438%  | 0.0000% | $1026.00           | $819.37            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.2838%  | 0.0000% | $17556809.00       | $13775652.36       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.7838%  | 0.0000% | $242560.00         | $198211.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.1338%  | 0.0000% | $2863500.00        | $2539370.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.0338%  | 0.0000% | $458224.00         | $322860.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.2938%  | 0.0000% | $595255.00         | $571240.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.4838%  | 0.0000% | $197038.00         | $193577.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.3338%  | 0.0000% | $227840.00         | $223979.16         | Agency Collateralized Mortgage Obligation |

### Security 109: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TAAY0, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TAAY0
- **C.18 - Value (incl. sponsor support):** $240000000.00
- **C.18.a - Value (excl. sponsor support):** $240000000.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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 | 2027-11-15      | 6.1250%  | 0.0000% | $4124200.00        | $4443200.26        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-31      | 2.2500%  | 0.0000% | $232900.00         | $231827.54         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-07-15      | 1.8750%  | 0.0000% | $235156800.00      | $240125000.54      | U.S. Treasuries (including strips) |

### Security 110: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.970000%
- **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):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.5400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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      | 6.4560%  | 0.0000% | $1550526.00        | $1303545.02        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-01-01      | 6.5010%  | 0.0000% | $2005460.00        | $1868877.59        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-09-01      | 6.4880%  | 0.0000% | $4478228.00        | $31152.39          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-01-01      | 6.8600%  | 0.0000% | $1007.00           | $1.54              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-05-01      | 6.4180%  | 0.0000% | $3900000.00        | $16799.67          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 5.5000%  | 0.0000% | $15770.00          | $560.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-06-01      | 6.2500%  | 0.0000% | $3978097.00        | $23669.21          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 6.2640%  | 0.0000% | $4265.00           | $44.56             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-07-01      | 6.3070%  | 0.0000% | $18716107.00       | $164387.22         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-09-01      | 6.6630%  | 0.0000% | $2843.00           | $53.30             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-02-01      | 6.7150%  | 0.0000% | $1315.00           | $41.99             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-08-01      | 6.5740%  | 0.0000% | $6602624.00        | $2869053.98        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-03-01      | 4.2470%  | 0.0000% | $43596.00          | $996.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-09-01      | 7.0000%  | 0.0000% | $1707965.00        | $25259.95          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-09-01      | 6.5000%  | 0.0000% | $2028750.00        | $38664.58          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-04-01      | 4.5000%  | 0.0000% | $1000.00           | $90.63             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-11-01      | 5.0000%  | 0.0000% | $1000.00           | $200.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $315.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $274.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-04-01      | 4.0000%  | 0.0000% | $1102455.00        | $368713.05         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-10-01      | 3.0000%  | 0.0000% | $1000.00           | $93.48             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-11-01      | 4.0000%  | 0.0000% | $4536691.00        | $183019.13         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-05-01      | 5.0000%  | 0.0000% | $1025.00           | $197.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $156.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-10-01      | 2.5000%  | 0.0000% | $491000.00         | $97656.94          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-01-01      | 3.5000%  | 0.0000% | $480000.00         | $118830.99         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-10-01      | 3.0000%  | 0.0000% | $1685999.00        | $425709.55         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-07-15      | 4.0000%  | 0.0000% | $11222999.00       | $9634101.90        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-09-01      | 2.5000%  | 0.0000% | $1000.00           | $756.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $102800.00         | $65467.85          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.0000%  | 0.0000% | $15720.00          | $8674.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $71405.00          | $52006.48          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $903050.00         | $661974.77         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.5000%  | 0.0000% | $21548.00          | $16986.64          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.5000%  | 0.0000% | $2054066.00        | $1543598.00        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $698.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 6.0000%  | 0.0000% | $1531909.00        | $1154850.56        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $3897935.00        | $3233152.29        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $887.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $856.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-12-01      | 5.0000%  | 0.0000% | $4398350.00        | $3775648.94        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $819.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.0000%  | 0.0000% | $1379.00           | $1292.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $831.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $877.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $26193.00          | $22528.61          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-05-01      | 4.5000%  | 0.0000% | $1000.00           | $228.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $344.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $6747657.00        | $5403667.53        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 2.0000%  | 0.0000% | $9844493.00        | $5605667.25        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.5000%  | 0.0000% | $18000.00          | $10725.77          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $705.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 3.0000%  | 0.0000% | $1000.00           | $740.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $804.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.0000%  | 0.0000% | $466475.00         | $397540.31         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $177.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $526.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $172.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $397.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 3.0000%  | 0.0000% | $1425000.00        | $537566.05         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 2.0000%  | 0.0000% | $98982.00          | $51629.51          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $563.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $434.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $5300000.00        | $3447489.87        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.5000%  | 0.0000% | $136159.00         | $84226.02          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 5.5000%  | 0.0000% | $600000.00         | $573117.83         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 6.0000%  | 0.0000% | $1518131.00        | $1335294.83        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $79518.00          | $47962.74          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $745.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.0000%  | 0.0000% | $500000.00         | $441343.36         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.5000%  | 0.0000% | $10917.00          | $7495.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $1039357.00        | $1014180.84        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $1131881.00        | $1145183.84        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 6.0000%  | 0.0000% | $351912.00         | $360589.99         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 3.0000%  | 0.0000% | $5989960.00        | $4124201.14        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $12484.00          | $8477.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.5000%  | 0.0000% | $34000.00          | $23069.66          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $1009.00           | $751.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.5000%  | 0.0000% | $3379990.00        | $2531533.58        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $823.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $825.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-25      | 0.0000%  | 0.0000% | $7696856.00        | $4322078.91        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-01-25      | 2.0000%  | 0.0000% | $41887680.00       | $3791463.15        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.0000%  | 0.0000% | $4382016.00        | $2762384.53        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.0000%  | 0.0000% | $3774408.00        | $2859975.37        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.5000%  | 0.0000% | $1211032.00        | $1154975.51        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.0000%  | 0.0000% | $3813717.00        | $3249919.63        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.0000%  | 0.0000% | $940350.00         | $928014.73         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 5.5000%  | 0.0000% | $1697471.00        | $1700134.19        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-12-01      | 3.0000%  | 0.0000% | $48000.00          | $9424.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 3.2040%  | 0.0000% | $1039674.00        | $138902.21         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-11-01      | 6.5010%  | 0.0000% | $2237.00           | $14.22             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-02-25      | 1.5000%  | 0.0000% | $1000.00           | $100.48            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 3.0000%  | 0.0000% | $100000.00         | $69414.30          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-04-25      | 3.5000%  | 0.0000% | $357877.00         | $298645.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-11-25      | 1.7072%  | 0.0000% | $50000.00          | $43273.57          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-03-25      | 5.5000%  | 0.0000% | $1500000.00        | $990430.26         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 5.6328%  | 0.0000% | $1024.00           | $927.81            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 5.5000%  | 0.0000% | $19319701.00       | $18728778.09       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-07-25      | 5.5000%  | 0.0000% | $1008.00           | $1019.31           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-09-25      | 5.5000%  | 0.0000% | $510101.00         | $522239.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-08-01      | 3.6500%  | 0.0000% | $1000.00           | $993.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-01-25      | 3.7940%  | 0.0000% | $7325.00           | $7064.94           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2051-08-25      | 1.2500%  | 0.0000% | $2000000.00        | $918719.81         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2031-10-25      | 5.0280%  | 0.0000% | $137345.00         | $142071.45         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-05-25      | 5.6328%  | 0.0000% | $6395000.00        | $4817163.30        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-02-25      | 5.0000%  | 0.0000% | $3341227.00        | $3101479.65        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-06-25      | 5.6828%  | 0.0000% | $1217564.00        | $1139340.44        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2036-07-25      | 5.0000%  | 0.0000% | $5250.00           | $5236.63           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-10-25      | 4.5000%  | 0.0000% | $9241200.00        | $9013265.59        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2041-07-01      | 5.4200%  | 0.0000% | $557042.00         | $435217.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-04-01      | 6.0000%  | 0.0000% | $41850.00          | $49.45             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-02-01      | 4.5000%  | 0.0000% | $13266352.00       | $782702.95         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-12-01      | 6.4490%  | 0.0000% | $1930315.00        | $39136.04          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-11-01      | 3.5000%  | 0.0000% | $44890617.00       | $5075919.98        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-01-01      | 4.5000%  | 0.0000% | $675000.00         | $30016.26          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-04-01      | 4.5000%  | 0.0000% | $192000.00         | $14447.47          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 3.4700%  | 0.0000% | $1000.00           | $578.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-02-01      | 3.5600%  | 0.0000% | $1000.00           | $792.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-01      | 3.4400%  | 0.0000% | $25000.00          | $23104.82          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-09-01      | 3.0000%  | 0.0000% | $1000.00           | $156.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-03-01      | 3.0000%  | 0.0000% | $238000.00         | $42399.93          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-10-01      | 4.0000%  | 0.0000% | $27901479.00       | $6419596.09        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-04-01      | 4.5000%  | 0.0000% | $1029.00           | $100.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $1000.00           | $298.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $1197.00           | $368.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-06-01      | 4.5000%  | 0.0000% | $28620672.00       | $8186457.56        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-08-01      | 4.5000%  | 0.0000% | $2318767.00        | $138930.89         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-05-01      | 3.0000%  | 0.0000% | $1000.00           | $137.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-25      | 6.0000%  | 0.0000% | $4051399.00        | $869588.40         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-03-01      | 6.4510%  | 0.0000% | $2496667.00        | $9058.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-08-01      | 6.2570%  | 0.0000% | $4817039.00        | $39457.59          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-01      | 6.1430%  | 0.0000% | $1000000.00        | $18832.66          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-11-01      | 6.1750%  | 0.0000% | $6750000.00        | $67810.58          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.5750%  | 0.0000% | $9395.00           | $126.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-10-01      | 6.2520%  | 0.0000% | $8146990.00        | $57754.37          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-10-01      | 6.0940%  | 0.0000% | $5153998.00        | $34767.65          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 6.5180%  | 0.0000% | $440000.00         | $7741.73           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-01      | 6.8770%  | 0.0000% | $57662.00          | $477.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 6.0000%  | 0.0000% | $1617677.00        | $1267240.31        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 7.5000%  | 0.0000% | $1569647.00        | $1677433.66        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $992.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 7.5000%  | 0.0000% | $821465.00         | $874919.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 5.0000%  | 0.0000% | $1446500.00        | $1432114.02        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $926.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $3495496.00        | $2972633.33        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $742188.00         | $768187.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $896.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $205150.00         | $103330.20         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $1349545.00        | $1098733.13        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $930.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $909610.00         | $851208.16         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $877593.00         | $913147.13         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $826.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $117713.00         | $113505.01         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $941.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $532783.00         | $537462.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1586676.00        | $1624272.52        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $6838992.00        | $6498123.19        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $16927456.00       | $17630718.45       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $725.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1008.00           | $1022.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $924.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $2000.00           | $2044.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $5000.00           | $5203.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 7.0000%  | 0.0000% | $1000.00           | $1055.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $1043.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 4.0000%  | 0.0000% | $296400.00         | $59289.00          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-05-01      | 4.0000%  | 0.0000% | $307479.00         | $57988.86          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-09-01      | 4.0000%  | 0.0000% | $2981000.00        | $380814.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $3935856.00        | $1150835.82        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 5.0000%  | 0.0000% | $1000000.00        | $71395.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 4.1400%  | 0.0000% | $338682.00         | $326836.06         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 4.0000%  | 0.0000% | $1399000.00        | $341899.43         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-06-01      | 4.5000%  | 0.0000% | $1000.00           | $257.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $311.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 6.5100%  | 0.0000% | $9917297.00        | $9309333.77        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $81128832.00       | $15020377.92       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $128.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $4245000.00        | $859304.69         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $9000.00           | $6697.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 1.5800%  | 0.0000% | $70000.00          | $65219.54          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-01-01      | 4.6900%  | 0.0000% | $84768.00          | $83489.82          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-11-01      | 4.9900%  | 0.0000% | $1233.00           | $1234.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1370216.00        | $915870.16         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $867.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $260763.00         | $216750.34         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 7.0000%  | 0.0000% | $1724503.00        | $1206171.47        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 7.5000%  | 0.0000% | $1000.00           | $736.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $780249.00         | $773079.79         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $2050538.00        | $1640085.99        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 6.5000%  | 0.0000% | $1341866.00        | $268674.58         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $6580859.00        | $5499555.12        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-06-01      | 4.7600%  | 0.0000% | $38563.00          | $39563.04          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 5.1300%  | 0.0000% | $1000.00           | $1002.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-01      | 4.3000%  | 0.0000% | $832672.00         | $834000.24         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-02-01      | 4.5000%  | 0.0000% | $1008.00           | $289.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 5.0000%  | 0.0000% | $271000.00         | $47737.51          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.0000%  | 0.0000% | $59000.00          | $13958.14          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $2856139.00        | $1215526.87        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $558.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 3.0000%  | 0.0000% | $830000.00         | $433315.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $12000.00          | $6612.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.5000%  | 0.0000% | $1000.00           | $255.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $902879.00         | $556662.57         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $630.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $655.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1008.00           | $642.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $1444006.00        | $1031835.28        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $46000.00          | $33586.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $393274.00         | $289086.12         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $113000.00         | $82730.48          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1159.00           | $878.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 6.5000%  | 0.0000% | $1000.00           | $754.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $808.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $727.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $333567.00         | $268657.18         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $42150528.00       | $32430260.91       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $1008.00           | $804.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $6528.00           | $5289.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $942.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $951.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.0000%  | 0.0000% | $14849791.00       | $14020453.75       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $948.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1008.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $952.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1034.00           | $1062.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $1068.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 5.0000%  | 0.0000% | $71956329.00       | $13649511.00       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 5.5000%  | 0.0000% | $1000.00           | $254.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.5000%  | 0.0000% | $4185939.00        | $907175.41         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 3.5000%  | 0.0000% | $100000.00         | $45260.12          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $6000000.00        | $3664117.91        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $467.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $682.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $637.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $443111.00         | $308738.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $157083.00         | $105378.74         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $8058.00           | $5206.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $1912702.00        | $1269594.54        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $1100000.00        | $800391.33         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $34000.00          | $23452.65          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $750.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $782.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $52000.00          | $40555.18          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $223515.00         | $165776.31         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $40428.00          | $32805.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $769.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $696.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $398767.00         | $271678.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $15304248.00       | $12325138.15       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $872.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $843.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $11743950.00       | $9201513.41        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $400001.00         | $343040.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 3.5000%  | 0.0000% | $561903.00         | $433324.51         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $3909328.00        | $3312037.53        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 3.0000%  | 0.0000% | $1000.00           | $782.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $21999.00          | $17248.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $837.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $52398.00          | $39074.83          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $913.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $5411370.00        | $5263424.80        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1008.00           | $1073.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $102081.00         | $97548.37          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-11-01      | 6.5320%  | 0.0000% | $1540.00           | $3.18              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-11-01      | 5.5300%  | 0.0000% | $16065535.00       | $129207.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-10-01      | 6.5690%  | 0.0000% | $24998626.00       | $312577.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-08-01      | 6.0300%  | 0.0000% | $493982.00         | $10365.48          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-03-01      | 6.5000%  | 0.0000% | $1002.00           | $17.51             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-07-01      | 3.0000%  | 0.0000% | $19224.00          | $1487.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 4.0000%  | 0.0000% | $1000.00           | $69.70             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-03-01      | 3.0000%  | 0.0000% | $36001.00          | $8103.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $14337872.00       | $1077938.18        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 3.0000%  | 0.0000% | $1236304.00        | $636058.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $115000.00         | $72957.62          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $222270992.00      | $19331838.35       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 2.5000%  | 0.0000% | $1000.00           | $235.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $137.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-01-01      | 3.0000%  | 0.0000% | $3691.00           | $621.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 2.5000%  | 0.0000% | $2545115.00        | $1206241.48        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $558.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 1.5000%  | 0.0000% | $11000.00          | $6534.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $1008.00           | $797.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $791.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $880.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $964000.00         | $641664.64         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-04-01      | 2.5000%  | 0.0000% | $227834.00         | $151740.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $736.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $721.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.0000%  | 0.0000% | $5313.00           | $4130.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $4596.00           | $3537.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $775.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 3.0000%  | 0.0000% | $1000.00           | $792.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $11871.00          | $9521.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $761.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 3.5000%  | 0.0000% | $107962.00         | $84856.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $817.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $1260000.00        | $1078122.90        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $871.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-06-01      | 6.0000%  | 0.0000% | $8057.00           | $7600.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $1011.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 4.5000%  | 0.0000% | $1024.00           | $1002.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 6.1670%  | 0.0000% | $44240000.00       | $412598.04         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.5000%  | 0.0000% | $620144.00         | $619198.54         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.5000%  | 0.0000% | $92694.00          | $89552.43          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $1798270.00        | $1695678.01        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.5000%  | 0.0000% | $8246840.00        | $8354175.15        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $921.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $80327.00          | $73535.08          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 4.5000%  | 0.0000% | $35200.00          | $34359.78          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $856.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1027.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.0000%  | 0.0000% | $2423300.00        | $2410455.61        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $17585.00          | $17046.09          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $9000.00           | $9097.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $38412.00          | $38694.12          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $46023.00          | $46735.53          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $13015.00          | $13294.78          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $919.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $1199782.00        | $1223884.65        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $3277633.00        | $3419605.49        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $1008.00           | $1054.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1027.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1024.00           | $937.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $13900160.00       | $13935939.79       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $32522.00          | $32378.97          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 2.5000%  | 0.0000% | $1008.00           | $854.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-07-01      | 4.7500%  | 0.0000% | $309817.00         | $303913.89         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 6.0000%  | 0.0000% | $468224.00         | $366680.57         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 6.5000%  | 0.0000% | $13370.00          | $11870.40          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $855902.00         | $797434.93         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $653635.00         | $615057.44         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1013.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-02      | 6.0000%  | 0.0000% | $1398.00           | $1282.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 7.0000%  | 0.0000% | $1008.00           | $1024.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $1024.38           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $1007.00           | $100.22            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-03-20      | 5.5000%  | 0.0000% | $1000000.00        | $49712.78          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $78702868.00       | $9395457.08        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $2047.00           | $190.11            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $746894.00         | $182305.74         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $1064.00           | $356.08            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $20923.00          | $15269.63          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $1000.00           | $732.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $10469678.00       | $5999342.03        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $2048.00           | $1589.53           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $1408.00           | $1096.37           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $1311352.00        | $982423.05         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $4325520.00        | $3263630.53        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $1000.00           | $778.53            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $7306.00           | $5125.76           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 4.5000%  | 0.0000% | $1000.00           | $799.91            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $1004.00           | $563.11            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1279.00           | $759.76            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $2048.00           | $1252.10           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $16295490.00       | $13682321.63       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $2048.00           | $1681.86           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $2490895.00        | $1997088.78        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $3383076.00        | $1815247.22        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $20980.00          | $4688.76           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 5.0000%  | 0.0000% | $1689027.00        | $1066093.98        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 4.0000%  | 0.0000% | $2568850.00        | $469067.60         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $1000.00           | $998.41            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1000.00           | $957.04            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1049.52           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $1000.00           | $977.13            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1000.00           | $1003.92           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1008.00           | $998.97            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1024.00           | $1023.80           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 4.5000%  | 0.0000% | $1000.00           | $980.68            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-12-20      | 4.7500%  | 0.0000% | $4574350.00        | $11058.96          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.5838%  | 0.0000% | $135040.00         | $129238.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 4.5000%  | 0.0000% | $46481498.00       | $10333815.72       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 4.5000%  | 0.0000% | $1000.00           | $991.71            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 4.5000%  | 0.0000% | $1000.00           | $933.88            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 4.5000%  | 0.0000% | $7582.00           | $1427.95           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 5.5000%  | 0.0000% | $432187.00         | $259845.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 1.5000%  | 0.0000% | $20000000.00       | $9016592.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $1062250.00        | $502892.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.2138%  | 0.0000% | $36889.00          | $24509.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.3138%  | 0.0000% | $2507464.00        | $1754453.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 5.0838%  | 0.0000% | $22522744.00       | $15012376.95       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $1003.00           | $647.43            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.4838%  | 0.0000% | $41890684.00       | $31581421.83       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 5.1338%  | 0.0000% | $8037274.00        | $6181490.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.1838%  | 0.0000% | $16988781.00       | $7157863.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.1838%  | 0.0000% | $2189483.00        | $1286537.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.1338%  | 0.0000% | $14443392.00       | $11017788.12       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.1838%  | 0.0000% | $21207761.00       | $16011229.51       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.1838%  | 0.0000% | $47872000.00       | $20169853.32       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.1338%  | 0.0000% | $40523.00          | $35718.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.3338%  | 0.0000% | $5810000.00        | $4343110.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.3838%  | 0.0000% | $29853137.00       | $18120259.41       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.2038%  | 0.0000% | $7052157.00        | $5908703.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.6838%  | 0.0000% | $1353797.00        | $509921.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 5.5838%  | 0.0000% | $1119174.00        | $405652.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.4838%  | 0.0000% | $26278600.00       | $9570724.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.4338%  | 0.0000% | $6113309.00        | $3048123.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $175327.00         | $179405.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 5.3838%  | 0.0000% | $14848031.00       | $7902315.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.4838%  | 0.0000% | $20224.00          | $11756.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.2838%  | 0.0000% | $3417344.00        | $2761324.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.2938%  | 0.0000% | $3523053.00        | $2542260.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.2838%  | 0.0000% | $1252547.00        | $982789.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.1838%  | 0.0000% | $6433891.00        | $5793703.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.2838%  | 0.0000% | $3577012.00        | $2871634.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.0338%  | 0.0000% | $18862.00          | $13290.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.8338%  | 0.0000% | $104727.00         | $81655.35          | Agency Collateralized Mortgage Obligation |

