# EDGAR Filing Document

**Accession Number:** 0001227155
**File Stem:** 0001145549-25-038853
**Filing Date:** 2025-6
**Character Count:** 2086339
**Document Hash:** 6a05baddda9246e8f3d7f02da8dc6298
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-038853.hdr.sgml**: 20250606

**ACCESSION NUMBER**: 0001145549-25-038853

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250606

**DATE AS OF CHANGE**: 20250606

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MORGAN STANLEY INSTITUTIONAL LIQUIDITY FUNDS
- **CENTRAL INDEX KEY:** 0001227155

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21339
- **FILM NUMBER:** 251029781

**BUSINESS ADDRESS:**
- **STREET 1:** 1585 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036
- **BUSINESS PHONE:** 800-548-7786

**MAIL ADDRESS:**
- **STREET 1:** 1585 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036

## Series and Classes Contracts Data

### Government Portfolio (Series ID: S000004148)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000011654 | Administrative Class       | MGOXX           |
| C000011655 | Advisory Class             | MAYXX           |
| C000011656 | Institutional Class        | MVRXX           |
| C000011657 | Investor Class             | MVVXX           |
| C000011658 | Participant Class          | MPCXX           |
| C000011659 | Institutional Select Class | MGSXX           |
| C000017907 | Cash Management Class      | MSGXX           |
| C000167931 | Select Class               | MSDXX           |
| C000227505 | CastleOak Share Class      | COSXX           |
| C000234745 | Impact Class               | IMPXX           |
| C000248673 | Impact Partner Class       | IPGXX           |
| C000248991 | Advisor Class              | MALXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001227155

### General Information

**Report for (YYYY-MM-DD):** 2025-05-31

**Registrant Full Name:** Morgan Stanley Institutional Liquidity Funds

**CIK Number of Registrant:** 0001227155

**LEI of Registrant:** 5493000A332Y142SOW84

**Name of Series:** Government Portfolio

**LEI of Series:** 549300BI6Y5SI6BYPB26

**EDGAR Series Identifier:** S000004148

**Total number of share classes in the series:** 12

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

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

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

### Service Providers
| Role                          | Details                                                          | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | Morgan Stanley Investment Management, Inc.                       | 801-15757         |
| Independent Public Accountant | Ernst & Young  LLP<br>City: Boston<br>State: MA                  |  |
| Administrator                 | Morgan Stanley Investment Management, Inc.                       |  |
| Transfer Agent                | SS&C Global Investor & Distribution Solutions<br>CIK: 0000027048 | 084-00448         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 333-104972

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 46 days

- **WAL:** 108 days

- **Total Value of Portfolio Securities:** $162382531327.83

- **Amortized Cost of Portfolio Securities:** $162376740181.42

- **Cash:** $12670639686.55

- **Total Other Assets:** $1119301072.00

- **Total Liabilities:** $2119465613.54

- **Net Assets of Series:** $174047215326.43

- **Number of Shares Outstanding (Series):** 174081628925.8690

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-05-01 | $113986524593.21          | $147428711361.12           | 64.2000%                  | 83.0300%                   |
| 2025-05-02 | $112391571220.23          | $145780936023.43           | 63.8700%                  | 82.8500%                   |
| 2025-05-05 | $116910352465.60          | $147687025936.61           | 65.8400%                  | 83.1700%                   |
| 2025-05-06 | $114450778883.60          | $149082994851.85           | 64.0300%                  | 83.4100%                   |
| 2025-05-07 | $120454629110.10          | $149437291596.88           | 67.1200%                  | 83.2600%                   |
| 2025-05-08 | $108754178734.90          | $143578225443.37           | 62.8900%                  | 83.0300%                   |
| 2025-05-09 | $107194999118.67          | $140855430141.75           | 63.0400%                  | 82.8300%                   |
| 2025-05-12 | $115555971779.07          | $146008068671.91           | 66.3200%                  | 83.8000%                   |
| 2025-05-13 | $110832138673.51          | $146323717095.29           | 63.6600%                  | 84.0400%                   |
| 2025-05-14 | $113054863202.56          | $146731542026.19           | 64.7400%                  | 84.0300%                   |
| 2025-05-15 | $109958793314.37          | $145585048426.46           | 63.4000%                  | 83.9400%                   |
| 2025-05-16 | $106368183713.58          | $142094591501.96           | 62.6100%                  | 83.6400%                   |
| 2025-05-19 | $110454134844.78          | $142992482808.81           | 64.6700%                  | 83.7300%                   |
| 2025-05-20 | $107800358323.42          | $143138579241.50           | 63.0700%                  | 83.7500%                   |
| 2025-05-21 | $108866391714.16          | $142255250730.59           | 63.9900%                  | 83.6100%                   |
| 2025-05-22 | $107745710646.84          | $142784636343.66           | 63.0900%                  | 83.6100%                   |
| 2025-05-23 | $108108430413.00          | $140347424995.35           | 64.1600%                  | 83.3000%                   |
| 2025-05-27 | $112584940490.51          | $147624175399.10           | 64.0400%                  | 83.9700%                   |
| 2025-05-28 | $114325704624.56          | $147159117605.24           | 65.0200%                  | 83.7000%                   |
| 2025-05-29 | $112993592335.95          | $147806844133.93           | 63.8500%                  | 83.5300%                   |
| 2025-05-30 | $112180004171.95          | $146992960561.68           | 63.6800%                  | 83.4400%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-05-01 | 4.4000%             |
| 2025-05-02 | 4.4000%             |
| 2025-05-05 | 4.4000%             |
| 2025-05-06 | 4.3900%             |
| 2025-05-07 | 4.3900%             |
| 2025-05-08 | 4.3800%             |
| 2025-05-09 | 4.3600%             |
| 2025-05-12 | 4.3600%             |
| 2025-05-13 | 4.3600%             |
| 2025-05-14 | 4.3600%             |
| 2025-05-15 | 4.3600%             |
| 2025-05-16 | 4.3600%             |
| 2025-05-19 | 4.3600%             |
| 2025-05-20 | 4.3600%             |
| 2025-05-21 | 4.3600%             |
| 2025-05-22 | 4.3600%             |
| 2025-05-23 | 4.3500%             |
| 2025-05-27 | 4.3500%             |
| 2025-05-28 | 4.3500%             |
| 2025-05-29 | 4.3500%             |
| 2025-05-30 | 4.3700%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-05-01 | 0.9999                      |
|  |  |
| 2025-05-02 | 0.9999                      |
|  |  |
| 2025-05-05 | 0.9999                      |
|  |  |
| 2025-05-06 | 0.9999                      |
|  |  |
| 2025-05-07 | 0.9999                      |
|  |  |
| 2025-05-08 | 0.9999                      |
|  |  |
| 2025-05-09 | 0.9999                      |
|  |  |
| 2025-05-12 | 0.9998                      |
|  |  |
| 2025-05-13 | 0.9998                      |
|  |  |
| 2025-05-14 | 0.9998                      |
|  |  |
| 2025-05-15 | 0.9999                      |
|  |  |
| 2025-05-16 | 0.9998                      |
|  |  |
| 2025-05-19 | 0.9999                      |
|  |  |
| 2025-05-20 | 0.9998                      |
|  |  |
| 2025-05-21 | 0.9998                      |
|  |  |
| 2025-05-22 | 0.9998                      |
|  |  |
| 2025-05-23 | 0.9998                      |
|  |  |
| 2025-05-27 | 0.9998                      |
|  |  |
| 2025-05-28 | 0.9998                      |
|  |  |
| 2025-05-29 | 0.9998                      |
|  |  |
| 2025-05-30 | 0.9998                      |
|  |  |

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

### Class: Administrative Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $214239454.49

- **Number of Shares Outstanding:** 214326657.4700

- **Expense Reimbursement/Waiver:** 10236.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9997          |
|  |  |
| 2025-05-02 | 0.9997          |
|  |  |
| 2025-05-05 | 0.9997          |
|  |  |
| 2025-05-06 | 0.9997          |
|  |  |
| 2025-05-07 | 0.9997          |
|  |  |
| 2025-05-08 | 0.9997          |
|  |  |
| 2025-05-09 | 0.9997          |
|  |  |
| 2025-05-12 | 0.9996          |
|  |  |
| 2025-05-13 | 0.9996          |
|  |  |
| 2025-05-14 | 0.9996          |
|  |  |
| 2025-05-15 | 0.9996          |
|  |  |
| 2025-05-16 | 0.9996          |
|  |  |
| 2025-05-19 | 0.9996          |
|  |  |
| 2025-05-20 | 0.9996          |
|  |  |
| 2025-05-21 | 0.9996          |
|  |  |
| 2025-05-22 | 0.9996          |
|  |  |
| 2025-05-23 | 0.9996          |
|  |  |
| 2025-05-27 | 0.9996          |
|  |  |
| 2025-05-28 | 0.9996          |
|  |  |
| 2025-05-29 | 0.9996          |
|  |  |
| 2025-05-30 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $14585060.68              | $4525458.74             |
| 2025-05-02 | $3602992.73               | $2283684.91             |
| 2025-05-05 | $3480921.33               | $0.00                   |
| 2025-05-06 | $295762.04                | $664069.93              |
| 2025-05-07 | $0.00                     | $144262.10              |
| 2025-05-08 | $252950.20                | $2869421.91             |
| 2025-05-09 | $1099535.56               | $0.00                   |
| 2025-05-12 | $71352.63                 | $0.00                   |
| 2025-05-13 | $0.00                     | $740009.94              |
| 2025-05-14 | $0.00                     | $22128685.93            |
| 2025-05-15 | $618548.21                | $2261633.99             |
| 2025-05-16 | $7211402.22               | $1051.77                |
| 2025-05-19 | $24049.68                 | $681496.33              |
| 2025-05-20 | $215342.13                | $3500.00                |
| 2025-05-21 | $616579.81                | $0.00                   |
| 2025-05-22 | $597593.20                | $0.00                   |
| 2025-05-23 | $495599.53                | $12384.68               |
| 2025-05-27 | $7652661.35               | $254724.97              |
| 2025-05-28 | $329122.50                | $0.00                   |
| 2025-05-29 | $920999.01                | $1466.30                |
| 2025-05-30 | $17626.14                 | $8353.77                |

**Total Gross Subscriptions (Month):** $42088098.95

**Total Gross Redemptions (Month):** $36580205.27

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.1000%           |
| 2025-05-02 | 4.1000%           |
| 2025-05-05 | 4.1000%           |
| 2025-05-06 | 4.0900%           |
| 2025-05-07 | 4.0800%           |
| 2025-05-08 | 4.0800%           |
| 2025-05-09 | 4.0600%           |
| 2025-05-12 | 4.0600%           |
| 2025-05-13 | 4.0600%           |
| 2025-05-14 | 4.0600%           |
| 2025-05-15 | 4.0600%           |
| 2025-05-16 | 4.0600%           |
| 2025-05-19 | 4.0600%           |
| 2025-05-20 | 4.0600%           |
| 2025-05-21 | 4.0600%           |
| 2025-05-22 | 4.0600%           |
| 2025-05-23 | 4.0500%           |
| 2025-05-27 | 4.0500%           |
| 2025-05-28 | 4.0500%           |
| 2025-05-29 | 4.0500%           |
| 2025-05-30 | 4.0700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 6.6700%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.5800%          | 0.0000%              |
| Depository institution or other banking institution |  | 78.6300%         | 0.0000%              |

### Class: Advisory Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $4015901324.85

- **Number of Shares Outstanding:** 4016296673.1100

- **Expense Reimbursement/Waiver:** 181882.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0000          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 1.0000          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 0.9999          |
|  |  |
| 2025-05-13 | 0.9999          |
|  |  |
| 2025-05-14 | 0.9999          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 0.9999          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 0.9999          |
|  |  |
| 2025-05-21 | 0.9999          |
|  |  |
| 2025-05-22 | 0.9999          |
|  |  |
| 2025-05-23 | 0.9999          |
|  |  |
| 2025-05-27 | 0.9999          |
|  |  |
| 2025-05-28 | 0.9999          |
|  |  |
| 2025-05-29 | 0.9999          |
|  |  |
| 2025-05-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $22716778.38              | $105527274.24           |
| 2025-05-02 | $21169423.29              | $8529073.49             |
| 2025-05-05 | $16222666.91              | $13417084.72            |
| 2025-05-06 | $14282124.26              | $5093155.50             |
| 2025-05-07 | $33877715.57              | $1119540.26             |
| 2025-05-08 | $14887245.65              | $9818108.02             |
| 2025-05-09 | $7196210.13               | $30528952.59            |
| 2025-05-12 | $40142725.42              | $18797296.85            |
| 2025-05-13 | $30148192.11              | $2162570.79             |
| 2025-05-14 | $19659795.07              | $9872152.77             |
| 2025-05-15 | $11935261.94              | $39796484.38            |
| 2025-05-16 | $52767731.83              | $14416785.15            |
| 2025-05-19 | $17030504.39              | $11771636.14            |
| 2025-05-20 | $104462736.97             | $107400538.99           |
| 2025-05-21 | $11918447.68              | $15570351.94            |
| 2025-05-22 | $67588978.22              | $11379150.75            |
| 2025-05-23 | $37754565.42              | $13415877.03            |
| 2025-05-27 | $32634313.97              | $40926355.08            |
| 2025-05-28 | $5248436.08               | $8391601.63             |
| 2025-05-29 | $171702199.88             | $23626942.92            |
| 2025-05-30 | $55800644.90              | $20544601.34            |

**Total Gross Subscriptions (Month):** $789146698.07

**Total Gross Redemptions (Month):** $512105534.58

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.0000%           |
| 2025-05-02 | 4.0000%           |
| 2025-05-05 | 4.0000%           |
| 2025-05-06 | 3.9900%           |
| 2025-05-07 | 3.9900%           |
| 2025-05-08 | 3.9800%           |
| 2025-05-09 | 3.9600%           |
| 2025-05-12 | 3.9600%           |
| 2025-05-13 | 3.9600%           |
| 2025-05-14 | 3.9600%           |
| 2025-05-15 | 3.9600%           |
| 2025-05-16 | 3.9600%           |
| 2025-05-19 | 3.9600%           |
| 2025-05-20 | 3.9600%           |
| 2025-05-21 | 3.9600%           |
| 2025-05-22 | 3.9600%           |
| 2025-05-23 | 3.9500%           |
| 2025-05-27 | 3.9500%           |
| 2025-05-28 | 3.9500%           |
| 2025-05-29 | 3.9500%           |
| 2025-05-30 | 3.9700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 36.4500%         | 0.0000%              |
| Depository institution or other banking institution |  | 12.7300%         | 0.0000%              |
| Depository institution or other banking institution |  | 24.9900%         | 0.0000%              |
| Broker-dealer                                       |  | 10.6300%         | 0.0000%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $147709497082.41

- **Number of Shares Outstanding:** 147737587072.3750

- **Expense Reimbursement/Waiver:** 6965534.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9999          |
|  |  |
| 2025-05-02 | 0.9999          |
|  |  |
| 2025-05-05 | 0.9999          |
|  |  |
| 2025-05-06 | 0.9999          |
|  |  |
| 2025-05-07 | 0.9999          |
|  |  |
| 2025-05-08 | 0.9999          |
|  |  |
| 2025-05-09 | 0.9999          |
|  |  |
| 2025-05-12 | 0.9998          |
|  |  |
| 2025-05-13 | 0.9998          |
|  |  |
| 2025-05-14 | 0.9998          |
|  |  |
| 2025-05-15 | 0.9999          |
|  |  |
| 2025-05-16 | 0.9998          |
|  |  |
| 2025-05-19 | 0.9999          |
|  |  |
| 2025-05-20 | 0.9999          |
|  |  |
| 2025-05-21 | 0.9998          |
|  |  |
| 2025-05-22 | 0.9998          |
|  |  |
| 2025-05-23 | 0.9998          |
|  |  |
| 2025-05-27 | 0.9998          |
|  |  |
| 2025-05-28 | 0.9998          |
|  |  |
| 2025-05-29 | 0.9998          |
|  |  |
| 2025-05-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $6773733510.62            | $5520967119.07          |
| 2025-05-02 | $3446913250.10            | $4950478298.92          |
| 2025-05-05 | $4799735897.26            | $4973275002.95          |
| 2025-05-06 | $4163096332.37            | $2792234876.86          |
| 2025-05-07 | $4120456073.28            | $5190795725.23          |
| 2025-05-08 | $3403306859.44            | $5609583789.53          |
| 2025-05-09 | $2665745709.64            | $4555607635.56          |
| 2025-05-12 | $3617330128.41            | $2790805114.29          |
| 2025-05-13 | $4100689477.45            | $3234978245.53          |
| 2025-05-14 | $4948832914.54            | $5374177126.45          |
| 2025-05-15 | $7050104322.78            | $5543067608.78          |
| 2025-05-16 | $2890627800.38            | $5879150306.08          |
| 2025-05-19 | $3257320293.13            | $2732817366.49          |
| 2025-05-20 | $3662428202.43            | $2906624163.23          |
| 2025-05-21 | $3192458157.20            | $4282627865.60          |
| 2025-05-22 | $4467866420.09            | $3803337606.53          |
| 2025-05-23 | $2124513992.88            | $4430607225.02          |
| 2025-05-27 | $6170726894.37            | $2446872013.71          |
| 2025-05-28 | $4661446308.29            | $5350403120.30          |
| 2025-05-29 | $6873212323.16            | $3120136157.95          |
| 2025-05-30 | $5096129217.46            | $5529042807.35          |

**Total Gross Subscriptions (Month):** $91486674085.28

**Total Gross Redemptions (Month):** $91017589175.43

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2500%           |
| 2025-05-02 | 4.2500%           |
| 2025-05-05 | 4.2500%           |
| 2025-05-06 | 4.2400%           |
| 2025-05-07 | 4.2400%           |
| 2025-05-08 | 4.2300%           |
| 2025-05-09 | 4.2100%           |
| 2025-05-12 | 4.2100%           |
| 2025-05-13 | 4.2100%           |
| 2025-05-14 | 4.2100%           |
| 2025-05-15 | 4.2100%           |
| 2025-05-16 | 4.2100%           |
| 2025-05-19 | 4.2100%           |
| 2025-05-20 | 4.2100%           |
| 2025-05-21 | 4.2100%           |
| 2025-05-22 | 4.2100%           |
| 2025-05-23 | 4.2000%           |
| 2025-05-27 | 4.2000%           |
| 2025-05-28 | 4.2000%           |
| 2025-05-29 | 4.2000%           |
| 2025-05-30 | 4.2200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 13.0700%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.6600%          | 0.0000%              |
| Broker-dealer                                       |  | 24.7600%         | 0.0000%              |

### Class: Investor Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $6457975589.38

- **Number of Shares Outstanding:** 6458727443.7900

- **Expense Reimbursement/Waiver:** 302620.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0000          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 1.0000          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 0.9999          |
|  |  |
| 2025-05-13 | 0.9999          |
|  |  |
| 2025-05-14 | 0.9999          |
|  |  |
| 2025-05-15 | 0.9999          |
|  |  |
| 2025-05-16 | 0.9999          |
|  |  |
| 2025-05-19 | 0.9999          |
|  |  |
| 2025-05-20 | 0.9999          |
|  |  |
| 2025-05-21 | 0.9999          |
|  |  |
| 2025-05-22 | 0.9999          |
|  |  |
| 2025-05-23 | 0.9999          |
|  |  |
| 2025-05-27 | 0.9999          |
|  |  |
| 2025-05-28 | 0.9999          |
|  |  |
| 2025-05-29 | 0.9999          |
|  |  |
| 2025-05-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $8576906.94               | $162000100.00           |
| 2025-05-02 | $0.00                     | $216122470.14           |
| 2025-05-05 | $1680038.03               | $21000000.00            |
| 2025-05-06 | $55715389.64              | $0.00                   |
| 2025-05-07 | $170867558.18             | $0.00                   |
| 2025-05-08 | $3006468.89               | $58000000.00            |
| 2025-05-09 | $70671298.09              | $0.00                   |
| 2025-05-12 | $710541.14                | $107000000.00           |
| 2025-05-13 | $22883249.60              | $0.00                   |
| 2025-05-14 | $77071771.96              | $200000.00              |
| 2025-05-15 | $47599990.00              | $4998898.27             |
| 2025-05-16 | $28907276.65              | $199990.00              |
| 2025-05-19 | $0.00                     | $168066596.78           |
| 2025-05-20 | $28866888.56              | $0.00                   |
| 2025-05-21 | $99965451.86              | $0.00                   |
| 2025-05-22 | $6997374.79               | $17000000.00            |
| 2025-05-23 | $5514063.38               | $59000000.00            |
| 2025-05-27 | $0.00                     | $82355791.30            |
| 2025-05-28 | $58634633.53              | $0.00                   |
| 2025-05-29 | $35133655.07              | $0.00                   |
| 2025-05-30 | $157000000.00             | $1553861.02             |

**Total Gross Subscriptions (Month):** $879802556.31

**Total Gross Redemptions (Month):** $897497707.51

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.1500%           |
| 2025-05-02 | 4.1500%           |
| 2025-05-05 | 4.1500%           |
| 2025-05-06 | 4.1400%           |
| 2025-05-07 | 4.1400%           |
| 2025-05-08 | 4.1300%           |
| 2025-05-09 | 4.1100%           |
| 2025-05-12 | 4.1100%           |
| 2025-05-13 | 4.1100%           |
| 2025-05-14 | 4.1100%           |
| 2025-05-15 | 4.1100%           |
| 2025-05-16 | 4.1100%           |
| 2025-05-19 | 4.1100%           |
| 2025-05-20 | 4.1100%           |
| 2025-05-21 | 4.1100%           |
| 2025-05-22 | 4.1100%           |
| 2025-05-23 | 4.1000%           |
| 2025-05-27 | 4.1000%           |
| 2025-05-28 | 4.1000%           |
| 2025-05-29 | 4.1000%           |
| 2025-05-30 | 4.1200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 93.0200%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.9400%          | 0.0000%              |

### Class: Participant Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $3282786470.27

- **Number of Shares Outstanding:** 3283290764.7600

- **Expense Reimbursement/Waiver:** 143705.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9999          |
|  |  |
| 2025-05-02 | 0.9999          |
|  |  |
| 2025-05-05 | 0.9999          |
|  |  |
| 2025-05-06 | 0.9999          |
|  |  |
| 2025-05-07 | 0.9999          |
|  |  |
| 2025-05-08 | 0.9999          |
|  |  |
| 2025-05-09 | 0.9999          |
|  |  |
| 2025-05-12 | 0.9999          |
|  |  |
| 2025-05-13 | 0.9999          |
|  |  |
| 2025-05-14 | 0.9999          |
|  |  |
| 2025-05-15 | 0.9999          |
|  |  |
| 2025-05-16 | 0.9998          |
|  |  |
| 2025-05-19 | 0.9999          |
|  |  |
| 2025-05-20 | 0.9999          |
|  |  |
| 2025-05-21 | 0.9999          |
|  |  |
| 2025-05-22 | 0.9999          |
|  |  |
| 2025-05-23 | 0.9998          |
|  |  |
| 2025-05-27 | 0.9999          |
|  |  |
| 2025-05-28 | 0.9999          |
|  |  |
| 2025-05-29 | 0.9999          |
|  |  |
| 2025-05-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $910.34                   | $51936514.34            |
| 2025-05-02 | $38741607.31              | $0.00                   |
| 2025-05-05 | $3185578.33               | $0.00                   |
| 2025-05-06 | $30399535.56              | $0.00                   |
| 2025-05-07 | $20793358.33              | $0.00                   |
| 2025-05-08 | $3419991.45               | $0.00                   |
| 2025-05-09 | $21572244.30              | $0.00                   |
| 2025-05-12 | $50946488.07              | $0.00                   |
| 2025-05-13 | $27713403.11              | $0.00                   |
| 2025-05-14 | $175528680.33             | $0.00                   |
| 2025-05-15 | $0.00                     | $304326310.86           |
| 2025-05-16 | $0.00                     | $11191777.36            |
| 2025-05-19 | $0.00                     | $75857970.92            |
| 2025-05-20 | $0.00                     | $29058250.50            |
| 2025-05-21 | $42209357.95              | $0.00                   |
| 2025-05-22 | $0.00                     | $8301989.40             |
| 2025-05-23 | $69922514.60              | $0.00                   |
| 2025-05-27 | $106626506.68             | $0.00                   |
| 2025-05-28 | $291395468.82             | $0.00                   |
| 2025-05-29 | $0.00                     | $7081548.70             |
| 2025-05-30 | $0.00                     | $18328574.19            |

**Total Gross Subscriptions (Month):** $882455645.18

**Total Gross Redemptions (Month):** $506082936.27

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.7500%           |
| 2025-05-02 | 3.7500%           |
| 2025-05-05 | 3.7500%           |
| 2025-05-06 | 3.7400%           |
| 2025-05-07 | 3.7400%           |
| 2025-05-08 | 3.7300%           |
| 2025-05-09 | 3.7100%           |
| 2025-05-12 | 3.7100%           |
| 2025-05-13 | 3.7100%           |
| 2025-05-14 | 3.7100%           |
| 2025-05-15 | 3.7100%           |
| 2025-05-16 | 3.7100%           |
| 2025-05-19 | 3.7100%           |
| 2025-05-20 | 3.7100%           |
| 2025-05-21 | 3.7100%           |
| 2025-05-22 | 3.7100%           |
| 2025-05-23 | 3.7000%           |
| 2025-05-27 | 3.7000%           |
| 2025-05-28 | 3.7000%           |
| 2025-05-29 | 3.7000%           |
| 2025-05-30 | 3.7200%           |

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

### Class: Institutional Select Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $5794260760.95

- **Number of Shares Outstanding:** 5798504440.5100

- **Expense Reimbursement/Waiver:** 286437.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9994          |
|  |  |
| 2025-05-02 | 0.9994          |
|  |  |
| 2025-05-05 | 0.9994          |
|  |  |
| 2025-05-06 | 0.9995          |
|  |  |
| 2025-05-07 | 0.9994          |
|  |  |
| 2025-05-08 | 0.9994          |
|  |  |
| 2025-05-09 | 0.9994          |
|  |  |
| 2025-05-12 | 0.9994          |
|  |  |
| 2025-05-13 | 0.9994          |
|  |  |
| 2025-05-14 | 0.9993          |
|  |  |
| 2025-05-15 | 0.9994          |
|  |  |
| 2025-05-16 | 0.9993          |
|  |  |
| 2025-05-19 | 0.9993          |
|  |  |
| 2025-05-20 | 0.9993          |
|  |  |
| 2025-05-21 | 0.9993          |
|  |  |
| 2025-05-22 | 0.9993          |
|  |  |
| 2025-05-23 | 0.9993          |
|  |  |
| 2025-05-27 | 0.9993          |
|  |  |
| 2025-05-28 | 0.9993          |
|  |  |
| 2025-05-29 | 0.9993          |
|  |  |
| 2025-05-30 | 0.9993          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $107303639.81             | $1271090.83             |
| 2025-05-02 | $6014810.99               | $26366729.93            |
| 2025-05-05 | $57594280.39              | $1000000.00             |
| 2025-05-06 | $493743557.20             | $40000000.00            |
| 2025-05-07 | $42014353.37              | $468401225.61           |
| 2025-05-08 | $33770280.04              | $40001285.14            |
| 2025-05-09 | $5744.70                  | $37434414.07            |
| 2025-05-12 | $111681235.99             | $21055.01               |
| 2025-05-13 | $50671472.37              | $900000.00              |
| 2025-05-14 | $3050799.56               | $102210170.75           |
| 2025-05-15 | $35336953.40              | $83424644.28            |
| 2025-05-16 | $43093.44                 | $79994685.62            |
| 2025-05-19 | $15014.85                 | $183197960.14           |
| 2025-05-20 | $25014559.48              | $6772049.81             |
| 2025-05-21 | $19336607.05              | $85000000.00            |
| 2025-05-22 | $17448805.56              | $0.00                   |
| 2025-05-23 | $723543.50                | $102782829.05           |
| 2025-05-27 | $14807069.95              | $10000000.00            |
| 2025-05-28 | $69588118.49              | $6029.00                |
| 2025-05-29 | $15029.60                 | $67106033.67            |
| 2025-05-30 | $202345850.06             | $110123470.13           |

**Total Gross Subscriptions (Month):** $1290524819.80

**Total Gross Redemptions (Month):** $1446013673.04

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.1900%           |
| 2025-05-02 | 4.2000%           |
| 2025-05-05 | 4.1900%           |
| 2025-05-06 | 4.1900%           |
| 2025-05-07 | 4.1800%           |
| 2025-05-08 | 4.1800%           |
| 2025-05-09 | 4.1600%           |
| 2025-05-12 | 4.1600%           |
| 2025-05-13 | 4.1600%           |
| 2025-05-14 | 4.1600%           |
| 2025-05-15 | 4.1600%           |
| 2025-05-16 | 4.1600%           |
| 2025-05-19 | 4.1600%           |
| 2025-05-20 | 4.1600%           |
| 2025-05-21 | 4.1600%           |
| 2025-05-22 | 4.1500%           |
| 2025-05-23 | 4.1400%           |
| 2025-05-27 | 4.1400%           |
| 2025-05-28 | 4.1500%           |
| 2025-05-29 | 4.1500%           |
| 2025-05-30 | 4.1700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 92.3100%         | 0.0000%              |

### Class: Cash Management Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $199672.54

- **Number of Shares Outstanding:** 199669.0400

- **Expense Reimbursement/Waiver:** 16.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0001          |
|  |  |
| 2025-05-02 | 1.0001          |
|  |  |
| 2025-05-05 | 1.0001          |
|  |  |
| 2025-05-06 | 1.0001          |
|  |  |
| 2025-05-07 | 1.0001          |
|  |  |
| 2025-05-08 | 1.0001          |
|  |  |
| 2025-05-09 | 1.0001          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0001          |
|  |  |
| 2025-05-14 | 1.0000          |
|  |  |
| 2025-05-15 | 1.0001          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0001          |
|  |  |
| 2025-05-20 | 1.0001          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0001          |
|  |  |
| 2025-05-23 | 1.0000          |
|  |  |
| 2025-05-27 | 1.0001          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $1381.94                  | $0.00                   |
| 2025-05-21 | $0.00                     | $211799.89              |

**Total Gross Subscriptions (Month):** $1381.94

**Total Gross Redemptions (Month):** $211799.89

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.1000%           |
| 2025-05-02 | 4.1000%           |
| 2025-05-05 | 4.1000%           |
| 2025-05-06 | 4.0900%           |
| 2025-05-07 | 4.0900%           |
| 2025-05-08 | 4.0800%           |
| 2025-05-09 | 4.0600%           |
| 2025-05-12 | 4.0600%           |
| 2025-05-13 | 4.0600%           |
| 2025-05-14 | 4.0600%           |
| 2025-05-15 | 4.0600%           |
| 2025-05-16 | 4.0600%           |
| 2025-05-19 | 4.0600%           |
| 2025-05-20 | 4.0600%           |
| 2025-05-21 | 4.0600%           |
| 2025-05-22 | 4.0600%           |
| 2025-05-23 | 4.0500%           |
| 2025-05-27 | 4.0500%           |
| 2025-05-28 | 4.0500%           |
| 2025-05-29 | 4.0600%           |
| 2025-05-30 | 4.0700%           |

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

### Class: Select Class

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $56207.60

- **Number of Shares Outstanding:** 56220.6000

- **Expense Reimbursement/Waiver:** 3.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9999          |
|  |  |
| 2025-05-02 | 0.9999          |
|  |  |
| 2025-05-05 | 0.9999          |
|  |  |
| 2025-05-06 | 0.9999          |
|  |  |
| 2025-05-07 | 0.9999          |
|  |  |
| 2025-05-08 | 0.9999          |
|  |  |
| 2025-05-09 | 0.9999          |
|  |  |
| 2025-05-12 | 0.9998          |
|  |  |
| 2025-05-13 | 0.9998          |
|  |  |
| 2025-05-14 | 0.9998          |
|  |  |
| 2025-05-15 | 0.9998          |
|  |  |
| 2025-05-16 | 0.9998          |
|  |  |
| 2025-05-19 | 0.9998          |
|  |  |
| 2025-05-20 | 0.9998          |
|  |  |
| 2025-05-21 | 0.9998          |
|  |  |
| 2025-05-22 | 0.9998          |
|  |  |
| 2025-05-23 | 0.9998          |
|  |  |
| 2025-05-27 | 0.9998          |
|  |  |
| 2025-05-28 | 0.9998          |
|  |  |
| 2025-05-29 | 0.9998          |
|  |  |
| 2025-05-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $158.86                   | $0.00                   |

**Total Gross Subscriptions (Month):** $158.86

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.4400%           |
| 2025-05-02 | 3.4500%           |
| 2025-05-05 | 3.4500%           |
| 2025-05-06 | 3.4400%           |
| 2025-05-07 | 3.4400%           |
| 2025-05-08 | 3.4300%           |
| 2025-05-09 | 3.4100%           |
| 2025-05-12 | 3.4100%           |
| 2025-05-13 | 3.4100%           |
| 2025-05-14 | 3.4100%           |
| 2025-05-15 | 3.4100%           |
| 2025-05-16 | 3.4100%           |
| 2025-05-19 | 3.4100%           |
| 2025-05-20 | 3.4100%           |
| 2025-05-21 | 3.4100%           |
| 2025-05-22 | 3.4100%           |
| 2025-05-23 | 3.4000%           |
| 2025-05-27 | 3.4000%           |
| 2025-05-28 | 3.4000%           |
| 2025-05-29 | 3.4100%           |
| 2025-05-30 | 3.4200%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 100.0000%        | 0.0000%              |

### Class: CastleOak Share Class

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $3023750322.85

- **Number of Shares Outstanding:** 3023931902.5800

- **Expense Reimbursement/Waiver:** 150585.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0001          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 1.0000          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 1.0000          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 1.0000          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 0.9999          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $1004841481.35            | $166500000.00           |
| 2025-05-02 | $15595401.88              | $138000000.00           |
| 2025-05-05 | $33006473.16              | $52049086.00            |
| 2025-05-06 | $1179318.00               | $62000000.00            |
| 2025-05-07 | $131026121.00             | $0.00                   |
| 2025-05-08 | $1000000.00               | $1200048.00             |
| 2025-05-09 | $229001705.00             | $24000000.00            |
| 2025-05-12 | $361541229.00             | $2100000.00             |
| 2025-05-13 | $75000000.00              | $187408.00              |
| 2025-05-14 | $12000000.00              | $73157676.00            |
| 2025-05-15 | $67625289.00              | $98000000.00            |
| 2025-05-16 | $11571304.00              | $615000000.00           |
| 2025-05-19 | $394871010.00             | $0.00                   |
| 2025-05-20 | $723724.00                | $0.00                   |
| 2025-05-21 | $275000000.00             | $2809273.00             |
| 2025-05-22 | $40000000.00              | $8207969.00             |
| 2025-05-23 | $76598720.00              | $151000000.00           |
| 2025-05-27 | $200000000.00             | $152001709.00           |
| 2025-05-28 | $10000000.00              | $249791341.32           |
| 2025-05-29 | $26542128.00              | $39000000.00            |
| 2025-05-30 | $6470571.00               | $210000000.00           |

**Total Gross Subscriptions (Month):** $2973594475.39

**Total Gross Redemptions (Month):** $2045004510.32

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2500%           |
| 2025-05-02 | 4.2500%           |
| 2025-05-05 | 4.2500%           |
| 2025-05-06 | 4.2400%           |
| 2025-05-07 | 4.2400%           |
| 2025-05-08 | 4.2300%           |
| 2025-05-09 | 4.2100%           |
| 2025-05-12 | 4.2100%           |
| 2025-05-13 | 4.2100%           |
| 2025-05-14 | 4.2100%           |
| 2025-05-15 | 4.2100%           |
| 2025-05-16 | 4.2100%           |
| 2025-05-19 | 4.2100%           |
| 2025-05-20 | 4.2100%           |
| 2025-05-21 | 4.2100%           |
| 2025-05-22 | 4.2100%           |
| 2025-05-23 | 4.2000%           |
| 2025-05-27 | 4.2000%           |
| 2025-05-28 | 4.2000%           |
| 2025-05-29 | 4.2000%           |
| 2025-05-30 | 4.2200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 14.7100%         | 0.0000%              |
| Depository institution or other banking institution |  | 41.3700%         | 0.0000%              |
| Broker-dealer                                       |  | 11.1700%         | 0.0000%              |
| Broker-dealer                                       |  | 7.0900%          | 0.0000%              |
| Broker-dealer                                       |  | 9.9200%          | 0.0000%              |

### Class: Impact Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $1868945648.97

- **Number of Shares Outstanding:** 1869124704.5700

- **Expense Reimbursement/Waiver:** 78468.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0000          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 1.0000          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 0.9999          |
|  |  |
| 2025-05-13 | 0.9999          |
|  |  |
| 2025-05-14 | 0.9999          |
|  |  |
| 2025-05-15 | 0.9999          |
|  |  |
| 2025-05-16 | 0.9999          |
|  |  |
| 2025-05-19 | 0.9999          |
|  |  |
| 2025-05-20 | 0.9999          |
|  |  |
| 2025-05-21 | 0.9999          |
|  |  |
| 2025-05-22 | 0.9999          |
|  |  |
| 2025-05-23 | 0.9999          |
|  |  |
| 2025-05-27 | 0.9999          |
|  |  |
| 2025-05-28 | 0.9999          |
|  |  |
| 2025-05-29 | 0.9999          |
|  |  |
| 2025-05-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $405681367.72             | $429651589.81           |
| 2025-05-02 | $652000000.00             | $491300000.00           |
| 2025-05-05 | $375000000.00             | $505840000.00           |
| 2025-05-06 | $411000000.00             | $482560000.00           |
| 2025-05-07 | $465000000.00             | $429100000.00           |
| 2025-05-08 | $519500000.00             | $716180000.00           |
| 2025-05-09 | $266060000.00             | $518000000.00           |
| 2025-05-12 | $200000000.00             | $251440000.00           |
| 2025-05-13 | $176000000.00             | $305520000.00           |
| 2025-05-14 | $266920000.00             | $288000000.00           |
| 2025-05-15 | $150000000.00             | $443980000.00           |
| 2025-05-16 | $318700000.00             | $209660000.00           |
| 2025-05-19 | $908140000.00             | $560525822.83           |
| 2025-05-20 | $402180000.00             | $332400000.00           |
| 2025-05-21 | $448000000.00             | $402020000.00           |
| 2025-05-22 | $237000000.00             | $403580000.00           |
| 2025-05-23 | $298000000.00             | $221160000.00           |
| 2025-05-27 | $337140000.00             | $114000000.00           |
| 2025-05-28 | $293000000.00             | $310040000.00           |
| 2025-05-29 | $353300000.00             | $294000000.00           |
| 2025-05-30 | $517260000.00             | $425000000.00           |

**Total Gross Subscriptions (Month):** $7999881367.72

**Total Gross Redemptions (Month):** $8133957412.64

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2500%           |
| 2025-05-02 | 4.2500%           |
| 2025-05-05 | 4.2500%           |
| 2025-05-06 | 4.2400%           |
| 2025-05-07 | 4.2400%           |
| 2025-05-08 | 4.2300%           |
| 2025-05-09 | 4.2100%           |
| 2025-05-12 | 4.2100%           |
| 2025-05-13 | 4.2100%           |
| 2025-05-14 | 4.2100%           |
| 2025-05-15 | 4.2100%           |
| 2025-05-16 | 4.2100%           |
| 2025-05-19 | 4.2100%           |
| 2025-05-20 | 4.2100%           |
| 2025-05-21 | 4.2100%           |
| 2025-05-22 | 4.2100%           |
| 2025-05-23 | 4.2000%           |
| 2025-05-27 | 4.2000%           |
| 2025-05-28 | 4.2000%           |
| 2025-05-29 | 4.2000%           |
| 2025-05-30 | 4.2200%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 34.1800%         | 0.0000%              |
| Non-financial corporation |  | 10.2400%         | 0.0000%              |
| Non-financial corporation |  | 26.7500%         | 0.0000%              |
| Non-financial corporation |  | 20.1800%         | 0.0000%              |

### Class: Impact Partner Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $1606552045.90

- **Number of Shares Outstanding:** 1606533147.1400

- **Expense Reimbursement/Waiver:** 76020.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0001          |
|  |  |
| 2025-05-02 | 1.0001          |
|  |  |
| 2025-05-05 | 1.0001          |
|  |  |
| 2025-05-06 | 1.0001          |
|  |  |
| 2025-05-07 | 1.0001          |
|  |  |
| 2025-05-08 | 1.0001          |
|  |  |
| 2025-05-09 | 1.0001          |
|  |  |
| 2025-05-12 | 1.0001          |
|  |  |
| 2025-05-13 | 1.0001          |
|  |  |
| 2025-05-14 | 1.0000          |
|  |  |
| 2025-05-15 | 1.0001          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0001          |
|  |  |
| 2025-05-20 | 1.0001          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0001          |
|  |  |
| 2025-05-23 | 1.0000          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $5634238.05               | $17515348.27            |
| 2025-05-02 | $0.00                     | $6000000.00             |
| 2025-05-05 | $0.00                     | $245000000.00           |
| 2025-05-06 | $48000000.00              | $500000.00              |
| 2025-05-07 | $47900000.00              | $0.00                   |
| 2025-05-08 | $37000000.00              | $3100000.00             |
| 2025-05-09 | $122850000.00             | $0.00                   |
| 2025-05-14 | $6850000.00               | $26000000.00            |
| 2025-05-15 | $50000000.00              | $36000000.00            |
| 2025-05-16 | $24200.00                 | $6000000.00             |
| 2025-05-19 | $42077683.00              | $15060000.00            |
| 2025-05-20 | $6055556.00               | $500000.00              |
| 2025-05-22 | $26700000.00              | $0.00                   |
| 2025-05-23 | $5100000.00               | $0.00                   |
| 2025-05-27 | $5500000.00               | $0.00                   |
| 2025-05-28 | $0.00                     | $24000000.00            |
| 2025-05-29 | $2011200.00               | $19900000.00            |
| 2025-05-30 | $303000.00                | $1000000.00             |

**Total Gross Subscriptions (Month):** $406005877.05

**Total Gross Redemptions (Month):** $400575348.27

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2500%           |
| 2025-05-02 | 4.2500%           |
| 2025-05-05 | 4.2500%           |
| 2025-05-06 | 4.2400%           |
| 2025-05-07 | 4.2400%           |
| 2025-05-08 | 4.2300%           |
| 2025-05-09 | 4.2100%           |
| 2025-05-12 | 4.2100%           |
| 2025-05-13 | 4.2100%           |
| 2025-05-14 | 4.2100%           |
| 2025-05-15 | 4.2100%           |
| 2025-05-16 | 4.2100%           |
| 2025-05-19 | 4.2100%           |
| 2025-05-20 | 4.2100%           |
| 2025-05-21 | 4.2100%           |
| 2025-05-22 | 4.2100%           |
| 2025-05-23 | 4.2000%           |
| 2025-05-27 | 4.2000%           |
| 2025-05-28 | 4.2000%           |
| 2025-05-29 | 4.2100%           |
| 2025-05-30 | 4.2200%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 32.8000%         | 0.0000%              |
| Non-financial corporation |  | 15.5800%         | 0.0000%              |
| Broker-dealer             |  | 8.5500%          | 0.0000%              |
| Broker-dealer             |  | 37.7800%         | 0.0000%              |

### Class: Advisor Class

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $73050746.22

- **Number of Shares Outstanding:** 73050229.9240

- **Expense Reimbursement/Waiver:** 3291.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0001          |
|  |  |
| 2025-05-02 | 1.0001          |
|  |  |
| 2025-05-05 | 1.0001          |
|  |  |
| 2025-05-06 | 1.0001          |
|  |  |
| 2025-05-07 | 1.0001          |
|  |  |
| 2025-05-08 | 1.0001          |
|  |  |
| 2025-05-09 | 1.0001          |
|  |  |
| 2025-05-12 | 1.0001          |
|  |  |
| 2025-05-13 | 1.0001          |
|  |  |
| 2025-05-14 | 1.0000          |
|  |  |
| 2025-05-15 | 1.0001          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0001          |
|  |  |
| 2025-05-20 | 1.0001          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 1.0000          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $273799.11                | $360551.26              |
| 2025-05-02 | $7943.59                  | $29322.00               |
| 2025-05-05 | $498483.28                | $8497576.12             |
| 2025-05-06 | $9097.00                  | $340346.70              |
| 2025-05-07 | $143228.00                | $120469.88              |
| 2025-05-08 | $205506.06                | $47000.00               |
| 2025-05-09 | $222.00                   | $110169.76              |
| 2025-05-12 | $407795.00                | $317022.00              |
| 2025-05-13 | $6275993.00               | $230624.97              |
| 2025-05-14 | $6288.00                  | $229760.00              |
| 2025-05-15 | $166134.74                | $2262795.02             |
| 2025-05-16 | $2648023.00               | $79207.05               |
| 2025-05-19 | $31075.00                 | $149535.95              |
| 2025-05-20 | $746000.00                | $1079166.00             |
| 2025-05-21 | $127870.00                | $356204.00              |
| 2025-05-22 | $394192.00                | $700230.00              |
| 2025-05-23 | $237072.00                | $106700.00              |
| 2025-05-27 | $12120.00                 | $1049004.95             |
| 2025-05-28 | $3448875.50               | $415369.97              |
| 2025-05-29 | $403654.47                | $81934.61               |
| 2025-05-30 | $1934918.00               | $35632.42               |