### Security 111: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TNH82, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TNH82
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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 National Mortgage Association    | 2041-09-25      | 2.0000%  | 0.0000% | $35905800.00       | $505013.35         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-09-25      | 1.7500%  | 0.0000% | $1137924.00        | $40690.03          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2047-12-25      | 6.6277%  | 0.0000% | $899986.00         | $55902.78          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2033-01-25      | 4.3500%  | 0.0000% | $31844999.00       | $32137367.94       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2032-05-15      | 6.5000%  | 0.0000% | $12997.00          | $310.95            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-11-25      | 4.0000%  | 0.0000% | $2000000.00        | $1159257.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-10-20      | 2.5000%  | 0.0000% | $12750000.00       | $991271.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-05-20      | 5.0170%  | 0.0000% | $3679760.00        | $1330388.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 3.5000%  | 0.0000% | $7250000.00        | $1353968.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 5.0000%  | 0.0000% | $113451000.00      | $113423960.66      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 4.5555%  | 0.0000% | $50000000.00       | $16936308.14       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.2838%  | 0.0000% | $50000000.00       | $36065559.34       | Agency Collateralized Mortgage Obligation |

### Security 112: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TV6M5, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BIV8TV6M5
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **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? 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 | 2026-08-15      | 1.5000%  | 0.0000% | $39000.00          | $38435.22          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 1.8750%  | 0.0000% | $100.00            | $99.07             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 0.7500%  | 0.0000% | $2007400.00        | $1960870.10        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-15      | 4.3750%  | 0.0000% | $700.00            | $709.61            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 3.7500%  | 0.0000% | $99383800.00       | $99999886.22       | U.S. Treasuries (including strips) |

### Security 113: 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):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.5400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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 | 2026-08-15      | 6.7500%  | 0.0000% | $36600.00          | $37960.56          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 3.3750%  | 0.0000% | $400.00            | $346.86            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $2296000.00        | $2331759.76        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 0.8750%  | 0.0000% | $65917800.00       | $83752012.97       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 0.3750%  | 0.0000% | $2333300.00        | $2195092.50        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $400.00            | $375.22            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-10-31      | 3.7500%  | 0.0000% | $528470400.00      | $523682458.18      | U.S. Treasuries (including strips) |

### Security 114: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 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: BIV8WNX64, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8WNX64
- **C.18 - Value (incl. sponsor support):** $110000000.00
- **C.18.a - Value (excl. sponsor support):** $110000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp | 2035-10-01      | 4.5000%  | 0.0000% | $5018945.00        | $69267.49          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2041-01-01      | 4.5000%  | 0.0000% | $10000.00          | $589.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2029-07-01      | 4.0000%  | 0.0000% | $100000.00         | $645.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2049-06-01      | 4.0000%  | 0.0000% | $15000.00          | $1460.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2052-08-01      | 5.0000%  | 0.0000% | $35790502.00       | $28469116.74       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2052-08-01      | 3.0000%  | 0.0000% | $50000.00          | $38025.04          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2053-07-01      | 4.5000%  | 0.0000% | $1000000.00        | $791726.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2054-12-01      | 6.5000%  | 0.0000% | $34156920.00       | $33006222.07       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2052-03-01      | 2.0000%  | 0.0000% | $1180194.00        | $782244.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2052-02-01      | 2.5000%  | 0.0000% | $47000.00          | $31343.96          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2039-08-01      | 3.0000%  | 0.0000% | $1981873.00        | $251272.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2054-04-01      | 6.5000%  | 0.0000% | $100000.00         | $65267.94          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2039-07-01      | 5.5000%  | 0.0000% | $1100323.00        | $659428.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2040-05-01      | 4.5000%  | 0.0000% | $2383463.00        | $2288642.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2040-05-01      | 5.0000%  | 0.0000% | $1180511.00        | $1067964.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2039-11-01      | 4.5000%  | 0.0000% | $1262122.00        | $1211714.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-09-01      | 5.5000%  | 0.0000% | $12220281.00       | $12393577.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-09-01      | 5.0000%  | 0.0000% | $2032120.00        | $2043653.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-10-01      | 5.5000%  | 0.0000% | $21046131.00       | $21394034.12       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-10-01      | 6.0000%  | 0.0000% | $2418385.00        | $2536080.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-09-01      | 6.0000%  | 0.0000% | $1155295.00        | $1201654.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-09-01      | 6.0000%  | 0.0000% | $1045231.00        | $1088243.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-11-01      | 5.0000%  | 0.0000% | $2326269.00        | $2327989.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2054-05-01      | 5.0000%  | 0.0000% | $525000.00         | $479835.81         | Agency Mortgage-Backed Securities |

### Security 115: 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):** $120000000.00
- **C.18.a - Value (excl. sponsor support):** $120000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **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? 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 | 2028-06-30      | 4.0000%  | 0.0000% | $10500000.00       | $10747081.43       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $72406200.00       | $73048556.33       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-05-15      | 4.2500%  | 0.0000% | $37379900.00       | $38604415.55       | U.S. Treasuries (including strips) |

### Security 116: 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):** $155000000.00
- **C.18.a - Value (excl. sponsor support):** $155000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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 | 2025-11-28      | 0.0000%  | 0.0000% | $700.00            | $698.12            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-14      | 0.0000%  | 0.0000% | $1200.00           | $1176.78           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-11      | 0.0000%  | 0.0000% | $90877300.00       | $90506338.86       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-08      | 0.0000%  | 0.0000% | $200.00            | $198.62            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 0.0000%  | 0.0000% | $100.00            | $99.23             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-23      | 0.0000%  | 0.0000% | $200.00            | $198.92            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-05-15      | 5.0000%  | 0.0000% | $100.00            | $109.95            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 4.6250%  | 0.0000% | $333900.00         | $344482.06         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.7500%  | 0.0000% | $100.00            | $114.28            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 3.1250%  | 0.0000% | $600.00            | $488.59            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $700.00            | $475.25            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $800.00            | $634.41            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $200.00            | $152.46            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $19148500.00       | $12400921.70       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $55.08             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $200.00            | $151.26            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $200.00            | $137.55            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $800.00            | $573.64            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 2.2500%  | 0.0000% | $200.00            | $126.35            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $200.00            | $149.01            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $200.00            | $184.55            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $100.00            | $99.47             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $400.00            | $376.52            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 0.8750%  | 0.0000% | $6652800.00        | $8458439.88        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 2.3750%  | 0.0000% | $100.00            | $99.29             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 0.7500%  | 0.0000% | $5113200.00        | $6554713.94        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-15      | 0.1250%  | 0.0000% | $14900.00          | $17375.96          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $1000.00           | $935.04            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 0.7500%  | 0.0000% | $100.00            | $97.71             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $97.51             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 4.0000%  | 0.0000% | $100.00            | $101.56            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $40166400.00       | $40945962.81       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 4.0000%  | 0.0000% | $6900.00           | $7055.86           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 4.1250%  | 0.0000% | $100.00            | $102.91            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-30      | 4.1250%  | 0.0000% | $8900.00           | $9197.89           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.7500%  | 0.0000% | $100.00            | $101.45            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 3.6250%  | 0.0000% | $100.00            | $99.93             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-10-31      | 3.6250%  | 0.0000% | $3400.00           | $3386.70           | U.S. Treasuries (including strips) |

### Security 117: 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):** $160000000.00
- **C.18.a - Value (excl. sponsor support):** $160000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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 | 2029-04-15      | 3.8750%  | 0.0000% | $23800.00          | $51027.94          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-05-15      | 4.2500%  | 0.0000% | $100.00            | $100.86            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $200.00            | $135.79            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $285100.00         | $226088.07         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $12021100.00       | $9091568.51        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $32918200.00       | $24163740.50       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $1000.00           | $861.54            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $200.00            | $149.01            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $200.00            | $168.42            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-15      | 1.6250%  | 0.0000% | $468000.00         | $466073.07         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 0.7500%  | 0.0000% | $2852400.00        | $3656548.94        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $100.00            | $94.77             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $400.00            | $374.02            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $1000.00           | $894.63            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $700.00            | $682.60            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 2.7500%  | 0.0000% | $1124400.00        | $1103875.09        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 2.6250%  | 0.0000% | $265100.00         | $263899.19         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $93.86             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 3.7500%  | 0.0000% | $100.00            | $101.78            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 4.1250%  | 0.0000% | $877100.00         | $893915.80         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $100.00            | $104.73            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-31      | 4.6250%  | 0.0000% | $59983000.00       | $63689650.47       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $163000.00         | $162419.07         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $7954100.00        | $8373315.35        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 3.7500%  | 0.0000% | $98400.00          | $98898.82          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 3.8750%  | 0.0000% | $50528600.00       | $51527639.88       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.8750%  | 0.0000% | $595900.00         | $608043.71         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.7500%  | 0.0000% | $100.00            | $101.45            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.6250%  | 0.0000% | $100.00            | $100.62            | U.S. Treasuries (including strips) |

### Security 118: 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: BIV8WUJT4, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WUJT4
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2025-12-23      | 0.0000%  | 0.0000% | $1000.00           | $994.62            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-05-15      | 4.2500%  | 0.0000% | $1115400.00        | $1124942.99        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.7500%  | 0.0000% | $64641700.00       | $73874223.84       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 0.6250%  | 0.0000% | $9907300.00        | $10682302.17       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $300.00            | $213.66            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $3359200.00        | $2465834.62        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $1000.00           | $745.04            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $92.28             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $92.07             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $100.00            | $99.47             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $200.00            | $188.80            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $98200.00          | $91821.12          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $7548200.00        | $6752870.57        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $16698700.00       | $16283603.72       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 4.1250%  | 0.0000% | $100.00            | $101.29            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 3.5000%  | 0.0000% | $300.00            | $301.98            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-12-31      | 3.7500%  | 0.0000% | $2700.00           | $2735.93           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $100.00            | $100.89            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $18913000.00       | $19316018.05       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-12-31      | 4.5000%  | 0.0000% | $33929900.00       | $35681081.89       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $100.00            | $101.27            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-31      | 4.1250%  | 0.0000% | $62850300.00       | $64874573.19       | U.S. Treasuries (including strips) |

### Security 119: 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):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 | 2027-08-31      | 3.6250%  | 0.0000% | $60831100.00       | $61200005.67       | U.S. Treasuries (including strips) |

### Security 120: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 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: BIV8YXK23, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8YXK23
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **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? 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 | 2033-05-01      | 5.0000%  | 0.0000% | $250000.00         | $5265.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2033-04-01      | 5.0000%  | 0.0000% | $25256.00          | $503.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2048-03-01      | 3.5000%  | 0.0000% | $50000.00          | $14995.82          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2037-08-01      | 3.0000%  | 0.0000% | $1585000.00        | $226528.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2037-11-01      | 6.0000%  | 0.0000% | $2473546.00        | $11935.03          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2037-03-01      | 5.5000%  | 0.0000% | $155719.00         | $975.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2038-01-01      | 5.5000%  | 0.0000% | $80000.00          | $502.63            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2039-09-01      | 6.5000%  | 0.0000% | $33000000.00       | $1118087.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2047-10-01      | 3.5000%  | 0.0000% | $2356407.00        | $295294.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2031-03-01      | 3.5000%  | 0.0000% | $729000.00         | $68453.57          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2048-12-01      | 3.0000%  | 0.0000% | $2196399.00        | $263298.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2049-06-01      | 3.5000%  | 0.0000% | $9491639.00        | $837567.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2035-11-01      | 3.0000%  | 0.0000% | $3000000.00        | $1061928.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2035-03-01      | 3.5000%  | 0.0000% | $8000.00           | $1684.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2035-06-01      | 3.0000%  | 0.0000% | $142888.00         | $31855.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2037-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1338.89           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2038-06-01      | 5.0000%  | 0.0000% | $3816000.00        | $2249168.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2039-04-01      | 5.5000%  | 0.0000% | $1433071.00        | $942182.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2040-03-01      | 4.0000%  | 0.0000% | $686018.00         | $616614.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2035-08-01      | 2.0000%  | 0.0000% | $211000.00         | $86657.63          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2050-11-01      | 3.5000%  | 0.0000% | $3599756.00        | $1528709.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2052-04-01      | 2.5000%  | 0.0000% | $13000.00          | $9692.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2048-04-01      | 4.0000%  | 0.0000% | $541028.00         | $387473.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2050-02-01      | 3.0000%  | 0.0000% | $5484000.00        | $4493083.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2054-11-01      | 4.5000%  | 0.0000% | $111581.00         | $102512.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2051-02-01      | 2.0000%  | 0.0000% | $5837327.00        | $3254389.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2052-07-01      | 2.5000%  | 0.0000% | $315606.00         | $225805.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2053-09-01      | 5.5000%  | 0.0000% | $18025185.00       | $15852003.10       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2051-03-01      | 2.5000%  | 0.0000% | $200000.00         | $112536.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2051-10-01      | 3.0000%  | 0.0000% | $574368.00         | $231623.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2052-11-01      | 5.5000%  | 0.0000% | $28000000.00       | $22643538.97       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2054-09-01      | 4.5000%  | 0.0000% | $1598157.00        | $1540991.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2054-10-01      | 6.0000%  | 0.0000% | $4096969.00        | $3574049.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2036-11-01      | 1.5000%  | 0.0000% | $2000000.00        | $1144854.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2050-04-01      | 4.5000%  | 0.0000% | $300000.00         | $67004.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2050-08-01      | 1.5000%  | 0.0000% | $200250.00         | $102848.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2050-12-01      | 2.5000%  | 0.0000% | $510000.00         | $270400.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2051-02-01      | 1.5000%  | 0.0000% | $640000.00         | $356502.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2051-02-01      | 2.5000%  | 0.0000% | $200000.00         | $103669.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2052-06-01      | 4.5000%  | 0.0000% | $65000.00          | $46520.62          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2053-05-01      | 6.0000%  | 0.0000% | $2250000.00        | $1795722.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2045-05-01      | 6.0000%  | 0.0000% | $1672771.00        | $1554693.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2041-10-01      | 2.0000%  | 0.0000% | $100000.00         | $61589.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2036-02-01      | 1.5000%  | 0.0000% | $54328430.00       | $26732676.11       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2035-02-01      | 4.0000%  | 0.0000% | $1448127.00        | $1362397.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2054-05-01      | 5.0000%  | 0.0000% | $6101924.00        | $4752295.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2039-11-01      | 6.0000%  | 0.0000% | $1264321.00        | $1006751.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2039-12-01      | 3.5000%  | 0.0000% | $716654.00         | $433061.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2039-12-01      | 4.0000%  | 0.0000% | $1154978.00        | $1078435.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2039-12-01      | 4.0000%  | 0.0000% | $1276001.00        | $1186044.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2040-01-01      | 5.5000%  | 0.0000% | $1160348.00        | $930777.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2040-01-01      | 6.0000%  | 0.0000% | $1327010.00        | $1318863.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2040-02-01      | 5.0000%  | 0.0000% | $414764.00         | $337263.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2040-02-01      | 5.0000%  | 0.0000% | $1274779.00        | $1252133.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2040-02-01      | 6.0000%  | 0.0000% | $1703004.00        | $1149624.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2040-03-01      | 5.0000%  | 0.0000% | $3016680.00        | $2822499.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2040-03-01      | 5.5000%  | 0.0000% | $1141383.00        | $1002150.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2040-03-01      | 6.5000%  | 0.0000% | $1537489.00        | $1044951.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2040-03-01      | 5.5000%  | 0.0000% | $4354065.00        | $4212858.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2040-03-01      | 6.5000%  | 0.0000% | $1043882.00        | $954527.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2040-06-01      | 5.0000%  | 0.0000% | $7212260.00        | $7001123.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2040-05-01      | 5.5000%  | 0.0000% | $3697096.00        | $2868099.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2040-07-01      | 6.0000%  | 0.0000% | $1476051.00        | $1516347.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2040-07-01      | 5.5000%  | 0.0000% | $2523829.00        | $2563137.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2040-07-01      | 5.0000%  | 0.0000% | $3776224.00        | $3792228.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2040-08-01      | 3.5000%  | 0.0000% | $693261.00         | $668603.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2040-09-01      | 6.0000%  | 0.0000% | $1163368.00        | $1197494.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2040-09-01      | 5.5000%  | 0.0000% | $1188112.00        | $1215842.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2040-09-01      | 6.0000%  | 0.0000% | $1437726.00        | $1487097.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2040-10-01      | 4.5000%  | 0.0000% | $1464893.00        | $1464777.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2040-10-01      | 3.5000%  | 0.0000% | $2000000.00        | $1943875.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2040-10-01      | 5.0000%  | 0.0000% | $2399085.00        | $2441382.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-06-01      | 5.5000%  | 0.0000% | $1234100.00        | $1261241.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-06-01      | 5.0000%  | 0.0000% | $291269.00         | $290416.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-07-01      | 6.0000%  | 0.0000% | $1486410.00        | $1556021.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-08-01      | 5.5000%  | 0.0000% | $10864332.00       | $10897985.20       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-08-01      | 6.5000%  | 0.0000% | $2124044.00        | $2240430.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-09-01      | 6.0000%  | 0.0000% | $1637063.00        | $1635715.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-09-01      | 6.0000%  | 0.0000% | $20213069.00       | $20900024.69       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-09-01      | 6.0000%  | 0.0000% | $1513601.00        | $1580023.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-09-01      | 6.5000%  | 0.0000% | $1205500.00        | $1274255.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-10-01      | 5.5000%  | 0.0000% | $3537284.00        | $3622668.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-10-01      | 5.0000%  | 0.0000% | $2374965.00        | $2375840.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-10-01      | 5.0000%  | 0.0000% | $2620062.00        | $2644545.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-10-01      | 5.5000%  | 0.0000% | $3116897.00        | $3173996.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-11-01      | 5.0000%  | 0.0000% | $5060780.00        | $5064523.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-01-01      | 6.0000%  | 0.0000% | $550000.00         | $478549.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2052-04-01      | 3.0000%  | 0.0000% | $8529225.00        | $7093112.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-03-01      | 6.0000%  | 0.0000% | $170000.00         | $157456.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2040-09-01      | 5.0000%  | 0.0000% | $146699507.00      | $143720817.92      | Agency Mortgage-Backed Securities |