**Total Gross Subscriptions (Month):** $17978289.75

**Total Gross Redemptions (Month):** $16598622.66

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2500%           |
| 2025-05-02 | 4.2500%           |
| 2025-05-05 | 4.2500%           |
| 2025-05-06 | 4.2400%           |
| 2025-05-07 | 4.2400%           |
| 2025-05-08 | 4.2300%           |
| 2025-05-09 | 4.2100%           |
| 2025-05-12 | 4.2100%           |
| 2025-05-13 | 4.2100%           |
| 2025-05-14 | 4.2100%           |
| 2025-05-15 | 4.2100%           |
| 2025-05-16 | 4.2100%           |
| 2025-05-19 | 4.2100%           |
| 2025-05-20 | 4.2100%           |
| 2025-05-21 | 4.2100%           |
| 2025-05-22 | 4.2100%           |
| 2025-05-23 | 4.2000%           |
| 2025-05-27 | 4.2000%           |
| 2025-05-28 | 4.2000%           |
| 2025-05-29 | 4.2100%           |
| 2025-05-30 | 4.2200%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9300%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1ZC4, C.4 - ISIN: US3130B1ZC43, C.3 - LEI: N/A, C.5 - Other ID: 3130B1ZC4
- **C.18 - Value (incl. sponsor support):** $338009251.06
- **C.18.a - Value (excl. sponsor support):** $338009251.06
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1ZM2, C.4 - ISIN: US3130B1ZM25, C.3 - LEI: N/A, C.5 - Other ID: 3130B1ZM2
- **C.18 - Value (incl. sponsor support):** $125007493.75
- **C.18.a - Value (excl. sponsor support):** $125007493.75
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2FT7, C.4 - ISIN: US3130B2FT70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $286056476.42
- **C.18.a - Value (excl. sponsor support):** $286056476.42
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2HG3, C.4 - ISIN: US3130B2HG32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $722011588.10
- **C.18.a - Value (excl. sponsor support):** $722011588.10
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2RU1, C.4 - ISIN: US3130B2RU16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $240065908.80
- **C.18.a - Value (excl. sponsor support):** $240065908.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.520000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2VU6, C.4 - ISIN: US3130B2VU69, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $480152769.60
- **C.18.a - Value (excl. sponsor support):** $480152769.60
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.505000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3TX1, C.4 - ISIN: US3130B3TX10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200087242.00
- **C.18.a - Value (excl. sponsor support):** $200087242.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.505000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3Y72, C.4 - ISIN: US3130B3Y728, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $732066787.68
- **C.18.a - Value (excl. sponsor support):** $732066787.68
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-12-16
- **C.13 - Final Legal Maturity Date:** 2026-12-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3Y98, C.4 - ISIN: US3130B3Y983, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $482998319.16
- **C.18.a - Value (excl. sponsor support):** $482998319.16
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-11
- **C.13 - Final Legal Maturity Date:** 2025-06-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.505000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3YQ0, C.4 - ISIN: US3130B3YQ04, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $341033397.54
- **C.18.a - Value (excl. sponsor support):** $341033397.54
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B44B4, C.4 - ISIN: US3130B44B43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $452998609.29
- **C.18.a - Value (excl. sponsor support):** $452998609.29
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-11
- **C.13 - Final Legal Maturity Date:** 2025-06-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.520000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4AV3, C.4 - ISIN: US3130B4AV38, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $488075596.08
- **C.18.a - Value (excl. sponsor support):** $488075596.08
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4HG9, C.4 - ISIN: US3130B4HG97, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $999998820.00
- **C.18.a - Value (excl. sponsor support):** $999998820.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-13
- **C.13 - Final Legal Maturity Date:** 2025-06-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4HH7, C.4 - ISIN: US3130B4HH70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $999997120.00
- **C.18.a - Value (excl. sponsor support):** $999997120.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-14
- **C.13 - Final Legal Maturity Date:** 2025-07-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4S77, C.4 - ISIN: US3130B4S777, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $491998942.20
- **C.18.a - Value (excl. sponsor support):** $491998942.20
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-26
- **C.13 - Final Legal Maturity Date:** 2025-06-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4UJ8, C.4 - ISIN: US3130B4UJ89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $483012818.82
- **C.18.a - Value (excl. sponsor support):** $483012818.82
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4VH1, C.4 - ISIN: US3130B4VH15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $484001476.20
- **C.18.a - Value (excl. sponsor support):** $484001476.20
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4WB3, C.4 - ISIN: US3130B4WB36, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $338009920.30
- **C.18.a - Value (excl. sponsor support):** $338009920.30
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-10
- **C.13 - Final Legal Maturity Date:** 2025-09-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B56W3, C.4 - ISIN: US3130B56W35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $723019658.37
- **C.18.a - Value (excl. sponsor support):** $723019658.37
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-22
- **C.13 - Final Legal Maturity Date:** 2025-09-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5UX4, C.4 - ISIN: US3130B5UX49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $385019608.05
- **C.18.a - Value (excl. sponsor support):** $385019608.05
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VC9, C.4 - ISIN: US3130B5VC92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $963966250.36
- **C.18.a - Value (excl. sponsor support):** $963966250.36
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B64U7, C.4 - ISIN: US3130B64U78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $482016508.50
- **C.18.a - Value (excl. sponsor support):** $482016508.50
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313HJ0, C.4 - ISIN: US313313HJ01, C.3 - LEI: 254900C5LP6D, C.5 - Other ID: 313313HJ0
- **C.18 - Value (incl. sponsor support):** $46852126.25
- **C.18.a - Value (excl. sponsor support):** $46852126.25
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-06-26
- **C.12 - Maturity Date (WAL):** 2025-06-26
- **C.13 - Final Legal Maturity Date:** 2025-06-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313HZ4, C.4 - ISIN: US313313HZ43, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $48761043.17
- **C.18.a - Value (excl. sponsor support):** $48761043.17
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-07-11
- **C.12 - Maturity Date (WAL):** 2025-07-11
- **C.13 - Final Legal Maturity Date:** 2025-07-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313LT3, C.4 - ISIN: US313313LT37, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $191570150.00
- **C.18.a - Value (excl. sponsor support):** $191570150.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-09-15
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313NQ7, C.3 - LEI: 254900C5LP6D, C.5 - Other ID: 313313NQ7
- **C.18 - Value (incl. sponsor support):** $21611507.50
- **C.18.a - Value (excl. sponsor support):** $21611507.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HJ8, C.4 - ISIN: US313385HJ87, C.3 - LEI: N/A, C.5 - Other ID: 313385HJ8
- **C.18 - Value (incl. sponsor support):** $222298386.25
- **C.18.a - Value (excl. sponsor support):** $222298386.25
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-06-26
- **C.12 - Maturity Date (WAL):** 2025-06-26
- **C.13 - Final Legal Maturity Date:** 2025-06-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385JU1, C.4 - ISIN: US313385JU15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $479579017.26
- **C.18.a - Value (excl. sponsor support):** $479579017.26
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-07-30
- **C.12 - Maturity Date (WAL):** 2025-07-30
- **C.13 - Final Legal Maturity Date:** 2025-07-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385JV9, C.4 - ISIN: US313385JV97, C.3 - LEI: N/A, C.5 - Other ID: 313385JV9
- **C.18 - Value (incl. sponsor support):** $959045872.26
- **C.18.a - Value (excl. sponsor support):** $959045872.26
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KC9, C.3 - LEI: N/A, C.5 - Other ID: 313385KC9
- **C.18 - Value (incl. sponsor support):** $191438952.31
- **C.18.a - Value (excl. sponsor support):** $191438952.31
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KH8, C.4 - ISIN: US313385KH84, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $237918134.40
- **C.18.a - Value (excl. sponsor support):** $237918134.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-08-12
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KL9, C.3 - LEI: N/A, C.5 - Other ID: 313385KL9
- **C.18 - Value (incl. sponsor support):** $449902146.06
- **C.18.a - Value (excl. sponsor support):** $449902146.06
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385LP9, C.4 - ISIN: US313385LP91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $302309300.34
- **C.18.a - Value (excl. sponsor support):** $302309300.34
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-09-11
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ML7, C.3 - LEI: N/A, C.5 - Other ID: 313385ML7
- **C.18 - Value (incl. sponsor support):** $192186719.40
- **C.18.a - Value (excl. sponsor support):** $192186719.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MQ6, C.4 - ISIN: US313385MQ65, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $711250322.50
- **C.18.a - Value (excl. sponsor support):** $711250322.50
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NE2, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $282263185.54
- **C.18.a - Value (excl. sponsor support):** $282263185.54
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-20
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Agency; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NF9, C.3 - LEI: N/A, C.5 - Other ID: 313385NF9
- **C.18 - Value (incl. sponsor support):** $186842200.00
- **C.18.a - Value (excl. sponsor support):** $186842200.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Agency; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PB6, C.4 - ISIN: US313385PB69, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $94202560.32
- **C.18.a - Value (excl. sponsor support):** $94202560.32
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PD2, C.4 - ISIN: US313385PD26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40222981.53
- **C.18.a - Value (excl. sponsor support):** $40222981.53
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PF7, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3923280.00
- **C.18.a - Value (excl. sponsor support):** $3923280.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QZ2, C.3 - LEI: N/A, C.5 - Other ID: 313385QZ2
- **C.18 - Value (incl. sponsor support):** $746882252.55
- **C.18.a - Value (excl. sponsor support):** $746882252.55
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.3 - LEI: N/A, C.5 - Other ID: 313385RG3
- **C.18 - Value (incl. sponsor support):** $480063189.48
- **C.18.a - Value (excl. sponsor support):** $480063189.48
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPD44, C.4 - ISIN: US3133EPD443, C.3 - LEI: 254900C5LP6D, C.5 - Other ID: 3133EPD44
- **C.18 - Value (incl. sponsor support):** $192127818.24
- **C.18.a - Value (excl. sponsor support):** $192127818.24
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.495000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPT62, C.4 - ISIN: US3133EPT621, C.3 - LEI: 254900C5LP6D, C.5 - Other ID: 3133EPT62
- **C.18 - Value (incl. sponsor support):** $231035927.43
- **C.18.a - Value (excl. sponsor support):** $231035927.43
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD73, C.4 - ISIN: US3133ERD738, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $249026969.19
- **C.18.a - Value (excl. sponsor support):** $249026969.19
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFH9, C.4 - ISIN: US3133ERFH94, C.3 - LEI: 254900C5LP6D, C.5 - Other ID: 3133ERFH9
- **C.18 - Value (incl. sponsor support):** $166004491.96
- **C.18.a - Value (excl. sponsor support):** $166004491.96
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFN6, C.4 - ISIN: US3133ERFN62, C.3 - LEI: 254900C5LP6D, C.5 - Other ID: 3133ERFN6
- **C.18 - Value (incl. sponsor support):** $74982023.25
- **C.18.a - Value (excl. sponsor support):** $74982023.25
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH20, C.4 - ISIN: US3133ERH200, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $248024641.28
- **C.18.a - Value (excl. sponsor support):** $248024641.28
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $237021524.34
- **C.18.a - Value (excl. sponsor support):** $237021524.34
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUR0, C.4 - ISIN: US3133ERUR02, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $233162417.31
- **C.18.a - Value (excl. sponsor support):** $233162417.31
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVV0, C.4 - ISIN: US3133ERVV05, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $48006263.04
- **C.18.a - Value (excl. sponsor support):** $48006263.04
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYC9, C.4 - ISIN: US3133ERYC96, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $99120419.64
- **C.18.a - Value (excl. sponsor support):** $99120419.64
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $240034060.80
- **C.18.a - Value (excl. sponsor support):** $240034060.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZX2, C.4 - ISIN: US3133ERZX25, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $482055699.92
- **C.18.a - Value (excl. sponsor support):** $482055699.92
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAN7, C.4 - ISIN: US3133ETAN73, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $96012793.92
- **C.18.a - Value (excl. sponsor support):** $96012793.92
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $318362450.04
- **C.18.a - Value (excl. sponsor support):** $318362450.04
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $694814339.60
- **C.18.a - Value (excl. sponsor support):** $694814339.60
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $730815008.50
- **C.18.a - Value (excl. sponsor support):** $730815008.50
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797LN5, C.4 - ISIN: US912797LN52, C.3 - LEI: N/A, C.5 - Other ID: 912797LN5
- **C.18 - Value (incl. sponsor support):** $1129666155.15
- **C.18.a - Value (excl. sponsor support):** $1129666155.15
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-12
- **C.12 - Maturity Date (WAL):** 2025-06-12
- **C.13 - Final Legal Maturity Date:** 2025-06-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 60: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797LW5, C.4 - ISIN: US912797LW51, C.3 - LEI: N/A, C.5 - Other ID: 912797LW5
- **C.18 - Value (incl. sponsor support):** $1971180208.80
- **C.18.a - Value (excl. sponsor support):** $1971180208.80
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 61: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MH7, C.4 - ISIN: US912797MH75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $595382346.44
- **C.18.a - Value (excl. sponsor support):** $595382346.44
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 62: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2367888861.72
- **C.18.a - Value (excl. sponsor support):** $2367888861.72
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 63: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3040112823.02
- **C.18.a - Value (excl. sponsor support):** $3040112823.02
- **C.19 - Percentage of Net Assets:** 1.7500%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3627384834.24
- **C.18.a - Value (excl. sponsor support):** $3627384834.24
- **C.19 - Percentage of Net Assets:** 2.0800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 65: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NP8, C.4 - ISIN: US912797NP82, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $768727904.73
- **C.18.a - Value (excl. sponsor support):** $768727904.73
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 66: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $207024042.00
- **C.18.a - Value (excl. sponsor support):** $207024042.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 67: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NX1, C.4 - ISIN: US912797NX17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2767922999.46
- **C.18.a - Value (excl. sponsor support):** $2767922999.46
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 68: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $505821738.26
- **C.18.a - Value (excl. sponsor support):** $505821738.26
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 69: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PU5, C.4 - ISIN: US912797PU59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2726704631.52
- **C.18.a - Value (excl. sponsor support):** $2726704631.52
- **C.19 - Percentage of Net Assets:** 1.5700%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 70: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $373946687.35
- **C.18.a - Value (excl. sponsor support):** $373946687.35
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PW1, C.4 - ISIN: US912797PW16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1518932134.64
- **C.18.a - Value (excl. sponsor support):** $1518932134.64
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-09-11
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PX9, C.4 - ISIN: US912797PX98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1777306500.00
- **C.18.a - Value (excl. sponsor support):** $1777306500.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 73: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PY7, C.4 - ISIN: US912797PY71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1360730250.11
- **C.18.a - Value (excl. sponsor support):** $1360730250.11
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-25
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PZ4, C.4 - ISIN: US912797PZ47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $984836310.00
- **C.18.a - Value (excl. sponsor support):** $984836310.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-07-08
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QA8, C.4 - ISIN: US912797QA86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1506377645.88
- **C.18.a - Value (excl. sponsor support):** $1506377645.88
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-15
- **C.12 - Maturity Date (WAL):** 2025-07-15
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $852266054.76
- **C.18.a - Value (excl. sponsor support):** $852266054.76
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $710212246.59
- **C.18.a - Value (excl. sponsor support):** $710212246.59
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $895647853.10
- **C.18.a - Value (excl. sponsor support):** $895647853.10
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QG5, C.4 - ISIN: US912797QG56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1804622969.60
- **C.18.a - Value (excl. sponsor support):** $1804622969.60
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $851544433.50
- **C.18.a - Value (excl. sponsor support):** $851544433.50
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2563616981.94
- **C.18.a - Value (excl. sponsor support):** $2563616981.94
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QQ3, C.4 - ISIN: US912797QQ39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1234138016.98
- **C.18.a - Value (excl. sponsor support):** $1234138016.98
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128285T3, C.4 - ISIN: US9128285T35, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $313064448.48
- **C.18.a - Value (excl. sponsor support):** $313064448.48
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 2.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828M56, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $311152035.70
- **C.18.a - Value (excl. sponsor support):** $311152035.70
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-11-15
- **C.12 - Maturity Date (WAL):** 2025-11-15
- **C.13 - Final Legal Maturity Date:** 2025-11-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828P46, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $429143089.60
- **C.18.a - Value (excl. sponsor support):** $429143089.60
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-02-15
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $279304931.62
- **C.18.a - Value (excl. sponsor support):** $279304931.62
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZW3, C.4 - ISIN: US912828ZW33, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $178425420.74
- **C.18.a - Value (excl. sponsor support):** $178425420.74
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-30
- **C.12 - Maturity Date (WAL):** 2025-06-30
- **C.13 - Final Legal Maturity Date:** 2025-06-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAB7, C.4 - ISIN: US91282CAB72, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $119212640.40
- **C.18.a - Value (excl. sponsor support):** $119212640.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $341299709.37
- **C.18.a - Value (excl. sponsor support):** $341299709.37
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 90: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $774872500.05
- **C.18.a - Value (excl. sponsor support):** $774872500.05
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $301421915.60
- **C.18.a - Value (excl. sponsor support):** $301421915.60
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 2.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEU1, C.4 - ISIN: US91282CEU18, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $120925467.63
- **C.18.a - Value (excl. sponsor support):** $120925467.63
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-06-15
- **C.12 - Maturity Date (WAL):** 2025-06-15
- **C.13 - Final Legal Maturity Date:** 2025-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CFE6, C.4 - ISIN: US91282CFE66, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $117699494.12
- **C.18.a - Value (excl. sponsor support):** $117699494.12
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CFW6, C.4 - ISIN: US91282CFW64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $177112970.25
- **C.18.a - Value (excl. sponsor support):** $177112970.25
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-15
- **C.12 - Maturity Date (WAL):** 2025-11-15
- **C.13 - Final Legal Maturity Date:** 2025-11-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGA3, C.4 - ISIN: US91282CGA36, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $304762819.80
- **C.18.a - Value (excl. sponsor support):** $304762819.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-15
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGE5, C.4 - ISIN: US91282CGE57, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1173843121.92
- **C.18.a - Value (excl. sponsor support):** $1173843121.92
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGR6, C.4 - ISIN: US91282CGR60, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $314937896.02
- **C.18.a - Value (excl. sponsor support):** $314937896.02
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2026-03-15
- **C.12 - Maturity Date (WAL):** 2026-03-15
- **C.13 - Final Legal Maturity Date:** 2026-03-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGV7, C.4 - ISIN: US91282CGV72, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $199246546.00
- **C.18.a - Value (excl. sponsor support):** $199246546.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHD6, C.4 - ISIN: US91282CHD65, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $59000000.00
- **C.18.a - Value (excl. sponsor support):** $59000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **C.12 - Maturity Date (WAL):** 2025-05-31
- **C.13 - Final Legal Maturity Date:** 2025-05-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHH7, C.4 - ISIN: US91282CHH79, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $299971524.00
- **C.18.a - Value (excl. sponsor support):** $299971524.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJB8, C.4 - ISIN: US91282CJB81, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $217437311.42
- **C.18.a - Value (excl. sponsor support):** $217437311.42
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJE2, C.4 - ISIN: US91282CJE21, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $300738252.00
- **C.18.a - Value (excl. sponsor support):** $300738252.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJL6, C.4 - ISIN: US91282CJL63, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $430066511.16
- **C.18.a - Value (excl. sponsor support):** $430066511.16
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFW, C.5 - Other ID: 91282CJS1_4.25_1231
- **C.18 - Value (incl. sponsor support):** $759872228.80
- **C.18.a - Value (excl. sponsor support):** $759872228.80
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.546300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFW, C.5 - Other ID: 91282CJU6
- **C.18 - Value (incl. sponsor support):** $635898982.20
- **C.18.a - Value (excl. sponsor support):** $635898982.20
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $475252853.10
- **C.18.a - Value (excl. sponsor support):** $475252853.10
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $150908650.50
- **C.18.a - Value (excl. sponsor support):** $150908650.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.451300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFW, C.5 - Other ID: 91282CKM2
- **C.18 - Value (incl. sponsor support):** $844663097.04
- **C.18.a - Value (excl. sponsor support):** $844663097.04
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 109: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKS9, C.4 - ISIN: US91282CKS97, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $303089150.70
- **C.18.a - Value (excl. sponsor support):** $303089150.70
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $305555625.76
- **C.18.a - Value (excl. sponsor support):** $305555625.76
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.483300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2983966305.19
- **C.18.a - Value (excl. sponsor support):** $2983966305.19
- **C.19 - Percentage of Net Assets:** 1.7100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.506300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $3740757390.45
- **C.18.a - Value (excl. sponsor support):** $3740757390.45
- **C.19 - Percentage of Net Assets:** 2.1500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 113: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.399300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2688109731.00
- **C.18.a - Value (excl. sponsor support):** $2688109731.00
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.461300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1076716594.48
- **C.18.a - Value (excl. sponsor support):** $1076716594.48
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 115: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP0MUE81, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP0MUE81_4.53_0707
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2053-12-20      | 5.5783%  | 0.0000% | $239680.00         | $137653.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.5783%  | 0.0000% | $10002314.00       | $8681882.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.6283%  | 0.0000% | $12351299.00       | $9638827.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 5.7283%  | 0.0000% | $1001.00           | $438.47            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.8283%  | 0.0000% | $1839954.00        | $856016.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 6.2283%  | 0.0000% | $23820228.00       | $11110117.68       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | N/A      | 0.0000% | $286730.00         | $161589.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | N/A      | 0.0000% | $100001.00         | $58666.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | N/A      | 0.0000% | $11964345.00       | $8045267.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $8960087.00        | $4752442.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $22500000.00       | $1893662.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $3200000.00        | $308507.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $29495254.00       | $2591960.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.3283%  | 0.0000% | $8343347.00        | $5831630.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 5.3283%  | 0.0000% | $16118855.00       | $7906338.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3283%  | 0.0000% | $1024.00           | $657.94            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.3283%  | 0.0000% | $43089086.00       | $22657152.63       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.3283%  | 0.0000% | $1000.00           | $684.31            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.3583%  | 0.0000% | $1024.00           | $820.95            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.3783%  | 0.0000% | $1007.00           | $959.34            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.3883%  | 0.0000% | $19406152.00       | $17449013.27       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.4283%  | 0.0000% | $1024.00           | $791.42            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.4283%  | 0.0000% | $1024.00           | $557.19            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4283%  | 0.0000% | $1000.00           | $895.64            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4283%  | 0.0000% | $275317.00         | $257676.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4383%  | 0.0000% | $21102651.00       | $18582798.77       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.5283%  | 0.0000% | $129480.00         | $70836.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 4.0000%  | 0.0000% | $100055.00         | $929.46            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 4.0000%  | 0.0000% | $4178375.00        | $173358.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-20      | 5.0000%  | 0.0000% | $55887630.00       | $9733.92           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-06-20      | 5.0000%  | 0.0000% | $12817033.00       | $146424.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-16      | 5.0000%  | 0.0000% | $7885348.00        | $188491.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 5.5000%  | 0.0000% | $45617045.00       | $902403.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-20      | 6.0000%  | 0.0000% | $5017156.00        | $77026.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 7.0000%  | 0.0000% | $100000.00         | $1109.30           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.5780%  | 0.0000% | $9270437.00        | $597849.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-07-25      | 1.6136%  | 0.0000% | $313178044.00      | $4774021.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-09-25      | 1.6136%  | 0.0000% | $32564675.00       | $292425.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-05-25      | 1.6636%  | 0.0000% | $414842126.00      | $37844.13          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 1.6636%  | 0.0000% | $23002239.00       | $625574.58         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 1.6636%  | 0.0000% | $146920181.00      | $5431482.68        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-02-25      | 1.7135%  | 0.0000% | $69174285.00       | $972394.04         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2059-11-25      | 1.8785%  | 0.0000% | $100032.00         | $1325.26           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 2.0636%  | 0.0000% | $3635350.00        | $31756.88          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-03-25      | 2.1465%  | 0.0000% | $82543545.00       | $1076586.81        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2059-07-25      | 2.1626%  | 0.0000% | $100033.00         | $842.80            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-05-25      | 2.1851%  | 0.0000% | $100096.00         | $771.68            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-04-25      | 2.2136%  | 0.0000% | $49999885.00       | $24487.61          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-06-25      | 2.2474%  | 0.0000% | $50000000.00       | $663750.00         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 2.3936%  | 0.0000% | $18409200.00       | $523873.13         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 5.4220%  | 0.0000% | $940864.00         | $888758.71         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 5.6720%  | 0.0000% | $20560.00          | $19245.56          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 17.9144% | 0.0000% | $1221110.00        | $1628424.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 21.8144% | 0.0000% | $1320260.00        | $1474718.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | N/A      | 0.0000% | $3033154.00        | $1751906.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | N/A      | 0.0000% | $1439993.00        | $963703.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-25      | 2.0000%  | 0.0000% | $199998.00         | $22106.01          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.0000%  | 0.0000% | $100000.00         | $11073.23          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 2.5000%  | 0.0000% | $800448.00         | $96743.19          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.5000%  | 0.0000% | $200001.00         | $23159.44          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 2.5000%  | 0.0000% | $100000.00         | $9745.10           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $100000.00         | $12956.14          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-25      | 2.5000%  | 0.0000% | $299999.00         | $36892.15          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-25      | 2.5000%  | 0.0000% | $23565564.00       | $2758454.41        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-10-25      | 2.5000%  | 0.0000% | $200000.00         | $19801.02          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 2.5000%  | 0.0000% | $182990.00         | $22300.93          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-06-25      | 3.0000%  | 0.0000% | $224235.00         | $11778.73          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-11-25      | 3.5000%  | 0.0000% | $1862266.00        | $787185.97         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 4.0000%  | 0.0000% | $321227.00         | $25432.72          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-05-25      | 5.5000%  | 0.0000% | $7124683.00        | $131952.94         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-04-25      | 6.0000%  | 0.0000% | $10620166.00       | $1672500.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-05-01      | 5.5000%  | 0.0000% | $322057.00         | $701.11            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-01-01      | 5.5000%  | 0.0000% | $230516.00         | $673.70            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-15      | 2.2004%  | 0.0000% | $138079093.00      | $6523135.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | N/A      | 0.0000% | $6373241.00        | $46785.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | N/A      | 0.0000% | $200000000.00      | $521472.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $200000000.00      | $509001.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 0.0500%  | 0.0000% | $13873366.00       | $24328.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.3000%  | 0.0000% | $40000000.00       | $350692.75         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | N/A      | 0.0000% | $754070.00         | $107.86            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-10-25      | 0.8780%  | 0.0000% | $62712570.00       | $3109989.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 1.2280%  | 0.0000% | $146179.00         | $4701.88           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-09-25      | 1.8780%  | 0.0000% | $44058832.00       | $2377408.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 2.0380%  | 0.0000% | $681310.00         | $41068.65          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 2.8280%  | 0.0000% | $26477230.00       | $2012637.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 12.0381% | 0.0000% | $756356.00         | $851471.32         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 19.2144% | 0.0000% | $1107625.00        | $1117299.39        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | N/A      | 0.0000% | $3000000.00        | $1632724.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-25      | 2.0000%  | 0.0000% | $903370.00         | $94001.38          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 2.5000%  | 0.0000% | $4600064.00        | $586507.88         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 2.5000%  | 0.0000% | $399995.00         | $48498.48          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 2.5000%  | 0.0000% | $2099996.00        | $263013.03         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-05-25      | 2.5000%  | 0.0000% | $36121506.00       | $4273528.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-10-25      | 2.5000%  | 0.0000% | $16380003.00       | $1783380.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.5000%  | 0.0000% | $100000.00         | $9370.30           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $100000.00         | $9255.08           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 4.0000%  | 0.0000% | $20142311.00       | $2386759.97        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-08-15      | 2.1532%  | 0.0000% | $100000000.00      | $265630.93         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-02-15      | 2.2032%  | 0.0000% | $174598969.00      | $1588012.31        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-02-15      | 2.6775%  | 0.0000% | $2800000.00        | $543615.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-04-15      | 4.0000%  | 0.0000% | $665982.00         | $292816.86         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-08-15      | 4.3032%  | 0.0000% | $547388.00         | $47.95             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-07-15      | 6.5000%  | 0.0000% | $1511.00           | $58.23             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-09-15      | 6.0000%  | 0.0000% | $3992481.00        | $230055.10         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-11-25      | 0.0212%  | 0.0000% | $143131182.00      | $579161.18         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-01-25      | 1.1093%  | 0.0000% | $5000000.00        | $206043.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 1.2513%  | 0.0000% | $1653500.00        | $19566.13          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-02-25      | 2.0837%  | 0.0000% | $14288322.00       | $515278.55         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-07-25      | 2.3400%  | 0.0000% | $2988.00           | $712.97            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-04-25      | 0.2655%  | 0.0000% | $12686333.00       | $40476.19          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-06-25      | 1.4635%  | 0.0000% | $100000000.00      | $831525.01         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 1.4824%  | 0.0000% | $166409000.00      | $5814011.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-05-25      | 1.4835%  | 0.0000% | $83979859.00       | $1170044.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.3717%  | 0.0000% | $74880035.00       | $1604960.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-12-20      | 0.7520%  | 0.0000% | $914558.00         | $60334.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-11-20      | 0.7614%  | 0.0000% | $65178829.00       | $3481595.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-09-20      | 0.8280%  | 0.0000% | $17329839.00       | $1039053.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.8717%  | 0.0000% | $261650.00         | $11401.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-11-20      | 0.9463%  | 0.0000% | $5221347.00        | $378364.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.9717%  | 0.0000% | $7218700.00        | $298787.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 0.9815%  | 0.0000% | $19289517.00       | $1493446.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-10-20      | 1.0173%  | 0.0000% | $8488800.00        | $664641.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.0917%  | 0.0000% | $67929951.00       | $3987779.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.1717%  | 0.0000% | $937765.00         | $50607.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-02-20      | 1.1842%  | 0.0000% | $16752845.00       | $1331565.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.2217%  | 0.0000% | $20436085.00       | $1093914.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.3717%  | 0.0000% | $2213400.00        | $44130.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.3717%  | 0.0000% | $11292541.00       | $435682.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.4217%  | 0.0000% | $4488968.00        | $190899.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.4717%  | 0.0000% | $34070534.00       | $1076256.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 1.6611%  | 0.0000% | $56643908.00       | $1927731.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 1.6611%  | 0.0000% | $15622528.00       | $670166.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.7317%  | 0.0000% | $227968.00         | $14391.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.7717%  | 0.0000% | $605376.00         | $49494.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.8217%  | 0.0000% | $42213054.00       | $2445754.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 1.9417%  | 0.0000% | $100007.00         | $5427.22           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1001.00           | $628.26            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.9417%  | 0.0000% | $54279073.00       | $4281798.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 4.5000%  | 0.0000% | $78331.00          | $18020.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 4.5000%  | 0.0000% | $3447222.00        | $709567.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $1000.00           | $789.61            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $14070469.00       | $11021753.52       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.2083%  | 0.0000% | $27329823.00       | $20157405.20       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 5.2283%  | 0.0000% | $1040.00           | $726.45            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.2283%  | 0.0000% | $1001.00           | $781.54            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 5.2383%  | 0.0000% | $1275809.00        | $952439.88         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-11-01      | 1.2200%  | 0.0000% | $1091.00           | $846.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-03-01      | 2.7700%  | 0.0000% | $634121.00         | $479176.95         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-10-01      | 2.0900%  | 0.0000% | $638073.00         | $495048.05         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-10-01      | 2.1500%  | 0.0000% | $568305.00         | $404207.47         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-10-01      | 2.2650%  | 0.0000% | $721434.00         | $490767.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.4900%  | 0.0000% | $223932.00         | $153460.43         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-06-01      | 3.4000%  | 0.0000% | $6607.00           | $5956.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-09-01      | 3.7300%  | 0.0000% | $458227.00         | $442052.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 3.8300%  | 0.0000% | $228178.00         | $188911.34         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5700%  | 0.0000% | $1000.00           | $885.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-09-01      | 5.6250%  | 0.0000% | $10.00             | $0.00              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 6.9290%  | 0.0000% | $1028858.00        | $1062160.79        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 6.9700%  | 0.0000% | $573396.00         | $592863.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $500000.00         | $302748.82         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $300000.00         | $186228.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-05-01      | 3.0000%  | 0.0000% | $1000.00           | $656.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $384011.00         | $72025.14          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 3.5000%  | 0.0000% | $695490.00         | $165670.97         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $7323511.00        | $5492432.45        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $30995.00          | $23408.71          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $782.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 4.5000%  | 0.0000% | $593860.00         | $281334.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $181945.00         | $14545.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1006232.00        | $785603.48         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 5.0000%  | 0.0000% | $1358856.00        | $167304.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $215232.00         | $205934.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 5.0000%  | 0.0000% | $3351795.00        | $644876.06         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $3300676.00        | $3227442.85        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $301473.00         | $210789.80         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $223898.00         | $179397.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $1188498.00        | $1041285.11        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $3136109.00        | $2676619.99        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-09-01      | 6.5000%  | 0.0000% | $1147.00           | $12.98             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-08-15      | 5.0000%  | 0.0000% | $14517262.00       | $162543.45         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 3.0000%  | 0.0000% | $420052.00         | $290794.08         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $1195960.00        | $912348.73         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $2084.00           | $1768.75           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $2181700.00        | $2129296.15        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $3178713.00        | $3115963.37        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $15348.00          | $15165.33          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $2337960.00        | $1652259.45        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $5287679.00        | $2965073.56        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.0000%  | 0.0000% | $3606020.00        | $2250611.27        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-10-01      | 2.0000%  | 0.0000% | $3690.00           | $2291.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 2.5000%  | 0.0000% | $1000.00           | $251.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $5544.00           | $3579.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 4.0000%  | 0.0000% | $1173617.00        | $198266.66         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-07-01      | 4.5000%  | 0.0000% | $10116886.00       | $122328.52         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.5000%  | 0.0000% | $1039437.00        | $204062.78         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $1867640.00        | $1494621.80        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.0000%  | 0.0000% | $7120806.00        | $6858212.23        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $8136517.00        | $6679501.35        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1172513.00        | $1194468.31        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-02      | 6.0000%  | 0.0000% | $4196728.00        | $4265287.14        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2029-09-01      | 6.5000%  | 0.0000% | $2209.00           | $0.30              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1444945.00        | $1513768.45        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-07-01      | 6.5000%  | 0.0000% | $3588.00           | $60.16             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2027-12-01      | 6.3970%  | 0.0000% | $1166.00           | $0.01              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-02-01      | 6.8870%  | 0.0000% | $862700.00         | $635059.71         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 3.2900%  | 0.0000% | $3834555.00        | $3356379.39        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-05-01      | 3.5600%  | 0.0000% | $115635.00         | $99440.41          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-07-01      | 3.5700%  | 0.0000% | $563352.00         | $543656.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 3.6300%  | 0.0000% | $3600000.00        | $3004235.73        | Agency Mortgage-Backed Securities         |

### Security 116: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP0O4QY7, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP0O4QY7_4.53_0707
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | N/A      | 0.0000% | $198907902.00      | $28452.13          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.7780%  | 0.0000% | $21276658.00       | $584140.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 1.0280%  | 0.0000% | $100000.00         | $5329.75           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 1.3780%  | 0.0000% | $7541172.00        | $256942.96         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 1.6280%  | 0.0000% | $2061335.00        | $132541.98         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 2.7780%  | 0.0000% | $100000.00         | $6095.82           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 2.8280%  | 0.0000% | $15314606.00       | $1164123.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | N/A      | 0.0000% | $6309550.00        | $3737510.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-25      | 2.0000%  | 0.0000% | $599010.00         | $62330.79          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.5000%  | 0.0000% | $3484810.00        | $298537.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 2.5000%  | 0.0000% | $899810.00         | $82002.68          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.0000%  | 0.0000% | $616964.00         | $57793.32          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-05-15      | 5.0000%  | 0.0000% | $26421368.00       | $446342.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-11-25      | 0.0212%  | 0.0000% | $182378476.00      | $737970.09         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 1.2513%  | 0.0000% | $46764630.00       | $553373.37         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-02-25      | 2.0837%  | 0.0000% | $22905173.00       | $826027.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | N/A      | 0.0000% | $133295551.00      | $12352.78          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 1.5180%  | 0.0000% | $219015.00         | $13427.71          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 1.6280%  | 0.0000% | $27129728.00       | $1979278.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.7280%  | 0.0000% | $7353057.00        | $508211.99         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-02-25      | 1.8717%  | 0.0000% | $471641.00         | $4358.62           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 2.0636%  | 0.0000% | $109685.00         | $958.16            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2059-08-25      | 2.0802%  | 0.0000% | $52871645.00       | $688384.15         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-10-25      | 2.1635%  | 0.0000% | $78142947.00       | $148713.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-05-25      | 2.1851%  | 0.0000% | $1231114.00        | $9491.14           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 2.5780%  | 0.0000% | $84906499.00       | $5985056.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 2.6780%  | 0.0000% | $65891400.00       | $3095061.65        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 3.7780%  | 0.0000% | $4945755.00        | $414555.46         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 17.9144% | 0.0000% | $622233.00         | $829785.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | N/A      | 0.0000% | $3503392.00        | $2023509.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-25      | 2.0000%  | 0.0000% | $999999.00         | $110531.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 2.5000%  | 0.0000% | $1700000.00        | $193693.96         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 2.5000%  | 0.0000% | $3599544.00        | $435045.58         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.5000%  | 0.0000% | $199999.00         | $23159.21          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 2.5000%  | 0.0000% | $2622802.00        | $278028.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 2.5000%  | 0.0000% | $29019525.00       | $2827982.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-11-25      | 3.5000%  | 0.0000% | $158704.00         | $67084.71          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 4.0000%  | 0.0000% | $28180898.00       | $2960231.08        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 4.0000%  | 0.0000% | $100006.00         | $13366.47          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-05-25      | 5.0000%  | 0.0000% | $100096.00         | $12290.69          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2061-09-25      | 5.5000%  | 0.0000% | $3308994.00        | $520478.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | N/A      | 0.0000% | $35459009.00       | $258584.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | N/A      | 0.0000% | $105356031.00      | $1076532.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.5717%  | 0.0000% | $49899982.00       | $1112275.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-12-20      | 0.7520%  | 0.0000% | $980703.00         | $64697.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-09-20      | 0.8280%  | 0.0000% | $6033256.00        | $361738.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.8717%  | 0.0000% | $77837599.00       | $3391756.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-05-20      | 0.9195%  | 0.0000% | $3717738.00        | $254435.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.9217%  | 0.0000% | $100000.00         | $4313.18           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.0717%  | 0.0000% | $87144393.00       | $4798552.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.0917%  | 0.0000% | $4807702.00        | $282232.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-01-20      | 1.1002%  | 0.0000% | $8663454.00        | $707562.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.1217%  | 0.0000% | $49578608.00       | $2131123.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.2217%  | 0.0000% | $435743.00         | $23324.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.4717%  | 0.0000% | $4986326.00        | $157513.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 1.6017%  | 0.0000% | $37185299.00       | $2865472.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 1.6611%  | 0.0000% | $20000000.00       | $469440.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.6717%  | 0.0000% | $42264000.00       | $2441004.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.7417%  | 0.0000% | $295178.00         | $21633.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 1.8317%  | 0.0000% | $14625000.00       | $735454.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 1.8611%  | 0.0000% | $100000.00         | $9734.64           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 1.8717%  | 0.0000% | $4354581.00        | $362823.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 1.9217%  | 0.0000% | $31098064.00       | $1876375.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $100161.00         | $6277.69           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.3417%  | 0.0000% | $100000.00         | $6412.45           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $132889.00         | $82554.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.7717%  | 0.0000% | $23356308.00       | $2121843.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 4.5000%  | 0.0000% | $28788.00          | $5925.65           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 4.8389%  | 0.0000% | $7130102.00        | $2032585.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3283%  | 0.0000% | $2440115.00        | $1187120.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.4283%  | 0.0000% | $9861370.00        | $5365887.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4283%  | 0.0000% | $16137.00          | $14452.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4383%  | 0.0000% | $3421183.00        | $3012662.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $1067840.00        | $1064026.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.5283%  | 0.0000% | $488573.00         | $267289.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.5783%  | 0.0000% | $5818210.00        | $3341520.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.6283%  | 0.0000% | $796848.00         | $621852.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.6283%  | 0.0000% | $629502.00         | $619567.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 6.8630%  | 0.0000% | $12523840.00       | $6878404.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | N/A      | 0.0000% | $32972200.00       | $19343564.46       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $600000.00         | $67998.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 4.0000%  | 0.0000% | $2585522.00        | $24018.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-06-20      | 5.0000%  | 0.0000% | $4064417.00        | $46432.73          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-01-01      | 3.5000%  | 0.0000% | $4368814.00        | $770481.93         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 4.5000%  | 0.0000% | $35200.00          | $33315.75          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-05-01      | 5.5000%  | 0.0000% | $237505.00         | $238028.72         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $456182.00         | $453193.35         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.7360%  | 0.0000% | $80785.00          | $81944.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $73998.00          | $7417.77           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 3.0000%  | 0.0000% | $2455948.00        | $1700206.48        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $1000.00           | $100.05            | Agency Mortgage-Backed Securities         |

### Security 117: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP0PQQK7, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP0PQQK7_4.53_0729
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-29
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2026-07-25      | 2.3400%  | 0.0000% | $1351.00           | $322.37            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 0.9815%  | 0.0000% | $35991745.00       | $2786577.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-10-20      | 1.0173%  | 0.0000% | $34511200.00       | $2702099.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.0717%  | 0.0000% | $1905625.00        | $104279.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.0917%  | 0.0000% | $12271150.00       | $786508.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.1217%  | 0.0000% | $7106558.00        | $304496.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.2217%  | 0.0000% | $102391.00         | $5480.84           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.4717%  | 0.0000% | $17389408.00       | $810715.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-12-16      | 1.6568%  | 0.0000% | $5700586.00        | $38238.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.7217%  | 0.0000% | $30599181.00       | $2171625.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 1.8611%  | 0.0000% | $6327192.00        | $615929.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 1.9417%  | 0.0000% | $100000.00         | $5426.84           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.7217%  | 0.0000% | $17363609.00       | $722547.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.7717%  | 0.0000% | $24667971.00       | $2051623.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $7179775.00        | $580354.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $63088.00          | $40619.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 4.5000%  | 0.0000% | $3437740.00        | $790857.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.3283%  | 0.0000% | $551135.00         | $385219.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3283%  | 0.0000% | $11897.00          | $9509.33           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.3283%  | 0.0000% | $29587.00          | $15557.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4283%  | 0.0000% | $1214.00           | $1136.22           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.4383%  | 0.0000% | $1000.00           | $563.64            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.5783%  | 0.0000% | $256576.00         | $147357.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 6.2283%  | 0.0000% | $1024.00           | $477.61            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | N/A      | 0.0000% | $661040.00         | $372535.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | N/A      | 0.0000% | $4301536.00        | $2892511.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $5730575.00        | $3039505.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | N/A      | 0.0000% | $2783752.00        | $1761744.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $617072.00         | $36270.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 4.5000%  | 0.0000% | $24545218.00       | $960704.19         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.5000%  | 0.0000% | $718946.00         | $577174.53         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $687912.00         | $712929.79         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.5000%  | 0.0000% | $734478.00         | $758317.94         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2029-11-25      | 0.0212%  | 0.0000% | $145295057.00      | $587917.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-01-15      | 2.2032%  | 0.0000% | $20602043.00       | $5279.72           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-11-15      | 2.1532%  | 0.0000% | $68564196.00       | $411449.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 5.5000%  | 0.0000% | $3544592.00        | $825250.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-05-25      | 4.0000%  | 0.0000% | $4504800.00        | $201408.75         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $2619574.00        | $231332.52         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $13825857.00       | $1279593.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 2.5000%  | 0.0000% | $3700021.00        | $448619.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.0000%  | 0.0000% | $200000.00         | $20502.87          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | N/A      | 0.0000% | $204441.00         | $121102.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | N/A      | 0.0000% | $117243.00         | $64142.05          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | N/A      | 0.0000% | $809314.00         | $464497.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-09-25      | N/A      | 0.0000% | $259128.00         | $149510.77         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 2.8280%  | 0.0000% | $9332398.00        | $709392.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 2.7780%  | 0.0000% | $22798179.00       | $1389734.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.0500%  | 0.0000% | $39912579.00       | $64785.51          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 1.5180%  | 0.0000% | $15060743.00       | $923367.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.7280%  | 0.0000% | $18685964.00       | $1291494.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 1.9159%  | 0.0000% | $22128108.00       | $311351.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2061-03-25      | 2.1348%  | 0.0000% | $385837405.00      | $14243054.04       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-06-25      | 2.1435%  | 0.0000% | $285232406.00      | $604340.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 2.3542%  | 0.0000% | $32470263.00       | $804960.42         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 2.3936%  | 0.0000% | $75388159.00       | $2145331.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 2.7780%  | 0.0000% | $5637831.00        | $460172.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 5.4220%  | 0.0000% | $1008.00           | $952.17            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | N/A      | 0.0000% | $1164160.00        | $672402.35         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 2.5000%  | 0.0000% | $100000.00         | $11393.76          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 2.5000%  | 0.0000% | $300000.00         | $31801.31          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 2.5000%  | 0.0000% | $5000000.00        | $534271.10         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-25      | 2.5000%  | 0.0000% | $6400015.00        | $749150.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | N/A      | 0.0000% | $164540991.00      | $1199914.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | N/A      | 0.0000% | $8154757.00        | $85115.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 0.0611%  | 0.0000% | $20000000.00       | $187991.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-11-20      | 0.7614%  | 0.0000% | $60155325.00       | $3213259.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-01-20      | 0.8245%  | 0.0000% | $114548400.00      | $7700187.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 7.0000%  | 0.0000% | $5523.00           | $5899.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.3170%  | 0.0000% | $582509.00         | $584677.76         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 3.2100%  | 0.0000% | $47027.00          | $39520.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 3.2900%  | 0.0000% | $1046783.00        | $916247.36         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-09-01      | 3.4600%  | 0.0000% | $3800000.00        | $3352201.24        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-05-01      | 3.5600%  | 0.0000% | $31648.00          | $27215.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-06-01      | 3.8000%  | 0.0000% | $27163.00          | $25304.62          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 6.9700%  | 0.0000% | $503826.00         | $520931.76         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-08-01      | 2.0000%  | 0.0000% | $800000.00         | $604104.89         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $2711.00           | $1231.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $8000.00           | $6162.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $1368118.00        | $1146864.26        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 3.5000%  | 0.0000% | $67300.00          | $34863.87          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 3.5000%  | 0.0000% | $17000.00          | $14668.91          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 4.0000%  | 0.0000% | $11823.00          | $10296.88          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $587827.00         | $450231.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $224165.00         | $161931.08         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.0000%  | 0.0000% | $121017.00         | $93875.48          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $1637444.00        | $193524.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 4.5000%  | 0.0000% | $2185749.00        | $130036.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $26398.00          | $22529.95          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-01-01      | 5.0000%  | 0.0000% | $841246.00         | $180848.06         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1010.00           | $1001.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 5.5000%  | 0.0000% | $7706.00           | $2051.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $58237.00          | $58775.40          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-08-01      | 6.5000%  | 0.0000% | $15045773.00       | $657769.53         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2061-11-15      | 5.7200%  | 0.0000% | $117106.00         | $120255.41         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $598232.00         | $586422.55         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $3275100.00        | $3236120.09        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $29616.00          | $30289.95          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $5008785.00        | $4262696.69        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $680120.00         | $666935.90         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $4979334.00        | $3790816.82        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 2.5000%  | 0.0000% | $202995.00         | $153849.59         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $320826.00         | $210817.02         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 3.5000%  | 0.0000% | $24000.00          | $20485.44          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.5000%  | 0.0000% | $14459.00          | $2838.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-03-01      | 4.5000%  | 0.0000% | $1006.00           | $277.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $43770.00          | $32025.71          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 5.0000%  | 0.0000% | $2656595.00        | $1849329.87        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $100000.00         | $84319.51          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.0000%  | 0.0000% | $167676.00         | $147774.70         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.0000%  | 0.0000% | $946492.00         | $958884.74         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $13000.00          | $13142.76          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 6.5000%  | 0.0000% | $4674956.00        | $3489556.56        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-03-01      | 2.7700%  | 0.0000% | $1002.00           | $757.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 4.1000%  | 0.0000% | $676756.00         | $562750.09         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-11-01      | 1.7500%  | 0.0000% | $3189644.00        | $2715524.86        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.1700%  | 0.0000% | $1506.00           | $982.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-10-01      | 2.3100%  | 0.0000% | $1258780.00        | $859107.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 3.8300%  | 0.0000% | $1846822.00        | $1529006.39        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-03-01      | 4.4700%  | 0.0000% | $52761.00          | $52044.07          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5700%  | 0.0000% | $10108.00          | $8953.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 5.1300%  | 0.0000% | $392584.00         | $384167.31         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-11-01      | 5.2500%  | 0.0000% | $228000.00         | $229218.96         | Agency Mortgage-Backed Securities         |
| U.S. Treasury Note                       | 2028-01-15      | 4.2500%  | 0.0000% | $663700.00         | $679562.07         | U.S. Treasuries (including strips)        |