### Security 121: 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):** $245000000.00
- **C.18.a - Value (excl. sponsor support):** $245000000.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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 | 2026-02-15      | 6.0000%  | 0.0000% | $10000.00          | $10185.28          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 5.5000%  | 0.0000% | $4044200.00        | $4296053.17        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2038-02-15      | 4.3750%  | 0.0000% | $1434800.00        | $1468114.93        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 3.8750%  | 0.0000% | $319500.00         | $301899.39         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 3.6250%  | 0.0000% | $2000.00           | $1772.43           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 3.6250%  | 0.0000% | $19100.00          | $16852.08          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $300000.00         | $215411.99         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $1998900.00        | $1299452.67        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-11-15      | 2.3750%  | 0.0000% | $9400.00           | $6319.65           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $6848200.00        | $5148541.33        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $13899800.00       | $11975265.27       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 4.0000%  | 0.0000% | $203100.00         | $192838.69         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $950200.00         | $893842.37         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 3.7500%  | 0.0000% | $224576100.00      | $224944404.80      | U.S. Treasuries (including strips) |

### Security 122: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.130000%
- **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: BIV91QHR1, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV91QHR1
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2027-10-15      | 3.5000%  | 0.0000% | $300000.00         | $95.46             | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2052-05-15      | 3.0000%  | 0.0000% | $2875524.45        | $392154.36         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2043-09-15      | 0.0000%  | 0.0000% | $961650.00         | $154420.70         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2037-10-15      | 1.6341%  | 0.0000% | $18750000.00       | $69545.96          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association    | 2032-12-01      | 0.0000%  | 0.0000% | $49124416.95       | $76768.67          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association    | 2033-12-01      | 5.5000%  | 0.0000% | $143363.55         | $134.80            | Agency Debentures and Agency Strips |
| Federal National Mortgage Association    | 2027-04-01      | 3.0000%  | 0.0000% | $270000.00         | $51.68             | Agency Debentures and Agency Strips |
| Federal National Mortgage Association    | 2039-11-01      | 4.5000%  | 0.0000% | $225000.00         | $1327.36           | Agency Debentures and Agency Strips |
| Federal National Mortgage Association    | 2032-07-01      | 3.5000%  | 0.0000% | $877500.00         | $4790.90           | Agency Debentures and Agency Strips |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $15150.00          | $2695.13           | Agency Debentures and Agency Strips |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $66764.25          | $10987.78          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $15000.00          | $2988.37           | Agency Debentures and Agency Strips |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $68056.80          | $11523.13          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2051-01-25      | 1.5000%  | 0.0000% | $101250.00         | $7790.27           | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2052-04-25      | 2.0000%  | 0.0000% | $28500.00          | $3455.15           | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2054-08-25      | 5.0000%  | 0.0000% | $37350.15          | $7327.91           | Agency Debentures and Agency Strips |
| Government National Mortgage Association | 2050-04-20      | 3.0000%  | 0.0000% | $7500000.00        | $1615671.44        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $7500000.00        | $1830638.65        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2050-05-20      | 3.5000%  | 0.0000% | $7500000.00        | $1607252.88        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2050-11-20      | 3.0000%  | 0.0000% | $4500000.00        | $1508167.51        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2051-07-20      | 2.0000%  | 0.0000% | $4800000.00        | $2709563.98        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $3600000.00        | $2271158.29        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $2700000.00        | $2061927.70        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $3000000.00        | $1946065.24        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2037-10-20      | 7.0000%  | 0.0000% | $4582.20           | $3619.37           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $4800000.00        | $2470485.05        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $2115.60           | $1753.17           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2054-12-20      | 7.0000%  | 0.0000% | $1650000.00        | $1751041.56        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $2100000.00        | $1983573.73        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $2550000.00        | $2479563.94        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2054-12-20      | 7.5000%  | 0.0000% | $1950000.00        | $2032592.86        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-05-20      | 7.5000%  | 0.0000% | $1950000.00        | $2102805.62        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1800000.00        | $1827587.18        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1800000.00        | $1848886.04        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1500000.00        | $1519732.82        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1500000.00        | $1523870.83        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2100000.00        | $2170791.10        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $2100000.00        | $2167563.90        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $2850000.00        | $2892011.04        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1500000.00        | $1549025.82        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $2250000.00        | $2295273.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $2100000.00        | $2140295.03        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1800000.00        | $1859671.96        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1350000.00        | $1387649.07        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $2550000.00        | $2638487.46        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2065-08-20      | 6.5000%  | 0.0000% | $7500000.00        | $7754693.35        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2065-09-20      | 6.5000%  | 0.0000% | $11700000.00       | $12098243.66       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2250000.00        | $2325816.14        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $10650000.00       | $11017133.90       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $6450000.00        | $6672342.25        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1500000.00        | $1571828.50        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $4200000.00        | $4344781.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $12600000.00       | $13034343.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1350000.00        | $1377165.15        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $1650000.00        | $1703838.19        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2065-09-20      | 6.5000%  | 0.0000% | $5100000.00        | $5275805.50        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $2700000.00        | $2743541.10        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1070969.10        | $1106921.53        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1950000.00        | $1905577.22        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $1800000.00        | $1719649.37        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2040-03-20      | 6.5000%  | 0.0000% | $5327.70           | $5451.59           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $3000000.00        | $2973133.59        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $2700000.00        | $2733130.97        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $2250000.00        | $2266055.43        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2047-07-20      | 4.0000%  | 0.0000% | $3000000.00        | $2846695.09        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-10-20      | 4.0000%  | 0.0000% | $2550000.00        | $2423194.45        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $2850000.00        | $2856118.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-10-20      | 7.5000%  | 0.0000% | $1350000.00        | $1406767.50        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $680408.70         | $703370.23         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2400000.00        | $2504771.20        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-10-20      | 7.5000%  | 0.0000% | $2550000.00        | $2686848.30        | Agency Mortgage-Backed Securities   |

### Security 123: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 4.090000%
- **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: BIV92FE14, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV92FE14
- **C.18 - Value (incl. sponsor support):** $216000000.00
- **C.18.a - Value (excl. sponsor support):** $216000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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? 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       | 2045-04-15      | 3.0000%  | 0.0000% | $10014971.76       | $8913100.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-01-01      | 6.5000%  | 0.0000% | $13761927.36       | $7989460.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.5000%  | 0.0000% | $8165532.60        | $8403394.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-06-01      | 6.0000%  | 0.0000% | $9000000.00        | $8203673.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 4.0000%  | 0.0000% | $9756062.28        | $8915332.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $9499930.92        | $9904223.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $6924909.96        | $5254550.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $9084661.56        | $9156825.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $9055126.80        | $9248797.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 1.5000%  | 0.0000% | $10529101.44       | $9516075.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-03-01      | 2.0000%  | 0.0000% | $8720164.80        | $8039273.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $12600000.00       | $8338582.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $10234662.12       | $9291553.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.0000%  | 0.0000% | $9658775.88        | $9433681.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $8892041.40        | $8566362.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-06-01      | 6.5000%  | 0.0000% | $7997882.04        | $8135799.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.0000%  | 0.0000% | $7845603.48        | $8002116.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 5.0000%  | 0.0000% | $9247427.28        | $9254590.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-02-01      | 6.0000%  | 0.0000% | $9102291.84        | $8446478.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2052-08-01      | 3.0000%  | 0.0000% | $10948516.92       | $9877973.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-10-01      | 6.5000%  | 0.0000% | $8049269.52        | $8244442.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.5000%  | 0.0000% | $3562859.88        | $3686860.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 5.0000%  | 0.0000% | $9789988.32        | $9815213.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2052-03-01      | 2.5000%  | 0.0000% | $9121202.64        | $7887763.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.5000%  | 0.0000% | $7896536.64        | $8293855.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2040-10-01      | 4.5000%  | 0.0000% | $9475614.72        | $9500014.43        | Agency Mortgage-Backed Securities |

### Security 124: TD Securities (USA) LLC

- **C.1 - Title:** TD Securities (USA) LLC 4.070000%
- **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: BIV94PMT0, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BIV94PMT0
- **C.18 - Value (incl. sponsor support):** $340000000.00
- **C.18.a - Value (excl. sponsor support):** $340000000.00
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2054-09-25      | 5.5328%  | 0.0000% | $35416666.67       | $25069103.91       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 5.2328%  | 0.0000% | $63750000.00       | $60440172.67       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 5.5828%  | 0.0000% | $42500000.00       | $38912213.39       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-04-25      | 5.4428%  | 0.0000% | $41791666.67       | $31037699.78       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-06-25      | 5.4328%  | 0.0000% | $35652777.54       | $29974912.12       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-02-25      | 5.8328%  | 0.0000% | $28333333.33       | $25063756.26       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-05-25      | 5.0328%  | 0.0000% | $26562500.00       | $24233537.88       | Agency Debentures and Agency Strips       |
| Government National Mortgage Association | 2045-08-20      | 3.0000%  | 0.0000% | $8807487.50        | $734944.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 4.5000%  | 0.0000% | $21250000.00       | $3702958.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-11-16      | 4.5000%  | 0.0000% | $7083333.33        | $6753114.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 5.0000%  | 0.0000% | $11097692.79       | $11073195.69       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 4.7500%  | 0.0000% | $508834.79         | $476209.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 4.7500%  | 0.0000% | $361693.42         | $337318.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 4.5000%  | 0.0000% | $1275000.00        | $1265062.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 4.7500%  | 0.0000% | $8338191.88        | $8316276.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $35416666.67       | $10739537.60       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 2.5000%  | 0.0000% | $14166666.67       | $1149344.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $35416666.67       | $10170798.30       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 1.7500%  | 0.0000% | $6308224.00        | $3662042.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $110828.67         | $103618.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 4.5000%  | 0.0000% | $8532583.33        | $8482872.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 4.7500%  | 0.0000% | $488299.50         | $468066.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $146979.17         | $135998.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 5.6338%  | 0.0000% | $17708333.33       | $10027078.11       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 5.1838%  | 0.0000% | $17708333.33       | $10021854.41       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-02-20      | 5.0000%  | 0.0000% | $1580196.04        | $1291480.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $2656250.00        | $2749040.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $708333.33         | $737795.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 4.2500%  | 0.0000% | $2256672.08        | $1893772.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 3.0000%  | 0.0000% | $1993500.04        | $1832019.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 3.0000%  | 0.0000% | $1195577.42        | $923718.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-03-20      | 5.0000%  | 0.0000% | $2684599.63        | $2623449.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-06-20      | 3.0000%  | 0.0000% | $1387525.13        | $1237939.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 5.0000%  | 0.0000% | $6026187.63        | $5819062.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 2.6250%  | 0.0000% | $6172297.67        | $5340032.88        | Agency Collateralized Mortgage Obligation |

### Security 125: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV94PS31, C.3 - LEI: N/A, C.5 - Other ID: BIV94PS31
- **C.18 - Value (incl. sponsor support):** $120000000.00
- **C.18.a - Value (excl. sponsor support):** $120000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2035-05-15      | 4.2500%  | 0.0000% | $118517600.00      | $122400078.12      | U.S. Treasuries (including strips) |

### Security 126: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co. 4.020000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV94VMB6, C.3 - LEI: 549300H7EXFMRS487544, C.5 - Other ID: BIV94VMB6
- **C.18 - Value (incl. sponsor support):** $40003406.25
- **C.18.a - Value (excl. sponsor support):** $40003406.25
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 NOTE 3.875 31-JUL-2027 | 2027-07-31      | 3.8750%  | 0.0000% | $40003407.00       | $40822442.00       | U.S. Treasuries (including strips) |

### Security 127: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.010000%
- **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: BIV94VR39, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BIV94VR39
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-06-20      | 5.5838%  | 0.0000% | $5179031.52        | $4677593.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.2838%  | 0.0000% | $7652070.48        | $7620491.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.5338%  | 0.0000% | $675368.88         | $669820.10         | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2027-08-15      | 0.0000%  | 0.0000% | $48.00             | $45.02             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-15      | 0.0000%  | 0.0000% | $2028.00           | $1885.97           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-15      | 0.0000%  | 0.0000% | $1191180.00        | $1079066.14        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-15      | 0.0000%  | 0.0000% | $2074872.00        | $1859608.18        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-15      | 0.0000%  | 0.0000% | $1249536.00        | $1112213.24        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-15      | 0.0000%  | 0.0000% | $9525600.00        | $8297578.70        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-15      | 0.0000%  | 0.0000% | $728424.00         | $616074.07         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-02-15      | 0.0000%  | 0.0000% | $47772.00          | $39185.03          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2039-08-15      | 0.0000%  | 0.0000% | $13890684.00       | $7572909.21        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-02-15      | 0.0000%  | 0.0000% | $43908.00          | $23289.81          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-02-15      | 0.0000%  | 0.0000% | $11585832.00       | $5818057.26        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-05-15      | 0.0000%  | 0.0000% | $1104228.00        | $514468.66         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-08-15      | 0.0000%  | 0.0000% | $9155628.00        | $4204346.78        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 0.0000%  | 0.0000% | $70596.00          | $31516.53          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-08-15      | 0.0000%  | 0.0000% | $22584.00          | $8865.78           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-02-15      | 0.0000%  | 0.0000% | $75816.00          | $29005.00          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-05-15      | 0.0000%  | 0.0000% | $128328.00         | $46120.06          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-08-15      | 0.0000%  | 0.0000% | $124368.00         | $44057.86          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-02-15      | 0.0000%  | 0.0000% | $504144.00         | $174056.22         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-05-15      | 0.0000%  | 0.0000% | $44724.00          | $15266.67          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-11-15      | 0.0000%  | 0.0000% | $176076.00         | $58634.72          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-05-15      | 0.0000%  | 0.0000% | $21936.00          | $7137.58           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-11-15      | 0.0000%  | 0.0000% | $104532.00         | $33212.64          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-02-15      | 0.0000%  | 0.0000% | $43200.00          | $13564.41          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-05-15      | 0.0000%  | 0.0000% | $32747388.00       | $10298955.28       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-08-15      | 0.0000%  | 0.0000% | $29365404.00       | $9034824.48        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-11-15      | 0.0000%  | 0.0000% | $5092764.00        | $1547151.15        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-11-15      | 0.0000%  | 0.0000% | $2339796.00        | $1185829.67        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-02-15      | 0.0000%  | 0.0000% | $343764.00         | $103080.04         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-02-15      | 0.0000%  | 0.0000% | $120240.00         | $60104.85          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-08-15      | 0.0000%  | 0.0000% | $1122720.00        | $329223.04         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-08-15      | 0.0000%  | 0.0000% | $765600.00         | $371675.83         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-11-15      | 0.0000%  | 0.0000% | $1718172.00        | $498476.06         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-11-15      | 0.0000%  | 0.0000% | $117600.00         | $56291.36          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-02-15      | 0.0000%  | 0.0000% | $454968.00         | $130573.54         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-05-15      | 0.0000%  | 0.0000% | $4066332.00        | $1155407.57        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-08-15      | 0.0000%  | 0.0000% | $449280.00         | $126236.45         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-11-15      | 0.0000%  | 0.0000% | $174252.00         | $48741.60          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-02-15      | 0.0000%  | 0.0000% | $2416980.00        | $667098.56         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-08-15      | 0.0000%  | 0.0000% | $49296.00          | $21490.69          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-15      | 0.0000%  | 0.0000% | $12.00             | $11.25             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-15      | 0.0000%  | 0.0000% | $104664.00         | $96373.04          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-15      | 0.0000%  | 0.0000% | $8076.00           | $7368.73           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-15      | 0.0000%  | 0.0000% | $50520.00          | $45684.83          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-15      | 0.0000%  | 0.0000% | $127440.00         | $114202.42         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-15      | 0.0000%  | 0.0000% | $8400.00           | $7456.63           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-15      | 0.0000%  | 0.0000% | $141240.00         | $124140.07         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-15      | 0.0000%  | 0.0000% | $141120.00         | $123068.64         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-11-15      | 0.0000%  | 0.0000% | $1675200.00        | $1447056.19        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-02-15      | 0.0000%  | 0.0000% | $25800.00          | $22037.07          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-15      | 0.0000%  | 0.0000% | $147840.00         | $125036.71         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-15      | 0.0000%  | 0.0000% | $8520.00           | $7130.04           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-11-15      | 0.0000%  | 0.0000% | $69480.00          | $57602.60          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-11-15      | 0.0000%  | 0.0000% | $194388.00         | $154373.62         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-15      | 0.0000%  | 0.0000% | $66060.00          | $51874.80          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-05-15      | 0.0000%  | 0.0000% | $1826724.00        | $1418754.42        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-08-15      | 0.0000%  | 0.0000% | $12535406.88       | $10002778.34       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-15      | 0.0000%  | 0.0000% | $692404.44         | $540054.00         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2036-02-15      | 0.0000%  | 0.0000% | $290435.52         | $186445.37         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2036-08-15      | 0.0000%  | 0.0000% | $5964843.84        | $3731719.64        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2037-02-15      | 0.0000%  | 0.0000% | $1198778.28        | $731511.29         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-11-15      | 0.0000%  | 0.0000% | $27096.00          | $22327.46          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-05-15      | 0.0000%  | 0.0000% | $4736781.48        | $3821156.88        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-11-15      | 0.0000%  | 0.0000% | $3352476.00        | $2644577.23        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-05-15      | 0.0000%  | 0.0000% | $2435461.80        | $1879097.60        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-05-15      | 0.0000%  | 0.0000% | $53880.00          | $39693.02          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-15      | 0.0000%  | 0.0000% | $5344315.20        | $4915332.36        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-15      | 0.0000%  | 0.0000% | $37090142.16       | $33486983.21       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-15      | 0.0000%  | 0.0000% | $13655840.04       | $12446260.35       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-15      | 0.0000%  | 0.0000% | $3219120.00        | $2879019.97        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-11-15      | 0.0000%  | 0.0000% | $77354.04          | $50293.28          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-15      | 0.0000%  | 0.0000% | $2986278.72        | $2644433.42        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-15      | 0.0000%  | 0.0000% | $18089606.28       | $15704202.26       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-15      | 0.0000%  | 0.0000% | $1095780.96        | $960597.75         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-11-15      | 0.0000%  | 0.0000% | $2836602.36        | $2437072.59        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-15      | 0.0000%  | 0.0000% | $547404.00         | $460586.82         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-02-15      | 0.0000%  | 0.0000% | $10625250.00       | $9034554.45        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-15      | 0.0000%  | 0.0000% | $18051880.68       | $15035212.85       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-02-15      | 0.0000%  | 0.0000% | $713015.64         | $581302.40         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2036-05-15      | 0.0000%  | 0.0000% | $102275.88         | $64799.24          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2036-11-15      | 0.0000%  | 0.0000% | $36509.04          | $22544.19          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2037-05-15      | 0.0000%  | 0.0000% | $109392.00         | $65868.64          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2037-08-15      | 0.0000%  | 0.0000% | $7486051.92        | $4447538.31        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2038-02-15      | 0.0000%  | 0.0000% | $6888309.24        | $3983633.22        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-11-15      | 0.0000%  | 0.0000% | $213864.00         | $60640.92          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2037-11-15      | 0.0000%  | 0.0000% | $2242932.00        | $1314396.28        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2038-05-15      | 0.0000%  | 0.0000% | $1087776.00        | $620309.70         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2038-08-15      | 0.0000%  | 0.0000% | $280767.72         | $158015.51         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2039-02-15      | 0.0000%  | 0.0000% | $4410391.20        | $2412254.65        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-02-15      | 0.0000%  | 0.0000% | $8677292.04        | $2438041.39        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-05-15      | 0.0000%  | 0.0000% | $2370711.24        | $658282.50         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-08-15      | 0.0000%  | 0.0000% | $5954964.00        | $1638168.91        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2038-11-15      | 0.0000%  | 0.0000% | $118188.00         | $65587.49          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2039-05-15      | 0.0000%  | 0.0000% | $2161655.04        | $1165110.45        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2039-08-15      | 0.0000%  | 0.0000% | $2575616.88        | $1369823.81        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2039-11-15      | 0.0000%  | 0.0000% | $3635568.00        | $1903943.33        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-11-15      | 0.0000%  | 0.0000% | $2039338.44        | $555240.48         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-02-15      | 0.0000%  | 0.0000% | $19159786.80       | $5180423.15        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-02-15      | 0.0000%  | 0.0000% | $6376527.96        | $3292469.20        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-05-15      | 0.0000%  | 0.0000% | $9566037.36        | $2566663.48        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-05-15      | 0.0000%  | 0.0000% | $14937.72          | $7601.36           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-08-15      | 0.0000%  | 0.0000% | $10564412.04       | $5297323.69        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-02-15      | 0.0000%  | 0.0000% | $5671673.04        | $2765587.18        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-05-15      | 0.0000%  | 0.0000% | $5745404.04        | $2225597.16        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-05-15      | 0.0000%  | 0.0000% | $1576098.00        | $758750.91         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-11-15      | 0.0000%  | 0.0000% | $73749.72          | $34522.91          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-02-15      | 0.0000%  | 0.0000% | $9036786.72        | $4160961.33        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-05-15      | 0.0000%  | 0.0000% | $390888.00         | $177463.54         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-08-15      | 0.0000%  | 0.0000% | $1736072.04        | $776737.73         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-11-15      | 0.0000%  | 0.0000% | $29860125.48       | $13176556.73       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 0.0000%  | 0.0000% | $6032199.96        | $2624236.21        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-05-15      | 0.0000%  | 0.0000% | $520377.60         | $223290.91         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-08-15      | 0.0000%  | 0.0000% | $6620312.04        | $2802841.51        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 0.0000%  | 0.0000% | $6064900.32        | $2533175.44        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-02-15      | 0.0000%  | 0.0000% | $3251770.80        | $1338819.07        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-05-15      | 0.0000%  | 0.0000% | $1064339.88        | $433241.68         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-08-15      | 0.0000%  | 0.0000% | $8979764.04        | $3601011.10        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-11-15      | 0.0000%  | 0.0000% | $3891156.00        | $1542574.86        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-02-15      | 0.0000%  | 0.0000% | $7934282.88        | $3110373.77        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-08-15      | 0.0000%  | 0.0000% | $5707904.04        | $2180385.10        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-11-15      | 0.0000%  | 0.0000% | $121104.00         | $45717.00          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-02-15      | 0.0000%  | 0.0000% | $5600100.00        | $2088271.69        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-08-15      | 0.0000%  | 0.0000% | $5028045.96        | $1832094.25        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-11-15      | 0.0000%  | 0.0000% | $30624.72          | $11032.95          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-02-15      | 0.0000%  | 0.0000% | $6587840.04        | $2344315.82        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-05-15      | 0.0000%  | 0.0000% | $168948.36         | $59463.57          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-08-15      | 0.0000%  | 0.0000% | $8122428.00        | $2819116.07        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-11-15      | 0.0000%  | 0.0000% | $110880.00         | $38064.77          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-02-15      | 0.0000%  | 0.0000% | $10678621.68       | $3621109.93        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-05-15      | 0.0000%  | 0.0000% | $1102860.00        | $369026.88         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-08-15      | 0.0000%  | 0.0000% | $7437912.00        | $2461643.92        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-02-15      | 0.0000%  | 0.0000% | $4265067.96        | $1378154.35        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-05-15      | 0.0000%  | 0.0000% | $2461416.00        | $784962.79         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-08-15      | 0.0000%  | 0.0000% | $5270484.00        | $1661435.75        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-11-15      | 0.0000%  | 0.0000% | $34080.00          | $10600.99          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-02-15      | 0.0000%  | 0.0000% | $5655154.68        | $1739350.27        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-05-15      | 0.0000%  | 0.0000% | $422360.04         | $128416.46         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-08-15      | 0.0000%  | 0.0000% | $6427722.00        | $1929415.74        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-11-15      | 0.0000%  | 0.0000% | $155280.00         | $46092.38          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-02-15      | 0.0000%  | 0.0000% | $915622.80         | $268141.97         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-05-15      | 0.0000%  | 0.0000% | $48600.00          | $14083.50          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-08-15      | 0.0000%  | 0.0000% | $1234836.00        | $354069.47         | U.S. Treasuries (including strips)        |