### Security 118: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP0QZ5G8, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP0QZ5G8_4.49_0829
- **C.18 - Value (incl. sponsor support):** $1125000000.00
- **C.18.a - Value (excl. sponsor support):** $1125000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-11-20      | 0.1000%  | 0.0000% | $223702528.00      | $524069.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.1000%  | 0.0000% | $24371881.00       | $38811.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-16      | 0.1096%  | 0.0000% | $320471040.00      | $31551.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 0.1154%  | 0.0000% | $36494912.00       | $181737.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 0.1500%  | 0.0000% | $129000000.00      | $200109.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-16      | 0.1875%  | 0.0000% | $155100000.00      | $287634.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-16      | 0.1968%  | 0.0000% | $58188096.00       | $593935.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $23236096.00       | $1762799.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $5947500.00        | $206673.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $30000000.00       | $3664896.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0500%  | 0.0000% | $25000000.00       | $25664.54          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-04-25      | 0.0800%  | 0.0000% | $295837696.00      | $136289.08         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.1000%  | 0.0000% | $55000000.00       | $205350.39         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-03-25      | 0.2723%  | 0.0000% | $39165952.00       | $28717.18          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-02-25      | 0.2849%  | 0.0000% | $63927424.00       | $97669.22          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-10-25      | 0.4679%  | 0.0000% | $27424224.00       | $115108.52         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.7480%  | 0.0000% | $69175936.00       | $2191126.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.8280%  | 0.0000% | $168074752.00      | $6156932.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.8280%  | 0.0000% | $40000000.00       | $1657735.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.8280%  | 0.0000% | $140664576.00      | $5412630.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.8280%  | 0.0000% | $94243840.00       | $2912199.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.8780%  | 0.0000% | $50000000.00       | $2947897.45        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.9780%  | 0.0000% | $100000000.00      | $4023495.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.0780%  | 0.0000% | $111272704.00      | $5219433.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.0780%  | 0.0000% | $110047488.00      | $4602245.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 1.3780%  | 0.0000% | $93750000.00       | $4632505.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 1.4280%  | 0.0000% | $30000000.00       | $1027963.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 1.4280%  | 0.0000% | $32822000.00       | $1596612.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.4780%  | 0.0000% | $104634880.00      | $6112949.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 1.5780%  | 0.0000% | $55700000.00       | $2252925.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-07-25      | 4.0000%  | 0.0000% | $33843456.00       | $1083714.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 4.0000%  | 0.0000% | $72732416.00       | $5167315.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-01-25      | 4.5000%  | 0.0000% | $1869332.00        | $256601.82         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-05-25      | 4.5000%  | 0.0000% | $12166656.00       | $336541.61         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-08-25      | 5.0000%  | 0.0000% | $31474800.00       | $311540.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-11-25      | 5.0000%  | 0.0000% | $5000000.00        | $5014369.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 5.0000%  | 0.0000% | $3643980.00        | $3097594.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 5.0000%  | 0.0000% | $3785872.00        | $3236097.50        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-10-25      | 5.0000%  | 0.0000% | $71002624.00       | $358278.53         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-03-25      | 5.5000%  | 0.0000% | $65493632.00       | $1768226.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 5.5000%  | 0.0000% | $1823078.00        | $1873528.86        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 5.5000%  | 0.0000% | $4656000.00        | $4482332.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-03-25      | 5.5000%  | 0.0000% | $4717000.00        | $825090.97         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-11-25      | 5.6810%  | 0.0000% | $5000000.00        | $1252026.74        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 6.0000%  | 0.0000% | $51114496.00       | $2027587.97        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-04-25      | 6.0000%  | 0.0000% | $18688928.00       | $622927.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-09-25      | 6.0000%  | 0.0000% | $124093000.00      | $240234.19         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-25      | 6.5000%  | 0.0000% | $18101376.00       | $3716041.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-11-16      | N/A      | 0.0000% | $212992000.00      | $22554.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | N/A      | 0.0000% | $41711360.00       | $134440.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | N/A      | 0.0000% | $100000000.00      | $236921.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | N/A      | 0.0000% | $170000000.00      | $260313.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | N/A      | 0.0000% | $62312128.00       | $144891.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | N/A      | 0.0000% | $36764096.00       | $241724.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $14500000.00       | $64007.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $50000000.00       | $449520.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $35712064.00       | $238803.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $105656576.00      | $350023.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $78537856.00       | $347364.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | N/A      | 0.0000% | $24127296.00       | $95103.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | N/A      | 0.0000% | $63717888.00       | $269936.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | N/A      | 0.0000% | $73687296.00       | $253435.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | N/A      | 0.0000% | $26956864.00       | $235471.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | N/A      | 0.0000% | $218063872.00      | $719132.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | N/A      | 0.0000% | $61568640.00       | $106820.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | N/A      | 0.0000% | $37291200.00       | $437116.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | N/A      | 0.0000% | $8691216.00        | $110679.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | N/A      | 0.0000% | $25000000.00       | $308683.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $32216832.00       | $229160.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $73814272.00       | $724002.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $105852928.00      | $79563.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $211708416.00      | $252553.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $249999360.00      | $230398.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $103997440.00      | $101522.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $38997824.00       | $502519.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | N/A      | 0.0000% | $24993792.00       | $11498.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | N/A      | 0.0000% | $60000000.00       | $306234.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | N/A      | 0.0000% | $99999744.00       | $36808.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $334389248.00      | $109426.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $143237120.00      | $75014.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | N/A      | 0.0000% | $30000000.00       | $36999.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $29999104.00       | $18501.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $84082688.00       | $12392.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $29999104.00       | $8337.48           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $30000000.00       | $43824.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | N/A      | 0.0000% | $16525696.00       | $242785.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | N/A      | 0.0000% | $49999872.00       | $41494.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | N/A      | 0.0000% | $49999872.00       | $43385.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $50000000.00       | $431326.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | N/A      | 0.0000% | $53074624.00       | $377138.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | N/A      | 0.0000% | $30000000.00       | $241713.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | N/A      | 0.0000% | $99999744.00       | $81555.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | N/A      | 0.0000% | $99999744.00       | $73233.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | N/A      | 0.0000% | $320000000.00      | $1855818.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | N/A      | 0.0000% | $95234000.00       | $95434372.34       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0217%  | 0.0000% | $100000000.00      | $231215.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.0217%  | 0.0000% | $100000000.00      | $231215.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.0217%  | 0.0000% | $156250000.00      | $2167180.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 0.0300%  | 0.0000% | $22691840.00       | $7784.67           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 0.0500%  | 0.0000% | $139997184.00      | $134151.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 0.0500%  | 0.0000% | $50000000.00       | $53089.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 0.0500%  | 0.0000% | $101780800.00      | $116174.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 0.0500%  | 0.0000% | $96972800.00       | $80168.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 0.0500%  | 0.0000% | $100000000.00      | $151145.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $122572800.00      | $123367.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $99999744.00       | $87047.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 0.0500%  | 0.0000% | $49999872.00       | $35432.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 0.0500%  | 0.0000% | $65921024.00       | $45734.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $20000000.00       | $26943.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-16      | 0.1000%  | 0.0000% | $120230528.00      | $552370.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 0.1000%  | 0.0000% | $24997888.00       | $24720.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $44600000.00       | $108922.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.1000%  | 0.0000% | $26400640.00       | $97962.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.1000%  | 0.0000% | $42396224.00       | $102798.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.0717%  | 0.0000% | $27777760.00       | $1236752.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-05-16      | 2.1069%  | 0.0000% | $45605312.00       | $207394.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-05-16      | 2.1568%  | 0.0000% | $20000000.00       | $718778.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-04-20      | 2.1611%  | 0.0000% | $25000000.00       | $93129.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 2.2217%  | 0.0000% | $35000000.00       | $1956051.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.2717%  | 0.0000% | $91762048.00       | $1350652.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 2.3217%  | 0.0000% | $50000000.00       | $4795141.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.3217%  | 0.0000% | $50000000.00       | $1352659.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.3217%  | 0.0000% | $45220096.00       | $2422936.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-06-20      | 2.3611%  | 0.0000% | $43569152.00       | $34791.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-10-16      | 2.5000%  | 0.0000% | $21603200.00       | $17863378.12       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-06-16      | 2.5000%  | 0.0000% | $29338944.00       | $4942691.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 2.5217%  | 0.0000% | $100000000.00      | $3308059.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-16      | 2.5667%  | 0.0000% | $160880000.00      | $1400178.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-10-16      | 2.6000%  | 0.0000% | $2000000.00        | $439081.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 2.6717%  | 0.0000% | $9336000.00        | $365656.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.6717%  | 0.0000% | $32781440.00       | $1758952.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-16      | 2.7140%  | 0.0000% | $375000.00         | $397838.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-20      | 2.7217%  | 0.0000% | $53190912.00       | $2269147.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-03-16      | 2.8068%  | 0.0000% | $40082816.00       | $423045.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.1452%  | 0.0000% | $25439080.00       | $989151.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-04-20      | 3.4014%  | 0.0000% | $17346912.00       | $157982.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-05-20      | 3.5000%  | 0.0000% | $2500000.00        | $2237139.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 3.5000%  | 0.0000% | $924169.00         | $553326.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-02-20      | 4.0000%  | 0.0000% | $12691264.00       | $123545.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 4.0000%  | 0.0000% | $568977.00         | $478595.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-16      | 4.5000%  | 0.0000% | $33566720.00       | $3794049.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-16      | 4.5000%  | 0.0000% | $25617792.00       | $10085163.26       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.5000%  | 0.0000% | $389001.00         | $308754.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-20      | 4.7500%  | 0.0000% | $51993088.00       | $8381456.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-01-16      | 5.0000%  | 0.0000% | $19435616.00       | $4045688.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 5.0000%  | 0.0000% | $5557000.00        | $5444768.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-02-20      | 5.5000%  | 0.0000% | $40000000.00       | $2848298.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-08-16      | 5.5000%  | 0.0000% | $60320064.00       | $5610085.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.3178%  | 0.0000% | $100000.00         | $99521.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-05-16      | N/A      | 0.0000% | $9932752.00        | $1717628.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1250%  | 0.0000% | $100000000.00      | $69831981.18       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2030-03-16      | 0.5000%  | 0.0000% | $244516000.00      | $1485102.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.6500%  | 0.0000% | $223104512.00      | $4287197.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $41239936.00       | $4461123.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.5000%  | 0.0000% | $64143200.00       | $5865467.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $4858500.00        | $591925.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $372134.00         | $165969.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-04-16      | 3.0000%  | 0.0000% | $9564000.00        | $7578768.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-06-20      | 3.0000%  | 0.0000% | $500000.00         | $5531.18           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-08-16      | 3.0000%  | 0.0000% | $2000000.00        | $181946.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-20      | 3.0000%  | 0.0000% | $47883200.00       | $123718.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 3.0000%  | 0.0000% | $14788848.00       | $563237.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 3.0000%  | 0.0000% | $914710.00         | $13441.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $4519840.00        | $2720623.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $30072832.00       | $998967.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $1750000.00        | $178834.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $27651000.00       | $1677428.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $25000000.00       | $1873210.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $3660000.00        | $338429.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $14083328.00       | $1593021.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $1158000.00        | $750489.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $3000000.00        | $2256678.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-08-16      | 3.5000%  | 0.0000% | $5042000.00        | $202675.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $1000000.00        | $950620.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $5560000.00        | $1455586.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 3.5000%  | 0.0000% | $10609632.00       | $585143.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-04-20      | 3.5000%  | 0.0000% | $22360416.00       | $171821.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $78000000.00       | $5782414.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $14897216.00       | $1659293.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $10000000.00       | $5464293.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 4.0000%  | 0.0000% | $11533856.00       | $353019.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 4.0000%  | 0.0000% | $12941616.00       | $1251908.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-12-16      | 4.5000%  | 0.0000% | $30020832.00       | $345706.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-01-20      | 4.5000%  | 0.0000% | $6880000.00        | $173736.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 4.5000%  | 0.0000% | $12596688.00       | $98110.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-01-20      | 5.0000%  | 0.0000% | $50000000.00       | $851893.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-04-20      | 5.0000%  | 0.0000% | $16400000.00       | $381559.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-20      | 5.0000%  | 0.0000% | $21703072.00       | $164669.61         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-01-25      | 1.6636%  | 0.0000% | $98595840.00       | $3169074.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 1.6780%  | 0.0000% | $50000000.00       | $1418815.39        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.6780%  | 0.0000% | $45821120.00       | $3113806.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.7280%  | 0.0000% | $73699584.00       | $4547155.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 2.1280%  | 0.0000% | $15000000.00       | $414075.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 2.1280%  | 0.0000% | $50000000.00       | $3309036.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.1780%  | 0.0000% | $58676000.00       | $2977822.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 2.7580%  | 0.0000% | $81417344.00       | $5819069.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 2.7780%  | 0.0000% | $50000000.00       | $4079856.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-05-25      | 4.0000%  | 0.0000% | $5000000.00        | $4520991.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-06-25      | 4.0000%  | 0.0000% | $3000000.00        | $2544204.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-06-25      | 4.0000%  | 0.0000% | $5548400.00        | $4820637.30        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-06-25      | 5.5000%  | 0.0000% | $1236152.00        | $1121292.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-03-25      | 6.0000%  | 0.0000% | $6500000.00        | $4558128.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | N/A      | 0.0000% | $900000.00         | $522928.45         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-07-25      | 0.0500%  | 0.0000% | $132077824.00      | $233389.06         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.0000%  | 0.0000% | $14375000.00       | $1171519.79        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.5000%  | 0.0000% | $75000000.00       | $9013323.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 3.0000%  | 0.0000% | $50000000.00       | $4725119.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 4.0000%  | 0.0000% | $19000000.00       | $1638372.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 6.5000%  | 0.0000% | $38064896.00       | $8315558.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $4727528.00        | $939901.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-04-25      | 6.5000%  | 0.0000% | $19558912.00       | $2398022.31        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 6.5000%  | 0.0000% | $11141000.00       | $2260479.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 6.5000%  | 0.0000% | $25366816.00       | $5460043.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-06-15      | N/A      | 0.0000% | $12660592.00       | $1859907.57        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-10-15      | N/A      | 0.0000% | $123379712.00      | $73524.96          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | N/A      | 0.0000% | $270274560.00      | $248860.96         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-10-15      | N/A      | 0.0000% | $13589000.00       | $42451.14          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | 0.0800%  | 0.0000% | $459177984.00      | $319046.18         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-02-15      | 0.6500%  | 0.0000% | $10428416.00       | $9091.13           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-09-15      | 1.5532%  | 0.0000% | $49000000.00       | $420708.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-15      | 1.5532%  | 0.0000% | $114609024.00      | $7992549.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-15      | 1.6532%  | 0.0000% | $185693952.00      | $2178811.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-05-15      | 1.6532%  | 0.0000% | $30000000.00       | $325854.67         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | 1.7032%  | 0.0000% | $124474624.00      | $674086.19         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-11-15      | 1.7032%  | 0.0000% | $109641728.00      | $14463.91          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-06-15      | 1.7532%  | 0.0000% | $56250000.00       | $696705.97         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-01-15      | 1.8032%  | 0.0000% | $100000000.00      | $397985.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-11-15      | 2.0032%  | 0.0000% | $76636672.00       | $863404.39         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-07-15      | 2.1532%  | 0.0000% | $55904128.00       | $430611.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-02-15      | 2.2032%  | 0.0000% | $36225024.00       | $188114.06         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-02-15      | 2.2532%  | 0.0000% | $15908864.00       | $5108.63           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-10-15      | 2.5000%  | 0.0000% | $1000000.00        | $1138642.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-11-15      | 3.0000%  | 0.0000% | $3000000.00        | $3776159.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-01-15      | 3.0000%  | 0.0000% | $4396000.00        | $1514760.39        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-15      | 3.0000%  | 0.0000% | $31890000.00       | $14412672.82       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-12-15      | 3.0000%  | 0.0000% | $1100000.00        | $1171152.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-05-01      | 3.3032%  | 0.0000% | $163946496.00      | $92694.69          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-12-15      | 3.5000%  | 0.0000% | $4681592.00        | $150190.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-09-15      | 3.5000%  | 0.0000% | $2536480.00        | $2975199.91        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-03-15      | 3.5000%  | 0.0000% | $2700000.00        | $1912652.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-05-15      | 3.8831%  | 0.0000% | $12990240.00       | $53262.13          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-11-15      | 4.0000%  | 0.0000% | $1921346.00        | $301907.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-04-15      | 4.0000%  | 0.0000% | $100000.00         | $81328.11          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-01-15      | 4.0000%  | 0.0000% | $21661216.00       | $2580573.79        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-10-15      | 4.0000%  | 0.0000% | $3000000.00        | $1586023.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-06-15      | 4.7868%  | 0.0000% | $25000000.00       | $276150.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-01-15      | 4.8468%  | 0.0000% | $3000000.00        | $216595.68         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-01-15      | 5.0000%  | 0.0000% | $8001000.00        | $1465465.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-08-15      | N/A      | 0.0000% | $31527000.00       | $8850138.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-04-15      | N/A      | 0.0000% | $4340000.00        | $1481789.70        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-12-15      | 3.0000%  | 0.0000% | $68758656.00       | $571039.17         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-01-15      | 3.0000%  | 0.0000% | $26735552.00       | $208202.14         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-05-15      | 3.5000%  | 0.0000% | $13000.00          | $11107.41          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-05-15      | 3.5000%  | 0.0000% | $1000000.00        | $227545.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-02-15      | 3.5000%  | 0.0000% | $400000.00         | $294329.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-04-15      | 4.0000%  | 0.0000% | $9553792.00        | $110501.76         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-08-15      | 4.5000%  | 0.0000% | $19743072.00       | $147524.28         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-01-15      | 6.0000%  | 0.0000% | $26603424.00       | $1436287.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-04-15      | 6.0000%  | 0.0000% | $10570000.00       | $663726.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-01-25      | 0.5535%  | 0.0000% | $427597312.00      | $513092.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-08-25      | 0.9419%  | 0.0000% | $34537000.00       | $153758.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-25      | 1.8908%  | 0.0000% | $16038000.00       | $1173005.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-11-25      | 1.9117%  | 0.0000% | $14981000.00       | $385071.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-12-25      | 1.9811%  | 0.0000% | $18835000.00       | $560225.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-12-25      | 2.0419%  | 0.0000% | $14642000.00       | $709871.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-08-25      | 2.0648%  | 0.0000% | $25142000.00       | $616714.18         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-02-25      | 2.0779%  | 0.0000% | $24839000.00       | $855154.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-01-25      | 2.0789%  | 0.0000% | $11388000.00       | $356460.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-02-25      | 2.1346%  | 0.0000% | $14411000.00       | $815175.76         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-02-25      | 2.6267%  | 0.0000% | $32364000.00       | $3854971.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-09-25      | 2.7275%  | 0.0000% | $28000000.00       | $3498016.31        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-04-25      | 2.7382%  | 0.0000% | $10891000.00       | $1135874.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-05-25      | 3.3833%  | 0.0000% | $43001344.00       | $6103199.97        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2034-04-25      | 4.2644%  | 0.0000% | $7312000.00        | $1513870.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 4.3806%  | 0.0000% | $20180000.00       | $5003727.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 4.4352%  | 0.0000% | $30607000.00       | $7707080.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.1000%  | 0.0000% | $97238000.00       | $488383.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-01-25      | 0.1452%  | 0.0000% | $225404672.00      | $2805158.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-12-25      | 4.7240%  | 0.0000% | $1000000.00        | $1014443.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-07-25      | 7.5000%  | 0.0000% | $7367000.00        | $6616575.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | N/A      | 0.0000% | $37985984.00       | $59446.58          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | N/A      | 0.0000% | $200000000.00      | $1814756.31        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.0280%  | 0.0000% | $100000000.00      | $2149574.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-07-25      | 0.0300%  | 0.0000% | $96772096.00       | $34102.47          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-02-25      | 0.0458%  | 0.0000% | $274997248.00      | $176393.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-09-25      | 0.0500%  | 0.0000% | $46776320.00       | $43848.04          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-25      | 0.0500%  | 0.0000% | $64999424.00       | $63656.16          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 0.2780%  | 0.0000% | $20000000.00       | $590455.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-01-25      | 0.3182%  | 0.0000% | $12314272.00       | $15631.36          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-09-25      | 0.3280%  | 0.0000% | $61672480.00       | $2303275.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 0.3812%  | 0.0000% | $26071488.00       | $135661.80         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-04-25      | 0.4825%  | 0.0000% | $108516096.00      | $370131.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-09-25      | 0.5635%  | 0.0000% | $67766016.00       | $109358.26         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-07-25      | 0.7280%  | 0.0000% | $47816704.00       | $739460.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.9280%  | 0.0000% | $35000000.00       | $2315736.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.0780%  | 0.0000% | $66069376.00       | $2884145.51        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-04-25      | 1.1636%  | 0.0000% | $21854240.00       | $216071.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.5280%  | 0.0000% | $94911488.00       | $6085000.97        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 1.5635%  | 0.0000% | $39401472.00       | $1177975.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 1.5635%  | 0.0000% | $42871488.00       | $1822553.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-03-25      | 1.5635%  | 0.0000% | $13910016.00       | $8988.11           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-08-25      | 1.5807%  | 0.0000% | $4735000.00        | $151624.96         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-07-25      | 1.6136%  | 0.0000% | $61099120.00       | $1654409.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-25      | 1.6136%  | 0.0000% | $17752256.00       | $525248.48         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-07-25      | 1.6136%  | 0.0000% | $14787744.00       | $420626.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-10-25      | 1.6136%  | 0.0000% | $13630992.00       | $285603.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-10-25      | 1.6136%  | 0.0000% | $5921000.00        | $206980.30         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-11-25      | 1.6636%  | 0.0000% | $21600000.00       | $287903.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 1.6636%  | 0.0000% | $25798144.00       | $521663.24         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 1.6636%  | 0.0000% | $67082240.00       | $379923.15         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-02-25      | 1.6636%  | 0.0000% | $35357248.00       | $399204.46         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 1.6636%  | 0.0000% | $147449856.00      | $2751193.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-05-25      | 1.6636%  | 0.0000% | $54965920.00       | $1693570.51        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 1.6780%  | 0.0000% | $31508096.00       | $1060749.09        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 1.7135%  | 0.0000% | $37500000.00       | $963166.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-02-25      | 1.7135%  | 0.0000% | $43627776.00       | $1291992.81        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 1.7635%  | 0.0000% | $38924544.00       | $394873.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-07-25      | 1.7635%  | 0.0000% | $23750000.00       | $370120.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-08-25      | 1.7635%  | 0.0000% | $34494080.00       | $512132.96         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 1.7780%  | 0.0000% | $15000000.00       | $892117.81         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-01-25      | 1.8135%  | 0.0000% | $134349000.00      | $1411678.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-05-25      | 2.0636%  | 0.0000% | $60000000.00       | $1069899.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-05-25      | 2.0636%  | 0.0000% | $40000000.00       | $302425.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-05-25      | 2.1136%  | 0.0000% | $32571392.00       | $346159.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 2.1635%  | 0.0000% | $135251968.00      | $1107076.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-10-25      | 2.1635%  | 0.0000% | $16443136.00       | $319174.10         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-12-25      | 2.1635%  | 0.0000% | $142570240.00      | $263095.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-05-25      | 2.1780%  | 0.0000% | $26315840.00       | $1485673.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-06-25      | 2.1936%  | 0.0000% | $102262912.00      | $330069.00         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 2.2136%  | 0.0000% | $8333328.00        | $135261.23         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-06-25      | 2.2936%  | 0.0000% | $186379264.00      | $300104.89         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 2.7780%  | 0.0000% | $87986880.00       | $5495680.55        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-04-25      | 2.8785%  | 0.0000% | $600000.00         | $77264.98          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-06-25      | 4.9364%  | 0.0000% | $25000000.00       | $27098.36          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-11-25      | 6.2542%  | 0.0000% | $2235324.00        | $273883.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-10-25      | N/A      | 0.0000% | $4640000.00        | $116839.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-05-04      | 0.6100%  | 0.0000% | $32500000.00       | $418511.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 1.2500%  | 0.0000% | $16055392.00       | $7500991.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 2.0000%  | 0.0000% | $5300000.00        | $404287.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 2.0000%  | 0.0000% | $40346.00          | $21141.82          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-05-25      | 2.5000%  | 0.0000% | $25000000.00       | $1704687.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-03-25      | 3.0000%  | 0.0000% | $15450420.00       | $160579.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-06-25      | 3.0000%  | 0.0000% | $35666624.00       | $373028.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-09-25      | 3.0000%  | 0.0000% | $922277.00         | $941507.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-07-25      | 3.0000%  | 0.0000% | $4100000.00        | $4619058.50        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-02-25      | 3.0000%  | 0.0000% | $1944000.00        | $1047967.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 3.0000%  | 0.0000% | $17056096.00       | $1336428.47        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-11-25      | 3.0000%  | 0.0000% | $19870000.00       | $693514.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 0.9361%  | 0.0000% | $150000000.00      | $11643490.35       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 5.0000%  | 0.0000% | $349000.00         | $7090.13           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-16      | 5.0000%  | 0.0000% | $26428840.00       | $719895.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | 5.0000%  | 0.0000% | $15067800.00       | $334979.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 5.0000%  | 0.0000% | $17101800.00       | $401368.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-10-20      | 5.0000%  | 0.0000% | $5795344.00        | $161990.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $1427110.00        | $1353239.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 5.2500%  | 0.0000% | $12844848.00       | $13892874.33       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-09-20      | 5.5000%  | 0.0000% | $9000000.00        | $2272927.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-09-16      | 5.5000%  | 0.0000% | $19473888.00       | $581290.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-16      | 5.5000%  | 0.0000% | $20049824.00       | $688695.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | 5.5000%  | 0.0000% | $46903424.00       | $4073058.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $953201.00         | $992931.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 5.5000%  | 0.0000% | $1881590.00        | $1828629.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $12047200.00       | $2276597.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $89090560.00       | $38397045.71       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.5000%  | 0.0000% | $12542384.00       | $11527633.26       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-06-20      | 6.0000%  | 0.0000% | $456214.00         | $58724.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-09-16      | 6.0000%  | 0.0000% | $229294080.00      | $49340.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 6.0000%  | 0.0000% | $5751856.00        | $708833.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-20      | 6.0000%  | 0.0000% | $5040880.00        | $5642851.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $7030376.00        | $7740202.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $11347152.00       | $1400742.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $15713680.00       | $1971273.36        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-02-25      | 0.4855%  | 0.0000% | $506458624.00      | $5068757.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-20      | 0.2051%  | 0.0000% | $16952032.00       | $48577.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-16      | 0.2242%  | 0.0000% | $87560192.00       | $66857.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.2246%  | 0.0000% | $108551040.00      | $338804.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-16      | 0.2274%  | 0.0000% | $125943808.00      | $64746.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.2473%  | 0.0000% | $123456512.00      | $359733.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.2490%  | 0.0000% | $195172352.00      | $1555549.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-16      | 0.2521%  | 0.0000% | $35232384.00       | $68789.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-16      | 0.2656%  | 0.0000% | $109756416.00      | $55757.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.2717%  | 0.0000% | $70000000.00       | $2063940.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.2749%  | 0.0000% | $94732288.00       | $32488.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.2794%  | 0.0000% | $109549056.00      | $259799.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.2932%  | 0.0000% | $135005000.00      | $388757.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 0.3111%  | 0.0000% | $19338304.00       | $90118.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.3246%  | 0.0000% | $150000000.00      | $6351711.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.3386%  | 0.0000% | $198667008.00      | $663391.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-16      | 0.3504%  | 0.0000% | $5760896.00        | $9286.88           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.3538%  | 0.0000% | $149111000.00      | $647599.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-20      | 0.3640%  | 0.0000% | $5661290.00        | $7949.93           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-16      | 0.3681%  | 0.0000% | $30793376.00       | $103466.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.3717%  | 0.0000% | $50000000.00       | $1734056.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.3717%  | 0.0000% | $75000000.00       | $2636534.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-12-16      | 0.3770%  | 0.0000% | $113007488.00      | $913801.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-16      | 0.4023%  | 0.0000% | $116967680.00      | $392476.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-06-16      | 0.4174%  | 0.0000% | $112581376.00      | $199766.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-16      | 0.4185%  | 0.0000% | $157089792.00      | $140856.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.4217%  | 0.0000% | $100000000.00      | $3508149.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.4217%  | 0.0000% | $30000000.00       | $1020614.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-16      | 0.4261%  | 0.0000% | $100000000.00      | $5020415.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.4315%  | 0.0000% | $175000000.00      | $6613888.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.4717%  | 0.0000% | $100000000.00      | $3656648.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.4876%  | 0.0000% | $65159000.00       | $155628.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-16      | 0.5122%  | 0.0000% | $134575360.00      | $283793.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-07-16      | 0.5381%  | 0.0000% | $118446336.00      | $1529566.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-12-16      | 0.5532%  | 0.0000% | $85335552.00       | $1256544.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-16      | 0.5754%  | 0.0000% | $210316288.00      | $755273.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.5995%  | 0.0000% | $114434080.00      | $1186941.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-10-16      | 0.6129%  | 0.0000% | $205095424.00      | $709406.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.6155%  | 0.0000% | $90575360.00       | $1743879.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.6271%  | 0.0000% | $65773696.00       | $355998.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-01-20      | 0.6326%  | 0.0000% | $134995968.00      | $117478.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6410%  | 0.0000% | $162972416.00      | $1491347.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-11-16      | 0.6433%  | 0.0000% | $137614336.00      | $1148513.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-08-16      | 0.6710%  | 0.0000% | $114995000.00      | $559508.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-11-16      | 0.6710%  | 0.0000% | $91023616.00       | $1743046.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-11-16      | 0.6740%  | 0.0000% | $38350000.00       | $257282.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.6951%  | 0.0000% | $285230080.00      | $11548693.04       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.6991%  | 0.0000% | $200000000.00      | $11079901.98       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-07-16      | 0.7063%  | 0.0000% | $120451200.00      | $1083835.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.7259%  | 0.0000% | $185404480.00      | $1822918.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-03-16      | 0.7271%  | 0.0000% | $100809728.00      | $1432794.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.7325%  | 0.0000% | $133131008.00      | $3985964.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-05-16      | 0.7335%  | 0.0000% | $116062720.00      | $1659405.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.7361%  | 0.0000% | $190534656.00      | $2501623.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-03-16      | 0.7394%  | 0.0000% | $104532320.00      | $706780.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-03-16      | 0.7424%  | 0.0000% | $55340544.00       | $284481.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-16      | 0.7477%  | 0.0000% | $237500000.00      | $11840982.26       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.7497%  | 0.0000% | $44516000.00       | $1234105.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-16      | 0.7619%  | 0.0000% | $215806000.00      | $10748360.78       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.7693%  | 0.0000% | $100514048.00      | $1796121.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-08-16      | 0.7736%  | 0.0000% | $150000000.00      | $2312605.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-04-16      | 0.8112%  | 0.0000% | $408000000.00      | $21197075.14       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 0.8217%  | 0.0000% | $100000000.00      | $1284717.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 0.8217%  | 0.0000% | $75000000.00       | $986996.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-05-16      | 0.8352%  | 0.0000% | $123138048.00      | $1505737.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.8717%  | 0.0000% | $100000000.00      | $1223373.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.8717%  | 0.0000% | $109573376.00      | $2731291.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.8784%  | 0.0000% | $450000000.00      | $24340607.31       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-12-16      | 0.8848%  | 0.0000% | $100000000.00      | $5903181.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.9136%  | 0.0000% | $475000000.00      | $24413082.39       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.9217%  | 0.0000% | $100000000.00      | $1262630.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.9217%  | 0.0000% | $100000000.00      | $4475752.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.9217%  | 0.0000% | $40000000.00       | $1263772.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.9217%  | 0.0000% | $50000000.00       | $1579715.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.9217%  | 0.0000% | $75000000.00       | $2537321.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2061-03-25      | N/A      | 0.0000% | $119399296.00      | $129409.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-04-25      | N/A      | 0.0000% | $35000000.00       | $94025.72          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0100%  | 0.0000% | $1094238208.00     | $319473.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0500%  | 0.0000% | $25000000.00       | $25219.22          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-02-25      | 3.0000%  | 0.0000% | $2381000.00        | $853976.14         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-03-25      | 3.0000%  | 0.0000% | $5284504.00        | $3761880.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-10-25      | 3.5000%  | 0.0000% | $1000000.00        | $850661.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-02-25      | 3.5000%  | 0.0000% | $5680000.00        | $4111711.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-11-25      | 3.5000%  | 0.0000% | $6500000.00        | $4362458.68        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-05-25      | 3.5000%  | 0.0000% | $7393224.00        | $93965.53          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-01-25      | 3.5000%  | 0.0000% | $50000.00          | $33263.69          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 4.0000%  | 0.0000% | $1327902.00        | $1504444.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-01-25      | 4.0000%  | 0.0000% | $15762496.00       | $435472.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-05-25      | 4.0000%  | 0.0000% | $62496768.00       | $28175.99          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-11-25      | 4.0000%  | 0.0000% | $10270000.00       | $343552.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.9717%  | 0.0000% | $100000000.00      | $2487721.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.9717%  | 0.0000% | $50000000.00       | $1113601.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.9717%  | 0.0000% | $50000000.00       | $1230718.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 0.9917%  | 0.0000% | $75000000.00       | $1009818.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.9917%  | 0.0000% | $100000000.00      | $2476349.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-03-16      | 0.9932%  | 0.0000% | $104827008.00      | $1324977.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.0217%  | 0.0000% | $50000000.00       | $2410327.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 1.0516%  | 0.0000% | $50000000.00       | $3645824.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 1.0717%  | 0.0000% | $85500000.00       | $2972197.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 1.0717%  | 0.0000% | $50000000.00       | $746617.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 1.0717%  | 0.0000% | $15259632.00       | $643098.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 1.0717%  | 0.0000% | $65351680.00       | $1537648.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.0717%  | 0.0000% | $100970112.00      | $6756364.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-16      | 1.1068%  | 0.0000% | $35091584.00       | $162358.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-11-16      | 1.1068%  | 0.0000% | $66782592.00       | $444248.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 1.1217%  | 0.0000% | $121094656.00      | $3156646.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 1.1217%  | 0.0000% | $65611008.00       | $1805273.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.1517%  | 0.0000% | $98816640.00       | $4869776.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.1717%  | 0.0000% | $100000000.00      | $1838559.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.1717%  | 0.0000% | $60452480.00       | $2288986.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-20      | 1.2011%  | 0.0000% | $30193344.00       | $292287.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 1.2017%  | 0.0000% | $30000000.00       | $754305.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-07-16      | 1.2035%  | 0.0000% | $63829952.00       | $2713947.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.2217%  | 0.0000% | $20000000.00       | $820880.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-16      | 1.2500%  | 0.0000% | $166658044.00      | $7427.70           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 1.2611%  | 0.0000% | $54851264.00       | $515706.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-20      | 1.2611%  | 0.0000% | $25515744.00       | $490540.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 1.2611%  | 0.0000% | $15961824.00       | $392263.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 1.2811%  | 0.0000% | $43805824.00       | $279282.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 1.3217%  | 0.0000% | $29507872.00       | $1957236.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 1.3217%  | 0.0000% | $82502272.00       | $2123034.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.3217%  | 0.0000% | $25000000.00       | $1093539.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 1.3717%  | 0.0000% | $8927000.00        | $191651.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.3717%  | 0.0000% | $10000000.00       | $273768.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.3717%  | 0.0000% | $74014208.00       | $1796661.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 1.4613%  | 0.0000% | $16006048.00       | $72653.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-20      | 1.4613%  | 0.0000% | $17885152.00       | $61589.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-20      | 1.4613%  | 0.0000% | $17474880.00       | $125204.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-06-20      | 1.4613%  | 0.0000% | $14301500.00       | $174299.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 1.4613%  | 0.0000% | $15679616.00       | $249459.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.4717%  | 0.0000% | $100000000.00      | $1814506.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-02-20      | 1.5111%  | 0.0000% | $52761280.00       | $342886.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.5217%  | 0.0000% | $50000000.00       | $2270513.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 1.5611%  | 0.0000% | $36853056.00       | $375642.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-16      | 1.5618%  | 0.0000% | $152254720.00      | $648790.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-20      | 1.5717%  | 0.0000% | $75000000.00       | $1110697.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-16      | 1.6068%  | 0.0000% | $43921728.00       | $1116574.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-12-20      | 1.6111%  | 0.0000% | $62417088.00       | $437611.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.6111%  | 0.0000% | $39560000.00       | $666899.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 1.6111%  | 0.0000% | $27000000.00       | $588158.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 1.6111%  | 0.0000% | $21565152.00       | $504212.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 1.6113%  | 0.0000% | $72000000.00       | $1946698.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 1.6217%  | 0.0000% | $100000000.00      | $2517097.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-20      | 1.6217%  | 0.0000% | $50000000.00       | $889242.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.6217%  | 0.0000% | $83339136.00       | $4110706.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.6217%  | 0.0000% | $50000000.00       | $2461311.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.6217%  | 0.0000% | $26019712.00       | $1972702.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.6217%  | 0.0000% | $109452960.00      | $5827301.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.6217%  | 0.0000% | $67507456.00       | $4964591.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-02-16      | 1.6568%  | 0.0000% | $22448320.00       | $749319.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-11-16      | 1.6568%  | 0.0000% | $35446784.00       | $28626.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-01-20      | 1.6611%  | 0.0000% | $13613296.00       | $93889.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-02-20      | 1.6611%  | 0.0000% | $24395776.00       | $8785.30           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 1.6611%  | 0.0000% | $20257568.00       | $583947.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.6611%  | 0.0000% | $9801000.00        | $210782.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 1.6611%  | 0.0000% | $62000000.00       | $471917.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 1.6611%  | 0.0000% | $25000000.00       | $449747.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 1.6611%  | 0.0000% | $19007904.00       | $425260.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 1.6611%  | 0.0000% | $7225312.00        | $147792.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.6717%  | 0.0000% | $100000000.00      | $2630251.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.6717%  | 0.0000% | $75000000.00       | $5019794.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-09-20      | 1.6717%  | 0.0000% | $65730048.00       | $1574800.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.6717%  | 0.0000% | $101984896.00      | $4615469.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.6717%  | 0.0000% | $30000000.00       | $1188578.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-01-16      | 1.6868%  | 0.0000% | $99975168.00       | $14876.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-20      | 1.7111%  | 0.0000% | $17510080.00       | $414712.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.7111%  | 0.0000% | $30452240.00       | $477830.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.7217%  | 0.0000% | $56238976.00       | $3310068.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.7217%  | 0.0000% | $102250624.00      | $5090941.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-04-16      | 1.7569%  | 0.0000% | $314560960.00      | $2269448.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-12-20      | 1.7611%  | 0.0000% | $29461760.00       | $223846.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 1.7611%  | 0.0000% | $32229952.00       | $379178.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 1.7611%  | 0.0000% | $28034080.00       | $1062108.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 1.7611%  | 0.0000% | $23428544.00       | $722442.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 1.7611%  | 0.0000% | $10613104.00       | $158689.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | 1.7611%  | 0.0000% | $11563344.00       | $155842.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 1.7611%  | 0.0000% | $38751424.00       | $731455.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 1.7611%  | 0.0000% | $52186688.00       | $1443309.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.7717%  | 0.0000% | $30749952.00       | $1666944.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 1.7717%  | 0.0000% | $57500736.00       | $1477161.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.7717%  | 0.0000% | $20000000.00       | $1300679.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-07-16      | 1.8069%  | 0.0000% | $52958656.00       | $1100166.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 1.8111%  | 0.0000% | $63902848.00       | $1382708.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 1.8111%  | 0.0000% | $77205000.00       | $810457.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-06-20      | 1.8111%  | 0.0000% | $14500000.00       | $297417.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.8217%  | 0.0000% | $30870944.00       | $1830016.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 1.8611%  | 0.0000% | $130398720.00      | $9473381.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 1.8611%  | 0.0000% | $14875000.00       | $1392977.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-16      | 1.8671%  | 0.0000% | $57656896.00       | $5811534.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 1.9111%  | 0.0000% | $3524000.00        | $323151.45         | Agency Collateralized Mortgage Obligation |

### Security 119: Natixis SA

- **C.1 - Title:** Natixis SA 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP0RWG15, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP0RWG15_4.38_0606
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 8.1841%  | 0.0000% | $74934805.00       | $73231497.51       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 2.0135%  | 0.0000% | $21315952.00       | $189649.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 1.6111%  | 0.0000% | $33762395.00       | $796462.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 1.6111%  | 0.0000% | $15711883.00       | $407964.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 1.6611%  | 0.0000% | $36321538.00       | $1099753.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-06-20      | 1.7611%  | 0.0000% | $57377220.00       | $1583405.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 1.7611%  | 0.0000% | $57142857.00       | $1409349.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Bank                   | 2038-06-01      | 4.1500%  | 0.0000% | $10000.00          | $9177.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-03-01      | 5.0600%  | 0.0000% | $1000.00           | $1023.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-08-01      | 3.0000%  | 0.0000% | $1000.00           | $106.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $868.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $805.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1065.00           | $1105.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.76           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1016.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1022.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $769.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $996.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $989.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $958.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $983.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $875.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.5000%  | 0.0000% | $1000.00           | $923.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $394.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1040.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.38           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $997.16            | Agency Mortgage-Backed Securities         |

### Security 120: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP0T1OC8, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP0T1OC8_4.49_0829
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.8280%  | 0.0000% | $154768640.00      | $6056368.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | 6.0000%  | 0.0000% | $12722048.00       | $1923657.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-10-15      | 1.5532%  | 0.0000% | $74866304.00       | $1823945.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-04-15      | 1.6032%  | 0.0000% | $13558848.00       | $152761.82         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-05-15      | 1.7532%  | 0.0000% | $97046080.00       | $1482574.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-12-15      | 2.1532%  | 0.0000% | $37142848.00       | $148499.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-08-15      | 2.1532%  | 0.0000% | $48358400.00       | $1174193.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-05-15      | 3.5000%  | 0.0000% | $1600000.00        | $2205516.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-03-15      | 4.0000%  | 0.0000% | $17844740.00       | $85188.91          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-06-25      | N/A      | 0.0000% | $30000000.00       | $433334.78         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-06-25      | 1.3639%  | 0.0000% | $72083000.00       | $1036644.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-01-25      | 2.8776%  | 0.0000% | $2623000.00        | $391081.53         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.1000%  | 0.0000% | $424846000.00      | $1996279.35        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-05-25      | 0.0931%  | 0.0000% | $484999997.00      | $501230.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.3780%  | 0.0000% | $73499904.00       | $1928204.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.8280%  | 0.0000% | $137591040.00      | $3501375.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.9280%  | 0.0000% | $66098048.00       | $2970388.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-06-25      | 1.5635%  | 0.0000% | $49314688.00       | $1234220.91        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-01-25      | 1.5635%  | 0.0000% | $39259968.00       | $949621.06         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-11-25      | 1.6636%  | 0.0000% | $21200000.00       | $308294.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-01-25      | 1.6636%  | 0.0000% | $59090000.00       | $1089038.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-02-25      | 1.7635%  | 0.0000% | $47510144.00       | $1159021.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-10-25      | 2.1635%  | 0.0000% | $31855500.00       | $271449.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 3.0000%  | 0.0000% | $15224096.00       | $1368341.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-02-25      | 3.2000%  | 0.0000% | $13163344.00       | $3290161.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | 4.5000%  | 0.0000% | $7061984.00        | $6665986.82        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-25      | 4.5000%  | 0.0000% | $4637584.00        | $4477492.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 5.0000%  | 0.0000% | $5384168.00        | $4765145.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-12-25      | 5.0000%  | 0.0000% | $850000.00         | $30969.14          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-03-25      | 5.0000%  | 0.0000% | $3382000.00        | $488749.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.4978%  | 0.0000% | $225000000.00      | $9985228.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.5696%  | 0.0000% | $94209664.00       | $1105533.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.6390%  | 0.0000% | $88723072.00       | $1196147.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-12-16      | 0.6446%  | 0.0000% | $100017664.00      | $1111166.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-16      | 0.6995%  | 0.0000% | $85128960.00       | $960179.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 0.7111%  | 0.0000% | $50000000.00       | $816028.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-03-16      | 0.7191%  | 0.0000% | $90056832.00       | $1031606.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 0.7717%  | 0.0000% | $51000000.00       | $2403699.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 0.8217%  | 0.0000% | $2000000.00        | $49753.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.8217%  | 0.0000% | $200000000.00      | $7813926.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.8717%  | 0.0000% | $20000000.00       | $310475.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 0.8838%  | 0.0000% | $303501000.00      | $16821835.29       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-05-16      | 0.8961%  | 0.0000% | $85872384.00       | $888885.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.9217%  | 0.0000% | $113253760.00      | $4414979.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.9217%  | 0.0000% | $40000000.00       | $1495933.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.9217%  | 0.0000% | $50000000.00       | $1376636.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 0.9403%  | 0.0000% | $24278016.00       | $1549374.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.9661%  | 0.0000% | $300000000.00      | $17719110.52       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.9717%  | 0.0000% | $95000000.00       | $2931818.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.0217%  | 0.0000% | $19863392.00       | $1075551.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-03-20      | 1.1611%  | 0.0000% | $46718592.00       | $210672.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 1.3717%  | 0.0000% | $71201536.00       | $2585794.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.6111%  | 0.0000% | $68614000.00       | $797903.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 1.6111%  | 0.0000% | $79855360.00       | $885113.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 1.6111%  | 0.0000% | $25609312.00       | $415424.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 1.6111%  | 0.0000% | $28691328.00       | $638989.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 1.6611%  | 0.0000% | $45476720.00       | $696232.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.6717%  | 0.0000% | $100000000.00      | $2655676.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-06-20      | 1.7111%  | 0.0000% | $64075000.00       | $501916.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-05-20      | 1.7611%  | 0.0000% | $16790688.00       | $61858.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 1.7611%  | 0.0000% | $25000000.00       | $370294.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-01-20      | 2.2111%  | 0.0000% | $42925000.00       | $693707.62         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-11-25      | 6.5000%  | 0.0000% | $22956736.00       | $1154544.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | N/A      | 0.0000% | $66411904.00       | $320865.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | N/A      | 0.0000% | $74186560.00       | $299331.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | N/A      | 0.0000% | $34196864.00       | $269168.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | N/A      | 0.0000% | $8519824.00        | $25217.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $100000000.00      | $1108567.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 0.0500%  | 0.0000% | $49999872.00       | $47345.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $56995712.00       | $117011.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.1717%  | 0.0000% | $82374784.00       | $1297711.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 0.2111%  | 0.0000% | $60000000.00       | $360124.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.2643%  | 0.0000% | $161174528.00      | $1080307.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.3380%  | 0.0000% | $86608768.00       | $783196.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.3717%  | 0.0000% | $100000000.00      | $3274445.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-10-16      | 0.4047%  | 0.0000% | $112730752.00      | $246029.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-16      | 0.4050%  | 0.0000% | $151298048.00      | $96969.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.4258%  | 0.0000% | $100152704.00      | $1414686.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-04-20      | 2.3411%  | 0.0000% | $36564096.00       | $113257.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-16      | 2.6667%  | 0.0000% | $101561000.00      | $123641.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.7617%  | 0.0000% | $150000000.00      | $4251946.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 2.8217%  | 0.0000% | $45370112.00       | $2250364.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.3683%  | 0.0000% | $41115712.00       | $39858247.80       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-10-16      | 5.5000%  | 0.0000% | $46553040.00       | $7663176.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5283%  | 0.0000% | $30000000.00       | $24374336.06       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $2295000.00        | $120521.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-16      | 3.0000%  | 0.0000% | $11224848.00       | $9521830.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 3.0000%  | 0.0000% | $1469526.00        | $865761.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-03-20      | 3.0000%  | 0.0000% | $497262.00         | $8017.28           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $67833216.00       | $6103645.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $70666624.00       | $7442698.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $44701056.00       | $4114584.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-05-20      | 4.0000%  | 0.0000% | $35105000.00       | $1412296.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 4.0000%  | 0.0000% | $13466576.00       | $807317.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-20      | 4.0000%  | 0.0000% | $30580928.00       | $3659573.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-12-20      | 4.5000%  | 0.0000% | $56978500.00       | $281590.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-10-20      | 5.5000%  | 0.0000% | $75386000.00       | $41896153.27       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $9000000.00        | $10005667.15       | Agency Collateralized Mortgage Obligation |