### Security 128: Natixis

- **C.1 - Title:** Natixis 3.980000%
- **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: BIV94VRT2, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV94VRT2
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **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          | 2052-08-01      | 4.5000%  | 0.0000% | $228180.60         | $186026.63         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-04-15      | 6.0000%  | 0.0000% | $16799961.00       | $258434.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $27326030.40       | $20787208.61       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-04-25      | 3.5000%  | 0.0000% | $3000000.00        | $2774177.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-09-25      | 2.0000%  | 0.0000% | $780600.00         | $640681.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-04-25      | 2.7500%  | 0.0000% | $1108200.00        | $1052861.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-05-25      | 3.0000%  | 0.0000% | $1004104.20        | $816983.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | 3.0000%  | 0.0000% | $1113795.60        | $913001.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | 3.0000%  | 0.0000% | $2017565.40        | $1247974.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-07-25      | 2.5000%  | 0.0000% | $900000.00         | $834501.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-07-25      | 3.0000%  | 0.0000% | $1200000.00        | $867168.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-02-25      | 4.0000%  | 0.0000% | $1908838.20        | $1807090.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-07-25      | 3.0000%  | 0.0000% | $4798200.00        | $1306843.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-05-25      | 3.0000%  | 0.0000% | $3300000.00        | $2594526.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-05-25      | 3.0000%  | 0.0000% | $1200000.00        | $953721.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-04-25      | 3.0000%  | 0.0000% | $834000.00         | $697536.75         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-05-25      | 3.5000%  | 0.0000% | $5100000.00        | $1504350.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-03-15      | 3.0000%  | 0.0000% | $4200000.00        | $3846742.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-04-15      | 3.5000%  | 0.0000% | $3305400.00        | $2953939.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-07-15      | 3.5000%  | 0.0000% | $1334588.40        | $1270737.24        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-11-15      | 4.0000%  | 0.0000% | $3336747.00        | $2294311.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2046-08-15      | 3.0000%  | 0.0000% | $595800.00         | $378664.09         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2051-10-25      | 2.0000%  | 0.0000% | $784081.20         | $422985.67         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $35469876.00       | $8249385.53        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-03-25      | 5.5000%  | 0.0000% | $2229600.00        | $357784.58         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2036-11-15      | 5.7500%  | 0.0000% | $3000000.00        | $1166784.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2037-07-15      | 6.0000%  | 0.0000% | $828357.00         | $87970.35          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $824547.60         | $863160.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $1275105.60        | $322433.79         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-02-01      | 2.3000%  | 0.0000% | $25830.60          | $24341.32          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $16500000.00       | $13068636.03       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.0000%  | 0.0000% | $11718220.80       | $10444735.50       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $600.00            | $548.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-04-01      | 4.4400%  | 0.0000% | $600.00            | $609.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $50178480.00       | $49678691.38       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $16837935.60       | $16437510.12       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-11-20      | 5.5000%  | 0.0000% | $11305800.00       | $1019219.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-08-20      | 5.3817%  | 0.0000% | $9887238.00        | $3004597.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-04-20      | 5.5918%  | 0.0000% | $8400000.00        | $2582931.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-04-20      | 4.9219%  | 0.0000% | $8400000.00        | $2365498.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-05-20      | 5.4250%  | 0.0000% | $3060318.00        | $893729.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-06-20      | 5.2274%  | 0.0000% | $6000000.00        | $1825401.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-06-20      | 4.5274%  | 0.0000% | $7199674.80        | $1622970.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 3.0000%  | 0.0000% | $2400000.00        | $725583.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-09-20      | 4.8816%  | 0.0000% | $10198740.00       | $3125551.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 6.3225%  | 0.0000% | $9000000.00        | $2557081.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-09-20      | 5.4370%  | 0.0000% | $1198800.00        | $595931.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-02-20      | 4.9235%  | 0.0000% | $4214220.00        | $1504414.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $7049278.20        | $4242067.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-04-20      | 5.0238%  | 0.0000% | $18000000.00       | $17723121.10       | Agency Collateralized Mortgage Obligation |
| Tennessee Valley Authority               | 2065-09-15      | 0.0000%  | 0.0000% | $5828400.00        | $711175.54         | Agency Debentures and Agency Strips       |
| U.S. Treasury                            | 2026-10-01      | 0.0000%  | 0.0000% | $60.00             | $58.00             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2038-05-15      | 4.5000%  | 0.0000% | $336000.00         | $351872.56         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-05-15      | 3.0000%  | 0.0000% | $60.00             | $49.91             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-08-15      | 2.7500%  | 0.0000% | $60.00             | $47.45             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-11-15      | 2.7500%  | 0.0000% | $840180.00         | $667052.57         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 3.1250%  | 0.0000% | $3130200.00        | $2597971.23        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 0.6250%  | 0.0000% | $307440.00         | $332155.79         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-08-15      | 3.6250%  | 0.0000% | $4781580.00        | $4246310.42        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 3.7500%  | 0.0000% | $5376300.00        | $4899887.06        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-11-15      | 1.3750%  | 0.0000% | $60.00             | $39.91             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-05-15      | 3.6250%  | 0.0000% | $4800060.00        | $4096214.81        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-08-15      | 4.2500%  | 0.0000% | $54084120.00       | $51056472.74       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 0.3750%  | 0.0000% | $11432520.00       | $10816278.59       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-31      | 0.5000%  | 0.0000% | $120.00            | $113.49            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-07-31      | 1.0000%  | 0.0000% | $4080.00           | $3812.74           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-30      | 3.2500%  | 0.0000% | $60.00             | $60.28             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-31      | 4.2500%  | 0.0000% | $27405120.00       | $27811131.32       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-09-15      | 3.3750%  | 0.0000% | $1270740.00        | $1270535.00        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-11-30      | 4.1250%  | 0.0000% | $2165760.00        | $2237541.63        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-15      | 3.5000%  | 0.0000% | $60.00             | $59.90             | U.S. Treasuries (including strips)        |

### Security 129: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.990000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV94VSP9, C.3 - LEI: N/A, C.5 - Other ID: BIV94VSP9
- **C.18 - Value (incl. sponsor support):** $190000000.00
- **C.18.a - Value (excl. sponsor support):** $190000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2034-02-15      | 4.0000%  | 0.0000% | $192095900.00      | $193800091.30      | U.S. Treasuries (including strips) |

### Security 130: Mitsubishi UFJ Trust & Banking Corp.

- **C.1 - Title:** Mitsubishi UFJ Trust & Banking Corp. 4.020000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV94VTS2, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BIV94VTS2
- **C.18 - Value (incl. sponsor support):** $132125000.00
- **C.18.a - Value (excl. sponsor support):** $132125000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 1.125 15-AUG-2040 | 2040-08-15      | 1.1250%  | 0.0000% | $25000000.00       | $25564050.00       | U.S. Treasuries (including strips) |
| TREASURY BOND 1.375 15-NOV-2040 | 2040-11-15      | 1.3750%  | 0.0000% | $6500000.00        | $6652572.00        | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.375 31-AUG-2028 | 2028-08-31      | 4.3750%  | 0.0000% | $100625000.00      | $102806744.00      | U.S. Treasuries (including strips) |

### Security 131: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.080000%
- **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: BIV950YL8, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV950YL8
- **C.18 - Value (incl. sponsor support):** $280000000.00
- **C.18.a - Value (excl. sponsor support):** $280000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $9293964.00        | $9215502.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $189000000.00      | $188248327.96      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $84558664.00       | $88136169.26       | Agency Mortgage-Backed Securities |

### Security 132: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV950ZH6, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV950ZH6
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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? 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          | 2046-12-01      | 3.0000%  | 0.0000% | $445.00            | $99.91             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.0000%  | 0.0000% | $252.00            | $154.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $250.00            | $206.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.5000%  | 0.0000% | $250.00            | $220.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $256.00            | $218.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $1751297.00        | $929375.95         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $256.00            | $157.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 6.5000%  | 0.0000% | $250.00            | $210.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $18659000.00       | $12057651.05       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.5000%  | 0.0000% | $256.00            | $252.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $310255.50         | $318483.89         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $2164.25           | $212.52            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-03-20      | 4.0000%  | 0.0000% | $396250.50         | $34023.33          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-05-20      | 3.5000%  | 0.0000% | $250.00            | $19.83             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-01-20      | 3.5000%  | 0.0000% | $250.00            | $24.70             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-07-20      | 3.0000%  | 0.0000% | $64022503.00       | $7680582.70        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $569.50            | $55.92             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-07-20      | 4.0000%  | 0.0000% | $250.00            | $24.57             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-10-20      | 4.5000%  | 0.0000% | $256.00            | $19.94             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-04-20      | 3.5000%  | 0.0000% | $280.00            | $25.86             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $256.00            | $64.90             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-08-20      | 3.5000%  | 0.0000% | $506.00            | $138.81            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-10-20      | 3.5000%  | 0.0000% | $250.00            | $79.23             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $3911281.50        | $2740756.58        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $1805429.50        | $1317604.40        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $41835.00          | $30654.78          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $1408.25           | $725.80            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $256.00            | $129.61            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $250.00            | $134.51            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $143712.00         | $109749.54         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $96741.75          | $75478.15          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $259.75            | $202.68            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $256.00            | $220.03            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $5684.50           | $2827.45           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.0000%  | 0.0000% | $256.00            | $231.65            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $252.00            | $224.41            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 4.0000%  | 0.0000% | $16565.75          | $14806.67          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $250.00            | $144.32            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $256.00            | $245.26            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $506.00            | $487.59            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $782.00            | $735.31            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $250.00            | $249.95            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $256.00            | $263.41            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $9572336.00        | $9808763.13        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-02-20      | 4.0000%  | 0.0000% | $6797250.00        | $346438.21         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-05-20      | 4.0000%  | 0.0000% | $258.25            | $14.86             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-10-15      | 4.0000%  | 0.0000% | $250.00            | $9.69              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-15      | 4.0000%  | 0.0000% | $250.00            | $13.93             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.2838%  | 0.0000% | $250.00            | $249.44            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $4253828.75        | $2458973.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $12500000.00       | $8267258.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $51722860.00       | $32299959.16       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $135375.00         | $85560.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $3265027.75        | $1977231.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $17471613.75       | $10468660.64       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $12500000.00       | $8417921.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $6574367.50        | $4157481.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $33297000.00       | $20994426.88       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $12499391.75       | $5736354.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $258.50            | $168.97            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $13983891.50       | $9750654.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 5.0838%  | 0.0000% | $117075217.75      | $66669747.48       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.1838%  | 0.0000% | $250.00            | $155.10            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.3838%  | 0.0000% | $6495118.25        | $4273240.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.2838%  | 0.0000% | $5039850.00        | $3308708.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.3138%  | 0.0000% | $591123.50         | $529726.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.4838%  | 0.0000% | $5775350.00        | $2925691.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.2338%  | 0.0000% | $11736840.00       | $9888510.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.2338%  | 0.0000% | $320.00            | $258.18            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.2838%  | 0.0000% | $3185968.00        | $2517606.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.2538%  | 0.0000% | $250.00            | $231.91            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.2538%  | 0.0000% | $11446650.00       | $9890545.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.4838%  | 0.0000% | $1355294.00        | $1094574.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.3838%  | 0.0000% | $12146125.00       | $11887118.86       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.5838%  | 0.0000% | $252.00            | $249.61            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.5838%  | 0.0000% | $832861.50         | $826854.48         | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2026-01-22      | 0.0000%  | 0.0000% | $250.00            | $247.91            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-11-20      | 0.0000%  | 0.0000% | $20900.00          | $20861.75          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-10-29      | 0.0000%  | 0.0000% | $25.00             | $24.11             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-02-15      | 3.6250%  | 0.0000% | $25.00             | $21.05             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-11-30      | 4.1250%  | 0.0000% | $1127750.00        | $1165496.75        | U.S. Treasuries (including strips)        |