### Security 121: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP0T4BW2, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP0T4BW2_4.53_0729
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-29
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2046-06-25      | 2.5000%  | 0.0000% | $75454016.00       | $3835495.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-10-25      | 2.5000%  | 0.0000% | $799997.00         | $87100.03          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.5000%  | 0.0000% | $3038880.00        | $284752.18         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 2.5000%  | 0.0000% | $2100000.00        | $305699.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 2.5000%  | 0.0000% | $1800000.00        | $203989.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.0000%  | 0.0000% | $50000045.00       | $4683690.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $11342126.00       | $1049722.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $2039876.00        | $180139.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-05-25      | 4.0000%  | 0.0000% | $14678200.00       | $656259.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-05-15      | 1.6532%  | 0.0000% | $92000000.00       | $1299097.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-02-15      | 2.2032%  | 0.0000% | $200831.00         | $1826.60           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-09-15      | 3.5000%  | 0.0000% | $2842940.00        | $1835159.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-07-15      | 5.0000%  | 0.0000% | $1010.00           | $88.91             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-09-15      | N/A      | 0.0000% | $3793583.00        | $615932.45         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-11-25      | 0.0212%  | 0.0000% | $32312428.00       | $130747.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-12-25      | 0.7159%  | 0.0000% | $27000000.00       | $891638.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-11-25      | 0.8452%  | 0.0000% | $3306554.00        | $121198.23         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-01-25      | 1.1824%  | 0.0000% | $134069.00         | $7829.30           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 1.2513%  | 0.0000% | $7159922.00        | $84724.51          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.7780%  | 0.0000% | $50473881.00       | $1954069.81        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 1.5780%  | 0.0000% | $100000.00         | $6340.75           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 1.5780%  | 0.0000% | $50515486.00       | $2939398.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.7280%  | 0.0000% | $41562471.00       | $2872620.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-02-25      | 1.8717%  | 0.0000% | $329134.00         | $3041.66           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2059-02-25      | 1.9886%  | 0.0000% | $21158243.00       | $221032.81         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 2.0636%  | 0.0000% | $2488903.00        | $21742.00          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-03-25      | 2.0836%  | 0.0000% | $129096691.00      | $675946.53         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2061-03-25      | 2.1348%  | 0.0000% | $99724779.00       | $3681305.65        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 2.3085%  | 0.0000% | $137608095.00      | $3851811.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 2.3936%  | 0.0000% | $178492944.00      | $5079398.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 2.6780%  | 0.0000% | $36491149.00       | $2471560.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 2.7780%  | 0.0000% | $6768175.00        | $552433.23         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-11-25      | 3.7227%  | 0.0000% | $15100.00          | $13096.33          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 3.7780%  | 0.0000% | $12909029.00       | $1082040.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 5.4220%  | 0.0000% | $2551872.00        | $2410548.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 5.6720%  | 0.0000% | $2866264.00        | $2683017.62        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | N/A      | 0.0000% | $3231808.00        | $1866646.59        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-10-25      | 1.7500%  | 0.0000% | $2909.00           | $190.31            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.0000%  | 0.0000% | $106635.00         | $11807.95          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 2.5000%  | 0.0000% | $5647585.00        | $723749.42         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 2.5000%  | 0.0000% | $100000.00         | $11393.76          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 2.5000%  | 0.0000% | $100000.00         | $12086.13          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 2.5000%  | 0.0000% | $1277109.00        | $135379.15         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $1958924.00        | $244914.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-07-25      | 2.5000%  | 0.0000% | $2955.00           | $1886.61           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-25      | 2.5000%  | 0.0000% | $3211542.00        | $375925.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-10-25      | 2.5000%  | 0.0000% | $1199995.00        | $118805.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 2.5000%  | 0.0000% | $1980765.00        | $286129.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 3.0000%  | 0.0000% | $98793.00          | $33257.59          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-01-25      | 3.0000%  | 0.0000% | $423596.00         | $182011.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-07-25      | 3.5000%  | 0.0000% | $999000.00         | $835479.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-10-25      | 4.0000%  | 0.0000% | $2817.00           | $557.90            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 4.0000%  | 0.0000% | $3814102.00        | $400648.10         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 6.0000%  | 0.0000% | $4934166.00        | $1084375.35        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-12-01      | 5.5000%  | 0.0000% | $63962022.00       | $188549.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-05-15      | 2.1563%  | 0.0000% | $119267492.00      | $554147.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | N/A      | 0.0000% | $100251.00         | $1024.37           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $12844115.00       | $39416.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | N/A      | 0.0000% | $10871049.00       | $86841.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 0.0100%  | 0.0000% | $99893402.00       | $11788.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 0.0171%  | 0.0000% | $145040096.00      | $95879.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0217%  | 0.0000% | $173333333.00      | $2285575.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.1000%  | 0.0000% | $17121343.00       | $30448.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-12-20      | 0.7520%  | 0.0000% | $42106880.00       | $2777826.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-11-20      | 0.7614%  | 0.0000% | $11513757.00       | $615019.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 0.9815%  | 0.0000% | $2866458.00        | $221928.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-09-20      | 0.9844%  | 0.0000% | $800000.00         | $61784.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-04-20      | 1.0016%  | 0.0000% | $40176915.00       | $2856741.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.0717%  | 0.0000% | $20904723.00       | $1143943.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.0917%  | 0.0000% | $73776767.00       | $4728654.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-01-20      | 1.1002%  | 0.0000% | $7893669.00        | $644692.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-12-16      | 1.1068%  | 0.0000% | $32895914.00       | $302626.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.1217%  | 0.0000% | $89844999.00       | $3849615.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.1717%  | 0.0000% | $100000000.00      | $3100291.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.2217%  | 0.0000% | $31506001.00       | $1686470.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.3717%  | 0.0000% | $13850909.00       | $534387.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.4217%  | 0.0000% | $50000000.00       | $2005397.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.4717%  | 0.0000% | $534262.00         | $16876.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.6217%  | 0.0000% | $66375526.00       | $4044189.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.6417%  | 0.0000% | $26521534.00       | $1242357.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.6496%  | 0.0000% | $69848516.00       | $3036751.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-20      | 1.6611%  | 0.0000% | $4617799.00        | $68661.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 1.6611%  | 0.0000% | $3160500.00        | $107559.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.6717%  | 0.0000% | $16903501.00       | $962851.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.7317%  | 0.0000% | $143854811.00      | $9081494.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.7417%  | 0.0000% | $66274491.00       | $4857185.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.7717%  | 0.0000% | $3317878.00        | $271261.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.8217%  | 0.0000% | $100012.00         | $6337.42           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 1.8717%  | 0.0000% | $25947488.00       | $2161944.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $41460150.00       | $2598557.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.0717%  | 0.0000% | $128753.00         | $5594.90           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 2.0717%  | 0.0000% | $903520.00         | $36701.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.1717%  | 0.0000% | $49500000.00       | $2838527.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 2.2417%  | 0.0000% | $16274976.00       | $1373070.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1230500.00        | $745779.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.6717%  | 0.0000% | $30417194.00       | $1663160.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.7217%  | 0.0000% | $5404418.00        | $224892.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.7717%  | 0.0000% | $4632564.00        | $385288.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 2.8717%  | 0.0000% | $405440.00         | $20225.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 3.0000%  | 0.0000% | $1000.00           | $1070.12           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $14829551.00       | $10869106.83       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.2083%  | 0.0000% | $17872691.00       | $13182195.67       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 5.3283%  | 0.0000% | $43246365.00       | $21212448.35       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3283%  | 0.0000% | $9219234.00        | $5923558.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3283%  | 0.0000% | $93303.00          | $74577.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.3283%  | 0.0000% | $5260947.00        | $2766317.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.3483%  | 0.0000% | $738051.00         | $637664.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.4283%  | 0.0000% | $4523159.00        | $3495832.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4283%  | 0.0000% | $10143699.00       | $9085077.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4283%  | 0.0000% | $576574.00         | $539631.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4383%  | 0.0000% | $12352.00          | $10877.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.5283%  | 0.0000% | $11882221.00       | $6500558.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.5783%  | 0.0000% | $879524.00         | $505129.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.8283%  | 0.0000% | $41175467.00       | $19156387.22       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 9.0869%  | 0.0000% | $676734.00         | $696246.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | N/A      | 0.0000% | $5302230.00        | $2988119.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | N/A      | 0.0000% | $1865456.00        | $1159598.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $1217271.00        | $645642.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | N/A      | 0.0000% | $1901186.00        | $1203197.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $99900000.00       | $8750845.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $20504746.00       | $1801900.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $126100.00         | $9931.51           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $2184237.00        | $273590.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 3.5000%  | 0.0000% | $3087286.00        | $343019.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.5000%  | 0.0000% | $31116000.00       | $2147682.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.0280%  | 0.0000% | $26597226.00       | $1405005.70        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 1.0280%  | 0.0000% | $100001.00         | $5329.80           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 1.3780%  | 0.0000% | $42358498.00       | $1443239.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 1.5780%  | 0.0000% | $41591340.00       | $2634235.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 1.6280%  | 0.0000% | $39259107.00       | $2524325.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 1.6636%  | 0.0000% | $20421956.00       | $1153010.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 1.6780%  | 0.0000% | $15000000.00       | $840586.08         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 2.0380%  | 0.0000% | $100000.00         | $6027.89           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 2.1780%  | 0.0000% | $100001.00         | $3189.66           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 2.7780%  | 0.0000% | $44854906.00       | $3929074.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 2.8280%  | 0.0000% | $18177024.00       | $1381706.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 3.0000%  | 0.0000% | $817836.00         | $167772.82         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-08-25      | N/A      | 0.0000% | $8257096.00        | $4559760.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | N/A      | 0.0000% | $4760704.00        | $2732355.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | N/A      | 0.0000% | $110000.00         | $57766.23          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | N/A      | 0.0000% | $4187534.00        | $2290942.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | N/A      | 0.0000% | $14659898.00       | $8683903.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-10-01      | 5.0000%  | 0.0000% | $176201.00         | $12387.29          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 5.5000%  | 0.0000% | $46414124.00       | $12353497.86       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $8541807.00        | $7483779.05        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $1300000.00        | $1021589.51        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $14207.00          | $11164.41          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1078004.00        | $1087970.11        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $340584.00         | $344868.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1397.00           | $1414.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $7000.00           | $7128.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 6.0000%  | 0.0000% | $1064950.00        | $44381.90          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $1079745.00        | $909533.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $7985.00           | $6061.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.5000%  | 0.0000% | $5792612.00        | $70478.19          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $1095600.00        | $1054529.50        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $1812085.00        | $1877535.98        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $2418121.00        | $2394425.85        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 6.5000%  | 0.0000% | $3278877.00        | $3024997.85        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 7.5000%  | 0.0000% | $143932.00         | $152530.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 7.5000%  | 0.0000% | $170452.00         | $181409.79         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-08-15      | 4.5000%  | 0.0000% | $13859369.00       | $322249.27         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-03-20      | 6.3750%  | 0.0000% | $2982662.00        | $24068.01          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $45246.00          | $23162.86          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $16023.00          | $13048.48          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $3075536.00        | $3014823.14        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $713286.00         | $703816.66         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $2903549.00        | $1823795.12        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $66454.00          | $46963.70          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $855631.00         | $881191.93         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $121408.00         | $69157.81          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 7.0000%  | 0.0000% | $23658.00          | $649.02            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $16184580.00       | $12321482.76       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-06-20      | 3.5000%  | 0.0000% | $1452250.00        | $1113917.78        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 5.0000%  | 0.0000% | $790393.00         | $195168.97         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1113296.00        | $824706.87         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 5.0000%  | 0.0000% | $21912626.00       | $4066269.05        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1578153.00        | $1310373.84        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 5.0000%  | 0.0000% | $2200000.00        | $251334.60         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-11-01      | 4.5000%  | 0.0000% | $135000.00         | $14184.50          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 4.5000%  | 0.0000% | $909180.00         | $430714.48         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $6555374.00        | $6038637.02        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $8135292.00        | $696817.82         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 4.5000%  | 0.0000% | $200000.00         | $32046.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-01-01      | 4.5000%  | 0.0000% | $1104037.00        | $59804.25          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-09-01      | 4.5000%  | 0.0000% | $1216128.00        | $156898.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 4.0000%  | 0.0000% | $44000.00          | $36827.85          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $278530.00         | $201202.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $259323371.00      | $19638899.63       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $110324.00         | $11832.36          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-01-01      | 4.0000%  | 0.0000% | $2441000.00        | $265931.30         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $9207842.00        | $1608264.25        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-09-01      | 4.0000%  | 0.0000% | $100000.00         | $12664.47          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 4.0000%  | 0.0000% | $919123.00         | $152199.84         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-08-01      | 4.0000%  | 0.0000% | $1730591.00        | $180246.47         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 4.0000%  | 0.0000% | $1949.00           | $64.11             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-12-01      | 3.5000%  | 0.0000% | $509990.00         | $66561.58          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $155622.00         | $135094.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $875447.00         | $727729.30         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-11-25      | 1.9044%  | 0.0000% | $475897.00         | $25502.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 6.0000%  | 0.0000% | $7299665.00        | $623549.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-07-20      | 6.0000%  | 0.0000% | $4000000.00        | $455917.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $89151.00          | $88527.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 5.5000%  | 0.0000% | $17088939.00       | $778737.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $25441698.00       | $1495429.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-09-01      | 2.8900%  | 0.0000% | $345075.00         | $298843.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-06-01      | 3.4000%  | 0.0000% | $2105.00           | $1897.91           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 3.6900%  | 0.0000% | $1059538.00        | $992520.64         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-09-01      | 3.7300%  | 0.0000% | $22415.00          | $21623.81          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 4.5200%  | 0.0000% | $118686.00         | $106516.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-01-01      | 4.5200%  | 0.0000% | $134900.00         | $133637.09         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5700%  | 0.0000% | $60015.00          | $53162.44          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-01-01      | 5.2800%  | 0.0000% | $150000.00         | $154746.80         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-12-01      | 5.3100%  | 0.0000% | $1137420.00        | $1173508.63        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $280465.00         | $175257.40         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $52000.00          | $34143.04          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.5000%  | 0.0000% | $157335.00         | $93067.02          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $99000.00          | $64004.32          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 3.0000%  | 0.0000% | $790000.00         | $389778.69         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-05-01      | 3.5000%  | 0.0000% | $2130000.00        | $235799.23         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 3.5000%  | 0.0000% | $95000.00          | $11379.07          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $7000.00           | $5193.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-02-01      | 4.0000%  | 0.0000% | $555000.00         | $58116.16          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 4.0000%  | 0.0000% | $1475000.00        | $251640.06         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.0000%  | 0.0000% | $23019114.00       | $3321605.04        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-05-01      | 4.5000%  | 0.0000% | $600000.00         | $67935.63          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 4.5000%  | 0.0000% | $106000.00         | $24228.27          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 4.5000%  | 0.0000% | $80000.00          | $68645.67          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 5.0000%  | 0.0000% | $164446.00         | $11758.52          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $7000.00           | $5390.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.0000%  | 0.0000% | $6000.00           | $5498.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $7000.00           | $5196.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $13288751.00       | $10076611.31       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 5.0000%  | 0.0000% | $509004.00         | $488269.41         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $1017492.00        | $835288.51         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $22000.00          | $17961.74          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.5000%  | 0.0000% | $29000.00          | $23599.60          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $796894.00         | $746712.10         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $2083690.00        | $2075133.72        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1212923.00        | $1211302.95        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $4932962.00        | $4909735.42        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.0000%  | 0.0000% | $7000.00           | $5516.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.0000%  | 0.0000% | $7000.00           | $5700.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $45000.00          | $42615.92          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $2769752.00        | $2796911.27        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.0000%  | 0.0000% | $411150.00         | $416533.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $2124008.00        | $2159031.58        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $3000000.00        | $3080749.00        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $574053.00         | $525755.18         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $1361847.00        | $1322110.30        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $129101.00         | $135250.14         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 7.0000%  | 0.0000% | $724918.00         | $249841.39         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2031-08-01      | 7.5000%  | 0.0000% | $1095808.00        | $5444.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-01-01      | 2.5970%  | 0.0000% | $2000000.00        | $341365.13         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 3.2500%  | 0.0000% | $1278866.00        | $1173156.28        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.4550%  | 0.0000% | $4579491.00        | $4614484.29        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-03-01      | 6.3650%  | 0.0000% | $2094090.00        | $29203.48          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-09-01      | 7.1880%  | 0.0000% | $2000000.00        | $41458.65          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 3.9620%  | 0.0000% | $2446980.00        | $280531.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 4.1840%  | 0.0000% | $123308.00         | $113328.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 4.3030%  | 0.0000% | $398000.00         | $47732.77          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 4.8640%  | 0.0000% | $2263720.00        | $1948801.77        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-10-01      | 5.6150%  | 0.0000% | $1322239.00        | $6784.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 6.1350%  | 0.0000% | $10000000.00       | $134428.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-03-01      | 6.1750%  | 0.0000% | $25065000.00       | $272948.35         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-02-01      | 6.1970%  | 0.0000% | $1500000.00        | $15165.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 6.3320%  | 0.0000% | $68017058.00       | $315172.56         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.5750%  | 0.0000% | $5590605.00        | $77315.14          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-04-01      | 6.9130%  | 0.0000% | $115000.00         | $23346.59          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-01      | 6.9280%  | 0.0000% | $2249983.00        | $86067.31          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 6.9440%  | 0.0000% | $7001010.00        | $718812.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 6.9700%  | 0.0000% | $206847.00         | $213869.82         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-03-01      | 7.4890%  | 0.0000% | $1500000.00        | $27497.57          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-07-01      | 7.6520%  | 0.0000% | $5093886.00        | $84029.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 1.5000%  | 0.0000% | $137000.00         | $74852.39          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $900000.00         | $565839.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $38225.00          | $24938.40          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $100000.00         | $51120.70          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $63131.00          | $28667.36          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $210000.00         | $109907.60         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.5000%  | 0.0000% | $1488.00           | $801.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 2.5000%  | 0.0000% | $134877.00         | $93484.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-12-01      | 3.0000%  | 0.0000% | $32000.00          | $6207.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 3.0000%  | 0.0000% | $666969.00         | $125921.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1577492.00        | $999493.08         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.0000%  | 0.0000% | $50000.00          | $11737.88          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $3538831.00        | $1512881.31        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $27999.00          | $15394.62          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-06-01      | 3.0000%  | 0.0000% | $71915.00          | $34205.93          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $33000.00          | $5803.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-11-01      | 3.5000%  | 0.0000% | $600000.00         | $44677.87          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-11-01      | 3.5000%  | 0.0000% | $2870000.00        | $418224.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-12-01      | 3.5000%  | 0.0000% | $1000000.00        | $119339.08         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $7000.00           | $5104.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.5000%  | 0.0000% | $1673002.00        | $1289211.38        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-12-01      | 2.0000%  | 0.0000% | $100000.00         | $49756.13          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-11-01      | 1.2200%  | 0.0000% | $989020.00         | $766958.09         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2033-12-01      | 4.5800%  | 0.0000% | $355467.00         | $349966.61         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-11-01      | 4.9000%  | 0.0000% | $144855.00         | $146150.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-10-01      | 2.0900%  | 0.0000% | $26676.00          | $20696.54          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-10-01      | 2.1500%  | 0.0000% | $1208385.00        | $859464.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-10-01      | 2.2650%  | 0.0000% | $1098976.00        | $748238.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-12-01      | 2.4100%  | 0.0000% | $1983161.00        | $1368106.21        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-11-01      | 2.4750%  | 0.0000% | $360283.00         | $325492.03         | Agency Mortgage-Backed Securities         |

### Security 122: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP0T8XV1, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP0T8XV1_4.49_0829
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.1500%  | 0.0000% | $23000000.00       | $74112.65          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 1.4780%  | 0.0000% | $65696896.00       | $2960926.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-12-25      | 5.5000%  | 0.0000% | $6000000.00        | $6590740.31        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | N/A      | 0.0000% | $34498688.00       | $19533691.04       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-11-25      | 3.0000%  | 0.0000% | $6039632.00        | $3738858.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-06-25      | 3.5000%  | 0.0000% | $73432704.00       | $6830897.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 5.5000%  | 0.0000% | $21504416.00       | $12891705.20       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-02-15      | 1.6532%  | 0.0000% | $131500000.00      | $982687.80         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-05-15      | 1.6532%  | 0.0000% | $614344704.00      | $8732367.79        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-02-15      | 2.5532%  | 0.0000% | $50000000.00       | $86011.66          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-10-15      | 3.0000%  | 0.0000% | $13364912.00       | $4021257.97        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-01-15      | 3.5000%  | 0.0000% | $3791908.00        | $1264953.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-06-15      | 3.5000%  | 0.0000% | $5000000.00        | $3218385.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-03-15      | 3.5000%  | 0.0000% | $2088452.00        | $2113222.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-02-15      | 3.5000%  | 0.0000% | $1300000.00        | $1016891.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-01-15      | 5.0000%  | 0.0000% | $6000000.00        | $1085648.45        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-05-15      | 4.0000%  | 0.0000% | $17761376.00       | $19534.71          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-07-15      | 6.0000%  | 0.0000% | $39759104.00       | $591993.92         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-12-25      | 0.1051%  | 0.0000% | $60000000.00       | $355380.68         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-05-25      | 0.8920%  | 0.0000% | $160520448.00      | $2720681.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 1.0000%  | 0.0000% | $6132304.00        | $564140.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-02-25      | 2.6517%  | 0.0000% | $9230000.00        | $1154341.91        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-10-25      | 2.6919%  | 0.0000% | $10819696.00       | $1267521.70        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2059-02-25      | 5.6440%  | 0.0000% | $6787000.00        | $1775713.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-01-25      | N/A      | 0.0000% | $42024000.00       | $30685588.61       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | 0.1000%  | 0.0000% | $44593200.00       | $205688.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-08-25      | 0.1000%  | 0.0000% | $489726000.00      | $1693799.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-08-25      | 0.1000%  | 0.0000% | $54414000.00       | $226882.17         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-04-25      | 0.0624%  | 0.0000% | $52998144.00       | $33767.95          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.0780%  | 0.0000% | $80910336.00       | $6062940.55        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.4280%  | 0.0000% | $50000000.00       | $2448728.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-04-25      | 1.6136%  | 0.0000% | $116892288.00      | $3357442.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-03-25      | 1.6636%  | 0.0000% | $76362880.00       | $1283480.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-12-25      | 1.6636%  | 0.0000% | $54672000.00       | $1774747.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 1.7135%  | 0.0000% | $26615872.00       | $298655.61         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-11-25      | 1.7535%  | 0.0000% | $46035904.00       | $916302.49         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-01-25      | 1.8135%  | 0.0000% | $55174464.00       | $1208133.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-07-25      | 2.1136%  | 0.0000% | $330000000.00      | $923234.19         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-06-25      | 2.1635%  | 0.0000% | $49987584.00       | $13554.59          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-06-25      | 5.5000%  | 0.0000% | $162996224.00      | $155157.84         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | N/A      | 0.0000% | $1903582.00        | $1122574.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-03-25      | 1.5000%  | 0.0000% | $67103488.00       | $4939129.55        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-10-25      | 3.0000%  | 0.0000% | $12300000.00       | $331861.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-01-25      | 3.0000%  | 0.0000% | $4824000.00        | $3992900.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-11-25      | 3.5000%  | 0.0000% | $881710.00         | $1274127.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-06-25      | 3.5000%  | 0.0000% | $1425000.00        | $1255570.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-10-25      | 3.5000%  | 0.0000% | $2581000.00        | $820637.00         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-10-25      | 3.5000%  | 0.0000% | $9290736.00        | $8585841.63        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-11-25      | 5.0000%  | 0.0000% | $10318736.00       | $10804132.69       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 5.0000%  | 0.0000% | $2094000.00        | $1888107.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-07-25      | 6.0000%  | 0.0000% | $38904896.00       | $940588.58         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-12-25      | 6.0000%  | 0.0000% | $4415368.00        | $5170721.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | N/A      | 0.0000% | $25000000.00       | $27738.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | N/A      | 0.0000% | $150000000.00      | $288201.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $26381440.00       | $223574.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $93492320.00       | $679399.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $33333312.00       | $346445.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $18870600.00       | $128553.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | N/A      | 0.0000% | $102236160.00      | $50578.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $174133248.00      | $134759.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $50000000.00       | $537598.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | N/A      | 0.0000% | $61177216.00       | $455796.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | N/A      | 0.0000% | $84992000.00       | $41280.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $20000000.00       | $200153.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 0.0217%  | 0.0000% | $25000000.00       | $438039.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 0.0300%  | 0.0000% | $27295744.00       | $8591.66           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 0.0400%  | 0.0000% | $49995776.00       | $25678.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-07-16      | 0.0500%  | 0.0000% | $7999488.00        | $6023.99           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 0.0600%  | 0.0000% | $135439616.00      | $142238.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 0.1000%  | 0.0000% | $55000000.00       | $122607.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.3182%  | 0.0000% | $225298000.00      | $7216166.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.4492%  | 0.0000% | $150000000.00      | $7102524.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.4717%  | 0.0000% | $30000000.00       | $1345506.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-09-16      | 0.5821%  | 0.0000% | $80012800.00       | $1510122.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-10-16      | 0.5934%  | 0.0000% | $186330000.00      | $956324.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-16      | 0.6251%  | 0.0000% | $144291584.00      | $8843671.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-16      | 0.6547%  | 0.0000% | $90340096.00       | $1002685.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.6624%  | 0.0000% | $61467328.00       | $839404.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-20      | 0.6717%  | 0.0000% | $37044800.00       | $421509.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 0.6717%  | 0.0000% | $53622208.00       | $965702.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-07-16      | 0.6970%  | 0.0000% | $38018720.00       | $794915.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-07-16      | 0.7042%  | 0.0000% | $80019328.00       | $1166665.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.7217%  | 0.0000% | $40000000.00       | $1282487.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-06-16      | 0.7449%  | 0.0000% | $170005504.00      | $2684536.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-16      | 0.7606%  | 0.0000% | $100000000.00      | $6182952.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.7763%  | 0.0000% | $139356672.00      | $1862324.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-16      | 0.7849%  | 0.0000% | $195346432.00      | $101215.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.7870%  | 0.0000% | $104310144.00      | $856669.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.8717%  | 0.0000% | $170000000.00      | $8268814.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.9217%  | 0.0000% | $50000000.00       | $2376997.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.9492%  | 0.0000% | $252959000.00      | $16062278.43       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.9717%  | 0.0000% | $32500000.00       | $609821.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.3783%  | 0.0000% | $6454112.00        | $6396958.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-05-16      | 5.5000%  | 0.0000% | $6629392.00        | $5621767.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $3294324.00        | $3331925.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $8642960.00        | $9693320.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 3.0000%  | 0.0000% | $58030500.00       | $4911238.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $54750000.00       | $5242424.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $35000000.00       | $2884205.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $22158080.00       | $2401310.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-01-20      | 3.5000%  | 0.0000% | $32761408.00       | $415438.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-07-16      | 4.5000%  | 0.0000% | $6800000.00        | $2064998.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-16      | 4.5000%  | 0.0000% | $3668000.00        | $3591783.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 4.5000%  | 0.0000% | $33538368.00       | $16729890.78       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.5000%  | 0.0000% | $624491.00         | $588000.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $2500000.00        | $2468142.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 5.0000%  | 0.0000% | $6495136.00        | $6243225.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 5.5000%  | 0.0000% | $63392448.00       | $1552614.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.5000%  | 0.0000% | $8815504.00        | $9412228.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $11543456.00       | $12969699.73       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.3283%  | 0.0000% | $53023120.00       | $52084101.43       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.0000%  | 0.0000% | $670000.00         | $528077.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | N/A      | 0.0000% | $140000000.00      | $2299728.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.0500%  | 0.0000% | $158960128.00      | $180997.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-02-16      | 4.5000%  | 0.0000% | $20000000.00       | $5410442.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-02-20      | 3.5000%  | 0.0000% | $8444576.00        | $2600812.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 3.0000%  | 0.0000% | $15463000.00       | $13622109.98       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 2.8717%  | 0.0000% | $25955520.00       | $2646303.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 2.8500%  | 0.0000% | $1700000.00        | $1650171.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.2917%  | 0.0000% | $75000000.00       | $3482267.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-16      | 2.1568%  | 0.0000% | $54710960.00       | $421491.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-01-20      | 1.9217%  | 0.0000% | $138083584.00      | $2130422.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-10-16      | 1.8568%  | 0.0000% | $42024960.00       | $20651.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 1.7217%  | 0.0000% | $33599488.00       | $1697423.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 1.6911%  | 0.0000% | $63081856.00       | $841124.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 1.6611%  | 0.0000% | $10175000.00       | $816753.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-11-20      | 1.6611%  | 0.0000% | $46497777.00       | $11251.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-07-16      | 1.6568%  | 0.0000% | $25000000.00       | $231744.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.6217%  | 0.0000% | $469099520.00      | $28432451.23       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 1.6111%  | 0.0000% | $43600000.00       | $660205.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.6111%  | 0.0000% | $56361920.00       | $1292696.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.5717%  | 0.0000% | $100000000.00      | $7638821.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 1.5717%  | 0.0000% | $120000000.00      | $2887841.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-16      | 1.5569%  | 0.0000% | $39134080.00       | $1291265.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.5217%  | 0.0000% | $25000000.00       | $1094173.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.4217%  | 0.0000% | $50000000.00       | $2397456.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.3717%  | 0.0000% | $73207936.00       | $3267113.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.3717%  | 0.0000% | $25514784.00       | $1241472.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.3717%  | 0.0000% | $34801088.00       | $2394015.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.2717%  | 0.0000% | $115921152.00      | $4373245.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.2217%  | 0.0000% | $30000000.00       | $1182750.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 1.1717%  | 0.0000% | $56784640.00       | $2266288.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-01-16      | 1.1700%  | 0.0000% | $175779584.00      | $194367.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.0717%  | 0.0000% | $146310912.00      | $7922092.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.0717%  | 0.0000% | $30000000.00       | $547966.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-07-16      | 1.0482%  | 0.0000% | $65512064.00       | $2092181.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.9717%  | 0.0000% | $82806528.00       | $2634447.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-07-25      | N/A      | 0.0000% | $725000000.00      | $1150505.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-10-25      | 0.1869%  | 0.0000% | $624016384.00      | $4599540.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-09-25      | 4.6105%  | 0.0000% | $4800000.00        | $4796001.48        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2029-10-25      | 0.9100%  | 0.0000% | $103901000.00      | $3217092.48        | Agency Mortgage-Backed Securities         |

### Security 123: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP0TBOK8, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP0TBOK8_4.49_0829
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-09-20      | 0.4717%  | 0.0000% | $200000000.00      | $5928943.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.4717%  | 0.0000% | $100000000.00      | $3454164.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-04-16      | 0.5088%  | 0.0000% | $150000000.00      | $9423049.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-06-16      | 0.5170%  | 0.0000% | $74964480.00       | $661036.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-16      | 0.5301%  | 0.0000% | $177569792.00      | $26088.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.5443%  | 0.0000% | $89989504.00       | $1386938.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.5602%  | 0.0000% | $125000000.00      | $5769822.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.6294%  | 0.0000% | $350000000.00      | $17925066.27       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-16      | 0.6440%  | 0.0000% | $50000000.00       | $2749316.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-07-16      | 0.6553%  | 0.0000% | $92958464.00       | $909417.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-07-16      | 0.6755%  | 0.0000% | $110895104.00      | $400924.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-16      | 0.7288%  | 0.0000% | $110000000.00      | $1794125.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.7312%  | 0.0000% | $200046000.00      | $1997813.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.7340%  | 0.0000% | $150000000.00      | $8424791.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.7460%  | 0.0000% | $297500000.00      | $11936346.78       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-16      | 0.7784%  | 0.0000% | $116691712.00      | $7209925.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-16      | 0.8127%  | 0.0000% | $75000000.00       | $4360776.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.8502%  | 0.0000% | $50471440.00       | $3402968.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-07-16      | 0.8709%  | 0.0000% | $245000000.00      | $11690788.57       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.8717%  | 0.0000% | $56000000.00       | $2212110.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.9217%  | 0.0000% | $71627520.00       | $3370046.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 0.9917%  | 0.0000% | $42559296.00       | $639955.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.0017%  | 0.0000% | $30000000.00       | $1280114.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.0217%  | 0.0000% | $100000000.00      | $4614129.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.0717%  | 0.0000% | $50000000.00       | $1461009.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.1717%  | 0.0000% | $400000000.00      | $7242771.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 1.2217%  | 0.0000% | $50441600.00       | $1217014.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.3717%  | 0.0000% | $89176832.00       | $5014357.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.3717%  | 0.0000% | $30000000.00       | $1324601.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.4017%  | 0.0000% | $70000000.00       | $2530984.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.4217%  | 0.0000% | $35030000.00       | $922359.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-09-20      | 1.4613%  | 0.0000% | $17018360.00       | $75742.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.4717%  | 0.0000% | $100000000.00      | $6702910.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-16      | 1.6068%  | 0.0000% | $6702112.00        | $456561.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 1.6111%  | 0.0000% | $74114560.00       | $734146.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-20      | 1.6217%  | 0.0000% | $141569024.00      | $4170138.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.6217%  | 0.0000% | $56367120.00       | $2554501.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-16      | 1.6973%  | 0.0000% | $187809600.00      | $188345.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-06-20      | 1.7111%  | 0.0000% | $33568000.00       | $36470.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.7217%  | 0.0000% | $50209152.00       | $1642949.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.7217%  | 0.0000% | $20000000.00       | $713028.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-05-20      | 1.7611%  | 0.0000% | $28603872.00       | $100521.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 1.7611%  | 0.0000% | $47757504.00       | $860614.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | 1.7613%  | 0.0000% | $34400000.00       | $895826.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 1.7613%  | 0.0000% | $41600000.00       | $1173002.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-11-16      | 1.8069%  | 0.0000% | $63076736.00       | $137139.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 2.2717%  | 0.0000% | $32691776.00       | $1500193.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.3217%  | 0.0000% | $282167296.00      | $7564218.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-01-16      | 2.3569%  | 0.0000% | $496144640.00      | $1874931.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.6217%  | 0.0000% | $55696240.00       | $2986295.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.6717%  | 0.0000% | $50000000.00       | $4632469.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.6717%  | 0.0000% | $25000000.00       | $2037226.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.7717%  | 0.0000% | $50670000.00       | $3752823.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 2.8217%  | 0.0000% | $47100928.00       | $4566143.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 2.8717%  | 0.0000% | $70000000.00       | $7232192.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 2.8717%  | 0.0000% | $37067904.00       | $5794177.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 2.8717%  | 0.0000% | $50000000.00       | $3523816.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.9717%  | 0.0000% | $39628160.00       | $2558572.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $2825000.00        | $1682055.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $26024864.00       | $3637232.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 3.0000%  | 0.0000% | $18879360.00       | $13881033.80       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-03-16      | 3.5000%  | 0.0000% | $18249600.00       | $21368989.89       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-11-16      | 4.5000%  | 0.0000% | $50000000.00       | $17641444.54       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.3283%  | 0.0000% | $14615680.00       | $14356842.06       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | N/A      | 0.0000% | $1170000.00        | $672704.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $14979376.00       | $1206800.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $16729600.00       | $1531957.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $45856880.00       | $3877503.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $185198336.00      | $17062860.40       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 3.2500%  | 0.0000% | $2412232.00        | $2570164.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $17994000.00       | $5144329.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $98055552.00       | $8677661.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.8780%  | 0.0000% | $100000000.00      | $2648007.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-12-25      | 1.2780%  | 0.0000% | $100000000.00      | $3601488.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.7780%  | 0.0000% | $49689400.00       | $3390486.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2061-10-15      | N/A      | 0.0000% | $58040320.00       | $20201.87          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-08-15      | 1.5532%  | 0.0000% | $37174976.00       | $533048.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $9178560.00        | $676127.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 3.5000%  | 0.0000% | $714285.00         | $34507.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 4.2500%  | 0.0000% | $20000000.00       | $469140.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-05-20      | 4.5000%  | 0.0000% | $17715744.00       | $516710.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 4.5000%  | 0.0000% | $18571080.00       | $1454009.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-20      | 5.0000%  | 0.0000% | $30000000.00       | $542386.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-20      | 5.0000%  | 0.0000% | $15000000.00       | $2092247.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $34970048.00       | $26316176.10       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.0000%  | 0.0000% | $7884168.00        | $7372381.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-09-20      | 6.0000%  | 0.0000% | $35697088.00       | $700974.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-06-15      | 1.5532%  | 0.0000% | $3000000.00        | $35005.96          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | 1.6032%  | 0.0000% | $13148352.00       | $89317.30          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-03-15      | 2.0032%  | 0.0000% | $26508896.00       | $228541.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-02-15      | 2.0532%  | 0.0000% | $105159424.00      | $990535.37         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-01-15      | 3.0000%  | 0.0000% | $6236488.00        | $6745011.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-05-15      | 3.0000%  | 0.0000% | $1107000.00        | $1117625.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-05-15      | 3.0000%  | 0.0000% | $8662832.00        | $10102122.90       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-11-15      | 3.0000%  | 0.0000% | $3156312.00        | $3258352.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-07-15      | 3.5000%  | 0.0000% | $15598576.00       | $12352617.73       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-04-15      | 4.0000%  | 0.0000% | $19000000.00       | $6531156.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-12-15      | 4.0000%  | 0.0000% | $24277536.00       | $6970063.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-03-15      | 4.0000%  | 0.0000% | $5082000.00        | $4519594.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-02-15      | 3.5000%  | 0.0000% | $15199904.00       | $132869.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-08-15      | 5.0000%  | 0.0000% | $61727232.00       | $631001.99         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-05-25      | 2.1428%  | 0.0000% | $11760000.00       | $462981.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-04-25      | 2.7808%  | 0.0000% | $14600000.00       | $1910630.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-09-25      | 2.9328%  | 0.0000% | $3532000.00        | $434896.93         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-10-25      | 3.5949%  | 0.0000% | $24188000.00       | $22070917.82       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-05-25      | 0.1753%  | 0.0000% | $240000000.00      | $2911958.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-07-25      | 3.0000%  | 0.0000% | $8000000.00        | $6074077.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.0500%  | 0.0000% | $8000000.00        | $12931.46          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-03-25      | 0.3635%  | 0.0000% | $28571424.00       | $118826.92         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.5500%  | 0.0000% | $5000000.00        | $67536.34          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-04-25      | 1.4780%  | 0.0000% | $83012224.00       | $7637887.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-08-25      | 1.5635%  | 0.0000% | $55000000.00       | $612260.01         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-03-25      | 1.6136%  | 0.0000% | $17306336.00       | $174292.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-10-25      | 1.6136%  | 0.0000% | $78461952.00       | $2514850.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-02-25      | 1.6636%  | 0.0000% | $64500000.00       | $1721396.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-07-25      | 1.7635%  | 0.0000% | $51577088.00       | $92858.47          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 1.7635%  | 0.0000% | $185428480.00      | $2998294.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-09-25      | 2.1435%  | 0.0000% | $122239232.00      | $563123.79         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-11-25      | 2.1635%  | 0.0000% | $161500000.00      | $208400.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-12-25      | N/A      | 0.0000% | $2675000.00        | $289946.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-06-25      | 3.5000%  | 0.0000% | $24798000.00       | $8985694.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-04-25      | 3.5000%  | 0.0000% | $9765328.00        | $8080009.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-08-25      | 4.0000%  | 0.0000% | $18413000.00       | $5510515.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-01-25      | 4.0000%  | 0.0000% | $21488000.00       | $98360.43          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2060-03-25      | 4.0000%  | 0.0000% | $15293872.00       | $1061449.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 5.5000%  | 0.0000% | $7352960.00        | $7012289.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | N/A      | 0.0000% | $30000000.00       | $70060.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $110000000.00      | $932996.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $7000000.00        | $71484.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $10000000.00       | $49142.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $125000000.00      | $950561.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | N/A      | 0.0000% | $500000000.00      | $5881918.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 0.0500%  | 0.0000% | $53858624.00       | $59104.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.0500%  | 0.0000% | $14286782.00       | $19608.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.0510%  | 0.0000% | $158089216.00      | $39259.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 0.0700%  | 0.0000% | $147321344.00      | $161677.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.1000%  | 0.0000% | $5000000.00        | $14841.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 0.1100%  | 0.0000% | $5000000.00        | $9360.88           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-07-16      | 0.1177%  | 0.0000% | $22085632.00       | $6758.61           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.1217%  | 0.0000% | $50000000.00       | $995711.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-20      | 0.1276%  | 0.0000% | $149854464.00      | $286227.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-16      | 0.1427%  | 0.0000% | $155451392.00      | $24433.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-16      | 0.1531%  | 0.0000% | $101285888.00      | $49645.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-20      | 0.1585%  | 0.0000% | $17314528.00       | $22942.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.1717%  | 0.0000% | $200000000.00      | $3150750.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.2256%  | 0.0000% | $114397056.00      | $130722.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 0.2640%  | 0.0000% | $20955104.00       | $74154.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.3231%  | 0.0000% | $104944000.00      | $246226.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 0.3779%  | 0.0000% | $211332000.00      | $7831784.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.4334%  | 0.0000% | $175000000.00      | $7249792.74        | Agency Collateralized Mortgage Obligation |

### Security 124: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 5.100000%
- **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: ARP12BUQ5, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP12BUQ5_5.10_0612
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 5.1000%
- **C.11 - Maturity Date (WAM):** 2025-06-12
- **C.12 - Maturity Date (WAL):** 2025-06-12
- **C.13 - Final Legal Maturity Date:** 2025-06-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2047-01-15      | 3.0000%  | 0.0000% | $815833.00         | $272484.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-15      | 3.0000%  | 0.0000% | $300000.00         | $58275.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-15      | 3.0000%  | 0.0000% | $533000.00         | $184827.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-15      | 3.0000%  | 0.0000% | $182739.00         | $78098.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-15      | 3.0000%  | 0.0000% | $15800000.00       | $5373063.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-15      | 5.0000%  | 0.0000% | $522573.00         | $267646.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 2.5000%  | 0.0000% | $6127267.00        | $1064911.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 2.5000%  | 0.0000% | $1604773.00        | $267170.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.0000%  | 0.0000% | $4849047.00        | $524682.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-04-20      | 3.0000%  | 0.0000% | $17118238.00       | $1779967.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 3.0000%  | 0.0000% | $4777000.00        | $550606.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-20      | 3.0000%  | 0.0000% | $1882625.00        | $290707.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-20      | 3.0000%  | 0.0000% | $20663391.00       | $2346102.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-20      | 3.0000%  | 0.0000% | $5600000.00        | $657036.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 3.0000%  | 0.0000% | $23689359.00       | $2873904.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-08-20      | 3.0000%  | 0.0000% | $29458971.00       | $3667070.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $64779672.00       | $8352589.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $34809653.00       | $4583120.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $53876031.00       | $7290182.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-20      | 3.0000%  | 0.0000% | $47146487.00       | $6606943.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $24396999.00       | $3455503.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 3.0000%  | 0.0000% | $14322989.00       | $2219562.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $6065000.00        | $899287.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $1273713.00        | $177335.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $11173448.00       | $9376826.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $9367057.00        | $6709508.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-20      | 3.0000%  | 0.0000% | $18756550.00       | $14033171.20       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $10679921.00       | $8172717.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $22208814.00       | $17988253.97       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-20      | 3.0000%  | 0.0000% | $2163327.00        | $311454.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $2219389.00        | $346466.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $685095.00         | $144697.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $14153986.00       | $2119173.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $3232535.00        | $772172.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-20      | 3.0000%  | 0.0000% | $1809074.00        | $358535.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $207000.00         | $98321.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $48653000.00       | $4830653.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-04-20      | 3.5000%  | 0.0000% | $6118045.00        | $647774.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 3.5000%  | 0.0000% | $9300000.00        | $926912.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $106873428.00      | $10623479.69       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-20      | 3.5000%  | 0.0000% | $40865124.00       | $4801059.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-05-20      | 3.5000%  | 0.0000% | $5656750.00        | $664099.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-20      | 3.5000%  | 0.0000% | $26701000.00       | $2843632.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-20      | 3.5000%  | 0.0000% | $198298623.00      | $21660967.92       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 3.5000%  | 0.0000% | $71039421.00       | $7833771.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $9583960.00        | $1159325.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $141925157.00      | $17697328.70       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $214221304.00      | $26795550.77       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 3.5000%  | 0.0000% | $13923158.00       | $1952431.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 3.5000%  | 0.0000% | $103881856.00      | $13565913.98       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 3.5000%  | 0.0000% | $45985549.00       | $5656378.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 3.5000%  | 0.0000% | $163121729.00      | $19125575.42       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-20      | 3.5000%  | 0.0000% | $1354441293.00     | $161081636.64      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $12367496.00       | $9215387.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 3.5000%  | 0.0000% | $21537461.00       | $2576100.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 3.5000%  | 0.0000% | $790000.00         | $76593.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $555000.00         | $129628.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-20      | 3.5000%  | 0.0000% | $1008586.00        | $194292.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-20      | 3.5000%  | 0.0000% | $1180000.00        | $304413.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 3.7500%  | 0.0000% | $500000.00         | $178606.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 4.0000%  | 0.0000% | $270787718.00      | $23562452.41       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-04-20      | 4.0000%  | 0.0000% | $132658894.00      | $12197229.64       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-12-20      | 4.0000%  | 0.0000% | $84309.00          | $7523.43           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 4.0000%  | 0.0000% | $12453681.00       | $1064647.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 4.0000%  | 0.0000% | $6296183.00        | $540134.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-20      | 4.0000%  | 0.0000% | $81251633.00       | $7330694.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-05-20      | 4.0000%  | 0.0000% | $15816651.00       | $1466062.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $4068000.00        | $386381.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-20      | 4.0000%  | 0.0000% | $699000.00         | $68220.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $6828000.00        | $655917.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $21443603.00       | $2145458.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 4.0000%  | 0.0000% | $5377000.00        | $528777.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-20      | 4.0000%  | 0.0000% | $1005000.00        | $98078.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 4.0000%  | 0.0000% | $8201355.00        | $768753.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-20      | 4.0000%  | 0.0000% | $40340397.00       | $3589643.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $12126562.00       | $1195927.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 4.5000%  | 0.0000% | $10670000.00       | $811372.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-04-20      | 4.5000%  | 0.0000% | $1500000.00        | $112865.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-12-20      | 4.5000%  | 0.0000% | $1000.00           | $75.80             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 4.5000%  | 0.0000% | $3621000.00        | $277291.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-20      | 4.5000%  | 0.0000% | $5307655.00        | $427813.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-04-20      | 4.5000%  | 0.0000% | $813000.00         | $61817.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 4.5000%  | 0.0000% | $3195724.00        | $319455.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 4.5000%  | 0.0000% | $536982.00         | $56879.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 4.5000%  | 0.0000% | $5804219.00        | $557123.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 4.5000%  | 0.0000% | $5951804.00        | $681991.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 4.5000%  | 0.0000% | $3000000.00        | $308931.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 4.5000%  | 0.0000% | $1411714.00        | $136897.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 4.5000%  | 0.0000% | $4450000.00        | $352623.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 5.0000%  | 0.0000% | $5428991.00        | $507165.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-05-20      | 5.0000%  | 0.0000% | $3956121.00        | $377803.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-20      | 5.0000%  | 0.0000% | $6038800.00        | $546716.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 5.0000%  | 0.0000% | $1326800.00        | $163361.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 5.5000%  | 0.0000% | $4533802.00        | $421264.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 3.0000%  | 0.0000% | $829271.00         | $95774.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-12-20      | 3.0000%  | 0.0000% | $1889.00           | $219.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 3.0000%  | 0.0000% | $678757.00         | $84857.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 3.0000%  | 0.0000% | $1475000.00        | $184402.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-20      | 3.0000%  | 0.0000% | $10825000.00       | $3720955.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 3.0000%  | 0.0000% | $425000.00         | $106460.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 3.5000%  | 0.0000% | $1300000.00        | $129834.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $6700000.00        | $667556.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 3.5000%  | 0.0000% | $3000000.00        | $1417354.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 4.0000%  | 0.0000% | $98816647.00       | $8503546.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 2.5000%  | 0.0000% | $1021691.00        | $765857.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 3.0000%  | 0.0000% | $1412798.00        | $769761.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-15      | 2.5000%  | 0.0000% | $607377.00         | $111301.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-15      | 2.5000%  | 0.0000% | $399110.00         | $123244.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-15      | 2.5000%  | 0.0000% | $635096.00         | $182567.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-15      | 2.5000%  | 0.0000% | $276780.00         | $142006.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-15      | 2.5000%  | 0.0000% | $215756.00         | $112689.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-15      | 3.0000%  | 0.0000% | $671343.00         | $120268.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-15      | 3.0000%  | 0.0000% | $960203.00         | $258301.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-15      | 3.0000%  | 0.0000% | $3013107.00        | $651866.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-08-15      | 3.0000%  | 0.0000% | $528777.00         | $162672.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-15      | 3.0000%  | 0.0000% | $220000.00         | $64871.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-15      | 3.0000%  | 0.0000% | $994079.00         | $272987.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-15      | 3.0000%  | 0.0000% | $628902.00         | $176226.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-15      | 3.0000%  | 0.0000% | $1050517.00        | $477419.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-15      | 3.0000%  | 0.0000% | $1061386.00        | $497677.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-15      | 3.0000%  | 0.0000% | $750000.00         | $384152.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-15      | 3.5000%  | 0.0000% | $2524600.00        | $788471.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-15      | 3.5000%  | 0.0000% | $5749336.00        | $591068.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-08-15      | 3.5000%  | 0.0000% | $1025260.00        | $122585.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-15      | 3.5000%  | 0.0000% | $3096137.00        | $114138.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-15      | 3.5000%  | 0.0000% | $460853.00         | $63800.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-04-15      | 4.5000%  | 0.0000% | $651993.00         | $63432.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-15      | 4.5000%  | 0.0000% | $1643867.00        | $130787.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-15      | 4.5000%  | 0.0000% | $499393.00         | $122122.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-15      | 4.5000%  | 0.0000% | $333335.00         | $52735.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-15      | 4.5000%  | 0.0000% | $1250000.00        | $117602.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-15      | 4.5000%  | 0.0000% | $1575486.00        | $244530.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-15      | 4.5000%  | 0.0000% | $3443818.00        | $97530.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-15      | 4.5000%  | 0.0000% | $280658.00         | $70556.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-15      | 4.5000%  | 0.0000% | $499776.00         | $58252.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-15      | 4.5000%  | 0.0000% | $1394012.00        | $203080.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-15      | 4.5000%  | 0.0000% | $148000.00         | $53635.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-15      | 4.5000%  | 0.0000% | $154500.00         | $50466.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-15      | 5.0000%  | 0.0000% | $869939.00         | $75467.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-05-15      | 5.0000%  | 0.0000% | $1936894.00        | $780737.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-15      | 5.0000%  | 0.0000% | $705829.00         | $54164.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-15      | 5.0000%  | 0.0000% | $927588.00         | $192095.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-15      | 5.0000%  | 0.0000% | $1749956.00        | $226721.74         | Agency Mortgage-Backed Securities |