### Security 133: Natixis

- **C.1 - Title:** Natixis 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: BIV950ZL7, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV950ZL7
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.1200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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? 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          | 2053-09-01      | 4.8140%  | 0.0000% | $25519162.50       | $21723575.77       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-10-01      | 3.5000%  | 0.0000% | $68895.00          | $10814.94          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 3.0000%  | 0.0000% | $500.00            | $86.86             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-05-01      | 3.5000%  | 0.0000% | $8834997.50        | $1296137.71        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 2.4000%  | 0.0000% | $84514.00          | $67336.11          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-01-01      | 2.9200%  | 0.0000% | $151192.00         | $125560.47         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-02-15      | 6.5000%  | 0.0000% | $16280511.00       | $804136.86         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 5.0000%  | 0.0000% | $508227.00         | $61344.57          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 7.0000%  | 0.0000% | $500.00            | $311.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 7.0000%  | 0.0000% | $170467.50         | $157813.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 7.0000%  | 0.0000% | $685683.50         | $633642.23         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $600734.00         | $501142.75         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $1037.50           | $802.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $512.00            | $419.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-07-13      | 2.1500%  | 0.0000% | $784500.00         | $563027.81         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-07-25      | 3.0000%  | 0.0000% | $2487500.00        | $2113171.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-07-25      | 2.5000%  | 0.0000% | $2000000.00        | $1350066.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-04-25      | 2.0836%  | 0.0000% | $681500.00         | $511977.12         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-07-15      | 4.5000%  | 0.0000% | $2500000.00        | $586081.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2041-09-15      | 4.0000%  | 0.0000% | $2000000.00        | $762527.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-05-15      | 3.0000%  | 0.0000% | $1105.50           | $948.03            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-10-15      | 4.0000%  | 0.0000% | $1382000.00        | $1294714.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2040-10-15      | 4.0000%  | 0.0000% | $1500000.00        | $345836.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2051-08-25      | 2.0000%  | 0.0000% | $250000.00         | $144466.17         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-10-25      | 2.0000%  | 0.0000% | $1605500.00        | $880160.25         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-03-25      | 5.0828%  | 0.0000% | $17498988.50       | $15662783.15       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-06-25      | 4.5000%  | 0.0000% | $624.00            | $612.51            | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2037-07-01      | 3.2100%  | 0.0000% | $8315277.50        | $7230907.11        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-02-15      | 5.5000%  | 0.0000% | $2077500.00        | $355312.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2036-07-15      | 6.0000%  | 0.0000% | $1500000.00        | $313275.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2036-09-15      | 6.0000%  | 0.0000% | $2549500.00        | $513442.86         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-03-25      | 4.0000%  | 0.0000% | $2500000.00        | $535700.33         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $604446.00         | $607770.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $509249.50         | $385225.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $672329.50         | $698279.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $470344.50         | $497013.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $723812.50         | $748390.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $500.00            | $517.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $506.00            | $531.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 3.6900%  | 0.0000% | $277491.00         | $266784.01         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-06-01      | 3.8900%  | 0.0000% | $434429.50         | $428485.93         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 5.0000%  | 0.0000% | $845521.50         | $145431.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 5.0000%  | 0.0000% | $624834.50         | $249632.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.4900%  | 0.0000% | $500000.00         | $356063.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $295817.50         | $255610.20         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.0000%  | 0.0000% | $672.00            | $598.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 4.6800%  | 0.0000% | $51655.50          | $52518.10          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 4.8600%  | 0.0000% | $500.00            | $515.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-01-01      | 5.1550%  | 0.0000% | $675072.00         | $701692.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-09-01      | 4.2250%  | 0.0000% | $2492500.00        | $2479752.94        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 4.7700%  | 0.0000% | $23298750.00       | $23949321.00       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 5.2150%  | 0.0000% | $10788130.00       | $11338948.54       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 5.0800%  | 0.0000% | $4683250.00        | $4912253.12        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-10-01      | 4.5900%  | 0.0000% | $500.00            | $509.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-10-01      | 4.4800%  | 0.0000% | $14280900.00       | $14417358.76       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $29020535.00       | $19403945.67       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $1338058.00        | $914780.95         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.5000%  | 0.0000% | $25000000.00       | $18911770.96       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 4.9530%  | 0.0000% | $508.00            | $413.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $16421064.50       | $15388951.90       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 4.5000%  | 0.0000% | $500.00            | $471.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $277500.00         | $166777.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $25000000.00       | $19406071.71       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $26852382.00       | $27237426.05       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $9283120.00        | $9244948.28        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $5975816.50        | $5787207.20        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $59170037.50       | $58580691.00       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 7.0000%  | 0.0000% | $1201982.00        | $1096966.46        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 7.0000%  | 0.0000% | $500.00            | $505.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $517362.50         | $539785.23         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $655793.50         | $685683.13         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.5000%  | 0.0000% | $1297473.00        | $1353042.49        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 5.0000%  | 0.0000% | $3603355.00        | $3542882.64        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $512.00            | $528.43            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2069-09-20      | 4.8816%  | 0.0000% | $500.00            | $153.23            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-05-20      | 5.0838%  | 0.0000% | $3907430.00        | $2104292.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-02-20      | 4.9235%  | 0.0000% | $1882600.00        | $672060.34         | Agency Collateralized Mortgage Obligation |
| Tennessee Valley Authority               | 2038-06-15      | 0.0000%  | 0.0000% | $1000.00           | $550.13            | Agency Debentures and Agency Strips       |
| Tennessee Valley Authority               | 2039-09-15      | 0.0000%  | 0.0000% | $1000.00           | $510.16            | Agency Debentures and Agency Strips       |
| Tennessee Valley Authority               | 2042-12-15      | 0.0000%  | 0.0000% | $1000.00           | $408.61            | Agency Debentures and Agency Strips       |
| U.S. Treasury                            | 2026-01-22      | 0.0000%  | 0.0000% | $50.00             | $49.57             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-16      | 0.0000%  | 0.0000% | $500.00            | $491.40            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-11      | 0.0000%  | 0.0000% | $25960000.00       | $25845516.40       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-05-15      | 3.0000%  | 0.0000% | $50.00             | $41.59             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 3.1250%  | 0.0000% | $50.00             | $41.50             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-05-15      | 2.8750%  | 0.0000% | $250.00            | $200.97            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-08-15      | 3.6250%  | 0.0000% | $50.00             | $44.40             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-11-15      | 3.0000%  | 0.0000% | $650.00            | $518.30            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-08-15      | 2.2500%  | 0.0000% | $50.00             | $34.04             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-11-15      | 2.7500%  | 0.0000% | $5908850.00        | $4401703.72        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-02-15      | 0.2500%  | 0.0000% | $50.00             | $37.80             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $50.43             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $66.35             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-05-15      | 2.2500%  | 0.0000% | $100.00            | $75.77             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-11-15      | 1.8750%  | 0.0000% | $150.00            | $87.40             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $71.84             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-02-15      | 2.2500%  | 0.0000% | $850.00            | $538.95            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-02-15      | 2.3750%  | 0.0000% | $150.00            | $112.99            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-08-15      | 3.3750%  | 0.0000% | $600.00            | $520.29            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-11-15      | 4.0000%  | 0.0000% | $50.00             | $47.55             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 3.8750%  | 0.0000% | $50.00             | $46.21             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-05-15      | 3.8750%  | 0.0000% | $50.00             | $46.62             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-08-15      | 4.1250%  | 0.0000% | $950.00            | $877.64            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-02-15      | 4.2500%  | 0.0000% | $50.00             | $47.19             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-05-15      | 4.6250%  | 0.0000% | $4899850.00        | $5013888.18        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $99.60             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-11-15      | 4.6250%  | 0.0000% | $500.00            | $510.77            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-05-15      | 4.7500%  | 0.0000% | $50.00             | $51.88             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-05-15      | 5.0000%  | 0.0000% | $350.00            | $374.93            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-15      | 2.2500%  | 0.0000% | $650.00            | $637.55            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-15      | 3.1250%  | 0.0000% | $50.00             | $50.01             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-31      | 2.6250%  | 0.0000% | $99650.00          | $100298.10         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-15      | 2.6250%  | 0.0000% | $100.00            | $97.43             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-15      | 2.3750%  | 0.0000% | $1050.00           | $1017.21           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-07-15      | 0.2500%  | 0.0000% | $350.00            | $428.47            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-15      | 2.0000%  | 0.0000% | $550.00            | $545.25            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 2.3750%  | 0.0000% | $500.00            | $495.91            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-15      | 1.6250%  | 0.0000% | $50.00             | $46.65             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-12-31      | 1.7500%  | 0.0000% | $300.00            | $295.05            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-15      | 0.6250%  | 0.0000% | $7500.00           | $6563.85           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 0.3750%  | 0.0000% | $4078200.00        | $3858374.82        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-11-30      | 0.3750%  | 0.0000% | $2121950.00        | $2118849.03        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 0.7500%  | 0.0000% | $86100.00          | $80974.29          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-02-15      | 1.1250%  | 0.0000% | $5800.00           | $5099.67           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-03-31      | 1.2500%  | 0.0000% | $2409500.00        | $2281301.49        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-30      | 1.2500%  | 0.0000% | $2487500.00        | $2347697.52        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-05-15      | 1.6250%  | 0.0000% | $50.00             | $45.04             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-07-31      | 1.0000%  | 0.0000% | $3294500.00        | $3078690.48        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-08-15      | 1.2500%  | 0.0000% | $1050.00           | $914.33            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-31      | 0.7500%  | 0.0000% | $50.00             | $48.84             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-31      | 1.3750%  | 0.0000% | $500.00            | $468.23            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-11-15      | 1.3750%  | 0.0000% | $500.00            | $437.52            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-30      | 1.2500%  | 0.0000% | $426450.00         | $417552.72         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-30      | 1.5000%  | 0.0000% | $6181500.00        | $5838986.13        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-28      | 1.8750%  | 0.0000% | $696700.00         | $660571.60         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 1.8750%  | 0.0000% | $100.00            | $97.99             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-03-31      | 2.5000%  | 0.0000% | $150.00            | $147.91            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-30      | 2.8750%  | 0.0000% | $5958050.00        | $5807710.52        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-30      | 3.2500%  | 0.0000% | $50.00             | $50.23             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 2.7500%  | 0.0000% | $12925600.00       | $12819545.45       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-31      | 3.1250%  | 0.0000% | $4500100.00        | $4483386.11        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-30      | 3.5000%  | 0.0000% | $1499900.00        | $1495910.27        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-31      | 3.7500%  | 0.0000% | $550.00            | $559.50            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-15      | 4.3750%  | 0.0000% | $8300.00           | $8413.92           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-09-30      | 4.6250%  | 0.0000% | $50.00             | $52.19             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-15      | 4.0000%  | 0.0000% | $13500000.00       | $13706754.26       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-02-15      | 4.0000%  | 0.0000% | $23580550.00       | $23790878.25       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-28      | 4.2500%  | 0.0000% | $5049500.00        | $5181502.02        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-03-31      | 4.1250%  | 0.0000% | $3449800.00        | $3522014.83        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-03-31      | 4.1250%  | 0.0000% | $2500350.00        | $2547584.24        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-03-31      | 4.5000%  | 0.0000% | $1031450.00        | $1038144.54        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-30      | 4.8750%  | 0.0000% | $4350.00           | $4371.50           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-15      | 2.1250%  | 0.0000% | $500.00            | $538.08            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-30      | 4.6250%  | 0.0000% | $99900.00          | $103080.82         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-05-15      | 4.3750%  | 0.0000% | $4109350.00        | $4300113.06        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 4.5000%  | 0.0000% | $450.00            | $464.91            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-31      | 4.5000%  | 0.0000% | $9958850.00        | $10426163.81       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-15      | 4.6250%  | 0.0000% | $2500350.00        | $2582232.77        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-08-15      | 3.8750%  | 0.0000% | $500.00            | $498.31            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-09-15      | 3.3750%  | 0.0000% | $50.00             | $49.99             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-10-31      | 4.1250%  | 0.0000% | $3948750.00        | $3962728.58        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-11-15      | 4.2500%  | 0.0000% | $677500.00         | $700967.02         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-11-30      | 4.1250%  | 0.0000% | $50.00             | $51.66             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-11-30      | 4.1250%  | 0.0000% | $2010550.00        | $2078594.76        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-15      | 4.0000%  | 0.0000% | $50.00             | $51.15             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-12-31      | 4.3750%  | 0.0000% | $4614250.00        | $4803217.20        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-15      | 4.2500%  | 0.0000% | $50.00             | $51.29             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-15      | 4.2500%  | 0.0000% | $50.00             | $51.29             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-31      | 3.8635%  | 0.0000% | $50.00             | $49.94             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-01-31      | 4.3750%  | 0.0000% | $249950.00         | $259997.37         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-01-15      | 2.1250%  | 0.0000% | $375000.00         | $397786.20         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 4.1250%  | 0.0000% | $12847750.00       | $13009387.12       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-04-15      | 1.6250%  | 0.0000% | $9950.00           | $10237.45          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-05-31      | 4.1250%  | 0.0000% | $100.00            | $103.19            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-06-30      | 3.8750%  | 0.0000% | $27662950.00       | $28215704.60       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-30      | 3.7500%  | 0.0000% | $2433550.00        | $2468432.43        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-31      | 3.6250%  | 0.0000% | $121400.00         | $122136.22         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-31      | 3.5000%  | 0.0000% | $900.00            | $898.03            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-15      | 0.0000%  | 0.0000% | $538.20            | $495.00            | U.S. Treasuries (including strips)        |