### Security 125: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP14XYN8, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP14XYN8_4.41_0606
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-02-20      | 2.2217%  | 0.0000% | $79604901.00       | $2001930.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.2717%  | 0.0000% | $40000000.00       | $3958174.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.2717%  | 0.0000% | $78965220.00       | $4656713.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.3217%  | 0.0000% | $78000000.00       | $5610987.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.3217%  | 0.0000% | $59747227.00       | $4289413.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 2.3217%  | 0.0000% | $42300000.00       | $3598543.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.3717%  | 0.0000% | $37792169.00       | $2943041.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.3717%  | 0.0000% | $66820527.00       | $7242154.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.5217%  | 0.0000% | $27543477.00       | $3893705.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.6217%  | 0.0000% | $136017000.00      | $7167291.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.6717%  | 0.0000% | $57420708.00       | $4606910.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.6717%  | 0.0000% | $75000000.00       | $5057420.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.7717%  | 0.0000% | $71250000.00       | $4080486.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.7717%  | 0.0000% | $26962927.00       | $4120927.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.7717%  | 0.0000% | $23993616.00       | $3756917.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 2.8586%  | 0.0000% | $10000000.00       | $7305412.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.8717%  | 0.0000% | $91390760.00       | $7361295.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $32876786.00       | $4398672.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $100000000.00      | $6299527.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 3.5835%  | 0.0000% | $8333334.00        | $5084675.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 3.6435%  | 0.0000% | $11538462.00       | $5255414.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.1322%  | 0.0000% | $7158736.00        | $6305191.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 4.7945%  | 0.0000% | $4545455.00        | $3099274.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.0426%  | 0.0000% | $8714286.00        | $7577743.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $37500000.00       | $3299055.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $54105631.00       | $4567443.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $71997207.00       | $6910765.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-02-25      | 2.5000%  | 0.0000% | $35344200.00       | $3274687.59        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 2.5000%  | 0.0000% | $117856800.00      | $10425595.26       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-07-25      | 3.0000%  | 0.0000% | $2708213.00        | $399985.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-04-25      | 3.0000%  | 0.0000% | $40084736.00       | $4330573.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 3.0000%  | 0.0000% | $34000000.00       | $3535019.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 2.5000%  | 0.0000% | $41500000.00       | $3992774.74        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 2.5000%  | 0.0000% | $28556734.00       | $3822224.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $885000.00         | $118686.47         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $27431440.00       | $3138198.65        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 2.5000%  | 0.0000% | $45000000.00       | $4755133.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | N/A      | 0.0000% | $2840000.00        | $1779415.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-10-25      | 6.6000%  | 0.0000% | $15874000.00       | $14403017.26       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 2.7780%  | 0.0000% | $75000000.00       | $3578958.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 2.1280%  | 0.0000% | $109913370.00      | $3883424.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-05-25      | 2.0575%  | 0.0000% | $3000000.00        | $658429.38         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | 1.7780%  | 0.0000% | $50000000.00       | $3275570.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.7280%  | 0.0000% | $86176244.00       | $3387206.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.5717%  | 0.0000% | $200000000.00      | $6216855.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.5982%  | 0.0000% | $170000000.00      | $4011746.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.7497%  | 0.0000% | $127000000.00      | $3520787.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-16      | 0.8155%  | 0.0000% | $78800000.00       | $4143143.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.8217%  | 0.0000% | $110000000.00      | $4091238.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.8217%  | 0.0000% | $60000000.00       | $3079104.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-02-16      | 0.8326%  | 0.0000% | $110800000.00      | $5986656.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.8717%  | 0.0000% | $100000000.00      | $2997236.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.8717%  | 0.0000% | $250000000.00      | $5233341.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.8917%  | 0.0000% | $100000000.00      | $3160779.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.9217%  | 0.0000% | $150000000.00      | $5075018.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.9217%  | 0.0000% | $300000000.00      | $5798331.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.9217%  | 0.0000% | $200000000.00      | $4589763.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.9217%  | 0.0000% | $102000000.00      | $4115966.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 0.9403%  | 0.0000% | $100000000.00      | $6381800.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.9417%  | 0.0000% | $90000000.00       | $4024500.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.9417%  | 0.0000% | $100000000.00      | $4564126.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.9717%  | 0.0000% | $100000000.00      | $4626229.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.9855%  | 0.0000% | $53425000.00       | $3595361.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.9884%  | 0.0000% | $150000000.00      | $4472985.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.9893%  | 0.0000% | $60999999.00       | $3364161.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 1.0121%  | 0.0000% | $27100000.00       | $1561811.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.0217%  | 0.0000% | $100000000.00      | $5046710.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.0217%  | 0.0000% | $93000000.00       | $4891986.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.0217%  | 0.0000% | $93000000.00       | $6047870.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 1.0380%  | 0.0000% | $93000000.00       | $5117702.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 1.0511%  | 0.0000% | $71213976.00       | $4856760.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.0717%  | 0.0000% | $100500000.00      | $3465583.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.0717%  | 0.0000% | $100000000.00      | $4626064.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 1.1117%  | 0.0000% | $43800000.00       | $2832396.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.1217%  | 0.0000% | $64958117.00       | $3046213.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.1217%  | 0.0000% | $100000000.00      | $4990880.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.6780%  | 0.0000% | $43700638.00       | $3441847.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.6280%  | 0.0000% | $50000000.00       | $2973995.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 1.5780%  | 0.0000% | $96663731.00       | $6038964.31        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.5280%  | 0.0000% | $60000000.00       | $3586574.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 1.5280%  | 0.0000% | $75870163.00       | $4971519.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 1.4780%  | 0.0000% | $100000000.00      | $5963473.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 1.4280%  | 0.0000% | $115000000.00      | $4538776.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 1.1780%  | 0.0000% | $100000000.00      | $3637161.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.0780%  | 0.0000% | $200018224.00      | $7374933.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.0780%  | 0.0000% | $51051278.00       | $3815202.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.0280%  | 0.0000% | $94208747.00       | $6805055.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 0.9780%  | 0.0000% | $75000000.00       | $2901322.37        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.8280%  | 0.0000% | $50000000.00       | $1261943.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 0.7780%  | 0.0000% | $116422643.00      | $5422844.61        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 0.6780%  | 0.0000% | $114721404.00      | $4417547.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.6780%  | 0.0000% | $230000000.00      | $5491022.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-10-25      | 0.3780%  | 0.0000% | $169992543.00      | $4748615.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-05-25      | 3.2140%  | 0.0000% | $21396000.00       | $3773528.30        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-04-25      | 3.0967%  | 0.0000% | $18504000.00       | $3063899.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-01-15      | 3.5000%  | 0.0000% | $44045604.00       | $993529.60         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-15      | 3.0000%  | 0.0000% | $30592000.00       | $989977.98         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-10-15      | 2.5000%  | 0.0000% | $60000000.00       | $7731159.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-08-15      | N/A      | 0.0000% | $5986000.00        | $1680367.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-04-25      | 3.5000%  | 0.0000% | $25000000.00       | $3412623.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 3.5000%  | 0.0000% | $33691833.00       | $4252667.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-25      | 4.0000%  | 0.0000% | $146323282.00      | $18647800.05       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-12-25      | 4.0000%  | 0.0000% | $37889063.00       | $4681618.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 4.0000%  | 0.0000% | $50000000.00       | $3943236.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-01      | 1.5000%  | 0.0000% | $20000000.00       | $1766838.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $17000000.00       | $1789143.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-01-01      | 3.0000%  | 0.0000% | $46752309.00       | $7424324.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-07-01      | 3.5000%  | 0.0000% | $154054922.00      | $4236966.64        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $5942714.00        | $1070692.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.1128%  | 0.0000% | $253000000.00      | $4315231.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.3717%  | 0.0000% | $100000000.00      | $3778535.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.1717%  | 0.0000% | $200000000.00      | $4623594.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.1717%  | 0.0000% | $129491602.00      | $4872318.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 1.2317%  | 0.0000% | $100000000.00      | $2905151.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-05-16      | 1.2908%  | 0.0000% | $37994480.00       | $3395794.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-04-16      | 1.2987%  | 0.0000% | $43500000.00       | $2898776.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.3717%  | 0.0000% | $100000000.00      | $3290325.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.4717%  | 0.0000% | $102500000.00      | $4928127.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.5617%  | 0.0000% | $100000000.00      | $6976890.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 1.5717%  | 0.0000% | $213000000.00      | $3933887.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.5717%  | 0.0000% | $130000000.00      | $4072921.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.5717%  | 0.0000% | $100000000.00      | $6675189.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.5717%  | 0.0000% | $100000000.00      | $6389396.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 1.5811%  | 0.0000% | $50308129.00       | $4784416.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 1.6111%  | 0.0000% | $74202080.00       | $3103705.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 1.6111%  | 0.0000% | $96961925.00       | $4601906.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 1.6111%  | 0.0000% | $190426859.00      | $4733568.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.6111%  | 0.0000% | $103203159.00      | $5382890.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 1.6111%  | 0.0000% | $54720340.00       | $4707961.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 1.6111%  | 0.0000% | $42604540.00       | $4131842.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 1.6111%  | 0.0000% | $97582703.00       | $8895473.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 1.6111%  | 0.0000% | $109490422.00      | $10524565.42       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 1.6111%  | 0.0000% | $73151725.00       | $7471923.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 1.6111%  | 0.0000% | $141586688.00      | $15536033.27       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 1.6111%  | 0.0000% | $44500075.00       | $4701348.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.6217%  | 0.0000% | $100000000.00      | $7110656.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.6217%  | 0.0000% | $210000000.00      | $9042840.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.6217%  | 0.0000% | $90354047.00       | $6747398.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.6217%  | 0.0000% | $115612010.00      | $4018674.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.6217%  | 0.0000% | $56307525.00       | $4161372.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-20      | 1.6611%  | 0.0000% | $50920532.00       | $4054766.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 1.6717%  | 0.0000% | $150000000.00      | $2959980.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.6717%  | 0.0000% | $90000000.00       | $4817864.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.6717%  | 0.0000% | $137833334.00      | $7389028.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.6717%  | 0.0000% | $100000000.00      | $3980648.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.6917%  | 0.0000% | $67391304.00       | $6343352.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.6917%  | 0.0000% | $84347826.00       | $7160918.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 1.7217%  | 0.0000% | $41420673.00       | $3022786.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 1.7611%  | 0.0000% | $75209809.00       | $4088934.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 1.7611%  | 0.0000% | $53766308.00       | $4854757.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 1.8417%  | 0.0000% | $58536982.00       | $3872220.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 1.8611%  | 0.0000% | $53398000.00       | $3879329.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 1.8611%  | 0.0000% | $66796231.00       | $4442915.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 1.8611%  | 0.0000% | $41488602.00       | $3126605.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 1.8611%  | 0.0000% | $64225682.00       | $4332560.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 1.8611%  | 0.0000% | $59297822.00       | $4990384.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 1.8611%  | 0.0000% | $81131426.00       | $3630123.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 1.8611%  | 0.0000% | $31827550.00       | $2934031.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 1.8611%  | 0.0000% | $45853393.00       | $3311941.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 1.8611%  | 0.0000% | $25197327.00       | $2401532.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 1.8611%  | 0.0000% | $45451507.00       | $5551023.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 1.8717%  | 0.0000% | $27284020.00       | $3331260.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 1.9111%  | 0.0000% | $54503825.00       | $6351709.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 1.9217%  | 0.0000% | $33162715.00       | $3857486.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.0017%  | 0.0000% | $200000000.00      | $4709488.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.0217%  | 0.0000% | $100000000.00      | $3994908.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.0517%  | 0.0000% | $80000000.00       | $4510921.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.1217%  | 0.0000% | $150000000.00      | $7028666.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.3780%  | 0.0000% | $271096105.00      | $6359117.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-11-25      | 0.7280%  | 0.0000% | $75000000.00       | $2666085.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.7280%  | 0.0000% | $125000000.00      | $4139735.45        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.7280%  | 0.0000% | $200000000.00      | $4810417.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.7280%  | 0.0000% | $156000000.00      | $3829147.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.7780%  | 0.0000% | $310000000.00      | $7228829.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 0.8280%  | 0.0000% | $50000000.00       | $1274365.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.9280%  | 0.0000% | $204158667.00      | $8419073.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-09-25      | 0.9780%  | 0.0000% | $60739852.00       | $3545293.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.9780%  | 0.0000% | $77784860.00       | $3145640.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.0780%  | 0.0000% | $100000000.00      | $5277650.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.0780%  | 0.0000% | $86843196.00       | $6059112.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.0780%  | 0.0000% | $209931659.00      | $7262179.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.0780%  | 0.0000% | $77553330.00       | $4871426.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.1780%  | 0.0000% | $100000000.00      | $3516136.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 1.2280%  | 0.0000% | $110435000.00      | $3854944.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 1.2780%  | 0.0000% | $200000000.00      | $7164282.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 1.4780%  | 0.0000% | $100000000.00      | $3525315.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 1.4780%  | 0.0000% | $135500000.00      | $3652824.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 1.5280%  | 0.0000% | $75000000.00       | $3702150.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.5280%  | 0.0000% | $72995812.00       | $5040436.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 1.5780%  | 0.0000% | $73405076.00       | $2942044.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.5780%  | 0.0000% | $42518476.00       | $3121675.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | 1.6280%  | 0.0000% | $50085972.00       | $3482527.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | 1.7135%  | 0.0000% | $99019090.00       | $5836685.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.8280%  | 0.0000% | $73316894.00       | $6632517.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 1.8780%  | 0.0000% | $141356296.00      | $4633625.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 1.9280%  | 0.0000% | $62000000.00       | $3371758.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 2.0280%  | 0.0000% | $63461538.00       | $4008646.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 2.1480%  | 0.0000% | $62302519.00       | $3017304.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 2.2280%  | 0.0000% | $100000000.00      | $3243641.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 2.5280%  | 0.0000% | $75000000.00       | $4149261.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.7780%  | 0.0000% | $71132793.00       | $7370609.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | N/A      | 0.0000% | $1637000.00        | $933075.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.5000%  | 0.0000% | $26578000.00       | $3194081.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.5000%  | 0.0000% | $48440000.00       | $4631596.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.5000%  | 0.0000% | $27000000.00       | $2893471.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.5000%  | 0.0000% | $55000000.00       | $5780373.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 3.0000%  | 0.0000% | $32302666.00       | $3312618.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 3.0000%  | 0.0000% | $35859000.00       | $3652123.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.0000%  | 0.0000% | $26500000.00       | $2987850.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 3.0000%  | 0.0000% | $25000000.00       | $2937914.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | 3.0000%  | 0.0000% | $30000000.00       | $3575558.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | 3.0000%  | 0.0000% | $34686251.00       | $3630919.39        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 3.0000%  | 0.0000% | $50042183.00       | $4932309.65        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 3.0000%  | 0.0000% | $39818336.00       | $3641297.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 3.0000%  | 0.0000% | $64890986.00       | $6799215.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 3.0000%  | 0.0000% | $24348000.00       | $2964188.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 3.0000%  | 0.0000% | $27816473.00       | $3478474.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-01-25      | 3.0000%  | 0.0000% | $24780470.00       | $3207368.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 3.5000%  | 0.0000% | $53698571.00       | $5592937.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-25      | 3.5000%  | 0.0000% | $41935638.00       | $3976579.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 3.5000%  | 0.0000% | $32253882.00       | $3324863.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | 3.5000%  | 0.0000% | $51428571.00       | $7266670.79        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | 3.5000%  | 0.0000% | $23202878.00       | $3546956.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-05-25      | 3.5000%  | 0.0000% | $26716189.00       | $4709985.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 4.0000%  | 0.0000% | $88600000.00       | $7864351.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 4.0000%  | 0.0000% | $79857336.00       | $6256249.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-08-25      | 4.0000%  | 0.0000% | $61584249.00       | $5396853.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-05-25      | 4.0000%  | 0.0000% | $57947062.00       | $4664363.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 4.0000%  | 0.0000% | $22430225.00       | $3596236.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-06-25      | 4.0000%  | 0.0000% | $16086759.00       | $3051177.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-12-25      | 4.5000%  | 0.0000% | $26016935.00       | $3305720.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.5000%  | 0.0000% | $39919303.00       | $6224933.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-02-15      | 0.3545%  | 0.0000% | $6000000.00        | $1291221.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $44820000.00       | $3550416.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $62219008.00       | $7319577.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $29775000.00       | $3536531.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $35549830.00       | $4338072.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $68463353.00       | $6111339.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $74872830.00       | $7490114.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $41662874.00       | $3115290.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $37916667.00       | $3706440.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $68833333.00       | $6606892.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $95597556.00       | $8632850.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $18920483.00       | $2314443.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $28613480.00       | $4025256.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $41950213.00       | $3444072.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $50000000.00       | $4224080.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $53247092.00       | $4470630.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $33333333.00       | $2984688.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $127866666.00      | $15212575.87       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $44710131.00       | $3778098.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $23550497.00       | $3030890.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $42897337.00       | $3932760.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $39920014.00       | $5091893.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $27300757.00       | $3462093.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $66052542.00       | $5773386.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $50030784.00       | $7375863.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 3.5000%  | 0.0000% | $58495984.00       | $3892863.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.5000%  | 0.0000% | $66784000.00       | $6762255.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $33000000.00       | $4244127.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $37846775.00       | $4687515.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $64957500.00       | $5744013.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $32013000.00       | $3546377.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $56943429.00       | $5391026.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $28000000.00       | $3774018.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $99902625.00       | $6120130.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.0000%  | 0.0000% | $110207694.00      | $5728823.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 4.0000%  | 0.0000% | $30811165.00       | $3493380.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $23484380.00       | $3390174.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 4.5000%  | 0.0000% | $90954488.00       | $4820481.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 4.5000%  | 0.0000% | $39141711.00       | $3036462.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-02-16      | 5.0000%  | 0.0000% | $55310692.00       | $2865426.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $14655955.00       | $2881260.18        | Agency Collateralized Mortgage Obligation |

### Security 126: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP15LCP2, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP15LCP2_4.32_0708
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-08
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 4.0000%  | 0.0000% | $1780975.00        | $1637961.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 5.0000%  | 0.0000% | $4417295.00        | $4312900.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 5.5000%  | 0.0000% | $213336652.00      | $199999999.29      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 6.0000%  | 0.0000% | $46821.00          | $47707.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 6.5000%  | 0.0000% | $1327.00           | $1389.42           | Agency Mortgage-Backed Securities |

### Security 127: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP15OKC6, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP15OKC6_4.40_0715
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-15
- **C.12 - Maturity Date (WAL):** 2025-07-15
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2051-06-01      | 2.0000%  | 0.0000% | $48671705.00       | $29140741.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-05-01      | 3.0000%  | 0.0000% | $407803026.00      | $59739754.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $176746000.00      | $48445526.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $205907802.00      | $59846747.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $456079774.00      | $60327230.28       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP15SGX6, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP15SGX6_4.34_0716
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-16
- **C.12 - Maturity Date (WAL):** 2025-07-16
- **C.13 - Final Legal Maturity Date:** 2025-07-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $948.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $84231409.00       | $80905592.71       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $18420.00          | $18196.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $22037573.00       | $21450880.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $629739.00         | $624783.28         | Agency Mortgage-Backed Securities |

### Security 129: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.280000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP15T6C1, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP15T6C1_4.28_0606
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond  | 2051-05-15      | 2.3750%  | 0.0000% | $31250000.00       | $19345752.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2047-05-15      | 3.0000%  | 0.0000% | $122797600.00      | $89901943.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2036-02-15      | 4.5000%  | 0.0000% | $792400.00         | $809448.63         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-02-29      | 4.0000%  | 0.0000% | $32500000.00       | $32890074.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-05-15      | N/A      | 0.0000% | $75701656.54       | $72849066.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-02-15      | N/A      | 0.0000% | $44836207.66       | $38628948.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-11-15      | N/A      | 0.0000% | $2308739.99        | $574765.44         | U.S. Treasuries (including strips) |

### Security 130: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP15YYQ8, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP15YYQ8_4.33_0725
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-25
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 4.5000%  | 0.0000% | $5000000.00        | $4680175.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $98000.00          | $91202.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $1021920.00        | $988044.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1648639.00        | $1633408.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $463754.00         | $458570.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1234283.00        | $1229173.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1859706.00        | $1847533.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1154285.00        | $1113447.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1357233.00        | $1282397.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1110412.00        | $1098752.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $50938217.00       | $50460140.21       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $2101693.00        | $1974679.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $2159739.00        | $2208952.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $476629.00         | $467751.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.5000%  | 0.0000% | $1168530.00        | $1211532.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $1351909.00        | $1105659.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $39647186.00       | $38042652.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1959759.00        | $1937336.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $2438351.00        | $2424099.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $979.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1044.00           | $1042.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1074099.00        | $1078944.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $2949778.00        | $2402582.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $924641.00         | $913285.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $3533176.00        | $3510824.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1255971.00        | $1246535.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $36825806.00       | $35551834.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $44580722.00       | $42201629.31       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $3887657.00        | $3733365.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.5000%  | 0.0000% | $34613.00          | $35800.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 7.0000%  | 0.0000% | $999773.00         | $1068612.56        | Agency Mortgage-Backed Securities |

### Security 131: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP15Z595, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP15Z595_4.25_0606
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2037-02-15      | N/A      | 0.0000% | $3719073.75        | $2131460.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-11-15      | N/A      | 0.0000% | $122.88            | $97.80             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $204.80            | $136.61            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $15.48             | $9.53              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-08-15      | N/A      | 0.0000% | $1987032.55        | $1675070.43        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-11-15      | N/A      | 0.0000% | $34773231.35       | $20218373.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-02-15      | N/A      | 0.0000% | $378036.52         | $203574.18         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-11-15      | N/A      | 0.0000% | $51.84             | $28.40             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-08-15      | N/A      | 0.0000% | $59567833.90       | $31276389.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-02-15      | N/A      | 0.0000% | $5704987.03        | $2896615.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $52936.30          | $25652.61          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-08-15      | N/A      | 0.0000% | $3717999.99        | $1531447.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $3044000.00        | $1217575.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $2600046.08        | $969099.58         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-02-15      | N/A      | 0.0000% | $693618.15         | $213646.18         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-02-15      | N/A      | 0.0000% | $2487999.99        | $728175.40         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $20000.00          | $7273.98           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $100.00            | $47.67             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $216961600.00      | $53303125.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-07-15      | 0.1250%  | 0.0000% | $1100100.00        | $1277196.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-07-15      | 0.2500%  | 0.0000% | $148711900.00      | $177312203.22      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-07-15      | 0.6250%  | 0.0000% | $164832700.00      | $167446033.52      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-04-15      | 1.6250%  | 0.0000% | $39066500.00       | $39317769.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-08-31      | 0.5000%  | 0.0000% | $134282800.00      | $124593814.30      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-12-31      | 3.7500%  | 0.0000% | $175750600.00      | $177354969.98      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-05-15      | 3.7500%  | 0.0000% | $603607200.00      | $601982611.12      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-08-15      | N/A      | 0.0000% | $346000.00         | $252956.45         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $708000.00         | $504477.61         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $112754952.00      | $74191067.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $17254715.16       | $11056510.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-08-15      | N/A      | 0.0000% | $145.31            | $90.62             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $63142652.40       | $38312562.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $49.74             | $29.33             | U.S. Treasuries (including strips) |

### Security 132: Natixis SA

- **C.1 - Title:** Natixis SA 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP162ZR4, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP162ZR4_4.32_0729
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-29
- **C.12 - Maturity Date (WAL):** 2025-07-29
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1017.18           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1015.45           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $331920.00         | $336956.91         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1015.39           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1016.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1002.00           | $1015.45           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1272400.00        | $1297283.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.26           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1031.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.80           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1032.86           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.76           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.18           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $24420800.00       | $15688180.18       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $996.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1016.25           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.55           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1017.00           | $1033.57           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2025-08-07      | N/A      | 0.0000% | $1000.00           | $991.91            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2025-09-04      | N/A      | 0.0000% | $100.00            | $98.87             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2025-10-02      | N/A      | 0.0000% | $400.00            | $394.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2025-07-31      | N/A      | 0.0000% | $1000.00           | $992.72            | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1005.00           | $1003.26           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $1020.00           | $785.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $996.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $989.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $958.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $983.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1002.00           | $876.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $780.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $584999.00         | $457211.33         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $1103.00           | $228.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $394.03            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1026.00           | $1044.93           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1010.00           | $1023.49           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $886.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $969.38            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $1289.00           | $1038.77           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $972.06            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.0000%  | 0.0000% | $1039.00           | $986.32            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.0000%  | 0.0000% | $1024.00           | $976.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $968.20            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $868.10            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-07-13      | 2.1500%  | 0.0000% | $3000.00           | $2035.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-03-01      | 5.0600%  | 0.0000% | $1000.00           | $1023.81           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-08-01      | 3.0000%  | 0.0000% | $1500000.00        | $144589.83         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-06-01      | 3.0000%  | 0.0000% | $5059350.00        | $801168.78         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-09-01      | 3.5000%  | 0.0000% | $1001.00           | $152.38            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2052-11-15      | 4.0000%  | 0.0000% | $700.00            | $599.61            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2053-08-15      | 4.1250%  | 0.0000% | $200.00            | $177.03            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-08-15      | 4.3750%  | 0.0000% | $1000.00           | $945.50            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2039-08-15      | 4.5000%  | 0.0000% | $12937400.00       | $12789075.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2037-02-15      | 4.7500%  | 0.0000% | $37424300.00       | $38798722.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2053-11-15      | 4.7500%  | 0.0000% | $1000.00           | $971.00            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-11-15      | 4.7500%  | 0.0000% | $1100.00           | $1077.72           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-11-30      | 0.6250%  | 0.0000% | $658400.00         | $609082.44         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-02-15      | 1.5000%  | 0.0000% | $27971000.00       | $25121940.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-05-15      | 1.6250%  | 0.0000% | $200.00            | $174.00            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-02-28      | 1.8750%  | 0.0000% | $1000.00           | $969.03            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-04-30      | 2.7500%  | 0.0000% | $200.00            | $195.98            | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.59           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.25           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1040.57           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1062.57           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2043-11-15      | 3.7500%  | 0.0000% | $100.00            | $85.59             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-05-15      | 3.2500%  | 0.0000% | $1000.00           | $810.36            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-02-15      | 3.1250%  | 0.0000% | $3850500.00        | $3059348.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2048-02-15      | 3.0000%  | 0.0000% | $37838500.00       | $27758239.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2046-08-15      | 2.2500%  | 0.0000% | $400.00            | $257.70            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-11-15      | 2.0000%  | 0.0000% | $27428600.00       | $18439046.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-02-15      | 1.8750%  | 0.0000% | $13999500.00       | $9482893.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2050-11-15      | 1.6250%  | 0.0000% | $3808000.00        | $1954133.70        | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 4.0000%  | 0.0000% | $17000000.00       | $2422024.18        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-01-01      | 3.5000%  | 0.0000% | $12209900.00       | $1784700.74        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-11-01      | 3.5000%  | 0.0000% | $9988190.00        | $713122.51         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2027-06-30      | 3.2500%  | 0.0000% | $1306200.00        | $1306198.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-08-31      | 3.6250%  | 0.0000% | $100.00            | $99.53             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-12-31      | 3.7500%  | 0.0000% | $100.00            | $99.91             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-02-15      | 4.0000%  | 0.0000% | $12398200.00       | $12223902.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-07-31      | 4.0000%  | 0.0000% | $11127900.00       | $11284905.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-03-31      | 4.0000%  | 0.0000% | $65000.00          | $65424.99          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-11-15      | 4.1250%  | 0.0000% | $100.00            | $99.51             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-03-31      | 4.1250%  | 0.0000% | $310100.00         | $312525.70         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-11-30      | 4.2500%  | 0.0000% | $1000.00           | $1023.94           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-12-31      | 4.3750%  | 0.0000% | $5616200.00        | $5806412.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-11-15      | 4.5000%  | 0.0000% | $1229100.00        | $1231930.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-10-15      | 4.6250%  | 0.0000% | $1999300.00        | $2025109.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-02-15      | 0.7500%  | 0.0000% | $100.00            | $107.73            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2048-02-15      | 1.0000%  | 0.0000% | $4999600.00        | $4678939.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-07-15      | 0.7500%  | 0.0000% | $500.00            | $627.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-01-15      | 2.1250%  | 0.0000% | $3502900.00        | $3584732.37        | U.S. Treasuries (including strips) |

### Security 133: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP166V81, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP166V81_4.27_0606
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2040-05-15      | 1.1250%  | 0.0000% | $5092000.00        | $3095653.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-02-15      | 1.8750%  | 0.0000% | $754200.00         | $511821.80         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-02-15      | 2.0000%  | 0.0000% | $369700.00         | $213862.52         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 2.3750%  | 0.0000% | $18105800.00       | $13014289.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-02-15      | 2.5000%  | 0.0000% | $17879200.00       | $12239390.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-08-15      | 2.7500%  | 0.0000% | $250400.00         | $176392.67         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-11-15      | 2.7500%  | 0.0000% | $15836000.00       | $11014997.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-05-15      | 3.0000%  | 0.0000% | $9304800.00        | $7286968.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-05-15      | 3.0000%  | 0.0000% | $1033700.00        | $775665.56         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-11-15      | 3.0000%  | 0.0000% | $2422500.00        | $1806859.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-02-15      | 3.0000%  | 0.0000% | $229900.00         | $170892.21         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-05-15      | 3.0000%  | 0.0000% | $4009900.00        | $2942078.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-02-15      | 3.0000%  | 0.0000% | $2519400.00        | $1851277.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-08-15      | 3.0000%  | 0.0000% | $2408300.00        | $1761126.66        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-11-15      | 3.1250%  | 0.0000% | $1013900.00        | $815224.04         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 3.1250%  | 0.0000% | $489100.00         | $395515.56         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 3.1250%  | 0.0000% | $2526200.00        | $1970999.09        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-05-15      | 3.3750%  | 0.0000% | $11812100.00       | $9526147.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-08-15      | 3.3750%  | 0.0000% | $3406900.00        | $2835345.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-02-15      | 3.5000%  | 0.0000% | $185300.00         | $165742.56         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-08-15      | 3.6250%  | 0.0000% | $306000.00         | $261255.88         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-02-15      | 3.6250%  | 0.0000% | $7959300.00        | $6757743.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-05-15      | 3.6250%  | 0.0000% | $3353100.00        | $2680748.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-08-15      | 3.7500%  | 0.0000% | $7543100.00        | $6706905.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-08-15      | 3.8750%  | 0.0000% | $159000.00         | $145063.74         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 3.8750%  | 0.0000% | $128200.00         | $112498.64         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-11-15      | 4.0000%  | 0.0000% | $883700.00         | $792350.55         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-02-15      | 4.2500%  | 0.0000% | $12912800.00       | $11693482.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2038-02-15      | 4.3750%  | 0.0000% | $1956800.00        | $1944372.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-05-15      | 4.3750%  | 0.0000% | $6137300.00        | $5899235.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-05-15      | 4.3750%  | 0.0000% | $1261500.00        | $1201522.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-08-15      | 4.3750%  | 0.0000% | $9902300.00        | $9383222.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2036-02-15      | 4.5000%  | 0.0000% | $11716800.00       | $11990846.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2038-05-15      | 4.5000%  | 0.0000% | $793500.00         | $790425.38         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-08-15      | 4.5000%  | 0.0000% | $255800.00         | $253386.06         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-02-15      | 4.6250%  | 0.0000% | $9225300.00        | $9233992.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-05-15      | 4.6250%  | 0.0000% | $15200.00          | $14487.86          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2031-02-15      | 5.3750%  | 0.0000% | $11999000.00       | $12972610.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2026-02-15      | 6.0000%  | 0.0000% | $3817900.00        | $3932897.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2027-11-15      | 6.1250%  | 0.0000% | $940300.00         | $991565.73         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2029-08-15      | 6.1250%  | 0.0000% | $826600.00         | $909938.38         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2030-05-15      | 6.2500%  | 0.0000% | $296200.00         | $326712.32         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2027-08-15      | 6.3750%  | 0.0000% | $12099600.00       | $12950854.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2026-11-15      | 6.5000%  | 0.0000% | $2929700.00        | $3053560.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2027-02-15      | 6.6250%  | 0.0000% | $2594800.00        | $2766277.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2025-08-15      | 6.8750%  | 0.0000% | $61200.00          | $62855.11          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 2.2500%  | 0.0000% | $71566600.00       | $69536905.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 4.0000%  | 0.0000% | $174914400.00      | $177515399.32      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-02-15      | 4.0000%  | 0.0000% | $129657200.00      | $128079364.33      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $175004000.00      | $179458658.26      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $273285500.00      | $285010643.26      | U.S. Treasuries (including strips) |

### Security 134: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.365000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP166VG3, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP166VG3_4.36_0804
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $68509186.00       | $42091152.39       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $83786480.00       | $46194736.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $250034795.00      | $56390843.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $224990968.00      | $56383302.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 3.5000%  | 0.0000% | $432408022.00      | $56439965.77       | Agency Mortgage-Backed Securities |

### Security 135: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.260000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP168A15, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP168A15_4.26_0606
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $170394166.00      | $93523824.62       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-09-01      | 2.0000%  | 0.0000% | $276579755.00      | $166599840.41      | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2053-08-15      | 4.1250%  | 0.0000% | $174400.00         | $154564.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-08-31      | 0.7500%  | 0.0000% | $141505000.00      | $136068748.60      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-12-31      | 1.2500%  | 0.0000% | $230684100.00      | $222218583.58      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-01-31      | 3.5000%  | 0.0000% | $113511900.00      | $113709470.30      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-02-15      | 4.0000%  | 0.0000% | $293826100.00      | $290250445.91      | U.S. Treasuries (including strips) |

### Security 136: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.260000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP168XM4, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP168XM4_4.26_0606
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond  | 2053-05-15      | 3.6250%  | 0.0000% | $78583400.00       | $62731366.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-02-15      | 3.8750%  | 0.0000% | $1279600.00        | $1135100.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2039-08-15      | 4.5000%  | 0.0000% | $41012000.00       | $40541804.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-05-15      | N/A      | 0.0000% | $627947000.00      | $150591737.80      | U.S. Treasuries (including strips) |

### Security 137: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.430000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP169L37, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP169L37_4.43_0606
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note  | 2027-02-15      | 2.2500%  | 0.0000% | $352325700.00      | $344431169.03      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-30      | 2.7500%  | 0.0000% | $199571700.00      | $195562274.22      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-08-15      | N/A      | 0.0000% | $1.47              | $0.92              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $70.26             | $42.63             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $79.04             | $61.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-08-15      | N/A      | 0.0000% | $22609.07          | $19894.04          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $4170405.75        | $2320038.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-02-15      | N/A      | 0.0000% | $49.66             | $25.21             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $2548213.74        | $1234849.09        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $0.11              | $0.04              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $200.00            | $72.74             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-07-15      | 0.1250%  | 0.0000% | $51779400.00       | $68431583.05       | U.S. Treasuries (including strips) |

### Security 138: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.430000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16DDA1, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16DDA1_4.43_0606
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond  | 2026-08-15      | 6.7500%  | 0.0000% | $17255900.00       | $18152037.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-06-30      | 0.8750%  | 0.0000% | $3778900.00        | $3661333.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-09-30      | 0.8750%  | 0.0000% | $200.00            | $192.02            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-01-31      | 1.5000%  | 0.0000% | $6200.00           | $5980.01           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-09-30      | 1.6250%  | 0.0000% | $174200.00         | $169159.17         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-06-30      | 1.8750%  | 0.0000% | $100.00            | $98.36             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-02-15      | 2.7500%  | 0.0000% | $1100.00           | $1075.63           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-05-15      | 3.7500%  | 0.0000% | $171030400.00      | $170570077.31      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-06-30      | 4.2500%  | 0.0000% | $100.00            | $102.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-02-15      | 4.6250%  | 0.0000% | $1600.00           | $1647.26           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-08-15      | N/A      | 0.0000% | $96.00             | $70.18             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-11-15      | N/A      | 0.0000% | $4.91              | $3.91              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $35186985.16       | $27341378.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-05-15      | N/A      | 0.0000% | $0.59              | $0.44              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $29.40             | $27.73             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-08-15      | N/A      | 0.0000% | $42930.84          | $39299.96          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-02-15      | N/A      | 0.0000% | $42.15             | $36.31             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-02-15      | N/A      | 0.0000% | $21.57             | $10.95             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-05-15      | N/A      | 0.0000% | $6.27              | $3.13              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-02-15      | N/A      | 0.0000% | $1.86              | $0.70              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-05-15      | N/A      | 0.0000% | $100.00            | $40.67             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $3398600.00        | $1203451.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $960400.00         | $251342.44         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $2547200.00        | $625796.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-05-15      | N/A      | 0.0000% | $23336000.00       | $5596346.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-02-15      | 0.6250%  | 0.0000% | $100.00            | $101.31            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-07-15      | 0.1250%  | 0.0000% | $13700000.00       | $15905452.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-15      | 0.1250%  | 0.0000% | $10372600.00       | $11474996.90       | U.S. Treasuries (including strips) |

### Security 139: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16E1M6, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP16E1M6_4.34_0606
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-12-31      | 0.6250%  | 0.0000% | $39500.00          | $36422.04          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 0.7500%  | 0.0000% | $360893000.00      | $332959690.56      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 3.5000%  | 0.0000% | $6083400.00        | $6089456.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.8750%  | 0.0000% | $700.00            | $710.59            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $100.00            | $102.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-15      | 4.2500%  | 0.0000% | $1811300.00        | $1854589.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-31      | 4.3750%  | 0.0000% | $1200.00           | $1220.50           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-15      | 0.5000%  | 0.0000% | $52832400.00       | $67057848.29       | U.S. Treasuries (including strips) |

### Security 140: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP16G4Z9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP16G4Z9_4.40_0812
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-12
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $948.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $4726023.00        | $4429325.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $208221474.00      | $199999999.59      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1309.00           | $1293.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $1566634.00        | $1524926.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $44768.00          | $44415.70          | Agency Mortgage-Backed Securities |

### Security 141: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.430000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16H271, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16H271_4.43_0606
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note  | 2025-12-31      | 0.3750%  | 0.0000% | $800.00            | $783.19            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-02-15      | 1.5000%  | 0.0000% | $3700.00           | $3323.12           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-12-31      | 3.8750%  | 0.0000% | $48868000.00       | $49607110.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-01-15      | 4.0000%  | 0.0000% | $34792200.00       | $35293420.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-08-31      | 4.3750%  | 0.0000% | $154212000.00      | $157951889.90      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-08-15      | N/A      | 0.0000% | $15737919.07       | $10933667.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $110739947.50      | $72865224.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $123718607.40      | $96133193.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $3271987.20        | $2182523.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-08-15      | N/A      | 0.0000% | $19395470.98       | $10183689.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $70100.00          | $25495.30          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $100.00            | $47.67             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $7628700.00        | $2040433.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-04-15      | 0.1250%  | 0.0000% | $198743600.00      | $239516436.72      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-07-15      | 0.3750%  | 0.0000% | $27626100.00       | $37262811.64       | U.S. Treasuries (including strips) |

### Security 142: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.430000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16NZY3, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16NZY3_4.43_0606
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $2958005.81        | $1895436.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-08-15      | N/A      | 0.0000% | $122470.56         | $76377.78          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $108626.48         | $65910.42          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $24836709.91       | $14646183.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-02-15      | N/A      | 0.0000% | $193.37            | $110.82            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-11-15      | N/A      | 0.0000% | $7.04              | $5.60              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-11-15      | N/A      | 0.0000% | $154.20            | $105.71            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $16.18             | $10.79             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-11-15      | N/A      | 0.0000% | $134.17            | $87.09             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $5.75              | $5.42              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $263.79            | $162.36            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-02-15      | N/A      | 0.0000% | $15025164.96       | $12945036.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-05-15      | N/A      | 0.0000% | $26.30             | $22.43             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-05-15      | N/A      | 0.0000% | $1951878.74        | $1590943.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-08-15      | N/A      | 0.0000% | $19.11             | $15.40             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-11-15      | N/A      | 0.0000% | $25647.00          | $14912.06          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $100.34            | $56.60             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $342.91            | $190.76            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-02-15      | N/A      | 0.0000% | $16506.23          | $8888.67           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-11-15      | N/A      | 0.0000% | $262.30            | $143.72            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-05-15      | N/A      | 0.0000% | $36.70             | $19.55             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-08-15      | N/A      | 0.0000% | $489.32            | $256.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-02-15      | N/A      | 0.0000% | $42474.93          | $21565.97          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-11-15      | N/A      | 0.0000% | $67.53             | $34.91             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $143.83            | $70.74             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $88.67             | $42.97             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $56.68             | $27.05             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-05-15      | N/A      | 0.0000% | $69.03             | $30.63             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-08-15      | N/A      | 0.0000% | $10768941.00       | $4435737.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $55.23             | $22.09             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-08-15      | N/A      | 0.0000% | $0.04              | $0.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-02-15      | N/A      | 0.0000% | $0.07              | $0.03              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $6.77              | $2.52              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $43.53             | $15.59             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $921.49            | $321.59            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $165.31            | $56.92             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $32.45             | $11.05             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-05-15      | N/A      | 0.0000% | $156.99            | $52.84             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-11-15      | N/A      | 0.0000% | $67.95             | $22.32             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $64.88             | $21.03             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $145268.37         | $46499.53          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $150.68            | $47.57             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-02-15      | N/A      | 0.0000% | $24.39             | $7.51              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $64.04             | $19.46             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-11-15      | N/A      | 0.0000% | $68.04             | $20.15             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-02-15      | N/A      | 0.0000% | $92.94             | $27.20             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-08-15      | N/A      | 0.0000% | $273.98            | $78.21             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-11-15      | N/A      | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-02-15      | N/A      | 0.0000% | $9.19              | $2.57              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $115.63            | $31.94             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $141.16            | $36.73             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $180100.00         | $112866.69         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $1157600.00        | $578997.95         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $33861800.00       | $16727661.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $24100.00          | $10893.32          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $15313800.00       | $6402255.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-05-15      | N/A      | 0.0000% | $100.00            | $40.67             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $1286000.00        | $480126.81         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $7857000.00        | $2893788.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $600.00            | $218.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $500.00            | $179.49            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $6800.00           | $2407.89           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $200.00            | $69.89             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $100.00            | $33.18             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $100.00            | $32.74             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-02-15      | N/A      | 0.0000% | $100.00            | $28.61             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $100.00            | $28.68             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $24949900.00       | $6997972.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $100.00            | $47.67             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-11-15      | N/A      | 0.0000% | $100.00            | $27.70             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-02-15      | N/A      | 0.0000% | $300.00            | $82.10             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $43464200.00       | $11625282.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $1200.00           | $314.05            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-02-15      | N/A      | 0.0000% | $300.00            | $75.59             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-08-15      | N/A      | 0.0000% | $100.00            | $24.73             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $300.00            | $73.70             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $400.00            | $96.65             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-05-15      | N/A      | 0.0000% | $200.00            | $47.96             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-08-15      | N/A      | 0.0000% | $1271500.00        | $301950.73         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-02-15      | 0.2500%  | 0.0000% | $100.00            | $70.15             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-02-15      | 1.3750%  | 0.0000% | $4946500.00        | $5610643.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-01-15      | 0.1250%  | 0.0000% | $517000.00         | $601460.04         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-01-15      | 0.1250%  | 0.0000% | $400.00            | $412.96            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-15      | 0.1250%  | 0.0000% | $23509500.00       | $26008082.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-15      | 1.6250%  | 0.0000% | $316043300.00      | $345108431.69      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-10-15      | 2.3750%  | 0.0000% | $1306300.00        | $1413538.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-05-14      | N/A      | 0.0000% | $216196500.00      | $207894554.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-02-15      | 2.3750%  | 0.0000% | $200.00            | $143.44            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-11-15      | 2.7500%  | 0.0000% | $200.00            | $148.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-11-15      | 3.0000%  | 0.0000% | $100.00            | $75.24             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2048-02-15      | 3.0000%  | 0.0000% | $100.00            | $73.36             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-11-30      | 3.8750%  | 0.0000% | $37896200.00       | $38581952.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-31      | 4.1250%  | 0.0000% | $106839000.00      | $107665054.80      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-11-30      | 4.2500%  | 0.0000% | $800.00            | $819.16            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-02-15      | N/A      | 0.0000% | $23.81             | $17.83             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-08-15      | N/A      | 0.0000% | $876289.92         | $640645.05         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $30.21             | $21.53             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $10208.33          | $6899.98           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $155902834.00      | $102581726.20      | U.S. Treasuries (including strips) |

### Security 143: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.290000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP16O8O3, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP16O8O3_4.29_0606
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $46281837.00       | $25356409.46       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $145269417.00      | $82333125.49       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2025-07-29      | N/A      | 0.0000% | $643300.00         | $638999.54         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2025-10-09      | N/A      | 0.0000% | $44200.00          | $43538.77          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-05-15      | 1.1250%  | 0.0000% | $1610900.00        | $979337.89         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-08-31      | 0.7500%  | 0.0000% | $17028000.00       | $16373828.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-12-31      | 3.7500%  | 0.0000% | $47003600.00       | $47477098.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-01-15      | 4.0000%  | 0.0000% | $332893100.00      | $337843262.65      | U.S. Treasuries (including strips) |