### Security 134: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 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: BIV950ZM5, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: BIV950ZM5
- **C.18 - Value (incl. sponsor support):** $1280000000.00
- **C.18.a - Value (excl. sponsor support):** $1280000000.00
- **C.19 - Percentage of Net Assets:** 5.4200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **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? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2050-06-01      | 2.0000%  | 0.0000% | $9038388.89        | $3924759.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $434819.14         | $340509.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $79734966.82       | $63302111.94       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-20      | 3.0000%  | 0.0000% | $17350214.76       | $1865785.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $724528301.89      | $71144507.55       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $69670641.51       | $6858013.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $200401147.17      | $140946401.67      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $78440582.76       | $59522286.60       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $32677521.63       | $25413491.14       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $13551577.36       | $10550251.74       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $37767798.34       | $29469120.51       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $5245343.88        | $3402593.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $349083374.61      | $232492377.66      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $1629071.94        | $811971.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $163895632.66      | $146810130.44      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $137780470.34      | $105558227.58      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $52221167.09       | $49550727.10       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $247669659.53      | $242027518.80      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $120224495.82      | $119209541.10      | Agency Mortgage-Backed Securities |

### Security 135: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 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: BIV950ZN3, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BIV950ZN3
- **C.18 - Value (incl. sponsor support):** $395000000.00
- **C.18.a - Value (excl. sponsor support):** $395000000.00
- **C.19 - Percentage of Net Assets:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **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? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp       | 2042-06-01      | 3.5000%  | 0.0000% | $9086865.39        | $1412519.07        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2042-09-01      | 3.5000%  | 0.0000% | $13473742.79       | $1929331.43        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2052-09-01      | 4.5000%  | 0.0000% | $5215557.29        | $4003172.92        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2054-05-01      | 6.0000%  | 0.0000% | $8841382.76        | $8086501.70        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2053-12-01      | 5.5000%  | 0.0000% | $24687500.00       | $21339432.84       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2052-04-01      | 3.5000%  | 0.0000% | $943540.45         | $677211.96         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2053-01-01      | 6.0000%  | 0.0000% | $1606159.37        | $818407.73         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-04-01      | 4.0000%  | 0.0000% | $3151.11           | $340.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-07-01      | 4.5000%  | 0.0000% | $16393217.42       | $1058359.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-02-01      | 4.0000%  | 0.0000% | $588.06            | $36.23             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $9210372.01        | $9511487.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $2468750.00        | $270082.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-09-01      | 3.0000%  | 0.0000% | $315541.80         | $55638.57          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $24687500.00       | $20935975.16       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $1034761.75        | $776084.30         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $2416219.94        | $1806684.38        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $10023314.11       | $8199116.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1119879.81        | $946699.54         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $29625000.00       | $30066634.04       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-10-01      | 3.5000%  | 0.0000% | $3666093.75        | $630202.21         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-07-01      | 2.0000%  | 0.0000% | $23174255.00       | $10129099.63       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $158765.81         | $128004.00         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2055-02-01      | 5.5000%  | 0.0000% | $15134136.65       | $14737214.84       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.0000%  | 0.0000% | $15751018.03       | $16248716.50       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2054-12-01      | 6.5000%  | 0.0000% | $3639198.20        | $3511859.09        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2055-06-01      | 6.5000%  | 0.0000% | $505.60            | $508.81            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 5.5000%  | 0.0000% | $163683.56         | $164079.12         | Agency Mortgage-Backed Securities  |
| U.S. Treasury                         | 2027-03-31      | 2.5000%  | 0.0000% | $44919301.25       | $44291963.72       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2032-08-15      | 2.7500%  | 0.0000% | $16069538.13       | $15074111.81       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2027-11-30      | 3.8750%  | 0.0000% | $88056362.50       | $89941540.96       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2029-10-31      | 4.1250%  | 0.0000% | $94590156.25       | $96149002.03       | U.S. Treasuries (including strips) |

### Security 136: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV950ZT0, C.3 - LEI: N/A, C.5 - Other ID: BIV950ZT0
- **C.18 - Value (incl. sponsor support):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 5.9300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **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? 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 | 2025-12-31      | 0.3750%  | 0.0000% | $3000000.00        | $2987239.19        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $3250500.00        | $3303567.56        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 4.2500%  | 0.0000% | $958100000.00      | $980166636.36      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 3.5000%  | 0.0000% | $442406600.00      | $441542579.91      | U.S. Treasuries (including strips) |

### Security 137: Fixed Income Clearing Corp. - Bank of New York Mellon (The)

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of New York Mellon (The) 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV951116, C.3 - LEI: N/A, C.5 - Other ID: BIV951116
- **C.18 - Value (incl. sponsor support):** $1900000000.00
- **C.18.a - Value (excl. sponsor support):** $1900000000.00
- **C.19 - Percentage of Net Assets:** 8.0400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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? 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 | 2054-02-15      | 2.1250%  | 0.0000% | $202429900.00      | $200590413.31      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 0.3750%  | 0.0000% | $260000000.00      | $341131432.41      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-15      | 0.1250%  | 0.0000% | $290000000.00      | $355750944.14      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $390000000.00      | $341265809.84      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 1.2500%  | 0.0000% | $348230000.00      | $339918790.80      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 4.0000%  | 0.0000% | $325000000.00      | $332172750.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-15      | 4.2500%  | 0.0000% | $26818400.00       | $27169896.77       | U.S. Treasuries (including strips) |

### Security 138: Fixed Income Clearing Corp. - BNP Paribas Securities Corp.

- **C.1 - Title:** Fixed Income Clearing Corp. - BNP Paribas Securities Corp. 4.130000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV951140, C.3 - LEI: N/A, C.5 - Other ID: BIV951140
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 4.2300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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? 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 | 2025-12-26      | 0.0000%  | 0.0000% | $100.00            | $99.43             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-01      | 0.0000%  | 0.0000% | $100.00            | $96.69             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-29      | 0.0000%  | 0.0000% | $100.00            | $96.45             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 5.2500%  | 0.0000% | $404000.00         | $432437.58         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-15      | 5.3750%  | 0.0000% | $16000.00          | $17408.65          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-02-15      | 4.5000%  | 0.0000% | $525800.00         | $549691.17         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2038-02-15      | 4.3750%  | 0.0000% | $4095300.00        | $4190389.64        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-05-15      | 4.2500%  | 0.0000% | $829800.00         | $836899.49         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-08-15      | 4.5000%  | 0.0000% | $900.00            | $919.28            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-11-15      | 4.3750%  | 0.0000% | $1000.00           | $1016.66           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 4.6250%  | 0.0000% | $34784900.00       | $35887313.83       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 4.3750%  | 0.0000% | $291600.00         | $293535.56         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 3.7500%  | 0.0000% | $1028700.00        | $947065.93         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 3.1250%  | 0.0000% | $400.00            | $341.11            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 3.1250%  | 0.0000% | $19584700.00       | $16466888.67       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 2.7500%  | 0.0000% | $100.00            | $78.92             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 2.8750%  | 0.0000% | $1269400.00        | $1018408.04        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 3.7500%  | 0.0000% | $4316300.00        | $3926125.76        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 3.6250%  | 0.0000% | $100.00            | $88.23             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 3.3750%  | 0.0000% | $357800.00         | $306748.50         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $295200.00         | $215104.26         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 3.0000%  | 0.0000% | $3920900.00        | $3133846.66        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 2.8750%  | 0.0000% | $137000.00         | $105898.76         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 3.0000%  | 0.0000% | $19502900.00       | $15508963.01       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $214000.00         | $153660.56         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 3.0000%  | 0.0000% | $231100.00         | $179712.88         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $400900.00         | $313854.26         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $326200.00         | $240739.87         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 2.7500%  | 0.0000% | $400.00            | $297.20            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $962400.00         | $763195.93         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 3.0000%  | 0.0000% | $1100.00           | $842.07            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $1000.00           | $826.41            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $339700.00         | $258946.58         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-11-15      | 2.3750%  | 0.0000% | $800.00            | $537.84            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $19804700.00       | $12060265.81       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $92461600.00       | $47365492.27       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $1530200.00        | $990985.74         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 1.6250%  | 0.0000% | $10278100.00       | $5661471.80        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $20694000.00       | $12040436.24       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $200.00            | $142.44            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $66.15             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $5423200.00        | $3729787.82        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $1335000.00        | $775248.83         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 2.2500%  | 0.0000% | $1300.00           | $821.25            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $4900.00           | $3683.87           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $200.00            | $146.81            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $86.15             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 3.3750%  | 0.0000% | $100.00            | $86.56             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $3307300.00        | $2812287.87        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $100.00            | $98.10             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $380800.00         | $378777.48         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $9000.00           | $9115.77           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $100.00            | $102.12            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $4000.00           | $3972.70           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $5981600.00        | $6098359.69        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $421900.00         | $431778.31         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-08-15      | 4.7500%  | 0.0000% | $604000.00         | $618070.70         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 1.5000%  | 0.0000% | $1000.00           | $977.15            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-15      | 1.5000%  | 0.0000% | $35494800.00       | $32580200.83       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-15      | 1.6250%  | 0.0000% | $170000.00         | $153202.07         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $80846100.00       | $70442459.17       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 1.5000%  | 0.0000% | $133800.00         | $126447.62         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 1.8750%  | 0.0000% | $29300.00          | $27797.31          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $97.51             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 2.7500%  | 0.0000% | $25275000.00       | $24949356.90       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 2.7500%  | 0.0000% | $3400000.00        | $3337936.07        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 2.6250%  | 0.0000% | $1495900.00        | $1452241.41        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $93.86             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.1250%  | 0.0000% | $100.00            | $98.63             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.0000%  | 0.0000% | $1000.00           | $1012.27           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.8750%  | 0.0000% | $500.00            | $510.85            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 3.5000%  | 0.0000% | $108000000.00      | $108184680.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $19903800.00       | $19532641.29       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $2000.00           | $2038.82           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $1100.00           | $1077.34           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 4.0000%  | 0.0000% | $880900.00         | $900797.77         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 4.6250%  | 0.0000% | $59391400.00       | $62024569.60       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-10-31      | 4.8750%  | 0.0000% | $3400.00           | $3577.46           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 4.3750%  | 0.0000% | $9000.00           | $9361.39           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 4.0105%  | 0.0000% | $391020900.00      | $391052181.67      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $2000.00           | $2017.74           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $14964000.00       | $15431589.12       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 4.2500%  | 0.0000% | $6762700.00        | $6941455.76        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $200.00            | $204.26            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $374400.00         | $390303.01         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-06-30      | 4.2500%  | 0.0000% | $1000.00           | $1038.00           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 3.9475%  | 0.0000% | $6176700.00        | $6175792.03        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 4.0000%  | 0.0000% | $21714800.00       | $22190744.99       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $8715900.00        | $8684836.67        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-09-30      | 3.6250%  | 0.0000% | $49200.00          | $48890.00          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 3.9705%  | 0.0000% | $40742600.00       | $40746959.46       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $1000.00           | $1016.56           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-12-31      | 4.5000%  | 0.0000% | $131300.00         | $138076.62         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $16013900.00       | $16857901.55       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 3.8750%  | 0.0000% | $800.00            | $804.99            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 3.9255%  | 0.0000% | $100.00            | $99.96             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-31      | 4.1250%  | 0.0000% | $1000.00           | $1032.21           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-06-30      | 4.0000%  | 0.0000% | $3300.00           | $3369.07           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 3.8750%  | 0.0000% | $400.00            | $406.83            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 3.9245%  | 0.0000% | $1000.00           | $999.77            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-08-15      | 4.2500%  | 0.0000% | $263100.00         | $268645.53         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 3.9555%  | 0.0000% | $8595000.00        | $8597122.96        | U.S. Treasuries (including strips) |

### Security 139: Societe Generale

- **C.1 - Title:** Societe Generale 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9512U1, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV9512U1
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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? 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 | 2028-11-15      | 5.2500%  | 0.0000% | $2508000.00        | $2684340.12        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-02-15      | 4.5000%  | 0.0000% | $6949380.00        | $7266714.83        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-05-15      | 4.2500%  | 0.0000% | $5054420.00        | $5103496.72        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 3.8750%  | 0.0000% | $6693220.00        | $6334436.74        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 3.1250%  | 0.0000% | $5506420.00        | $4638700.29        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.0000%  | 0.0000% | $5644400.00        | $4694984.68        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 2.7500%  | 0.0000% | $12825240.00       | $10143431.99       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 3.6250%  | 0.0000% | $6794380.00        | $6033789.37        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 3.6250%  | 0.0000% | $10858100.00       | $9596681.06        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 3.0000%  | 0.0000% | $12638900.00       | $10128235.27       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $11195860.00       | $8058567.06        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-11-15      | 2.8750%  | 0.0000% | $8490620.00        | $6552288.93        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $13259900.00       | $10407671.30       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 4.7500%  | 0.0000% | $9943480.00        | $10356669.96       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Invesco Treasurer's Series Trust

**Date:** 2025-11-07

**By:** Adrien Deberghes

**Name of Signing Officer:** Adrien Deberghes

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