### Security 144: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.280000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP16PGT0, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP16PGT0_4.28_0606
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2041-03-01      | 5.5000%  | 0.0000% | $1340309.00        | $120232.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-06-01      | 5.5000%  | 0.0000% | $1765938.00        | $67895.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-06-01      | 5.5000%  | 0.0000% | $3507964.00        | $233194.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-05-01      | 5.5000%  | 0.0000% | $1271650.00        | $111213.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-06-01      | 5.5000%  | 0.0000% | $1017079.00        | $80167.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-05-01      | 5.5000%  | 0.0000% | $1152776.00        | $68447.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-05-01      | 5.5000%  | 0.0000% | $1271590.00        | $62027.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-06-01      | 5.5000%  | 0.0000% | $1086893.00        | $86698.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-06-01      | 5.5000%  | 0.0000% | $1697570.00        | $116883.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-07-01      | 5.5000%  | 0.0000% | $5713325.00        | $343707.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-06-01      | 5.5000%  | 0.0000% | $26926396.00       | $262437.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-01-01      | 5.5000%  | 0.0000% | $2246434.00        | $95393.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 5.5000%  | 0.0000% | $4395739.00        | $92707.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $11482730.00       | $11323773.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $5349305.00        | $5271823.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $1589952.00        | $1307364.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $8232022.00        | $7933693.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $153411.00         | $147229.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $14079402.00       | $11251691.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-11-01      | 6.0000%  | 0.0000% | $73198579.00       | $14242.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-04-01      | 6.0000%  | 0.0000% | $5682152.00        | $72542.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-02-01      | 6.0000%  | 0.0000% | $12718584.00       | $135336.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 6.0000%  | 0.0000% | $10148118.00       | $68896.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 6.0000%  | 0.0000% | $1546312.00        | $65722.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 6.0000%  | 0.0000% | $11148103.00       | $137438.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $1539500.00        | $1565484.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $21415914.00       | $18787150.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $197030.00         | $195989.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $1369212.00        | $1405734.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $462618.00         | $477281.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.5000%  | 0.0000% | $257873.00         | $239162.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 7.0000%  | 0.0000% | $3391534.00        | $2901810.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-09-01      | 7.5000%  | 0.0000% | $2033956.00        | $57476.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-10-01      | 8.0000%  | 0.0000% | $28021835.00       | $35827.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-03-01      | 4.0000%  | 0.0000% | $697193.00         | $221664.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-02-01      | 4.5000%  | 0.0000% | $3623.00           | $94.71             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $1976000.00        | $1670841.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.0000%  | 0.0000% | $16244348.00       | $14544257.54       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $1322019.00        | $1282247.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $1213898.00        | $1181892.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $2239007.00        | $2146126.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $3881451.00        | $3718023.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $23178643.00       | $18083537.07       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $25868339.00       | $19972318.51       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.5000%  | 0.0000% | $2370781.00        | $2352835.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 5.5000%  | 0.0000% | $3511386.00        | $2792483.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $2693930.00        | $2617064.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $20196832.00       | $18971703.97       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $332789.00         | $337801.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $1460448.00        | $1471662.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $684732.00         | $699205.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $3228210.00        | $3274329.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $3757453.00        | $3704185.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 6.5000%  | 0.0000% | $12555866.00       | $11341428.86       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $351655.00         | $362839.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 7.0000%  | 0.0000% | $22930.00          | $24049.37          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-03-01      | 3.5000%  | 0.0000% | $63212147.00       | $17069713.68       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 4.0000%  | 0.0000% | $58568035.00       | $10760621.90       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-11-01      | 6.0000%  | 0.0000% | $1324.00           | $18.26             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-10-01      | 6.0000%  | 0.0000% | $9872.00           | $172.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $1792.00           | $833.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 2.0000%  | 0.0000% | $1000.00           | $576.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $3124633.00        | $1715009.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.0000%  | 0.0000% | $196000.00         | $123227.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $130917771.00      | $64630319.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $18139444.00       | $9727729.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $5186315.00        | $2704885.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $3258158.00        | $1677054.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $4689617.00        | $2669291.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $27474368.00       | $15184430.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1054056.00        | $602468.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $175000.00         | $111790.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $534658.00         | $308258.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $2310819.00        | $1612308.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $4505456.00        | $3652165.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $18882697.00       | $2335575.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $99688192.00       | $26650011.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-06-01      | 3.0000%  | 0.0000% | $3901024.00        | $230626.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.0000%  | 0.0000% | $1305799.00        | $515178.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 3.5000%  | 0.0000% | $20000.00          | $1553.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $212920.00         | $28677.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $68717222.00       | $10903690.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 3.5000%  | 0.0000% | $1420.00           | $36.07             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-03-01      | 3.5000%  | 0.0000% | $5973145.00        | $301471.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $134267136.00      | $37209235.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $69990439.00       | $14643411.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 3.5000%  | 0.0000% | $1069120.00        | $497376.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 3.5000%  | 0.0000% | $36406311.00       | $10195744.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $1405727.00        | $396235.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 3.5000%  | 0.0000% | $37863091.00       | $16862966.94       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $123459.00         | $89125.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-01-01      | 4.0000%  | 0.0000% | $4153477.00        | $322876.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-08-01      | 4.0000%  | 0.0000% | $1428433.00        | $285396.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $1250150.00        | $238450.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 4.0000%  | 0.0000% | $2465170.00        | $509067.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $1724269.00        | $480132.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-04-01      | 4.0000%  | 0.0000% | $1995850.00        | $291797.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $1086939.00        | $388566.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $37827211.00       | $10602501.57       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-01      | 4.5000%  | 0.0000% | $5026502.00        | $400798.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 4.5000%  | 0.0000% | $1472527.00        | $309562.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2058-05-01      | 4.5000%  | 0.0000% | $39675674.00       | $12331557.57       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $1848108.00        | $317815.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-01-01      | 4.5000%  | 0.0000% | $1884300.00        | $508725.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 4.5000%  | 0.0000% | $202900.00         | $171211.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 4.5000%  | 0.0000% | $58877991.00       | $18730142.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $27348908.00       | $20390126.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 5.0000%  | 0.0000% | $1887887.00        | $360103.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 5.0000%  | 0.0000% | $1134996.00        | $421291.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 5.0000%  | 0.0000% | $2000000.00        | $304489.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $3065714.00        | $2976924.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $242999.00         | $194760.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $3984363.00        | $3222121.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $14307098.00       | $11645028.33       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-11-01      | 5.5000%  | 0.0000% | $31707769.00       | $246927.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-04-01      | 5.5000%  | 0.0000% | $1305517.00        | $30562.25          | Agency Mortgage-Backed Securities |

### Security 145: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP16SRC9, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP16SRC9_4.27_0606
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $416687563.00      | $189587238.00      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $662074748.00      | $51493681.65       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2027-08-15      | 3.7500%  | 0.0000% | $312832900.00      | $315148326.80      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-12-15      | 4.0000%  | 0.0000% | $1352300.00        | $1380802.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-11-15      | 4.1250%  | 0.0000% | $176133100.00      | $177343906.93      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-11-30      | 4.2500%  | 0.0000% | $122428100.00      | $125430433.96      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-07-15      | 4.3750%  | 0.0000% | $157935000.00      | $161955173.55      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2044-11-15      | N/A      | 0.0000% | $3024.47           | $1102.00           | U.S. Treasuries (including strips) |

### Security 146: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.430000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16T6P1, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16T6P1_4.43_0606
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill  | 2025-10-30      | N/A      | 0.0000% | $140775100.00      | $138272118.70      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-31      | 0.5000%  | 0.0000% | $165217400.00      | $154689295.27      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-09-30      | 0.8750%  | 0.0000% | $100.00            | $96.00             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-06-30      | 1.8750%  | 0.0000% | $100.00            | $98.36             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-09-15      | 3.3750%  | 0.0000% | $1600.00           | $1592.09           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-30      | 3.5000%  | 0.0000% | $600.00            | $594.85            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-02-15      | 4.2500%  | 0.0000% | $109846400.00      | $112119116.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-08-15      | 4.3750%  | 0.0000% | $7388500.00        | $7503302.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-07-15      | 4.5000%  | 0.0000% | $3743600.00        | $3820612.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-06-15      | 4.6250%  | 0.0000% | $3320800.00        | $3434809.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-02-15      | N/A      | 0.0000% | $429241.05         | $231148.02         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-02-15      | N/A      | 0.0000% | $791.45            | $401.85            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $13752600.00       | $6556290.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-02-15      | 0.6250%  | 0.0000% | $100.00            | $101.31            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-07-15      | 0.1250%  | 0.0000% | $3595800.00        | $3903106.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-01-15      | 0.8750%  | 0.0000% | $2386200.00        | $2967335.79        | U.S. Treasuries (including strips) |

### Security 147: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.270000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16T6Q9, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16T6Q9_4.27_0606
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note               | 2027-05-15      | 2.3750%  | 0.0000% | $896300.00         | $870493.79         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-31      | 2.6250%  | 0.0000% | $13540000.00       | $13371858.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-30      | 3.7500%  | 0.0000% | $19207600.00       | $19191985.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-12-15      | 4.0000%  | 0.0000% | $75700.00          | $77246.68          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-02-15      | 4.1250%  | 0.0000% | $18790100.00       | $19046356.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-07-31      | 4.1250%  | 0.0000% | $73200.00          | $74147.22          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-02-15      | 4.2500%  | 0.0000% | $4389000.00        | $4479808.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-03-31      | 4.5000%  | 0.0000% | $600.00            | $605.77            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-06-15      | 4.6250%  | 0.0000% | $22816900.00       | $23600250.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-08-15      | N/A      | 0.0000% | $230390.36         | $143681.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $39.60             | $24.03             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-08-15      | N/A      | 0.0000% | $161340.51         | $95142.34          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-05-15      | 2.3750%  | 0.0000% | $2459200.00        | $2320225.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-08-15      | N/A      | 0.0000% | $152.00            | $84.56             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-02-15      | N/A      | 0.0000% | $1877192.22        | $953114.31         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-08-15      | N/A      | 0.0000% | $6513996.01        | $2534550.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-02-15      | N/A      | 0.0000% | $239.58            | $90.43             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-08-15      | N/A      | 0.0000% | $0.03              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-08-15      | N/A      | 0.0000% | $55500.78          | $14439.80          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2028-11-15      | N/A      | 0.0000% | $200.00            | $174.64            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $1647100.00        | $1032219.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-11-15      | N/A      | 0.0000% | $28904100.00       | $14456992.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $206700.00         | $102109.39         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-05-15      | N/A      | 0.0000% | $24738700.00       | $12042625.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-02-15      | N/A      | 0.0000% | $100.00            | $41.29             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $1493100.00        | $549919.18         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $199000.00         | $72376.10          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-11-15      | N/A      | 0.0000% | $1900.00           | $672.79            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-05-15      | N/A      | 0.0000% | $20496800.00       | $6711492.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-08-15      | N/A      | 0.0000% | $9060300.00        | $2541242.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $100.00            | $47.67             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-05-15      | N/A      | 0.0000% | $4803400.00        | $1243648.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-08-15      | N/A      | 0.0000% | $400.00            | $98.90             | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-07-31      | 4.4833%  | 0.0000% | $867300.00         | $871269.80         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2047-02-15      | 0.8750%  | 0.0000% | $5946000.00        | $5594782.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2026-01-15      | 2.0000%  | 0.0000% | $200.00            | $325.61            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-15      | 0.1250%  | 0.0000% | $100.00            | $132.16            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2025-10-15      | 0.1250%  | 0.0000% | $7975900.00        | $9798273.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-01-15      | 0.1250%  | 0.0000% | $6159600.00        | $6936361.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-15      | 0.1250%  | 0.0000% | $2758800.00        | $3052004.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-01-15      | 0.6250%  | 0.0000% | $200.00            | $268.35            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-04-15      | 1.2500%  | 0.0000% | $71947400.00       | $76366226.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-02-15      | N/A      | 0.0000% | $33.31             | $19.09             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-11-15      | N/A      | 0.0000% | $47240.94          | $37600.20          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2031-05-15      | N/A      | 0.0000% | $8437.64           | $6556.31           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2026-05-15      | N/A      | 0.0000% | $16.43             | $15.81             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2027-08-15      | N/A      | 0.0000% | $52.66             | $48.21             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2028-02-15      | N/A      | 0.0000% | $52.83             | $47.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-02-15      | N/A      | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-11-15      | N/A      | 0.0000% | $88.78             | $51.62             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-05-15      | N/A      | 0.0000% | $38605120.67       | $21778113.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-08-14      | N/A      | 0.0000% | $498500.00         | $494063.35         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2051-02-15      | 1.8750%  | 0.0000% | $8613400.00        | $4754430.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $54.21             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2046-05-15      | 2.5000%  | 0.0000% | $1200.00           | $809.06            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2047-02-15      | 3.0000%  | 0.0000% | $299300.00         | $221912.63         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-05-15      | 3.3750%  | 0.0000% | $100.00            | $80.46             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-02-15      | 4.2500%  | 0.0000% | $1455900.00        | $1316308.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-02-15      | 4.5000%  | 0.0000% | $34562800.00       | $33132873.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-11-15      | 4.5000%  | 0.0000% | $200.00            | $186.75            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-31      | 0.5000%  | 0.0000% | $1947600.00        | $1823493.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-05-15      | 0.6250%  | 0.0000% | $100.00            | $84.92             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-08-15      | 0.6250%  | 0.0000% | $53690400.00       | $45228663.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-06-30      | 0.8750%  | 0.0000% | $1615700.00        | $1565433.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-10-31      | 1.1250%  | 0.0000% | $4808200.00        | $4618560.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-12-31      | 1.3750%  | 0.0000% | $1239400.00        | $1140956.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-02-15      | 1.5000%  | 0.0000% | $86800.00          | $77958.76          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-11-30      | 1.5000%  | 0.0000% | $1200.00           | $1113.86           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-10-31      | 1.6250%  | 0.0000% | $11775600.00       | $11398812.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-05-15      | 1.6250%  | 0.0000% | $89372600.00       | $77754373.27       | U.S. Treasuries (including strips) |

### Security 148: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP16T6U0, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP16T6U0_4.34_0829
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $89687472.00       | $46797019.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.0000%  | 0.0000% | $661004180.00      | $56202981.14       | Agency Mortgage-Backed Securities |

### Security 149: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP16WUM4, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP16WUM4_4.18_0606
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2028-12-01      | 3.8100%  | 0.0000% | $222175.00         | $218805.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 2.5000%  | 0.0000% | $8000.00           | $5409.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $308.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $212.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-06-01      | 3.0000%  | 0.0000% | $1000.00           | $92.16             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-07-01      | 3.0000%  | 0.0000% | $1000.00           | $136.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-02-01      | 3.0000%  | 0.0000% | $115000.00         | $39941.96          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-06-01      | 3.0000%  | 0.0000% | $83000.00          | $57669.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.0000%  | 0.0000% | $166004.00         | $142984.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 3.5000%  | 0.0000% | $8000.00           | $6828.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 3.5000%  | 0.0000% | $700000.00         | $529280.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 4.0000%  | 0.0000% | $175000.00         | $129050.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $2743879.00        | $2077466.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.5000%  | 0.0000% | $15000.00          | $14444.69          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $712709.00         | $628442.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $576533.00         | $579227.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 5.5000%  | 0.0000% | $2420868.00        | $1925232.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.5000%  | 0.0000% | $12773952.00       | $11775860.52       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $85678003.00       | $78846734.72       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-10-01      | 6.0000%  | 0.0000% | $9000.00           | $5745.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $327094.00         | $265017.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $1048632.00        | $1063613.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $97195.00          | $85147.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $874124.00         | $912365.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 7.5000%  | 0.0000% | $1360525.00        | $737885.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-08-01      | 4.0000%  | 0.0000% | $8596.00           | $1404.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 5.0000%  | 0.0000% | $15317.00          | $597.30            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-01-01      | 5.5000%  | 0.0000% | $19563.00          | $189.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-12-01      | 7.5000%  | 0.0000% | $7769.00           | $189.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 1.5000%  | 0.0000% | $25573363.00       | $13296427.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 1.5000%  | 0.0000% | $250290284.00      | $135021678.06      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-01-01      | 1.5000%  | 0.0000% | $50000.00          | $17225.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $11690695.00       | $6254548.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 2.0000%  | 0.0000% | $132298.00         | $76208.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $4072148.00        | $2235069.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $235000.00         | $114180.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $24794984.00       | $13520466.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $8068127.00        | $4326734.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $251230510.00      | $135518038.55      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $22434460.00       | $13677602.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $73695756.00       | $37933027.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $123642063.00      | $68150272.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $10913370.00       | $6211800.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $367683.00         | $208595.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $23555200.00       | $12049111.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $21674240.00       | $11593884.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $161778.00         | $92467.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $47283216.00       | $26821952.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $120507799.00      | $64640684.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $18815776.00       | $10731073.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $25200906.00       | $14139100.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.0000%  | 0.0000% | $259176.00         | $149805.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-10-01      | 2.5000%  | 0.0000% | $963297.00         | $480276.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $202372864.00      | $116678628.18      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $67000.00          | $40917.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $6150792.00        | $4985890.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-10-01      | 2.5000%  | 0.0000% | $2500000.00        | $77294.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-03-01      | 2.5000%  | 0.0000% | $725000.00         | $137209.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 3.0000%  | 0.0000% | $19805924.00       | $14030587.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $150896.00         | $94417.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $251997.00         | $183531.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 3.0000%  | 0.0000% | $12504800.00       | $10414394.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-12-01      | 3.0000%  | 0.0000% | $415000.00         | $126658.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-10-01      | 3.0000%  | 0.0000% | $649847.00         | $92126.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-11-01      | 3.0000%  | 0.0000% | $526000.00         | $89257.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 3.0000%  | 0.0000% | $352341.00         | $72433.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $157575.00         | $99460.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 3.0000%  | 0.0000% | $15000.00          | $5208.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 3.0000%  | 0.0000% | $15000.00          | $9787.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $109998000.00      | $13006105.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-02-01      | 3.5000%  | 0.0000% | $60004288.00       | $12375147.91       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $202813151.00      | $32539295.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $160000.00         | $116923.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $58819.00          | $43386.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 3.5000%  | 0.0000% | $101000.00         | $63884.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $461684.00         | $349752.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 3.5000%  | 0.0000% | $100000.00         | $37199.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 3.5000%  | 0.0000% | $500000.00         | $91804.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 3.5000%  | 0.0000% | $280000.00         | $91907.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 3.5000%  | 0.0000% | $174001.00         | $68586.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $4671067.00        | $3387540.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-07-01      | 3.5000%  | 0.0000% | $8123700.00        | $624909.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $113436541.00      | $12934965.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 4.0000%  | 0.0000% | $162000.00         | $56267.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-01-01      | 4.5000%  | 0.0000% | $200000.00         | $25991.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 4.5000%  | 0.0000% | $516000.00         | $101686.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 4.5000%  | 0.0000% | $195390.00         | $127440.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $3745635.00        | $2717037.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-08-01      | 4.5000%  | 0.0000% | $475401.00         | $92085.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-06-01      | 4.5000%  | 0.0000% | $135000.00         | $48218.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $68352.00          | $50519.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $1210456.00        | $1020200.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $6347853.00        | $4703783.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $2975994.00        | $2492378.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 5.0000%  | 0.0000% | $4428982.00        | $4256292.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 5.0000%  | 0.0000% | $143000.00         | $44796.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $3589404.00        | $2971082.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $293000.00         | $235756.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 5.0000%  | 0.0000% | $1460226.00        | $1302586.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $5131916.00        | $4113161.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $9372.00           | $7628.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $3397216.00        | $3350188.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1026100.00        | $1014095.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $1480240.00        | $1478829.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $556490.00         | $553217.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 5.5000%  | 0.0000% | $502778.00         | $137377.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.5000%  | 0.0000% | $18823719.00       | $13302552.46       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $7014923.00        | $6760702.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 5.5000%  | 0.0000% | $244000.00         | $56705.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $9705901.00        | $9684555.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1555800.00        | $1585774.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $2075784.00        | $2111717.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1733124.00        | $1759980.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $11983744.00       | $11732448.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-05-01      | 6.0000%  | 0.0000% | $1000000.00        | $375365.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $11872862.00       | $11378090.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $17411291.00       | $17875716.53       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $1205413.00        | $1234575.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $359216.00         | $372318.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1198620.00        | $1242604.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $1465637.00        | $1512834.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $6536871.00        | $6743107.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $9506266.00        | $9975699.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 7.5000%  | 0.0000% | $1986499.00        | $1214901.03        | Agency Mortgage-Backed Securities |

### Security 150: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.345000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16XPS5, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP16XPS5_4.34_0606
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $1227246400.00     | $1279900638.44     | U.S. Treasuries (including strips) |

### Security 151: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP172K81, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP172K81_4.20_0606
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $245061.00         | $249303.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $2659532.00        | $2700116.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $2862724.00        | $2443261.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $1183148.00        | $1172536.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $7701540.00        | $5712841.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1894018.00        | $1907494.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $12412176.00       | $12743256.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $1098967.00        | $1131298.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $3992256.00        | $3256557.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1034.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $1527632.00        | $1573306.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.5000%  | 0.0000% | $2002.00           | $2056.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $6744550.00        | $6968392.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $1182065.00        | $1042770.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $8062018.00        | $7067333.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 7.0000%  | 0.0000% | $5812500.00        | $4973198.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 7.0000%  | 0.0000% | $37186995.00       | $38811001.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-07-01      | 1.9000%  | 0.0000% | $3820616.00        | $3265853.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 3.5000%  | 0.0000% | $1063284.00        | $673501.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $5773194.00        | $4186822.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $2737597.00        | $1976277.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-01      | 4.0000%  | 0.0000% | $3564565.00        | $538250.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 4.0000%  | 0.0000% | $3000000.00        | $636590.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $4745155.00        | $780584.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 4.0000%  | 0.0000% | $4618992.00        | $1393271.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $14722288.00       | $3279424.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $2625000.00        | $540435.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 4.0000%  | 0.0000% | $30531264.00       | $8468767.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 4.0000%  | 0.0000% | $49165726.00       | $13806271.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 4.0000%  | 0.0000% | $13521463.00       | $3913876.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $14096160.00       | $3207156.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 4.0000%  | 0.0000% | $3823316.00        | $2420666.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 4.0000%  | 0.0000% | $5509959.00        | $3007591.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $7979355.00        | $5925812.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-04-01      | 4.5000%  | 0.0000% | $19000000.00       | $674917.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 4.5000%  | 0.0000% | $3200000.00        | $586328.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $34486761.00       | $9507433.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 4.5000%  | 0.0000% | $26378268.00       | $6011123.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 4.5000%  | 0.0000% | $17314566.00       | $3727295.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 4.5000%  | 0.0000% | $21337379.00       | $6606369.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $34189056.00       | $6409481.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $1524420.00        | $1207586.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $12739629.00       | $10090980.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $9449739.00        | $8093260.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-07-01      | 4.5000%  | 0.0000% | $4312600.00        | $1516446.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $3160290.00        | $2292435.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-01      | 5.0000%  | 0.0000% | $6445000.00        | $652398.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1446897.00        | $1109591.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $294790.00         | $284857.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 5.0000%  | 0.0000% | $19800000.00       | $6339817.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 5.0000%  | 0.0000% | $1458131.00        | $568047.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1147831.00        | $750280.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $9153222.00        | $7674809.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $671163.00         | $548328.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 5.0000%  | 0.0000% | $5000000.00        | $634626.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $84786.00          | $64973.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $4418179.00        | $3599580.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $2604288.00        | $2278988.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $578688.00         | $463810.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $6512998.00        | $5267007.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $18164308.00       | $14784541.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $220690228.00      | $207840561.65      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-11-01      | 5.5000%  | 0.0000% | $3068540.00        | $32413.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-06-01      | 5.5000%  | 0.0000% | $26441261.00       | $257708.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $2575047.00        | $2552554.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $10361568.00       | $10235399.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $3100483.00        | $3084030.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.5000%  | 0.0000% | $7002031.00        | $5995348.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $7339496.00        | $6514790.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $12030393.00       | $8481251.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $4147830.00        | $3309215.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $4852605.00        | $3990134.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $9135973.00        | $8804885.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $2672065.00        | $2644863.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $7227224.00        | $7211329.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $7943835.00        | $6348393.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-11-01      | 6.0000%  | 0.0000% | $2654.00           | $0.51              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $8004540.00        | $6618764.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $3026161.00        | $2663036.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $2130379.00        | $1309871.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $4523372.00        | $4332695.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1938529.00        | $1935946.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $715616.00         | $728707.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1490403.00        | $1170884.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $9670849.00        | $9695300.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1015.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2024.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $3001520.00        | $3042751.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.0000%  | 0.0000% | $8180609.00        | $5467757.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $48911.00          | $36713.87          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.0000%  | 0.0000% | $47000.00          | $40020.74          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-12-01      | 5.0000%  | 0.0000% | $1655505.00        | $1497266.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $1564099.00        | $1499215.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1574297.00        | $1568012.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $6901144.00        | $6482524.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $51097157.00       | $45301063.86       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $253033.00         | $256844.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $4023844.00        | $4092844.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $17187063.00       | $15056691.47       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $8424.00           | $8574.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $1401260.00        | $1390829.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-07-01      | 1.5000%  | 0.0000% | $837339.00         | $371799.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $7922863.00        | $4238749.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $9270465.00        | $5088257.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $7133503.00        | $3724397.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $93376214.00       | $50917151.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $3448120.00        | $1890357.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $4874729.00        | $2614195.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $3592887.00        | $1817083.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $3092928.00        | $1711525.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $16777504.00       | $9032353.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $12978967.00       | $6934452.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $2617835.00        | $1373207.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $14003994.00       | $7672361.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $4781334.00        | $2567075.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $16123777.00       | $9177521.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $11434752.00       | $6174556.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $8547535.00        | $5302800.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $3619075.00        | $1998859.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $14134752.00       | $7718842.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $12446720.00       | $6970534.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $7394.00           | $4226.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $6215153.00        | $3270297.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 2.0000%  | 0.0000% | $9145888.00        | $5269892.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $1000000.00        | $602015.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $2026709.00        | $1193894.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.5000%  | 0.0000% | $12980672.00       | $7353213.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $50147481.00       | $30678971.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $1415099.00        | $987345.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $7746778.00        | $6279611.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 3.0000%  | 0.0000% | $3000000.00        | $724609.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-02-01      | 3.0000%  | 0.0000% | $57190208.00       | $7920785.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-06-01      | 3.0000%  | 0.0000% | $65251026.00       | $9454642.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $46974528.00       | $7706516.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.0000%  | 0.0000% | $36507706.00       | $7570704.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.0000%  | 0.0000% | $26548784.00       | $6104581.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.0000%  | 0.0000% | $36003040.00       | $6737916.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-10-01      | 3.0000%  | 0.0000% | $3806927.00        | $738923.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 3.0000%  | 0.0000% | $1169423.00        | $720350.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 3.0000%  | 0.0000% | $1120717.00        | $803087.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 3.0000%  | 0.0000% | $9242632.00        | $4999597.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 3.0000%  | 0.0000% | $4570512.00        | $2058680.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $691.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 3.0000%  | 0.0000% | $16026.00          | $7373.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 3.0000%  | 0.0000% | $17119291.00       | $13971901.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $5502000.00        | $3562460.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $76538890.00       | $7654683.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $47922176.00       | $7128774.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 3.5000%  | 0.0000% | $36149120.00       | $8649403.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $23961824.00       | $2697302.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $16407065.00       | $3050465.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $9351737.00        | $1203608.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $50107968.00       | $8106636.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-11-01      | 3.5000%  | 0.0000% | $76655251.00       | $7730100.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $50487488.00       | $7707076.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-11-01      | 3.5000%  | 0.0000% | $46755328.00       | $7680053.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 3.5000%  | 0.0000% | $28498240.00       | $5450535.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $15446947.00       | $2696200.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $37722028.00       | $7742607.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-01-01      | 3.5000%  | 0.0000% | $48252416.00       | $2928662.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $62830720.00       | $7386380.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $58745120.00       | $5179200.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $2204352.00        | $461194.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $5638475.00        | $1540592.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 3.5000%  | 0.0000% | $15101130.00       | $4578962.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $10050985.00       | $7118120.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $11504440.00       | $7663755.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $776814.00         | $218962.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 3.5000%  | 0.0000% | $4124619.00        | $1965636.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $11329602.00       | $4418240.85        | Agency Mortgage-Backed Securities |

### Security 152: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP173N52, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP173N52_4.35_0606
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $1288770.00        | $1277917.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $40000.00          | $38145.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $2291816.00        | $1871049.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $900000.00         | $792801.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $2470000.00        | $2387989.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $200000.00         | $173325.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $473000.00         | $407848.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $250000.00         | $216896.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-06-01      | 5.5000%  | 0.0000% | $6709656.00        | $98921.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-11-01      | 5.5000%  | 0.0000% | $213131776.00      | $1985660.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-01-01      | 5.5000%  | 0.0000% | $726496.00         | $647636.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $7814648.00        | $7857784.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $4480288.00        | $4259038.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $261669.00         | $251204.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1584112.00        | $1602477.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $2110264.00        | $2141728.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $2262080.00        | $2298778.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-06-01      | 6.0000%  | 0.0000% | $1406912.00        | $1108123.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-01-01      | 6.0000%  | 0.0000% | $2350428.00        | $1575149.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-01-01      | 6.5000%  | 0.0000% | $2689852.00        | $10771.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-06-01      | 6.5000%  | 0.0000% | $25000000.00       | $43903.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $254896.00         | $211927.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1203304.00        | $944421.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $112000.00         | $97831.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-08-01      | 6.5000%  | 0.0000% | $60023.00          | $48813.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $732804.00         | $757849.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 6.5000%  | 0.0000% | $2282004.00        | $1955058.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1534214.00        | $1596463.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $3067040.00        | $3178682.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $5164280.00        | $5365496.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $1999200.00        | $2066807.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $4103384.00        | $4253313.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 6.5000%  | 0.0000% | $187000.00         | $157572.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 6.5000%  | 0.0000% | $139590912.00      | $111549234.79      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-05-01      | 6.5000%  | 0.0000% | $1873594.00        | $1948195.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-01-01      | 6.5000%  | 0.0000% | $1722494.00        | $863337.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-12-01      | 6.5000%  | 0.0000% | $576000.00         | $590333.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-04-01      | 7.0000%  | 0.0000% | $5013261.00        | $37029.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-01-01      | 7.0000%  | 0.0000% | $1301452.00        | $1168191.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 7.0000%  | 0.0000% | $1531286.00        | $1342645.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 7.0000%  | 0.0000% | $3681308.00        | $3881517.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 7.0000%  | 0.0000% | $1039042.00        | $1093085.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 7.0000%  | 0.0000% | $1074312.00        | $1127907.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 7.0000%  | 0.0000% | $1752924.00        | $1849054.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 7.0000%  | 0.0000% | $1344208.00        | $1415380.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 7.0000%  | 0.0000% | $2505648.00        | $2161797.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $2690908.00        | $2227671.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 7.0000%  | 0.0000% | $2559716.00        | $2663469.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-12-01      | 7.0000%  | 0.0000% | $3000000.00        | $1982684.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-15      | 3.0000%  | 0.0000% | $677731.00         | $286304.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-04-20      | 4.5000%  | 0.0000% | $75004800.00       | $1190252.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.0000%  | 0.0000% | $7065416.00        | $4286209.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $217670656.00      | $137570676.80      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-11-20      | 3.5000%  | 0.0000% | $3208800.00        | $420202.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-06-20      | 3.5000%  | 0.0000% | $2817308.00        | $810823.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 4.0000%  | 0.0000% | $26204800.00       | $20496873.07       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 4.5000%  | 0.0000% | $41005248.00       | $1869093.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 4.5000%  | 0.0000% | $2450670.00        | $2276140.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 4.5000%  | 0.0000% | $1820732.00        | $1698760.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 4.5000%  | 0.0000% | $295122432.00      | $276634379.90      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 5.0000%  | 0.0000% | $2282980.00        | $2207528.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1314444.00        | $1279640.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $76856576.00       | $74783260.59       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 5.0000%  | 0.0000% | $5231216.00        | $5019698.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1005286.00        | $977927.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $20082464.00       | $19554806.01       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $64529152.00       | $64553257.25       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.0000%  | 0.0000% | $1014748.00        | $1053601.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.0000%  | 0.0000% | $1117136.00        | $916830.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $103424256.00      | $104043282.80      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $7384168.00        | $7546312.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1069938.00        | $1116835.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $4933352.00        | $5043760.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $3600940.00        | $3665995.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $9097632.00        | $9233787.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $13550176.00       | $14305369.47       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $1174286.00        | $1246094.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $1881812.00        | $1982981.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $10060160.00       | $10349889.24       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $2741524.00        | $2831087.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1338652.00        | $1409896.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $4056992.00        | $3800390.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $4560416.00        | $4520927.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1243942.00        | $1240072.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.0000%  | 0.0000% | $4449280.00        | $4330331.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $2570500.00        | $2124823.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $2815136.00        | $2580056.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $21344096.00       | $21190211.06       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $41351232.00       | $39453227.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $334939.00         | $125359.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $7463552.00        | $6721911.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $12160880.00       | $12435391.59       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-09-01      | 6.5000%  | 0.0000% | $58378.00          | $41478.92          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.5000%  | 0.0000% | $188572.00         | $171238.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $1254384.00        | $1289895.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.5000%  | 0.0000% | $3122600.00        | $3194709.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-05-01      | 5.0000%  | 0.0000% | $560409.00         | $314677.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 4.5000%  | 0.0000% | $1015876.00        | $851205.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 4.5000%  | 0.0000% | $9163008.00        | $7982006.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 4.0000%  | 0.0000% | $345000.00         | $139258.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-03-01      | 3.5000%  | 0.0000% | $6000000.00        | $636842.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-09-01      | 3.0000%  | 0.0000% | $500000.00         | $68354.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-03-01      | 1.5000%  | 0.0000% | $105193.00         | $60134.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-09-01      | 2.0000%  | 0.0000% | $358078.00         | $169329.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-06-01      | 2.0000%  | 0.0000% | $1000000.00        | $629425.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-12-01      | 2.0000%  | 0.0000% | $2500000.00        | $1508817.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-02-01      | 2.0000%  | 0.0000% | $2368008.00        | $1400732.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-02-01      | 2.0000%  | 0.0000% | $1200000.00        | $803888.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-08-01      | 2.0000%  | 0.0000% | $614892.00         | $423319.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $100000.00         | $67649.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-02-01      | 2.0000%  | 0.0000% | $544490.00         | $28276.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-11-01      | 2.5000%  | 0.0000% | $1163000.00        | $203566.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-04-01      | 2.5000%  | 0.0000% | $40000.00          | $8106.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $1090000.00        | $637471.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $6161664.00        | $2914786.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $590000.00         | $422401.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $6970168.00        | $5087540.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-11-01      | 2.5000%  | 0.0000% | $1000000.00        | $150544.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $2490000.00        | $539166.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-02-01      | 3.0000%  | 0.0000% | $880000.00         | $188136.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $2043876.00        | $430891.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $7206040.00        | $2371674.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $771000.00         | $366073.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-06-01      | 3.0000%  | 0.0000% | $400000.00         | $148213.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-07-01      | 3.0000%  | 0.0000% | $108000.00         | $64935.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-11-01      | 3.0000%  | 0.0000% | $15613312.00       | $2045823.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-05-01      | 3.0000%  | 0.0000% | $2487672.00        | $2098825.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-02-01      | 3.5000%  | 0.0000% | $314000.00         | $33319.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2057-03-01      | 3.5000%  | 0.0000% | $2550000.00        | $797929.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-02-01      | 3.5000%  | 0.0000% | $156691.00         | $33889.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 3.5000%  | 0.0000% | $918000.00         | $516557.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 3.5000%  | 0.0000% | $380000.00         | $242101.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-10-01      | 3.5000%  | 0.0000% | $77000.00          | $6147.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $321786.00         | $104096.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-10-01      | 2.5000%  | 0.0000% | $700000.00         | $252058.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $425000.00         | $301922.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-03-15      | 5.8600%  | 0.0000% | $1252630.00        | $1284217.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-05-15      | 5.8400%  | 0.0000% | $1832328.00        | $1837684.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-15      | 5.8400%  | 0.0000% | $183528.00         | $192876.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-07-15      | N/A      | 0.0000% | $46538000.00       | $33671406.45       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2033-06-20      | 3.9900%  | 0.0000% | $17636000.00       | $17093169.80       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $5196360.00        | $5388547.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.5000%  | 0.0000% | $14917744.00       | $10668223.69       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 7.0000%  | 0.0000% | $5039830.00        | $4774628.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 7.0000%  | 0.0000% | $1340804.00        | $1406542.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 7.0000%  | 0.0000% | $1403936.00        | $1491261.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 7.0000%  | 0.0000% | $1853338.00        | $1954326.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $460298.00         | $471304.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-06-20      | 6.5000%  | 0.0000% | $21839.00          | $22284.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-09-20      | 6.5000%  | 0.0000% | $11302.00          | $11538.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 6.5000%  | 0.0000% | $113200.00         | $115670.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-11-20      | 6.0000%  | 0.0000% | $237068.00         | $238935.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-11-20      | 6.0000%  | 0.0000% | $1140722.00        | $1149292.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-11-20      | 6.0000%  | 0.0000% | $1584416.00        | $1596146.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-06-20      | 6.0000%  | 0.0000% | $621921.00         | $246856.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2062-09-20      | 5.0000%  | 0.0000% | $642942.00         | $386095.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-11-20      | 4.0000%  | 0.0000% | $233591.00         | $210346.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 4.0000%  | 0.0000% | $369036.00         | $272557.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-20      | 3.5000%  | 0.0000% | $40000000.00       | $1327396.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 3.0000%  | 0.0000% | $534452.00         | $454808.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $1250000.00        | $814939.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $125000.00         | $18909.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.0000%  | 0.0000% | $2450000.00        | $1341600.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.0000%  | 0.0000% | $1300000.00        | $715705.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 3.0000%  | 0.0000% | $6709856.00        | $4532723.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $34809152.00       | $34533207.94       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $3200000.00        | $1949849.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $1337818.00        | $1385020.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1123488.00        | $1201538.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 3.5000%  | 0.0000% | $967000.00         | $684158.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-06-01      | 3.5000%  | 0.0000% | $1000000.00        | $704364.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 3.5000%  | 0.0000% | $90000.00          | $69318.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-03-01      | 3.5000%  | 0.0000% | $1228764.00        | $1042591.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-12-01      | 3.5000%  | 0.0000% | $2000000.00        | $149758.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-06-01      | 4.0000%  | 0.0000% | $2019540.00        | $227975.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-04-01      | 4.0000%  | 0.0000% | $1790228.00        | $1375105.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-07-01      | 4.0000%  | 0.0000% | $495000.00         | $37212.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $500000.00         | $380387.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-03-01      | 4.0000%  | 0.0000% | $59731.00          | $7067.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-01-01      | 4.5000%  | 0.0000% | $143442.00         | $7262.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $3140196.00        | $2948623.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $248674.00         | $225481.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 4.5000%  | 0.0000% | $967195.00         | $307880.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $7165352.00        | $779639.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 4.5000%  | 0.0000% | $1284076.00        | $542432.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $171997.00         | $137140.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 4.5000%  | 0.0000% | $565030.00         | $474403.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 4.5000%  | 0.0000% | $10115216.00       | $5717385.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $494039.00         | $411236.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 4.5000%  | 0.0000% | $891000.00         | $743540.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-12-01      | 4.5000%  | 0.0000% | $140000.00         | $125707.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-07-01      | 4.5000%  | 0.0000% | $1000000.00        | $698093.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-01-01      | 4.5000%  | 0.0000% | $7820616.00        | $6895510.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-03-01      | 4.5000%  | 0.0000% | $742393.00         | $703624.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-12-01      | 5.0000%  | 0.0000% | $706000.00         | $81770.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-07-01      | 5.0000%  | 0.0000% | $1500000.00        | $16107.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $1046000.00        | $1003726.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $4932264.00        | $4781085.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 5.0000%  | 0.0000% | $1328040.00        | $1294898.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $2076604.00        | $2016060.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $1499750.00        | $1464196.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $2775000.00        | $2268119.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $800000.00         | $655020.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $12000.00          | $10351.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-08-01      | 5.0000%  | 0.0000% | $438770.00         | $348436.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-11-01      | 5.5000%  | 0.0000% | $605522.00         | $6532.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-08-01      | 5.5000%  | 0.0000% | $1027252.00        | $995075.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $3650570.00        | $3286432.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $2026792.00        | $2011396.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $5693352.00        | $5649085.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $1400126.00        | $1398257.61        | Agency Mortgage-Backed Securities |

### Security 153: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP179ZJ6, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP179ZJ6_4.17_0606
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.0000%  | 0.0000% | $1484812.00        | $1503209.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1017.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $215528.00         | $222505.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $550747.00         | $546647.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1032.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.5000%  | 0.0000% | $5216.00           | $5407.50           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $7349152.00        | $7133328.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 7.0000%  | 0.0000% | $11576108.00       | $12141219.26       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 7.0000%  | 0.0000% | $1086400.00        | $1145258.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-12-01      | 3.5000%  | 0.0000% | $13000.00          | $3231.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 1.5000%  | 0.0000% | $5152546.00        | $2920431.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $3531282.00        | $1938206.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $58285659.00       | $31782609.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $6224222.00        | $3337894.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $16900487.00       | $8977326.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $12918416.00       | $7353056.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $27652638.00       | $14212417.23       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $956998.00         | $500976.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-08-01      | 3.5000%  | 0.0000% | $2850000.00        | $738295.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 3.5000%  | 0.0000% | $6167168.00        | $4784135.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.5000%  | 0.0000% | $309038.00         | $215866.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-07-01      | 3.5000%  | 0.0000% | $1000.00           | $740.05            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-01-01      | 4.0000%  | 0.0000% | $1308.00           | $1084.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-12-01      | 4.0000%  | 0.0000% | $1000.00           | $796.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $605610.00         | $479184.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $3663101.00        | $3508867.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $309280.00         | $297471.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1739163.00        | $1725991.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1577710.00        | $1565777.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $14371.00          | $14313.64          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.5000%  | 0.0000% | $6060245.00        | $6021802.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $9647333.00        | $9372066.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 6.0000%  | 0.0000% | $600620.00         | $464935.85         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $75921.00          | $77064.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $1295494.00        | $1316044.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-07-01      | 1.6900%  | 0.0000% | $57703000.00       | $49000198.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-09-01      | 1.8200%  | 0.0000% | $18494440.00       | $14927715.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-01-01      | 2.2600%  | 0.0000% | $2900000.00        | $2647655.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-02-01      | 2.3000%  | 0.0000% | $1467500.00        | $1366344.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-07-01      | 4.9600%  | 0.0000% | $2500000.00        | $2555083.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $650.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $439.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 2.5000%  | 0.0000% | $499000.00         | $315795.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $629.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $567.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1029.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.5000%  | 0.0000% | $3000.00           | $3081.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 7.0000%  | 0.0000% | $2832641.00        | $2423619.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $22747110.00       | $18578465.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $19794000.00       | $16773562.35       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $7733761.00        | $7788788.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $5908929.00        | $6066542.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $1756200.00        | $1816604.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $300000.00         | $161595.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $290993.00         | $137329.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $9097970.00        | $5508923.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $609000.00         | $372457.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $1815704.00        | $1266856.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $3181261.00        | $2578760.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $598000.00         | $342967.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 3.0000%  | 0.0000% | $30134374.00       | $17758913.39       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $661.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 3.0000%  | 0.0000% | $2004333.00        | $1237514.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-01-01      | 3.0000%  | 0.0000% | $1521356.00        | $165494.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $1010.00           | $189.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $1655016.00        | $1275087.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $18330215.00       | $5166784.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 3.5000%  | 0.0000% | $10280329.00       | $8949256.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $721.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $2314.00           | $1676.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 4.0000%  | 0.0000% | $1339549.00        | $352644.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $48968.00          | $37368.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 4.0000%  | 0.0000% | $25502244.00       | $19786449.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $201000.00         | $134880.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-01-01      | 4.0000%  | 0.0000% | $245142.00         | $187865.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 4.0000%  | 0.0000% | $808128.00         | $534644.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-04-01      | 4.0000%  | 0.0000% | $228620.00         | $102322.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-11-01      | 4.0000%  | 0.0000% | $372889.00         | $38968.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 4.0000%  | 0.0000% | $765000.00         | $38911.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-11-01      | 4.0000%  | 0.0000% | $1038356.00        | $104564.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $816.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $25102010.00       | $18140506.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $20901997.00       | $15239404.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $220000.00         | $176339.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-05-01      | 4.5000%  | 0.0000% | $1966493.00        | $381098.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-02-01      | 5.0000%  | 0.0000% | $6624336.00        | $6435197.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $12591285.00       | $9963916.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $1280135.00        | $987317.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $1211220.00        | $1008676.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $19283614.00       | $16725066.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 5.0000%  | 0.0000% | $596032.00         | $531686.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $53019.00          | $42494.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $6834919.00        | $5527342.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $11941304.00       | $9719429.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $1837783.00        | $1830373.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $17750621.00       | $15662013.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $169143.00         | $139080.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $20395928.00       | $16018826.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $4035751.00        | $3439593.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $3012.00           | $2375.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $22642745.00       | $21822171.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $444696.00         | $355383.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $1042.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $5282962.00        | $5364476.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $10107292.00       | $9956443.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $3446548.00        | $3496689.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1192308.00        | $1210856.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1363907.00        | $1380782.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $4130.00           | $4186.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $17475211.00       | $15554023.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $24613598.00       | $19061588.26       | Agency Mortgage-Backed Securities |

### Security 154: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.420000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP17B5Z8, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP17B5Z8_4.42_0606
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill  | 2025-09-04      | N/A      | 0.0000% | $4800000.00        | $4745664.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2025-07-31      | N/A      | 0.0000% | $512500.00         | $508771.05         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-07-31      | 0.3750%  | 0.0000% | $3125300.00        | $2898871.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-08-31      | 0.7500%  | 0.0000% | $35186000.00       | $33816371.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-12-31      | 1.2500%  | 0.0000% | $159224900.00      | $153287492.30      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-08-31      | 1.3750%  | 0.0000% | $17371700.00       | $16857395.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-06-30      | 1.8750%  | 0.0000% | $147000000.00      | $144584986.54      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-11-15      | 2.2500%  | 0.0000% | $31969600.00       | $30743761.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-03-15      | 3.8750%  | 0.0000% | $4373300.00        | $4405236.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-02-29      | 4.0000%  | 0.0000% | $14454300.00       | $14627784.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-06-30      | 4.6250%  | 0.0000% | $168500000.00      | $172539680.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $432.68            | $277.25            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $54.72             | $42.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $61.33             | $40.91             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $727200.00         | $455728.24         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $9314000.00        | $4601097.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $16341300.00       | $7954830.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $200.00            | $90.40             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $15579900.00       | $6513504.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-05-15      | N/A      | 0.0000% | $2615800.00        | $1063877.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $3712000.00        | $1426477.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $18774600.00       | $6914816.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $37400.00          | $13602.34          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $603500.00         | $213700.56         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $200.00            | $65.49             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $8645000.00        | $2424758.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $300.00            | $143.02            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-11-15      | N/A      | 0.0000% | $4399800.00        | $1218806.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-02-15      | N/A      | 0.0000% | $32421500.00       | $8872791.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $300.00            | $80.24             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $469000.00         | $116827.90         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $7479900.00        | $1837661.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $624700.00         | $150938.76         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2053-02-15      | 1.5000%  | 0.0000% | $6856300.00        | $5724846.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2027-01-15      | 2.3750%  | 0.0000% | $34729700.00       | $56476808.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-07-15      | 0.1250%  | 0.0000% | $9194500.00        | $9980286.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-15      | 0.1250%  | 0.0000% | $5338500.00        | $5905874.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-07-15      | 0.3750%  | 0.0000% | $12605600.00       | $16236281.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-01-15      | 0.3750%  | 0.0000% | $58342300.00       | $76160371.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-01-15      | 1.7500%  | 0.0000% | $71982000.00       | $73719405.00       | U.S. Treasuries (including strips) |

### Security 155: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP17H4A1, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP17H4A1_4.25_0929
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-09-29
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-09-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2043-05-01      | 3.0000%  | 0.0000% | $187073194.00      | $39970737.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 3.0000%  | 0.0000% | $212900141.00      | $39104045.23       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.0000%  | 0.0000% | $218203469.00      | $39994335.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.0000%  | 0.0000% | $186848946.00      | $22002802.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $355451293.00      | $38288524.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-03-01      | 3.5000%  | 0.0000% | $399742375.00      | $39440538.95       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $199851122.00      | $40620637.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 3.5000%  | 0.0000% | $197985434.00      | $40868345.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $284226279.00      | $40598644.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.5000%  | 0.0000% | $263820563.00      | $40586407.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $745975.00         | $380858.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $77077858.00       | $40851458.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $73253635.00       | $40792664.92       | Agency Mortgage-Backed Securities |

### Security 156: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.240000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP17PVG0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP17PVG0_4.24_1009
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $1471202.00        | $1496033.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $2677026.00        | $2721687.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $1446268.00        | $1099664.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $3208905.00        | $3263865.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.5000%  | 0.0000% | $1000923.00        | $1032952.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.5000%  | 0.0000% | $1050336.00        | $1083641.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 3.5000%  | 0.0000% | $5094738.00        | $4408792.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $2000241.00        | $1987312.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1011500.00        | $1001284.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1873290.00        | $1835654.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1950191.00        | $1938446.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1531710.00        | $1475142.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $2808670.00        | $2805840.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $4537316.00        | $4473601.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $4199284.00        | $4059355.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $956.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $1953431.00        | $1963058.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $1519400.00        | $1547409.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $5078702.00        | $5165946.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $1193005.00        | $1214604.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $4361983.00        | $4440734.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $2611717.00        | $2590667.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $10687835.00       | $10117468.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $300235.00         | $287819.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.5000%  | 0.0000% | $1057592.00        | $1093875.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $3033310.00        | $3063131.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $1317173.00        | $1340634.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $1052155.00        | $1068832.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $3664207.00        | $3487145.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $483429.00         | $452343.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $2729542.00        | $2699368.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1599486.00        | $1592865.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1835879.00        | $1822654.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1031178.00        | $1026812.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $13252940.00       | $11810067.96       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $9359524.00        | $8860781.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $3933.00           | $3739.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 4.5000%  | 0.0000% | $1754700.00        | $1651888.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 4.0000%  | 0.0000% | $142495.00         | $128411.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 3.5000%  | 0.0000% | $1020982.00        | $886348.99         | Agency Mortgage-Backed Securities |

### Security 157: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP17PW46, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP17PW46_4.25_1009
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2049-10-01      | 3.0000%  | 0.0000% | $141512664.00      | $25812733.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 2.5000%  | 0.0000% | $191233530.00      | $77187266.81       | Agency Mortgage-Backed Securities |

### Security 158: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP17RSQ8, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP17RSQ8_4.38_0606
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $77619328.00       | $77648323.17       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $6568.00           | $6590.95           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $2123350.00        | $2126675.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 5.5000%  | 0.0000% | $226989.00         | $214802.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 5.5000%  | 0.0000% | $7369.00           | $6105.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 5.5000%  | 0.0000% | $123483.00         | $115247.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $8889040.00        | $9210532.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $10536.00          | $10757.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $6250.00           | $6447.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $15036032.00       | $15465872.05       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1060944.00        | $1090829.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1619640.00        | $1653161.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1106508.00        | $1139957.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $2477536.00        | $2553275.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $3694388.00        | $3854118.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $60144.00          | $60874.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $2752244.00        | $2915290.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $156807168.00      | $84023302.90       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1365944.00        | $1395523.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1999436.00        | $1854737.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $2208320.00        | $1587903.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.5000%  | 0.0000% | $1138540.00        | $901648.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.5000%  | 0.0000% | $6452.00           | $6126.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.5000%  | 0.0000% | $2303672.00        | $2440287.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1927496.00        | $1780692.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $7207.00           | $2044.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $149846.00         | $44525.73          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $2600000.00        | $2349482.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $100000.00         | $94903.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-05-20      | 2.0000%  | 0.0000% | $8893.00           | $6597.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $14290.00          | $6593.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-05-20      | 3.0000%  | 0.0000% | $418667.00         | $352229.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 3.5000%  | 0.0000% | $8525.00           | $7412.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-20      | 3.5000%  | 0.0000% | $141050.00         | $5693.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $1632342.00        | $1706378.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-20      | 6.5000%  | 0.0000% | $471317.00         | $482176.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 6.5000%  | 0.0000% | $1085480.00        | $1110881.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $956300.00         | $981068.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-02-01      | 4.5000%  | 0.0000% | $17400.00          | $6604.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $7290.00           | $6015.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $54278640.00       | $52588424.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $7760.00           | $6586.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $2048.00           | $1928.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-01-01      | 5.0000%  | 0.0000% | $1660534.00        | $6696.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-07-01      | 5.0000%  | 0.0000% | $67810.00          | $6527.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-06-01      | 5.0000%  | 0.0000% | $1441.00           | $14.61             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 5.0000%  | 0.0000% | $6768.00           | $6461.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 5.0000%  | 0.0000% | $6400.00           | $6215.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $1009500.00        | $986898.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $6632.00           | $6637.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $381298.00         | $223384.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 5.5000%  | 0.0000% | $6561.00           | $6142.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $7016.00           | $6637.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $885.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $11000.00          | $8989.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $167484800.00      | $162751730.53      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1013.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-09-01      | 5.5000%  | 0.0000% | $19640.00          | $2041.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-10-01      | 5.5000%  | 0.0000% | $1002166.00        | $4114.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-05-01      | 5.5000%  | 0.0000% | $68498.00          | $965.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $6522.00           | $6397.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $6252.00           | $6188.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $9988.00           | $8439.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $1045000.00        | $894955.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-05-01      | 6.0000%  | 0.0000% | $25000.00          | $161.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-07-01      | 6.0000%  | 0.0000% | $312454.00         | $2551.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $15540.00          | $13914.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-05-01      | 6.0000%  | 0.0000% | $1285574.00        | $1307546.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 6.5000%  | 0.0000% | $4130.00           | $4269.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 6.5000%  | 0.0000% | $5531.00           | $5605.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-04-01      | 6.5000%  | 0.0000% | $3406.00           | $2.37              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-04-01      | 6.5000%  | 0.0000% | $13099497.00       | $6430.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-05-01      | 6.5000%  | 0.0000% | $170000.00         | $336.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-04-01      | 6.5000%  | 0.0000% | $4097.00           | $2.39              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $6368.00           | $6607.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 7.0000%  | 0.0000% | $1919306.00        | $1319836.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-07-01      | 7.0000%  | 0.0000% | $2104141.00        | $5601.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-08-01      | 7.0000%  | 0.0000% | $63000.00          | $616.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-03-01      | 7.0000%  | 0.0000% | $557005.00         | $4578.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-08-01      | 8.5000%  | 0.0000% | $1118205.00        | $639.99            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-10-15      | 4.9100%  | 0.0000% | $400000.00         | $391489.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-01-15      | 5.5300%  | 0.0000% | $1775484.00        | $1819113.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-06-15      | 2.5000%  | 0.0000% | $552095.00         | $188771.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-04-15      | 3.0000%  | 0.0000% | $1548598.00        | $126621.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-09-15      | 3.0000%  | 0.0000% | $491905.00         | $68199.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-01-15      | 3.0000%  | 0.0000% | $1977466.00        | $290743.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-10-15      | 3.5000%  | 0.0000% | $31189.00          | $2596.25           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-01-15      | 3.5000%  | 0.0000% | $2275900.00        | $146042.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-03-15      | 3.5000%  | 0.0000% | $1000000.00        | $31453.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-15      | 4.0000%  | 0.0000% | $50000.00          | $3193.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-12-15      | 6.0000%  | 0.0000% | $44496.00          | $772.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-05-15      | 6.5000%  | 0.0000% | $100000.00         | $670.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-03-15      | 7.0000%  | 0.0000% | $949566.00         | $1218.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-07-15      | 7.0000%  | 0.0000% | $393698.00         | $3570.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-02-15      | 6.0000%  | 0.0000% | $1000.00           | $6.01              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-08-15      | 7.0000%  | 0.0000% | $33980416.00       | $31739.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-07-15      | 7.0000%  | 0.0000% | $142378.00         | $1768.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 4.5000%  | 0.0000% | $15207456.00       | $14180222.76       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 1.5000%  | 0.0000% | $8031.00           | $6150.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-20      | 3.0000%  | 0.0000% | $2866380.00        | $311812.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $40831872.00       | $5376020.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 3.0000%  | 0.0000% | $103199.00         | $15157.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 3.0000%  | 0.0000% | $12542.00          | $10546.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-05-20      | 3.5000%  | 0.0000% | $2057832.00        | $149656.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-07-20      | 3.5000%  | 0.0000% | $121000.00         | $8173.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $54335.00          | $6572.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 3.5000%  | 0.0000% | $50813.00          | $6640.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-20      | 3.5000%  | 0.0000% | $6959.00           | $6633.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.5000%  | 0.0000% | $799996.00         | $185510.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-12-20      | 4.0000%  | 0.0000% | $24932.00          | $1590.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $12534.00          | $1084.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 4.5000%  | 0.0000% | $47899.00          | $43254.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-08-20      | 5.0000%  | 0.0000% | $110000.00         | $1491.15           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-01-20      | 5.0000%  | 0.0000% | $91132.00          | $678.11            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $3010308.00        | $2930841.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $3982580.00        | $3868545.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 5.0000%  | 0.0000% | $65726.00          | $5325.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-09-20      | 5.5000%  | 0.0000% | $13496832.00       | $173356.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $14370.00          | $14352.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1543250.00        | $1539318.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $10943616.00       | $10938823.68       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $6276.00           | $6272.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 4.5000%  | 0.0000% | $90000.00          | $75105.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-04-01      | 4.5000%  | 0.0000% | $163093.00         | $5324.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 4.5000%  | 0.0000% | $47880.00          | $36623.12          | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2026-10-13      | 1.1000%  | 0.0000% | $9825000.00        | $9436196.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2027-01-28      | 1.7000%  | 0.0000% | $10000.00          | $9669.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2027-02-25      | 2.0000%  | 0.0000% | $10000.00          | $9683.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2025-11-28      | N/A      | 0.0000% | $4000000.00        | $3915776.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2025-08-08      | 4.4900%  | 0.0000% | $35000.00          | $35103.10          | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2026-09-11      | 3.0000%  | 0.0000% | $100000.00         | $99232.33          | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2030-06-14      | 4.1250%  | 0.0000% | $15000000.00       | $15308037.50       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2034-03-10      | 4.3750%  | 0.0000% | $15000000.00       | $14896683.33       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2026-11-17      | 4.6250%  | 0.0000% | $45000.00          | $45402.35          | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2026-03-04      | 0.8000%  | 0.0000% | $10000.00          | $9758.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2026-07-30      | 0.8700%  | 0.0000% | $14535000.00       | $14030141.31       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2026-05-12      | 0.9400%  | 0.0000% | $14715000.00       | $14270901.30       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2026-09-22      | 1.0000%  | 0.0000% | $100000.00         | $96231.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-02-01      | 2.5000%  | 0.0000% | $9536.00           | $6548.33           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 2.5000%  | 0.0000% | $9643.00           | $6642.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 2.5000%  | 0.0000% | $152456960.00      | $117105870.43      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $8202192.00        | $5525872.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $10900.00          | $6646.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $8527.00           | $6172.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.5000%  | 0.0000% | $13212.00          | $7967.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-11-01      | 3.0000%  | 0.0000% | $171876.00         | $2317.01           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $200000.00         | $139710.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-03-01      | 3.0000%  | 0.0000% | $24700.00          | $8816.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 3.0000%  | 0.0000% | $19240.00          | $6445.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-01-01      | 3.0000%  | 0.0000% | $7360.00           | $6327.88           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $689639.00         | $483587.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-03-01      | 3.0000%  | 0.0000% | $595000.00         | $377264.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-09-01      | 3.5000%  | 0.0000% | $143247.00         | $556.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-06-01      | 3.5000%  | 0.0000% | $24438.00          | $6539.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-08-01      | 4.0000%  | 0.0000% | $49730.00          | $8490.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-11-01      | 4.0000%  | 0.0000% | $7049.00           | $6499.17           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-05-01      | 4.5000%  | 0.0000% | $62720.00          | $6520.33           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-07-01      | 4.5000%  | 0.0000% | $6494.00           | $795.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 4.5000%  | 0.0000% | $700000.00         | $243852.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.5000%  | 0.0000% | $8900.00           | $6652.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 4.5000%  | 0.0000% | $7349.00           | $6648.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-08-01      | 5.0000%  | 0.0000% | $2043236.00        | $45171.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 5.0000%  | 0.0000% | $16235.00          | $14683.21          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.0000%  | 0.0000% | $3072.00           | $2906.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.0000%  | 0.0000% | $6838.00           | $6606.89           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.0000%  | 0.0000% | $6176.00           | $5983.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-04-01      | 5.0000%  | 0.0000% | $5894.00           | $5901.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-04-01      | 5.0000%  | 0.0000% | $2201068.00        | $2203429.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $1875000.00        | $1678593.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $885.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $1536.00           | $1425.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $6816.00           | $6585.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $2490.00           | $2300.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $7664.00           | $6645.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.5000%  | 0.0000% | $6272.00           | $5728.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $1038.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-04-01      | 6.0000%  | 0.0000% | $1303612.00        | $1343275.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 6.5000%  | 0.0000% | $200000.00         | $147717.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $6500.00           | $6782.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $10346992.00       | $10425717.37       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-05-01      | 3.0000%  | 0.0000% | $21148.00          | $6435.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-02-01      | 3.5000%  | 0.0000% | $36908.00          | $6559.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-06-01      | 3.5000%  | 0.0000% | $108000.00         | $10652.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-08-01      | 4.0000%  | 0.0000% | $30920.00          | $6559.92           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-04-01      | 4.0000%  | 0.0000% | $54912.00          | $6479.50           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 4.0000%  | 0.0000% | $5000.00           | $354.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-04-01      | 4.5000%  | 0.0000% | $44293.00          | $8503.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 4.5000%  | 0.0000% | $49128.00          | $4589.05           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-02-01      | 4.5000%  | 0.0000% | $122642.00         | $7043.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-06-01      | 4.5000%  | 0.0000% | $187438.00         | $4037.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-02-01      | 4.5000%  | 0.0000% | $5969.00           | $216.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.8350%  | 0.0000% | $1539.00           | $1230.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 3.9390%  | 0.0000% | $6720.00           | $6464.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-09-01      | 6.8780%  | 0.0000% | $6880.00           | $6631.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-05-01      | 7.0250%  | 0.0000% | $2360.00           | $2178.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | N/A      | 0.0000% | $1312.00           | $1358.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-01-01      | 3.1000%  | 0.0000% | $3000.00           | $2974.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-07-01      | 4.3170%  | 0.0000% | $16383.00          | $3.09              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 4.5600%  | 0.0000% | $2272.00           | $2205.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 6.3990%  | 0.0000% | $5696.00           | $5674.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-11-01      | 7.1580%  | 0.0000% | $1927.00           | $2.13              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-08-01      | 7.4000%  | 0.0000% | $500000.00         | $738.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-03-01      | 1.5000%  | 0.0000% | $19392.00          | $10991.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $12856.00          | $6621.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $10000000.00       | $5733541.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $14760.00          | $9146.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $10000.00          | $6356.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 2.0000%  | 0.0000% | $10462.00          | $6613.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $10023.00          | $6496.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $9760.00           | $6593.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $5300.00           | $3433.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $9743.00           | $6465.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $159000.00         | $89699.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-06-01      | 2.0000%  | 0.0000% | $1000.00           | $594.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $10348.00          | $6637.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $10064.00          | $6630.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-06-01      | 2.0000%  | 0.0000% | $10262.00          | $6546.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $10474.00          | $6545.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $23473056.00       | $16637156.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $9089.00           | $6564.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $167000.00         | $109384.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 2.5000%  | 0.0000% | $1100000.00        | $298609.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $10000.00          | $6107.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-07-01      | 2.5000%  | 0.0000% | $52944.00          | $6331.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 2.5000%  | 0.0000% | $1658.00           | $1149.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $9975.00           | $6260.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $7000000.00        | $2468109.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-03-01      | 2.5000%  | 0.0000% | $363989.00         | $238078.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2025-07-01      | 2.5000%  | 0.0000% | $4131.00           | $2.46              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2025-06-25      | 2.5000%  | 0.0000% | $32765.00          | $2.31              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-08-01      | 3.0000%  | 0.0000% | $8095.00           | $6606.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-07-01      | 3.0000%  | 0.0000% | $9050.00           | $6587.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $47360.00          | $9903.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 3.0000%  | 0.0000% | $11500.00          | $7033.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-07-01      | 3.0000%  | 0.0000% | $38000.00          | $6232.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $7147.00           | $3546.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $707.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1612.00           | $1158.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $166.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-03-01      | 3.0000%  | 0.0000% | $8000.00           | $1776.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-10-01      | 3.0000%  | 0.0000% | $15999.00          | $2048.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-05-01      | 3.0000%  | 0.0000% | $1000.00           | $162.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $204918400.00      | $148960082.94      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-09-01      | 3.0000%  | 0.0000% | $9120.00           | $6208.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-07-01      | 3.0000%  | 0.0000% | $11560.00          | $1148.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $1000.00           | $141.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $39550.00          | $6162.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $8830.00           | $6633.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $6960.00           | $6334.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 3.5000%  | 0.0000% | $58675334.00       | $52664717.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-02-01      | 3.5000%  | 0.0000% | $572331.00         | $6522.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-02-01      | 3.5000%  | 0.0000% | $20560.00          | $886.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-06-01      | 3.5000%  | 0.0000% | $2048.00           | $258.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-10-01      | 3.5000%  | 0.0000% | $1019615.00        | $26940.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-03-01      | 3.5000%  | 0.0000% | $254671.00         | $29703.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-11-01      | 4.0000%  | 0.0000% | $8544.00           | $6627.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 4.0000%  | 0.0000% | $100000.00         | $28921.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 4.0000%  | 0.0000% | $8800.00           | $6360.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-03-01      | 4.0000%  | 0.0000% | $35982.00          | $5582.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-12-01      | 4.0000%  | 0.0000% | $8580.00           | $6609.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 4.0000%  | 0.0000% | $9454.00           | $6436.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-01-01      | 4.0000%  | 0.0000% | $60100.00          | $6062.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-05-01      | 4.0000%  | 0.0000% | $49000.00          | $4576.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 4.0000%  | 0.0000% | $15022752.00       | $13567132.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-03-01      | 4.0000%  | 0.0000% | $32689.00          | $3440.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-12-01      | 4.0000%  | 0.0000% | $30650.00          | $6368.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-06-01      | 4.0000%  | 0.0000% | $49365.00          | $5509.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-04-01      | 4.0000%  | 0.0000% | $33315.00          | $8113.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-01-01      | 4.0000%  | 0.0000% | $2750.00           | $436.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-01-01      | 4.5000%  | 0.0000% | $22803.00          | $6414.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 4.5000%  | 0.0000% | $230000.00         | $198843.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 4.5000%  | 0.0000% | $2322639.00        | $2105942.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $8369.00           | $6777.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 4.5000%  | 0.0000% | $5630.00           | $4594.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2042-01-27      | 2.8400%  | 0.0000% | $5760000.00        | $4202135.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2038-10-19      | 4.2500%  | 0.0000% | $5150000.00        | $4657512.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2028-12-04      | 4.7000%  | 0.0000% | $9095000.00        | $9339089.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2025-09-23      | 0.3750%  | 0.0000% | $25000000.00       | $24701697.92       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-10-27      | 0.8000%  | 0.0000% | $16177000.00       | $15439544.49       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-11-15      | N/A      | 0.0000% | $1000.00           | $506.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2025-11-07      | 0.5000%  | 0.0000% | $25000000.00       | $24590911.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-10-08      | 0.7500%  | 0.0000% | $110000.00         | $102237.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-04-24      | 2.1250%  | 0.0000% | $400000.00         | $393304.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 2.4200%  | 0.0000% | $1720.00           | $1152.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-09-01      | 3.8000%  | 0.0000% | $2300.00           | $2169.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-03-01      | 4.7000%  | 0.0000% | $6550.00           | $6580.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-10-01      | 5.4200%  | 0.0000% | $2100.00           | $2199.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-05-01      | 1.5000%  | 0.0000% | $5000000.00        | $2769065.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-10-01      | 1.5000%  | 0.0000% | $10867.00          | $6616.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-02-01      | 1.5000%  | 0.0000% | $10192.00          | $6360.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 1.5000%  | 0.0000% | $774506.00         | $394570.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-12-01      | 1.5000%  | 0.0000% | $1600000.00        | $731003.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.0000%  | 0.0000% | $10000.00          | $6432.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.0000%  | 0.0000% | $3673004.00        | $2610742.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.0000%  | 0.0000% | $9827.00           | $5718.24           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.0000%  | 0.0000% | $11864.00          | $6429.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-10-01      | 2.0000%  | 0.0000% | $905000.00         | $454200.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-05-01      | 2.5000%  | 0.0000% | $37863.00          | $3778.41           | Agency Mortgage-Backed Securities |

### Security 159: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP17UHD2, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP17UHD2_4.25_1015
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2048-07-01      | 4.0000%  | 0.0000% | $272753369.00      | $23191309.39       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 2.5000%  | 0.0000% | $1931430.00        | $779579.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $141722860.00      | $79029110.78       | Agency Mortgage-Backed Securities |

### Security 160: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP17WQF3, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP17WQF3_4.36_0606
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2047-06-15      | 3.5000%  | 0.0000% | $1000.00           | $312.32            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-15      | 3.5000%  | 0.0000% | $3991707.00        | $760449.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-15      | 3.5000%  | 0.0000% | $2399029.00        | $1319527.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-15      | 3.5000%  | 0.0000% | $937877.00         | $113794.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-15      | 3.5000%  | 0.0000% | $395051.00         | $93563.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-15      | 3.5000%  | 0.0000% | $2975558.00        | $336405.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-15      | 3.5000%  | 0.0000% | $509015.00         | $70837.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-15      | 3.5000%  | 0.0000% | $675983.00         | $66677.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-15      | 3.5000%  | 0.0000% | $4229215.00        | $123080.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-15      | 4.0000%  | 0.0000% | $1145368.00        | $93204.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-15      | 4.0000%  | 0.0000% | $463000.00         | $150212.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-15      | 4.0000%  | 0.0000% | $614909.00         | $95702.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-15      | 4.0000%  | 0.0000% | $349000.00         | $158624.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-15      | 4.0000%  | 0.0000% | $174000.00         | $88537.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-15      | 4.0000%  | 0.0000% | $404000.00         | $177508.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-15      | 4.0000%  | 0.0000% | $475000.00         | $173672.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-15      | 4.5000%  | 0.0000% | $1326557.00        | $101719.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-15      | 5.0000%  | 0.0000% | $1077251.00        | $52968.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-15      | 5.0000%  | 0.0000% | $571413.00         | $43849.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-15      | 5.0000%  | 0.0000% | $1228427.00        | $310563.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-15      | 5.0000%  | 0.0000% | $2707646.00        | $225694.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-15      | 5.0000%  | 0.0000% | $2013256.00        | $239429.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-15      | 5.0000%  | 0.0000% | $2039772.00        | $956361.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-15      | 5.0000%  | 0.0000% | $1376060.00        | $54807.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-15      | 5.0000%  | 0.0000% | $2469922.00        | $419523.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-15      | 5.0000%  | 0.0000% | $2416857.00        | $517671.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-15      | 5.0000%  | 0.0000% | $411764.00         | $73595.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-15      | 5.0000%  | 0.0000% | $673143.00         | $50672.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-15      | 5.0000%  | 0.0000% | $1460801.00        | $100753.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-15      | 5.0000%  | 0.0000% | $2816153.00        | $188022.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-15      | 5.0000%  | 0.0000% | $5288656.00        | $636399.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-15      | 5.0000%  | 0.0000% | $1281578.00        | $160787.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-15      | 5.0000%  | 0.0000% | $893586.00         | $178753.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-15      | 5.0000%  | 0.0000% | $1436757.00        | $208936.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-15      | 5.0000%  | 0.0000% | $466034.00         | $91054.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-15      | 4.0000%  | 0.0000% | $1151595.00        | $110609.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-15      | 4.5000%  | 0.0000% | $19376574.00       | $9209433.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-15      | 4.5000%  | 0.0000% | $5497092.00        | $3212322.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-15      | 4.5000%  | 0.0000% | $9334900.00        | $7291749.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-15      | 5.0000%  | 0.0000% | $687617.00         | $51577.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-15      | 5.0000%  | 0.0000% | $3007367.00        | $1339578.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-15      | 5.0000%  | 0.0000% | $2700941.00        | $2183950.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.0000%  | 0.0000% | $22846272.00       | $3073406.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 3.0000%  | 0.0000% | $21127225.00       | $2903860.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 3.0000%  | 0.0000% | $6059649.00        | $900209.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.0000%  | 0.0000% | $503644180.00      | $68590407.57       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.0000%  | 0.0000% | $62821000.00       | $8548885.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.0000%  | 0.0000% | $57184675.00       | $8165786.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.0000%  | 0.0000% | $55629953.00       | $7955668.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 3.0000%  | 0.0000% | $320750693.00      | $45397552.64       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 3.0000%  | 0.0000% | $48253787.00       | $6662722.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 3.0000%  | 0.0000% | $8192497.00        | $1284944.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $46679350.00       | $5759616.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 3.5000%  | 0.0000% | $269403524.00      | $31775681.33       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $402963560.00      | $49197528.24       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $23746739.00       | $3004915.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $125488994.00      | $15734767.85       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $29697574.00       | $3531313.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $36736368.00       | $4601647.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 3.5000%  | 0.0000% | $15508000.00       | $1888423.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $167481765.00      | $20247669.21       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $40036040.00       | $29322454.93       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 3.5000%  | 0.0000% | $27777921.00       | $21272424.67       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $1308814.00        | $109994.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 3.5000%  | 0.0000% | $1645785.00        | $338334.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $1647118.00        | $736340.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $1156227.00        | $440413.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 3.5000%  | 0.0000% | $465000.00         | $89994.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $906602.00         | $487066.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $2063178.00        | $750799.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $6271000.00        | $1536782.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $600000.00         | $340476.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $840665.00         | $348608.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 3.5000%  | 0.0000% | $8738137.00        | $7638692.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $61563228.00       | $6071396.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 4.0000%  | 0.0000% | $50440181.00       | $4974104.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 4.0000%  | 0.0000% | $46481536.00       | $5014049.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 4.0000%  | 0.0000% | $32304119.00       | $3563014.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 4.0000%  | 0.0000% | $82985890.00       | $9071997.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 4.0000%  | 0.0000% | $6835000.00        | $707857.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 4.0000%  | 0.0000% | $9600000.00        | $967735.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 4.0000%  | 0.0000% | $71424420.00       | $6541129.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $3471434.00        | $280030.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 4.0000%  | 0.0000% | $7481573.00        | $656549.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 4.0000%  | 0.0000% | $4318667.00        | $753002.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 4.0000%  | 0.0000% | $505192.00         | $77009.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 4.0000%  | 0.0000% | $228000.00         | $63042.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $500000.00         | $137125.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 4.0000%  | 0.0000% | $197764.00         | $51933.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 4.0000%  | 0.0000% | $511400.00         | $70163.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 4.5000%  | 0.0000% | $1777398.00        | $158153.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 4.5000%  | 0.0000% | $7425000.00        | $669724.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 4.5000%  | 0.0000% | $71344385.00       | $6401500.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 4.5000%  | 0.0000% | $6315444.00        | $580880.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 4.5000%  | 0.0000% | $6378108.00        | $569238.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 4.5000%  | 0.0000% | $5473232.00        | $541103.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 4.5000%  | 0.0000% | $1201000.00        | $101615.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 4.5000%  | 0.0000% | $667999.00         | $59750.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 4.5000%  | 0.0000% | $17830000.00       | $1399902.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $16086722.00       | $1226952.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $87793773.00       | $6437491.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 5.0000%  | 0.0000% | $930946.00         | $84007.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 5.0000%  | 0.0000% | $4342865.00        | $391895.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 5.0000%  | 0.0000% | $2780274.00        | $264709.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 5.0000%  | 0.0000% | $4476338.00        | $503766.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 5.0000%  | 0.0000% | $868916.00         | $101084.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 5.0000%  | 0.0000% | $6923203.00        | $693675.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 5.0000%  | 0.0000% | $3720000.00        | $295687.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 5.0000%  | 0.0000% | $92346504.00       | $7137285.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-15      | 3.0000%  | 0.0000% | $2035544.00        | $611567.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-15      | 3.0000%  | 0.0000% | $221000.00         | $139264.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-15      | 3.0000%  | 0.0000% | $2723.00           | $1276.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 5.5000%  | 0.0000% | $2031970.00        | $278007.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 7.0000%  | 0.0000% | $1326598.00        | $1386559.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 3.5000%  | 0.0000% | $282851.00         | $84640.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $253546.00         | $67965.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $500000.00         | $136696.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $4500000.00        | $1356273.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $2408949.00        | $710095.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $14394940.00       | $4591926.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $1898624.00        | $498460.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $200000.00         | $51399.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $20621358.00       | $16315318.55       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 4.0000%  | 0.0000% | $161053959.00      | $37376885.67       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 5.0000%  | 0.0000% | $698261.00         | $134046.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 3.0000%  | 0.0000% | $4700000.00        | $171034.27         | Agency Mortgage-Backed Securities |

### Security 161: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP17YJZ3, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP17YJZ3_4.14_0606
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill  | 2025-07-31      | N/A      | 0.0000% | $7942300.00        | $7884511.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2025-10-23      | N/A      | 0.0000% | $840000.00         | $825778.80         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2025-08-19      | N/A      | 0.0000% | $16649200.00       | $16490533.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $71.72             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-11-15      | 3.0000%  | 0.0000% | $200.00            | $150.48            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2048-02-15      | 3.0000%  | 0.0000% | $100.00            | $73.36             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-02-15      | 3.1250%  | 0.0000% | $100.00            | $80.68             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-05-15      | 4.6250%  | 0.0000% | $86472500.00       | $82298056.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2037-05-15      | 5.0000%  | 0.0000% | $200.00            | $209.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2027-11-15      | 6.1250%  | 0.0000% | $555000.00         | $584976.43         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $93.70             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-02-15      | N/A      | 0.0000% | $1.14              | $0.85              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-08-15      | N/A      | 0.0000% | $81.63             | $59.68             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $38.18             | $27.20             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $37.07             | $24.39             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $5300.07           | $3396.19           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-08-15      | N/A      | 0.0000% | $33.06             | $20.62             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $102.57            | $62.24             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $62.28             | $36.73             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-02-15      | N/A      | 0.0000% | $4.28              | $2.45              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-11-15      | N/A      | 0.0000% | $66.94             | $53.28             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $91.50             | $71.10             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-05-15      | N/A      | 0.0000% | $9.34              | $6.91              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-11-15      | N/A      | 0.0000% | $494174.00         | $338789.88         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $2.99              | $1.99              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-11-15      | N/A      | 0.0000% | $48.78             | $31.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $189.47            | $116.62            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-02-15      | N/A      | 0.0000% | $9.06              | $7.81              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-08-15      | N/A      | 0.0000% | $8.27              | $6.97              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-05-15      | N/A      | 0.0000% | $166.49            | $141.96            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-02-15      | N/A      | 0.0000% | $5.54              | $4.57              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-08-15      | N/A      | 0.0000% | $7.37              | $5.94              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-05-15      | N/A      | 0.0000% | $1.00              | $0.60              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-11-15      | N/A      | 0.0000% | $66.49             | $38.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $42.77             | $24.13             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $76.46             | $42.54             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-02-15      | N/A      | 0.0000% | $3.78              | $2.04              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-11-15      | N/A      | 0.0000% | $152.42            | $83.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-05-15      | N/A      | 0.0000% | $21.26             | $11.32             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-02-15      | N/A      | 0.0000% | $984.16            | $499.69            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-05-15      | N/A      | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $0.08              | $0.04              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $27476442.60       | $9716851.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-08-15      | N/A      | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-08-15      | N/A      | 0.0000% | $0.30              | $0.12              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-02-15      | N/A      | 0.0000% | $5.15              | $1.94              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $5.76              | $2.15              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $148396.71         | $51789.56          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $8.89              | $2.85              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-11-15      | N/A      | 0.0000% | $21.11             | $6.25              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-02-15      | N/A      | 0.0000% | $164.29            | $48.08             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-02-15      | N/A      | 0.0000% | $18.89             | $5.27              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $20.15             | $5.57              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-11-15      | N/A      | 0.0000% | $500.00            | $454.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $100.00            | $49.40             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $100.00            | $41.81             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $800.00            | $290.96            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $200.00            | $71.80             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $2100.00           | $1001.14           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-11-15      | N/A      | 0.0000% | $2400.00           | $664.83            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $400.00            | $106.99            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-11-15      | N/A      | 0.0000% | $100.00            | $26.48             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $10143900.00       | $2654719.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $300.00            | $73.70             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-02-15      | 0.7500%  | 0.0000% | $600.00            | $646.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-02-15      | 1.3750%  | 0.0000% | $200.00            | $226.85            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2041-02-15      | 2.1250%  | 0.0000% | $100.00            | $140.79            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-07-15      | 0.2500%  | 0.0000% | $20152000.00       | $24027636.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-07-15      | 0.3750%  | 0.0000% | $195062800.00      | $263105844.63      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-01-15      | 1.1250%  | 0.0000% | $11000.00          | $11182.48          | U.S. Treasuries (including strips) |

### Security 162: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP17YQY8, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP17YQY8_4.39_0606
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1326718.00        | $1375546.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $7300000.00        | $4598320.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 5.0000%  | 0.0000% | $300000.00         | $249987.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2071-10-20      | 2.8780%  | 0.0000% | $2355640.00        | $2061345.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 2.0000%  | 0.0000% | $100000.00         | $61272.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-01-20      | 2.5000%  | 0.0000% | $229008.00         | $182143.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-06-20      | 3.0000%  | 0.0000% | $130542.00         | $109944.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-01-20      | 3.0000%  | 0.0000% | $161708.00         | $137170.47         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2026-12-14      | 1.6000%  | 0.0000% | $20000000.00       | $19398955.56       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2035-09-10      | 1.7300%  | 0.0000% | $6026000.00        | $4504787.18        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2027-01-26      | 1.7800%  | 0.0000% | $50000000.00       | $48446055.56       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2035-06-22      | 1.7900%  | 0.0000% | $400000.00         | $303925.24         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2042-07-14      | 5.1200%  | 0.0000% | $5860000.00        | $5604306.06        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2027-11-24      | 5.1200%  | 0.0000% | $16393000.00       | $16423873.48       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2028-02-25      | 1.1000%  | 0.0000% | $20000000.00       | $18579855.56       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2027-03-25      | 2.7500%  | 0.0000% | $25000000.00       | $24510831.94       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2033-10-24      | 4.1000%  | 0.0000% | $1720000.00        | $1632089.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-07-13      | 2.1500%  | 0.0000% | $36593000.00       | $24822200.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2025-06-17      | 0.5000%  | 0.0000% | $50000000.00       | $50017544.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2025-12-30      | 0.6400%  | 0.0000% | $25000000.00       | $24548841.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-08-05      | 0.8750%  | 0.0000% | $607000.00         | $519287.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $10887472.00       | $10506346.47       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $756.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-11-01      | 4.0000%  | 0.0000% | $150194.00         | $11486.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $400000.00         | $224903.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-06-01      | 3.0000%  | 0.0000% | $300000.00         | $13460.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $3639640.00        | $3306062.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $4872192.00        | $4974667.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $2378700.00        | $2407573.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $3396428.00        | $3438156.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $2213970.00        | $2258722.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1695372.00        | $1748990.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.5000%  | 0.0000% | $406898.00         | $162768.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-08-20      | 7.0000%  | 0.0000% | $261853.00         | $30555.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $337704320.00      | $246276956.02      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $2786772.00        | $2845415.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $431972.00         | $441072.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1419314.00        | $1449818.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $8631240.00        | $8820588.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $4020288.00        | $4116497.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1911506.00        | $1959395.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1812576.00        | $1856950.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1327195.00        | $1367293.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $279134.00         | $282701.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $35870784.00       | $36239145.58       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $6676680.00        | $6852786.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $50052800.00       | $51151876.05       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $4321104.00        | $4415988.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 4.5000%  | 0.0000% | $6758624.00        | $6289361.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 4.5000%  | 0.0000% | $10089952.00       | $9396481.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 4.5000%  | 0.0000% | $25048544.00       | $23332154.16       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 2.0000%  | 0.0000% | $8125000.00        | $3719206.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-08-20      | 3.0000%  | 0.0000% | $1004096.00        | $124990.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $5948264.00        | $804883.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $909452.00         | $114034.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-20      | 3.5000%  | 0.0000% | $6511192.00        | $1830259.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $25538912.00       | $5925197.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-03-20      | 4.0000%  | 0.0000% | $600000.00         | $33467.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-11-20      | 4.0000%  | 0.0000% | $2307976.00        | $115932.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-06-20      | 4.0000%  | 0.0000% | $4280032.00        | $2029817.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 4.5000%  | 0.0000% | $14035216.00       | $12304331.09       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 4.5000%  | 0.0000% | $120000.00         | $108130.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $2680780.00        | $266380.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $107233000.00      | $87816594.26       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1575278.00        | $1562720.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $2908716.00        | $2904743.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $1160390.00        | $1132517.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $1628934.00        | $1635100.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $4705792.00        | $4703507.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1349304.00        | $1351796.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 5.5000%  | 0.0000% | $2286064.00        | $2272323.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $43298.00          | $42443.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $55881792.00       | $55216692.61       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $3755308.00        | $3564674.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $3442824.00        | $3440627.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $11348688.00       | $11296248.75       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $2150396.00        | $2173828.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-07-20      | 6.0000%  | 0.0000% | $249856.00         | $212.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-07-20      | 6.0000%  | 0.0000% | $25000.00          | $235.18            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $2350.00           | $2396.22           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $6785320.00        | $6945194.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 3.5000%  | 0.0000% | $188232.00         | $163661.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-20      | 4.5000%  | 0.0000% | $110485.00         | $102910.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $1224064.00        | $1223698.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.0000%  | 0.0000% | $2142044.00        | $2160962.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $4416696.00        | $4586082.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $2472732.00        | $2607298.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $1348724.00        | $1421445.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $1276174.00        | $1348193.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-15      | 4.3900%  | 0.0000% | $4172624.00        | $3918183.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-12-15      | 4.5200%  | 0.0000% | $4490872.00        | $4268800.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-04-15      | 4.9800%  | 0.0000% | $2833984.00        | $2787765.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-12-15      | 4.9900%  | 0.0000% | $834416.00         | $816119.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-12-15      | 5.0100%  | 0.0000% | $2448184.00        | $2413901.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-10-15      | 5.1500%  | 0.0000% | $400000.00         | $398473.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-04-15      | 5.1900%  | 0.0000% | $16041000.00       | $15884334.16       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-11-15      | 5.2800%  | 0.0000% | $763462.00         | $761077.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-04-15      | 5.5900%  | 0.0000% | $15454192.00       | $15917423.56       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-01-15      | 5.6000%  | 0.0000% | $1379274.00        | $1412183.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-03-15      | 5.7200%  | 0.0000% | $6308384.00        | $6553852.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-10-15      | 5.9000%  | 0.0000% | $188078.00         | $196319.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-15      | 2.5000%  | 0.0000% | $1377788.00        | $886071.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-09-15      | 3.0000%  | 0.0000% | $499088.00         | $65096.51          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-06-15      | 3.0000%  | 0.0000% | $2239748.00        | $153135.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-03-15      | 3.0000%  | 0.0000% | $872015.00         | $50257.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-03-15      | 3.5000%  | 0.0000% | $405490.00         | $49014.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-15      | 3.5000%  | 0.0000% | $4599136.00        | $463236.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-05-15      | 3.5000%  | 0.0000% | $52241.00          | $6157.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-15      | 5.0000%  | 0.0000% | $599934.00         | $35091.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-15      | 5.0000%  | 0.0000% | $3302792.00        | $595743.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-05-15      | 6.0000%  | 0.0000% | $61127.00          | $1190.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-08-15      | 4.0000%  | 0.0000% | $4696070.00        | $377880.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-01-15      | 6.0000%  | 0.0000% | $5892816.00        | $10102.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 4.5000%  | 0.0000% | $18208300.00       | $17958129.27       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 4.5000%  | 0.0000% | $7032576.00        | $6949719.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1994870.00        | $2024155.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $204900.00         | $205223.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 4.5000%  | 0.0000% | $33514816.00       | $31175200.78       | Agency Mortgage-Backed Securities |

### Security 163: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP17ZGS9, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP17ZGS9_4.15_0606
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $5800000.00        | $1019467.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-02-01      | 3.5000%  | 0.0000% | $828433408.00      | $53123911.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 3.5000%  | 0.0000% | $627271704.00      | $47211029.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 3.5000%  | 0.0000% | $55241441.00       | $10654042.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $152870560.00      | $29899376.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 3.5000%  | 0.0000% | $62088075.00       | $18351862.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $300000.00         | $75249.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 3.5000%  | 0.0000% | $3087907.00        | $2688092.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $100096144.00      | $16029866.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 4.0000%  | 0.0000% | $1032230.00        | $943956.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2058-05-01      | 4.0000%  | 0.0000% | $61403169.00       | $18496523.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $16745120.00       | $3730015.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.0000%  | 0.0000% | $54000000.00       | $18464615.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 4.0000%  | 0.0000% | $8209221.00        | $991457.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-05-01      | 4.5000%  | 0.0000% | $1107000.00        | $40352.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 4.5000%  | 0.0000% | $108131034.00      | $21979543.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2063-03-01      | 4.5000%  | 0.0000% | $22592877.00       | $18447783.60       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 4.5000%  | 0.0000% | $1401712.00        | $1320933.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $1573364.00        | $1521678.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $320148.00         | $237230.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $2570979.00        | $2079129.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $156007.00         | $126979.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $2274138.00        | $2141726.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1792593.00        | $1727629.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-12-01      | 5.5000%  | 0.0000% | $13123805.00       | $12934079.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1280410.00        | $1283408.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $607424.00         | $600878.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $6973091.00        | $6100463.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $5350216.00        | $5492926.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 7.0000%  | 0.0000% | $814046.00         | $731050.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 7.0000%  | 0.0000% | $3178575.00        | $2719601.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-03-01      | 5.2100%  | 0.0000% | $1220.00           | $1254.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 2.5000%  | 0.0000% | $140000.00         | $101127.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-09-01      | 2.5000%  | 0.0000% | $1000.00           | $401.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-07-01      | 3.0000%  | 0.0000% | $2170778.00        | $141630.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.0000%  | 0.0000% | $4627808.00        | $3093135.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 3.0000%  | 0.0000% | $391819.00         | $222508.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.0000%  | 0.0000% | $12737403.00       | $10971114.72       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-07-01      | 3.5000%  | 0.0000% | $1133180.00        | $226703.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-11-01      | 3.5000%  | 0.0000% | $14288430.00       | $2215726.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-07-01      | 3.5000%  | 0.0000% | $184916.00         | $136847.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-03-01      | 4.0000%  | 0.0000% | $89253874.00       | $17329489.82       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-09-01      | 4.0000%  | 0.0000% | $4000.00           | $1016.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 4.0000%  | 0.0000% | $638759.00         | $454491.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-09-01      | 4.0000%  | 0.0000% | $1000000.00        | $712711.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $4838865.00        | $952446.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.5000%  | 0.0000% | $2243015.00        | $1798115.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 4.5000%  | 0.0000% | $2142075.00        | $1143057.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 4.5000%  | 0.0000% | $21920684.00       | $15976419.32       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 4.5000%  | 0.0000% | $1742268.00        | $1348961.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $5163467.00        | $3875832.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-07-01      | 5.0000%  | 0.0000% | $14504.00          | $955.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.0000%  | 0.0000% | $1000.00           | $948.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 5.0000%  | 0.0000% | $15228399.00       | $14222761.88       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $5069857.00        | $4011486.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $836.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.0000%  | 0.0000% | $3432054.00        | $2974355.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $705243.00         | $675987.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $2054635.00        | $1968125.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $47858740.00       | $40677424.30       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $20318413.00       | $18106787.87       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.5000%  | 0.0000% | $10852523.00       | $8927467.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $620468.00         | $500216.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $24947.00          | $19709.66          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.5000%  | 0.0000% | $250646.00         | $227676.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.5000%  | 0.0000% | $900359.00         | $772395.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $44743.00          | $43722.10          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $22674227.00       | $21002095.62       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $1268198.00        | $1220913.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $2354222.00        | $2146647.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 6.0000%  | 0.0000% | $9001440.00        | $6967953.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 6.0000%  | 0.0000% | $34245.00          | $32993.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $238057.00         | $192878.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $1509417.00        | $1429289.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $1039588.00        | $1057414.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-11-01      | 6.0000%  | 0.0000% | $1740.00           | $23.99             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-07-01      | 6.0000%  | 0.0000% | $6196.00           | $65.99             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 4.9020%  | 0.0000% | $8910795.00        | $7284737.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 2.0000%  | 0.0000% | $13704098.00       | $7894093.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $323387.00         | $177496.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $6720539.00        | $3604056.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $8595570.00        | $4871638.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $2614076.00        | $2118994.78        | Agency Mortgage-Backed Securities |

### Security 164: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.430000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP17ZHK5, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP17ZHK5_4.43_0606
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond  | 2037-05-15      | 5.0000%  | 0.0000% | $1176000.00        | $1230218.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-09-30      | 0.8750%  | 0.0000% | $13405200.00       | $12870043.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-10-31      | 1.1250%  | 0.0000% | $923100.00         | $886692.12         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-08-31      | 1.3750%  | 0.0000% | $527000.00         | $511397.71         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-08-15      | 1.5000%  | 0.0000% | $700.00            | $681.50            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-01-31      | 1.5000%  | 0.0000% | $35033100.00       | $33790053.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-10-31      | 1.6250%  | 0.0000% | $5000000.00        | $4840013.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-02-15      | 2.2500%  | 0.0000% | $79142100.00       | $77368769.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-05-15      | 3.7500%  | 0.0000% | $670121400.00      | $668317790.37      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-01-31      | 4.1250%  | 0.0000% | $4995900.00        | $5071838.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-08-15      | N/A      | 0.0000% | $84.76             | $58.89             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $58.56             | $38.53             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $2387.52           | $1529.88           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-08-15      | N/A      | 0.0000% | $1030349.16        | $642569.01         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $22502240.13       | $13653504.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $6568218.65        | $3873271.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-02-15      | N/A      | 0.0000% | $0.37              | $0.21              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-11-15      | N/A      | 0.0000% | $1219.31           | $970.48            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $10903148.30       | $8472084.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $147.37            | $98.30             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-08-15      | N/A      | 0.0000% | $200000.00         | $183085.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-08-15      | N/A      | 0.0000% | $118.00            | $103.83            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $8673185.33        | $5338414.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-02-15      | N/A      | 0.0000% | $3633219.97        | $3130226.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-11-15      | N/A      | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $36991698.49       | $20578851.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-11-15      | N/A      | 0.0000% | $23.76             | $13.02             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-08-15      | N/A      | 0.0000% | $1905938.24        | $1000722.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-02-15      | N/A      | 0.0000% | $475234.10         | $241292.51         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $1550297.72        | $762484.48         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-02-15      | N/A      | 0.0000% | $13659.87          | $5155.73           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $0.03              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $1.15              | $0.41              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-11-15      | N/A      | 0.0000% | $32.59             | $9.65              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-02-15      | N/A      | 0.0000% | $125.51            | $36.73             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $165400.00         | $60155.81          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $1166800.00        | $413166.21         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $1573200.00        | $749993.21         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $7479400.00        | $1837538.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-07-15      | 0.1250%  | 0.0000% | $632000.00         | $835250.33         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-15      | 0.1250%  | 0.0000% | $300000.00         | $331883.91         | U.S. Treasuries (including strips) |

### Security 165: Natixis SA

- **C.1 - Title:** Natixis SA 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP180HQ8, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP180HQ8_4.23_1024
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-24
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2032-03-01      | 5.0600%  | 0.0000% | $1999778.00        | $2047388.94        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $868.10            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 4.5000%  | 0.0000% | $1023.00           | $812.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $70209552.00       | $65565727.40       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $805.87            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $944.90            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $1104.00           | $1124.30           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.45           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.59           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.25           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1040.57           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1062.57           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 4.8130%  | 0.0000% | $1000.00           | $880.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $394.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $875.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $983.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $958.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $989.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $996.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1022.22           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.55           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1016.25           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.26           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.76           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.18           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2025-07-31      | N/A      | 0.0000% | $1000.00           | $992.72            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-05-15      | 1.2500%  | 0.0000% | $400.00            | $186.69            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-08-15      | 2.2500%  | 0.0000% | $10871400.00       | $7003769.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-11-15      | 4.7500%  | 0.0000% | $2200.00           | $2155.44           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $87.00             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-04-30      | 2.7500%  | 0.0000% | $100.00            | $97.99             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-06-30      | 3.2500%  | 0.0000% | $8101500.00        | $8101490.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-08-31      | 3.6250%  | 0.0000% | $1600.00           | $1592.40           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-11-15      | 4.1250%  | 0.0000% | $100.00            | $99.51             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-02-28      | 4.6250%  | 0.0000% | $816800.00         | $828176.25         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-01-15      | 2.1250%  | 0.0000% | $18646300.00       | $19081902.18       | U.S. Treasuries (including strips) |

### Security 166: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP183PK6, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP183PK6_4.23_1030
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2050-10-01      | 1.5000%  | 0.0000% | $80270832.00       | $42323932.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $86823462.00       | $42681766.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $80685645.00       | $41855652.95       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $87716278.00       | $42819409.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 3.0000%  | 0.0000% | $201406182.00      | $43515297.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $95689656.00       | $13444943.03       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $223312555.00      | $42420273.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.0000%  | 0.0000% | $268667359.00      | $42646995.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $309136065.00      | $43268608.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $72766638.00       | $15169263.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-09-01      | 4.0000%  | 0.0000% | $249707494.00      | $41853858.24       | Agency Mortgage-Backed Securities |

### Security 167: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.280000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1867A1, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1867A1_4.28_1103
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2051-03-01      | 1.5000%  | 0.0000% | $91741092.00       | $51998287.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-10-01      | 3.0000%  | 0.0000% | $279605731.00      | $51001712.59       | Agency Mortgage-Backed Securities |

### Security 168: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.290000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP186U98, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP186U98_4.29_1105
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 4.0000%  | 0.0000% | $37505.00          | $33798.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 4.0000%  | 0.0000% | $3775.00           | $3471.86           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $122070.00         | $119185.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $4364884.00        | $4092015.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $175900659.00      | $167243062.15      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 3.5000%  | 0.0000% | $4192926.00        | $3628398.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 4.5000%  | 0.0000% | $224253.00         | $207492.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $81774278.00       | $77012978.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $5395000.00        | $5159492.80        | Agency Mortgage-Backed Securities |

### Security 169: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1886H3, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP1886H3_4.33_0606
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2050-11-15      | 1.6250%  | 0.0000% | $62715400.00       | $32232289.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-08-15      | 1.7500%  | 0.0000% | $107383000.00      | $70232736.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-05-15      | 3.2500%  | 0.0000% | $366900.00         | $297961.96         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2038-05-15      | 4.5000%  | 0.0000% | $6238000.00        | $6213829.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $84700.00          | $77743.95          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-12-31      | 2.6250%  | 0.0000% | $1120500.00        | $1122096.79        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-07-15      | 3.0000%  | 0.0000% | $200000000.00      | $201881569.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $2463000.00        | $2487811.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $169200.00         | $170038.81         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 4.0000%  | 0.0000% | $100.00            | $101.56            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $7642900.00        | $7803987.55        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-03-31      | 4.0000%  | 0.0000% | $379000.00         | $381930.95         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-04-30      | 4.0000%  | 0.0000% | $163052000.00      | $161894309.58      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-31      | 4.1250%  | 0.0000% | $300.00            | $304.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $159550000.00      | $161171310.77      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-11-30      | 4.1250%  | 0.0000% | $93274400.00       | $95084079.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-03-31      | 4.1250%  | 0.0000% | $34611700.00       | $34754864.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-05-15      | 4.2500%  | 0.0000% | $312200.00         | $308984.45         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $400.00            | $401.54            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $6362300.00        | $6524249.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 4.3750%  | 0.0000% | $698900.00         | $723416.33         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-15      | 4.5000%  | 0.0000% | $5350000.00        | $5461508.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-11-15      | 4.5000%  | 0.0000% | $28992200.00       | $29459416.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-15      | 4.5000%  | 0.0000% | $35700.00          | $36247.42          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-31      | 4.8750%  | 0.0000% | $200000.00         | $208879.04         | U.S. Treasuries (including strips) |

### Security 170: Natixis SA

- **C.1 - Title:** Natixis SA 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP189LM3, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP189LM3_4.33_0606
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Farm Credit Bank                 | 2042-06-09      | 4.9800%  | 0.0000% | $309000.00         | $295382.36         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2038-06-01      | 4.1500%  | 0.0000% | $475000.00         | $435907.84         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $1252454.00        | $774404.93         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $875.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1264.00           | $1242.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $958.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1002.00           | $991.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $996.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $769.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $658401.00         | $599979.96         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1022.22           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1372976.00        | $1399991.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1016.25           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $996.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1069.00           | $1083.34           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1010000.00        | $1028304.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1169447.00        | $1186154.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $104285.00         | $89703.84          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $2176768.00        | $1800694.17        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.26           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1285080.00        | $1331776.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.76           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.18           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 7.0000%  | 0.0000% | $1043.00           | $763.39            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $26826085.00       | $27151766.53       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 6.5000%  | 0.0000% | $28098733.00       | $24639633.22       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1040.57           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 7.0000%  | 0.0000% | $2240035.00        | $2366155.17        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1062.57           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 7.5000%  | 0.0000% | $27153994.00       | $21095613.32       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 4.8130%  | 0.0000% | $2465.00           | $2171.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $137053004.00      | $79735451.61       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-01-01      | 2.0000%  | 0.0000% | $76066011.00       | $47402692.11       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-02-01      | 2.0000%  | 0.0000% | $75026115.00       | $46801173.17       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-09-01      | 2.0000%  | 0.0000% | $49130752.00       | $28703772.58       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-11-01      | 2.0000%  | 0.0000% | $5000000.00        | $2936474.59        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-01-01      | 2.0000%  | 0.0000% | $77725666.00       | $47689246.12       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-05-01      | 2.5000%  | 0.0000% | $111395685.00      | $46590597.90       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $131504944.00      | $54848922.34       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-11-01      | 2.5000%  | 0.0000% | $293309506.00      | $46139715.65       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $394.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $1008.00           | $685.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $1247.00           | $258.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 4.5000%  | 0.0000% | $1152.00           | $863.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $10002300.00       | $8355720.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $42833664.00       | $39793234.84       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-07-13      | 2.1500%  | 0.0000% | $2534000.00        | $1718893.15        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-03-01      | 5.0600%  | 0.0000% | $1000.00           | $1023.81           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $1070000.00        | $530105.66         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 2.5000%  | 0.0000% | $1250000.00        | $841190.87         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $1145158.00        | $713455.33         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.5000%  | 0.0000% | $1550000.00        | $888494.22         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-09-01      | 3.5000%  | 0.0000% | $1000.00           | $152.23            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-04-01      | 3.5000%  | 0.0000% | $4321481.00        | $749443.95         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-08-01      | 3.5000%  | 0.0000% | $6975000.00        | $996579.52         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-01-01      | 3.5000%  | 0.0000% | $12745748.00       | $1625751.72        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-02-01      | 3.5000%  | 0.0000% | $2661794.00        | $1603992.08        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 3.5000%  | 0.0000% | $1348340.00        | $917052.25         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-06-01      | 3.5000%  | 0.0000% | $25826575.00       | $17499070.21       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $665.52            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $868.10            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 4.5000%  | 0.0000% | $1120.00           | $889.84            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $956.27            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.0000%  | 0.0000% | $1024.00           | $976.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.0000%  | 0.0000% | $2116.00           | $2008.72           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.0000%  | 0.0000% | $2912.00           | $2839.72           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 5.5000%  | 0.0000% | $1065787.00        | $928084.44         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.5000%  | 0.0000% | $8541000.00        | $7339795.98        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $2551650.00        | $2543210.68        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $826.25            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.0000%  | 0.0000% | $1260909.00        | $1290156.02        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1156083.00        | $1172663.92        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.59           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.25           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $57971405.00       | $57822505.51       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-02-01      | 6.5000%  | 0.0000% | $1318427.00        | $1240492.15        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $330228.00         | $343225.15         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2042-02-15      | 2.3750%  | 0.0000% | $1000.00           | $717.20            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2046-02-15      | 2.5000%  | 0.0000% | $200.00            | $136.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-11-15      | 2.7500%  | 0.0000% | $2000.00           | $1489.56           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2047-08-15      | 2.7500%  | 0.0000% | $14283000.00       | $10041328.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2047-11-15      | 2.7500%  | 0.0000% | $1100.00           | $763.75            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-05-15      | 2.8750%  | 0.0000% | $200.00            | $150.71            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $73.72             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-11-15      | 3.0000%  | 0.0000% | $298500.00         | $224600.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2047-05-15      | 3.0000%  | 0.0000% | $5000000.00        | $3660574.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2048-08-15      | 3.0000%  | 0.0000% | $99700.00          | $72782.97          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $72.75             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2052-08-15      | 3.0000%  | 0.0000% | $1500.00           | $1069.39           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-02-15      | 3.1250%  | 0.0000% | $700300.00         | $556411.39         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2053-02-15      | 3.6250%  | 0.0000% | $1400.00           | $1131.00           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-11-15      | 3.7500%  | 0.0000% | $1200.00           | $1027.11           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-05-15      | 3.8750%  | 0.0000% | $20198000.00       | $17687418.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2052-11-15      | 4.0000%  | 0.0000% | $109949900.00      | $94182032.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-11-15      | 4.0000%  | 0.0000% | $1900000.00        | $1699887.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2053-08-15      | 4.1250%  | 0.0000% | $400.00            | $354.05            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-08-15      | 4.1250%  | 0.0000% | $257200.00         | $233594.39         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2039-05-15      | 4.2500%  | 0.0000% | $1000.00           | $954.93            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2040-11-15      | 4.2500%  | 0.0000% | $499500.00         | $469135.56         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2054-02-15      | 4.2500%  | 0.0000% | $2100.00           | $1898.65           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-08-15      | 4.3750%  | 0.0000% | $1300.00           | $1229.15           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2039-08-15      | 4.5000%  | 0.0000% | $3864700.00        | $3820391.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2054-11-15      | 4.5000%  | 0.0000% | $400.00            | $373.48            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2054-05-15      | 4.6250%  | 0.0000% | $200.00            | $190.35            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-05-15      | 4.6250%  | 0.0000% | $6986600.00        | $6722472.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $96.02             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2055-02-15      | 4.6250%  | 0.0000% | $900.00            | $868.79            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2053-11-15      | 4.7500%  | 0.0000% | $10734000.00       | $10422672.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-02-15      | 4.7500%  | 0.0000% | $700.00            | $691.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2031-02-15      | 5.3750%  | 0.0000% | $7999800.00        | $8640159.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2028-08-15      | 5.5000%  | 0.0000% | $499200.00         | $531638.57         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2026-02-15      | 6.0000%  | 0.0000% | $414400.00         | $426578.21         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2027-11-15      | 6.1250%  | 0.0000% | $900.00            | $948.61            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-10-31      | 0.2500%  | 0.0000% | $15000000.00       | $14746407.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-08-15      | 0.6250%  | 0.0000% | $34400.00          | $28978.48          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-12-31      | 0.6250%  | 0.0000% | $1100.00           | $1014.29           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-07-31      | 0.6250%  | 0.0000% | $77999900.00       | $75052561.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-04-30      | 0.7500%  | 0.0000% | $6999200.00        | $6786392.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-08-31      | 0.7500%  | 0.0000% | $167662300.00      | $161135981.25      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-07-31      | 1.0000%  | 0.0000% | $21918600.00       | $20096009.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-02-29      | 1.1250%  | 0.0000% | $4920100.00        | $4577941.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-08-31      | 1.1250%  | 0.0000% | $31079800.00       | $28524292.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-10-31      | 1.3750%  | 0.0000% | $6719900.00        | $6180634.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-12-31      | 1.3750%  | 0.0000% | $1000.00           | $920.57            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-08-15      | 1.5000%  | 0.0000% | $4402000.00        | $4285652.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-08-15      | 1.6250%  | 0.0000% | $6930700.00        | $6347956.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $87.00             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-01-31      | 1.7500%  | 0.0000% | $15397800.00       | $14339952.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-06-30      | 1.8750%  | 0.0000% | $2548100.00        | $2506238.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-07-31      | 1.8750%  | 0.0000% | $4999900.00        | $4902600.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-02-28      | 1.8750%  | 0.0000% | $1000.00           | $933.00            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-11-15      | 2.2500%  | 0.0000% | $3539500.00        | $3403781.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-05-15      | 2.3750%  | 0.0000% | $10500.00          | $9906.62           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-05-15      | 2.3750%  | 0.0000% | $1000800.00        | $971985.04         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-12-31      | 2.6250%  | 0.0000% | $5503600.00        | $5510903.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-05-31      | 2.6250%  | 0.0000% | $9543600.00        | $9425086.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-07-31      | 2.6250%  | 0.0000% | $400.00            | $382.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-04-30      | 2.7500%  | 0.0000% | $3340800.00        | $3273682.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-07-31      | 2.7500%  | 0.0000% | $1502700.00        | $1479447.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-05-15      | 2.8750%  | 0.0000% | $1270400.00        | $1235100.51        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-08-15      | 2.8750%  | 0.0000% | $1200.00           | $1171.76           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-05-15      | 2.8750%  | 0.0000% | $9891300.00        | $9112517.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-08-31      | 3.1250%  | 0.0000% | $6200.00           | $6141.33           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-08-31      | 3.1250%  | 0.0000% | $1789500.00        | $1743988.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-06-30      | 3.2500%  | 0.0000% | $24999800.00       | $24656624.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-06-30      | 3.2500%  | 0.0000% | $2299400.00        | $2299397.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-04-30      | 3.5000%  | 0.0000% | $75192000.00       | $74546345.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-09-30      | 3.5000%  | 0.0000% | $3999900.00        | $3946612.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-09-30      | 3.5000%  | 0.0000% | $657600.00         | $656493.72         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-03-31      | 3.6250%  | 0.0000% | $14876300.00       | $14853756.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-05-31      | 3.7500%  | 0.0000% | $400.00            | $402.46            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-12-31      | 3.7500%  | 0.0000% | $3297100.00        | $3294128.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-08-31      | 3.7500%  | 0.0000% | $900000.00         | $904376.79         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-04-15      | 3.7500%  | 0.0000% | $14293000.00       | $14296439.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-05-15      | 3.7500%  | 0.0000% | $400.00            | $398.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-09-30      | 3.8750%  | 0.0000% | $2000.00           | $2004.18           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-11-30      | 3.8750%  | 0.0000% | $5000000.00        | $5072822.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-12-31      | 3.8750%  | 0.0000% | $200.00            | $203.02            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2033-08-15      | 3.8750%  | 0.0000% | $100.00            | $98.13             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-07-31      | 4.0000%  | 0.0000% | $428000.00         | $432908.81         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-01-31      | 4.0000%  | 0.0000% | $40000000.00       | $40589966.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-02-15      | 4.0000%  | 0.0000% | $1900.00           | $1873.28           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-07-31      | 4.0000%  | 0.0000% | $7238300.00        | $7340426.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-11-15      | 4.1250%  | 0.0000% | $600.00            | $597.05            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-07-31      | 4.1250%  | 0.0000% | $200.00            | $203.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-08-31      | 4.1250%  | 0.0000% | $1000000.00        | $1013870.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-03-31      | 4.1250%  | 0.0000% | $36673600.00       | $37140905.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-07-31      | 4.1250%  | 0.0000% | $1000.00           | $1012.94           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-11-30      | 4.1250%  | 0.0000% | $2000.00           | $2035.94           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-02-28      | 4.1250%  | 0.0000% | $100.00            | $101.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-12-31      | 4.2500%  | 0.0000% | $742900.00         | $755752.54         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-02-28      | 4.2500%  | 0.0000% | $900.00            | $918.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-03-15      | 4.2500%  | 0.0000% | $10750000.00       | $10892084.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-06-30      | 4.2500%  | 0.0000% | $3640000.00        | $3727835.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-11-15      | 4.2500%  | 0.0000% | $200.00            | $197.88            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-01-15      | 4.2500%  | 0.0000% | $4999000.00        | $5118473.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-01-31      | 4.2500%  | 0.0000% | $1452900.00        | $1488526.55        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-11-30      | 4.3750%  | 0.0000% | $2000.00           | $2071.63           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-12-15      | 4.3750%  | 0.0000% | $1770900.00        | $1814772.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-05-15      | 4.3750%  | 0.0000% | $1500.00           | $1503.07           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-07-31      | 4.3750%  | 0.0000% | $2328900.00        | $2368682.05        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-01-31      | 4.3750%  | 0.0000% | $30945000.00       | $31727348.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-11-15      | 4.5000%  | 0.0000% | $100.00            | $100.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-07-15      | 4.5000%  | 0.0000% | $3283100.00        | $3350639.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-03-31      | 4.5000%  | 0.0000% | $399300.00         | $403138.89         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-09-30      | 4.6250%  | 0.0000% | $4573400.00        | $4732243.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-09-30      | 4.6250%  | 0.0000% | $100.00            | $102.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-11-15      | 4.6250%  | 0.0000% | $4028000.00        | $4066971.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-04-30      | 4.6250%  | 0.0000% | $14854000.00       | $15306309.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-05-31      | 4.8750%  | 0.0000% | $300.00            | $309.20            | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note         | 2025-07-31      | 4.4263%  | 0.0000% | $100.00            | $100.38            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2052-02-15      | 0.1250%  | 0.0000% | $24998300.00       | $14910743.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2050-02-15      | 0.2500%  | 0.0000% | $400.00            | $280.60            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-02-15      | 0.6250%  | 0.0000% | $4501000.00        | $4559924.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-07-15      | 0.1250%  | 0.0000% | $768900.00         | $1016177.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-01-15      | 0.1250%  | 0.0000% | $1999100.00        | $2251198.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-04-15      | 1.6250%  | 0.0000% | $3000000.00        | $3019295.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-01-15      | 1.7500%  | 0.0000% | $9000000.00        | $9217229.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-07-15      | 1.8750%  | 0.0000% | $2256100.00        | $2285808.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-04-15      | 2.1250%  | 0.0000% | $71499200.00       | $75747334.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-01-15      | 2.1250%  | 0.0000% | $900.00            | $921.03            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-10-15      | 2.3750%  | 0.0000% | $1999800.00        | $2163970.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2025-08-07      | N/A      | 0.0000% | $2800.00           | $2777.35           | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2025-09-04      | N/A      | 0.0000% | $100.00            | $98.87             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2025-10-02      | N/A      | 0.0000% | $1000900.00        | $986326.90         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2025-10-30      | N/A      | 0.0000% | $100.00            | $98.22             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2025-07-03      | N/A      | 0.0000% | $305801600.00      | $304584203.80      | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-01-22      | N/A      | 0.0000% | $400.00            | $389.37            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2025-07-24      | N/A      | 0.0000% | $17996500.00       | $17880422.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2025-07-31      | N/A      | 0.0000% | $3200.00           | $3176.72           | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2025-06-10      | N/A      | 0.0000% | $13714800.00       | $13697080.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2025-09-25      | N/A      | 0.0000% | $2000.00           | $1972.56           | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-04-16      | N/A      | 0.0000% | $42506200.00       | $41001480.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2025-08-19      | N/A      | 0.0000% | $400.00            | $396.19            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $60.27             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2040-05-15      | 1.1250%  | 0.0000% | $10074200.00       | $6109383.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $46.67             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2040-11-15      | 1.3750%  | 0.0000% | $6037400.00        | $3760608.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $51.32             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $65.26             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-02-15      | 1.8750%  | 0.0000% | $400.00            | $270.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2051-11-15      | 1.8750%  | 0.0000% | $894800.00         | $485020.32         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $56.68             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-11-15      | 2.0000%  | 0.0000% | $1450600.00        | $975174.86         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2046-08-15      | 2.2500%  | 0.0000% | $22689600.00       | $14617504.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-05-15      | 2.2500%  | 0.0000% | $400.00            | $284.29            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2049-11-15      | 2.3750%  | 0.0000% | $900.00            | $564.78            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2051-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $30953203.55       | U.S. Treasuries (including strips) |

### Security 171: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP189O73, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP189O73_4.35_0606
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2060-01-16      | 0.9317%  | 0.0000% | $33100000.00       | $1391527.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-16      | 0.9067%  | 0.0000% | $27690000.00       | $2496.21           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-05-20      | 0.9049%  | 0.0000% | $41106136.00       | $25268.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.9217%  | 0.0000% | $93136252.00       | $4431237.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.9217%  | 0.0000% | $30000000.00       | $1969942.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.9217%  | 0.0000% | $64166296.00       | $2192784.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-16      | 0.9373%  | 0.0000% | $330000.00         | $23085.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-11-20      | 0.9104%  | 0.0000% | $115680000.00      | $8959722.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 0.9144%  | 0.0000% | $26100000.00       | $1590599.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 1.2717%  | 0.0000% | $100000000.00      | $3688635.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 1.2717%  | 0.0000% | $50000000.00       | $1716750.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 2.2441%  | 0.0000% | $1157000.00        | $9417.26           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-04-20      | 2.2561%  | 0.0000% | $115485865.00      | $3527710.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-20      | 2.2715%  | 0.0000% | $13365000.00       | $67314.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 2.2773%  | 0.0000% | $16000000.00       | $563598.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 2.3217%  | 0.0000% | $50000000.00       | $1658000.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 2.3217%  | 0.0000% | $82236891.00       | $3096430.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.3217%  | 0.0000% | $80000000.00       | $3464937.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.3217%  | 0.0000% | $42600000.00       | $4687986.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.3217%  | 0.0000% | $90000000.00       | $3723116.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.3217%  | 0.0000% | $50000000.00       | $2734346.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.3217%  | 0.0000% | $50000000.00       | $3060955.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.3217%  | 0.0000% | $25100000.00       | $2638981.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-01-20      | 2.3529%  | 0.0000% | $4410000.00        | $50678.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 2.3542%  | 0.0000% | $9026000.00        | $92403.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-20      | 2.3657%  | 0.0000% | $947000.00         | $1714.43           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.3717%  | 0.0000% | $50000000.00       | $1463426.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 2.3717%  | 0.0000% | $61000000.00       | $4024315.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-20      | 2.4383%  | 0.0000% | $124065942.00      | $3006384.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-02-20      | 2.4499%  | 0.0000% | $45637000.00       | $132130.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 2.4717%  | 0.0000% | $32000000.00       | $2557839.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-10-20      | 2.4896%  | 0.0000% | $500000.00         | $6368.67           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-10-20      | 2.5000%  | 0.0000% | $64804661.00       | $3579400.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $7659144.00        | $1253720.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-20      | 2.5217%  | 0.0000% | $90000000.00       | $1861351.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-08-20      | 2.5287%  | 0.0000% | $885000.00         | $15287.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-02-20      | 2.5318%  | 0.0000% | $114911184.00      | $4593786.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.5517%  | 0.0000% | $25000000.00       | $1633890.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-20      | 2.5707%  | 0.0000% | $6434000.00        | $61755.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-01-20      | 2.5760%  | 0.0000% | $1497000.00        | $36625.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-20      | 2.5774%  | 0.0000% | $12830316.00       | $2085.09           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-09-20      | 2.5895%  | 0.0000% | $4500000.00        | $69242.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-20      | 1.4806%  | 0.0000% | $58505000.00       | $57164.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-20      | 1.4878%  | 0.0000% | $17039817.00       | $18248.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 1.4886%  | 0.0000% | $20108000.00       | $128921.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.4917%  | 0.0000% | $30000000.00       | $1084628.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 1.5032%  | 0.0000% | $17636247.00       | $538163.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.5217%  | 0.0000% | $19000000.00       | $1102036.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.5217%  | 0.0000% | $500000.00         | $24627.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.5217%  | 0.0000% | $39024835.00       | $2025190.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.5217%  | 0.0000% | $20552847.00       | $1348671.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.5217%  | 0.0000% | $80000000.00       | $3175143.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-20      | 1.5288%  | 0.0000% | $33431422.00       | $55866.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-10-20      | 1.5452%  | 0.0000% | $8700000.00        | $82699.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 1.5577%  | 0.0000% | $1183000.00        | $5911.96           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 1.5611%  | 0.0000% | $115772153.00      | $2919180.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-20      | 1.5617%  | 0.0000% | $160000000.00      | $2209539.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-16      | 1.3205%  | 0.0000% | $4700000.00        | $33608.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 1.3293%  | 0.0000% | $37000000.00       | $2382671.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.3717%  | 0.0000% | $50000000.00       | $1953304.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 1.4613%  | 0.0000% | $14348938.00       | $143514.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 1.1653%  | 0.0000% | $1874500.00        | $35342.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.6717%  | 0.0000% | $50000000.00       | $1642843.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.6717%  | 0.0000% | $30000000.00       | $1024390.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.6717%  | 0.0000% | $50000000.00       | $2882825.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-04-20      | 2.6808%  | 0.0000% | $120000000.00      | $28375.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-04-20      | 2.7132%  | 0.0000% | $4318000.00        | $136100.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-20      | 2.7717%  | 0.0000% | $45000000.00       | $2513590.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-16      | 2.7886%  | 0.0000% | $9000000.00        | $81.99             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-04-20      | 2.7944%  | 0.0000% | $50590001.00       | $1153640.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.8217%  | 0.0000% | $60000000.00       | $2859378.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 2.8217%  | 0.0000% | $21605608.00       | $1964204.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 2.8517%  | 0.0000% | $50000000.00       | $2998552.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 2.8717%  | 0.0000% | $53333333.00       | $3449762.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-20      | 2.9017%  | 0.0000% | $50000000.00       | $1518877.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 2.9217%  | 0.0000% | $50000000.00       | $2557648.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 2.9217%  | 0.0000% | $50000000.00       | $3733116.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 2.9217%  | 0.0000% | $35000000.00       | $3675515.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.9217%  | 0.0000% | $40000000.00       | $3923769.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.9217%  | 0.0000% | $60000000.00       | $3836020.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.9217%  | 0.0000% | $37333333.00       | $3375620.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 2.9677%  | 0.0000% | $1036000.00        | $13271.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.9717%  | 0.0000% | $65000000.00       | $4371330.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-11-20      | 2.9931%  | 0.0000% | $1400000.00        | $14117.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-10-20      | 2.9990%  | 0.0000% | $2828000.00        | $32006.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 3.0000%  | 0.0000% | $2194063.00        | $108621.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-20      | 3.2104%  | 0.0000% | $4585000.00        | $43669.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-06-20      | 3.2111%  | 0.0000% | $44300953.00       | $3618.72           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-08-20      | 3.2747%  | 0.0000% | $13345000.00       | $155190.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-07-20      | 3.3147%  | 0.0000% | $18947000.00       | $119715.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.5000%  | 0.0000% | $568005.00         | $58057.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-20      | 3.7217%  | 0.0000% | $125000000.00      | $3021743.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 4.0000%  | 0.0000% | $63366.00          | $8919.74           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-16      | 4.2970%  | 0.0000% | $3055.00           | $1123.23           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.5000%  | 0.0000% | $412595.00         | $77558.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 4.5000%  | 0.0000% | $509186.00         | $91799.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 5.0000%  | 0.0000% | $363189.00         | $53462.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.1283%  | 0.0000% | $22335.00          | $21262.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-11-20      | 5.1834%  | 0.0000% | $1924.00           | $1256.73           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 5.4783%  | 0.0000% | $7243172.00        | $7189435.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 5.5000%  | 0.0000% | $5100000.00        | $2956199.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 6.0000%  | 0.0000% | $2102342.00        | $109662.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $149997.00         | $14727.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $22938.00          | $2081.86           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $625000.00         | $92932.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $1400000.00        | $1223643.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 6.5000%  | 0.0000% | $461538.00         | $67429.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 6.5000%  | 0.0000% | $307692.00         | $44627.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $115384.00         | $14582.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $30769.00          | $3100.76           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $615384.00         | $83812.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $153846.00         | $24933.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $782691.00         | $99238.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $961538.00         | $52838.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 6.5000%  | 0.0000% | $384615.00         | $30858.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $323076.00         | $58750.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $576923.00         | $112521.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $576922.00         | $103219.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $461538.00         | $86406.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $461538.00         | $63146.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.5001%  | 0.0000% | $192307.00         | $21770.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 6.5378%  | 0.0000% | $11490949.00       | $11479809.29       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $578569.00         | $83350.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $71428.00          | $12178.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $892857.00         | $63803.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1428571.00        | $91190.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.5217%  | 0.0000% | $60000000.00       | $1638876.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-16      | 0.5284%  | 0.0000% | $974000.00         | $638.40            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-16      | 0.5301%  | 0.0000% | $41255000.00       | $6061.09           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-16      | 0.5334%  | 0.0000% | $14686909.00       | $36655.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-02-16      | 0.5456%  | 0.0000% | $125765018.00      | $1416458.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-07-16      | 0.5614%  | 0.0000% | $2000000.00        | $11371.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-08-16      | 0.5651%  | 0.0000% | $101290563.00      | $3218170.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.5705%  | 0.0000% | $3500000.00        | $144279.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 0.5717%  | 0.0000% | $50000000.00       | $1611039.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.5768%  | 0.0000% | $10000000.00       | $141501.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-16      | 0.5881%  | 0.0000% | $4200000.00        | $21630.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-20      | 0.5899%  | 0.0000% | $34242459.00       | $34153.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.5933%  | 0.0000% | $180000000.00      | $4305506.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.6000%  | 0.0000% | $12666667.00       | $113079.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-02-16      | 0.6017%  | 0.0000% | $75015040.00       | $1187492.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-11-16      | 0.6054%  | 0.0000% | $92200000.00       | $1125767.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-08-16      | 0.6071%  | 0.0000% | $220000.00         | $7035.15           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.6103%  | 0.0000% | $200006.00         | $10806.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-16      | 0.6115%  | 0.0000% | $41095000.00       | $100724.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-16      | 0.6172%  | 0.0000% | $5915000.00        | $35632.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-11-20      | 0.6249%  | 0.0000% | $27740513.00       | $1495612.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-02-16      | 0.6399%  | 0.0000% | $500000.00         | $22530.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-09-20      | 0.6691%  | 0.0000% | $20000000.00       | $150934.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 0.6717%  | 0.0000% | $45000000.00       | $1238038.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-16      | 0.6812%  | 0.0000% | $10010000.00       | $31440.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-10-16      | 0.6827%  | 0.0000% | $142417131.00      | $1144725.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-16      | 0.6846%  | 0.0000% | $22680000.00       | $62961.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.7003%  | 0.0000% | $7720000.00        | $62224.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-02-16      | 0.7007%  | 0.0000% | $3365000.00        | $47655.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-12-16      | 0.5200%  | 0.0000% | $6270000.00        | $40351.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-16      | 0.5118%  | 0.0000% | $69800000.00       | $32469.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-04-16      | 0.5029%  | 0.0000% | $7837000.00        | $62507.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-06-16      | 0.4962%  | 0.0000% | $23000000.00       | $101178.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.4876%  | 0.0000% | $244000.00         | $582.77            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-01-16      | 0.4807%  | 0.0000% | $10000000.00       | $85836.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.4717%  | 0.0000% | $100000000.00      | $2566635.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-16      | 0.4628%  | 0.0000% | $4500000.00        | $12569.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-01-16      | 0.4597%  | 0.0000% | $2566000.00        | $5853.54           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-16      | 0.4382%  | 0.0000% | $60000000.00       | $76132.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-09-16      | 0.4375%  | 0.0000% | $3360000.00        | $12379.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.4217%  | 0.0000% | $75000000.00       | $2298370.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-03-20      | 0.4180%  | 0.0000% | $4669001.00        | $122197.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $50000000.00       | $79469.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.0510%  | 0.0000% | $10040000.00       | $2493.33           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-16      | 0.0561%  | 0.0000% | $17200000.00       | $94.59             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-20      | 0.0600%  | 0.0000% | $25000000.00       | $12231.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-16      | 0.0643%  | 0.0000% | $50000000.00       | $12844.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0717%  | 0.0000% | $30000000.00       | $101054.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 1.5641%  | 0.0000% | $1295120.00        | $32137.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.5717%  | 0.0000% | $75000000.00       | $3059489.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.5717%  | 0.0000% | $30000000.00       | $1813517.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 1.5717%  | 0.0000% | $100000000.00      | $1647762.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-20      | 1.5717%  | 0.0000% | $230000000.00      | $4243444.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.5717%  | 0.0000% | $60000000.00       | $2400393.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-12-20      | 1.5811%  | 0.0000% | $5970310.00        | $65534.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.5917%  | 0.0000% | $100000000.00      | $3442477.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-20      | 1.5942%  | 0.0000% | $67120667.00       | $110890.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 1.6076%  | 0.0000% | $3154000.00        | $20137.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-03-20      | 1.6111%  | 0.0000% | $9175849.00        | $113064.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-12-20      | 1.6111%  | 0.0000% | $24000000.00       | $162540.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.6111%  | 0.0000% | $48182959.00       | $1754349.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.6111%  | 0.0000% | $68102992.00       | $1185871.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-16      | 0.3933%  | 0.0000% | $303515873.00      | $21023.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-04-20      | 0.3849%  | 0.0000% | $70000000.00       | $2532633.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-04-16      | 0.3817%  | 0.0000% | $2570000.00        | $5244.50           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-16      | 0.3674%  | 0.0000% | $15165112.00       | $10748.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-09-16      | 0.3658%  | 0.0000% | $2873000.00        | $782.72            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-16      | 0.3504%  | 0.0000% | $8648000.00        | $13941.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.3500%  | 0.0000% | $10000000.00       | $103973.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-10-16      | 0.3394%  | 0.0000% | $657000.00         | $78.57             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-16      | 0.3298%  | 0.0000% | $32233402.00       | $52930.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-16      | 0.3287%  | 0.0000% | $50710000.00       | $88747.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 0.3277%  | 0.0000% | $30602794.00       | $37330.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-16      | 0.3000%  | 0.0000% | $49244404.00       | $1577.24           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.2931%  | 0.0000% | $5831000.00        | $11516.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $714285.00         | $131491.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1071428.00        | $141537.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $357142.00         | $31587.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $714285.00         | $130395.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $716488.00         | $101521.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $212856.00         | $29171.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $214285.00         | $41214.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $964285.00         | $131813.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $571428.00         | $38140.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.0500%  | 0.0000% | $124056268.00      | $144982.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.0500%  | 0.0000% | $124800000.00      | $145623.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.0500%  | 0.0000% | $25000000.00       | $30761.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.0500%  | 0.0000% | $4390353.00        | $4506.42           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.0500%  | 0.0000% | $75000000.00       | $53189.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 1.7879%  | 0.0000% | $22838000.00       | $144607.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 1.7917%  | 0.0000% | $34256500.00       | $1728955.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-10-20      | 1.7936%  | 0.0000% | $1594000.00        | $44061.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-02-20      | 1.7958%  | 0.0000% | $10924364.00       | $186246.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-11-20      | 1.8122%  | 0.0000% | $7179000.00        | $70655.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.8217%  | 0.0000% | $30000000.00       | $1534865.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-09-20      | 1.8321%  | 0.0000% | $40629121.00       | $1172183.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 1.8611%  | 0.0000% | $43783865.00       | $1700046.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-01-20      | 1.8667%  | 0.0000% | $67881202.00       | $4220473.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 1.8717%  | 0.0000% | $29166665.00       | $2065175.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 1.8717%  | 0.0000% | $62627718.00       | $1420390.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 1.8717%  | 0.0000% | $20000000.00       | $1079945.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-11-20      | 1.8815%  | 0.0000% | $49862267.00       | $2059343.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-05-20      | 1.8853%  | 0.0000% | $75589351.00       | $3623011.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-16      | 1.9000%  | 0.0000% | $1098.00           | $460.92            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-02-20      | 1.9092%  | 0.0000% | $89030436.00       | $4038884.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 1.9217%  | 0.0000% | $30000000.00       | $1918203.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-11-20      | 1.9465%  | 0.0000% | $200004241.00      | $4619204.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-07-20      | 1.9538%  | 0.0000% | $40279544.00       | $2309938.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-12-20      | 1.9716%  | 0.0000% | $3636000.00        | $26006.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.9717%  | 0.0000% | $1000000.00        | $42412.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.9717%  | 0.0000% | $1000000.00        | $41290.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.9717%  | 0.0000% | $1000000.00        | $41289.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.9717%  | 0.0000% | $175000000.00      | $3980290.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-20      | 1.9789%  | 0.0000% | $10143000.00       | $97987.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 2.0270%  | 0.0000% | $11700000.00       | $152542.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 2.0360%  | 0.0000% | $2643000.00        | $25278.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.0717%  | 0.0000% | $48888889.00       | $1482438.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.0717%  | 0.0000% | $60000000.00       | $4075441.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 2.0891%  | 0.0000% | $19007000.00       | $39724.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-20      | 2.1124%  | 0.0000% | $208000.00         | $4837.84           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-03-20      | 2.1397%  | 0.0000% | $87067583.00       | $144348.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.0500%  | 0.0000% | $50000000.00       | $56934.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $30000000.00       | $32154.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0500%  | 0.0000% | $40000000.00       | $67173.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0500%  | 0.0000% | $50000000.00       | $50301.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $25000000.00       | $37325.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $50000000.00       | $75377.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $10000000.00       | $9379.38           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $50000000.00       | $46896.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-20      | 1.7611%  | 0.0000% | $43933666.00       | $105650.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-20      | 1.7611%  | 0.0000% | $1372766.00        | $69310.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 1.7611%  | 0.0000% | $340000.00         | $14774.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 1.7611%  | 0.0000% | $48400735.00       | $139590.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-16      | 1.6147%  | 0.0000% | $28200000.00       | $2579871.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.6217%  | 0.0000% | $35100000.00       | $3248212.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.6217%  | 0.0000% | $22500000.00       | $1366286.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 1.6217%  | 0.0000% | $100000000.00      | $3627598.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-10-16      | 1.6568%  | 0.0000% | $11167583.00       | $4211.16           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 1.6611%  | 0.0000% | $530000.00         | $10790.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.6611%  | 0.0000% | $44782130.00       | $1541057.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 1.6611%  | 0.0000% | $46753246.00       | $2402917.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-20      | 1.6614%  | 0.0000% | $35000000.00       | $65694.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 1.6703%  | 0.0000% | $6994179.00        | $83367.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.6717%  | 0.0000% | $3140668.00        | $140565.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.6717%  | 0.0000% | $90000000.00       | $3072993.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.6717%  | 0.0000% | $50000000.00       | $2187704.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.6717%  | 0.0000% | $55464420.00       | $3370496.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.6717%  | 0.0000% | $60000000.00       | $2371288.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-06-16      | 1.7068%  | 0.0000% | $14120572.00       | $21965.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-11-20      | 1.7111%  | 0.0000% | $13861142.00       | $16975.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-03-20      | 1.7190%  | 0.0000% | $30058530.00       | $51903.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 1.7217%  | 0.0000% | $15955041.00       | $1090516.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.7217%  | 0.0000% | $40000000.00       | $2236117.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-20      | 1.7217%  | 0.0000% | $50000000.00       | $1228824.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 1.7257%  | 0.0000% | $44317698.00       | $1493336.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 1.7478%  | 0.0000% | $9850000.00        | $77088.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-08-20      | 2.1411%  | 0.0000% | $31700000.00       | $6147.06           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 2.1444%  | 0.0000% | $5049054.00        | $41851.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-04-20      | 2.1447%  | 0.0000% | $9000000.00        | $113211.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.1717%  | 0.0000% | $35244908.00       | $1516784.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.2217%  | 0.0000% | $79744396.00       | $4483364.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.4717%  | 0.0000% | $113819457.00      | $2104057.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-07-20      | 0.8987%  | 0.0000% | $50000000.00       | $3199837.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-09-20      | 1.4749%  | 0.0000% | $1500000.00        | $2930.92           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.1017%  | 0.0000% | $75000000.00       | $3127472.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 1.1188%  | 0.0000% | $1824146.00        | $32627.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-08-16      | 1.1487%  | 0.0000% | $1223000.00        | $76601.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.1717%  | 0.0000% | $910000.00         | $62719.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 1.2021%  | 0.0000% | $1841518.00        | $37321.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-01-20      | 1.2058%  | 0.0000% | $53149000.00       | $1488780.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-12-20      | 1.2603%  | 0.0000% | $41547073.00       | $1508947.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-09-16      | 1.2712%  | 0.0000% | $15500000.00       | $1244509.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 1.2717%  | 0.0000% | $115000000.00      | $2534368.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.7083%  | 0.0000% | $627000.00         | $28846.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-01-20      | 0.7179%  | 0.0000% | $8847373.00        | $589869.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.7188%  | 0.0000% | $197000.00         | $13166.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-03-16      | 0.7191%  | 0.0000% | $115000000.00      | $1317331.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-16      | 0.7354%  | 0.0000% | $88270000.00       | $50566.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-02-20      | 0.7463%  | 0.0000% | $62457148.00       | $3988345.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.7495%  | 0.0000% | $26300000.00       | $1561231.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.7621%  | 0.0000% | $15000000.00       | $77347.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.7631%  | 0.0000% | $43000000.00       | $1628522.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-16      | 0.7690%  | 0.0000% | $105000.00         | $5045.83           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.7707%  | 0.0000% | $130000000.00      | $1710793.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-02-20      | 0.7784%  | 0.0000% | $100761583.00      | $3839046.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-11-16      | 0.7822%  | 0.0000% | $125000000.00      | $3164483.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 0.7832%  | 0.0000% | $33000000.00       | $1547591.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.7845%  | 0.0000% | $169000.00         | $8749.89           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-16      | 0.7858%  | 0.0000% | $210525.00         | $9543.78           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-16      | 0.7920%  | 0.0000% | $187842399.00      | $66722.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 0.8000%  | 0.0000% | $510000.00         | $19027.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-16      | 0.8014%  | 0.0000% | $355551.00         | $17766.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.8017%  | 0.0000% | $70000000.00       | $3127166.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.8017%  | 0.0000% | $220464881.00      | $10548911.23       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.8020%  | 0.0000% | $374000.00         | $19943.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 0.8160%  | 0.0000% | $4283780.00        | $158147.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-04-16      | 0.8193%  | 0.0000% | $102669056.00      | $4469799.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.8217%  | 0.0000% | $150000000.00      | $4589466.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.8222%  | 0.0000% | $100000.00         | $6219.21           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-09-16      | 0.8224%  | 0.0000% | $31250000.00       | $148363.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-08-20      | 0.8234%  | 0.0000% | $35000000.00       | $2089560.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-11-16      | 0.8352%  | 0.0000% | $2487000.00        | $126504.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.8431%  | 0.0000% | $1566000.00        | $12638.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-06-16      | 0.8470%  | 0.0000% | $2920000.00        | $125175.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-16      | 0.8500%  | 0.0000% | $271506813.00      | $90758.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.8517%  | 0.0000% | $62279838.00       | $1772906.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.8702%  | 0.0000% | $1304000.00        | $43102.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-07-16      | 0.8709%  | 0.0000% | $54617000.00       | $2606186.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.8717%  | 0.0000% | $30000000.00       | $1174000.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.8717%  | 0.0000% | $50000000.00       | $2316420.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.8717%  | 0.0000% | $54190314.00       | $2962595.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-04-16      | 0.9168%  | 0.0000% | $6270000.00        | $362333.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-08-16      | 0.9187%  | 0.0000% | $35000000.00       | $1926057.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.9217%  | 0.0000% | $50000000.00       | $2401043.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.8717%  | 0.0000% | $56425626.00       | $2617711.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.9217%  | 0.0000% | $48772317.00       | $1414222.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.9217%  | 0.0000% | $70000000.00       | $3071944.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-20      | 0.0738%  | 0.0000% | $12068141.00       | $38.95             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-08-20      | 0.0744%  | 0.0000% | $227388936.00      | $4463942.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.0800%  | 0.0000% | $20000000.00       | $39991.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 0.0800%  | 0.0000% | $65000000.00       | $54538.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0800%  | 0.0000% | $10000000.00       | $19369.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-16      | 0.0829%  | 0.0000% | $10100000.00       | $6001.55           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 0.0900%  | 0.0000% | $5000000.00        | $5357.05           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-16      | 0.0924%  | 0.0000% | $182710000.00      | $14115.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $50000000.00       | $145895.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $25000000.00       | $80043.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $50000000.00       | $124944.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $50000000.00       | $130307.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $50000000.00       | $138079.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $25000000.00       | $76191.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $57564189.00       | $102034.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $50000000.00       | $70751.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $50000000.00       | $68190.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $50000000.00       | $158819.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $30000000.00       | $94451.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 0.1000%  | 0.0000% | $10000000.00       | $10057.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.1000%  | 0.0000% | $20000000.00       | $39474.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.1000%  | 0.0000% | $10000000.00       | $14523.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.1000%  | 0.0000% | $15090512.00       | $38254.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.1000%  | 0.0000% | $40000000.00       | $93276.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1000%  | 0.0000% | $30000000.00       | $96617.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-16      | 0.1076%  | 0.0000% | $167575000.00      | $70973.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-16      | 0.1106%  | 0.0000% | $17467174.00       | $7341.14           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-16      | 0.1219%  | 0.0000% | $3112678.00        | $3.54              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-09-20      | 0.1284%  | 0.0000% | $126421699.00      | $3324945.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.1288%  | 0.0000% | $15240000.00       | $6424.69           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 0.1300%  | 0.0000% | $7218915.00        | $8432.27           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-07-20      | 0.1309%  | 0.0000% | $60510129.00       | $1218258.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-16      | 0.1330%  | 0.0000% | $52618564.00       | $40134.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.1361%  | 0.0000% | $5550000.00        | $50.94             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-16      | 0.1380%  | 0.0000% | $20130000.00       | $8762.69           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.1400%  | 0.0000% | $55000000.00       | $108933.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1500%  | 0.0000% | $24679500.00       | $84572.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1500%  | 0.0000% | $25000000.00       | $118858.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.1500%  | 0.0000% | $25000000.00       | $74344.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.1500%  | 0.0000% | $25000000.00       | $56225.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1517%  | 0.0000% | $20660213.00       | $355558.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-10-16      | 0.1594%  | 0.0000% | $188550000.00      | $131.76            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-16      | 0.1608%  | 0.0000% | $22730000.00       | $4109.61           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-16      | 0.1692%  | 0.0000% | $35300000.00       | $19745.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-09-16      | 0.1693%  | 0.0000% | $5973000.00        | $1112.08           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.1717%  | 0.0000% | $50000000.00       | $1362434.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-16      | 0.1737%  | 0.0000% | $7233000.00        | $12488.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-16      | 0.1856%  | 0.0000% | $2369000.00        | $1511.25           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.2000%  | 0.0000% | $31309956.00       | $110832.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-16      | 0.2048%  | 0.0000% | $10690000.00       | $16663.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-16      | 0.2074%  | 0.0000% | $21640000.00       | $8065.85           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.2217%  | 0.0000% | $45000000.00       | $1050217.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.2246%  | 0.0000% | $2550000.00        | $7958.95           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-03-20      | 0.2269%  | 0.0000% | $122219195.00      | $3709112.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-16      | 0.2282%  | 0.0000% | $12490000.00       | $16872.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 0.2500%  | 0.0000% | $35000000.00       | $82482.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.2505%  | 0.0000% | $2689000.00        | $4630.79           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-16      | 0.2608%  | 0.0000% | $31600000.00       | $37862.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-20      | 0.2646%  | 0.0000% | $20000000.00       | $4213.09           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-16      | 0.2657%  | 0.0000% | $20580000.00       | $36339.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-07-20      | 0.2731%  | 0.0000% | $7020246.00        | $199299.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.9217%  | 0.0000% | $50000000.00       | $1988263.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.0017%  | 0.0000% | $35000000.00       | $2069360.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 1.0106%  | 0.0000% | $31860000.00       | $1935321.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.0217%  | 0.0000% | $100000000.00      | $2713164.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-07-16      | 0.8818%  | 0.0000% | $39000000.00       | $2236147.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 1.0414%  | 0.0000% | $51696969.00       | $2673868.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.0217%  | 0.0000% | $100000000.00      | $3795199.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.8717%  | 0.0000% | $45000000.00       | $1406044.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.8717%  | 0.0000% | $50000000.00       | $1808775.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.8717%  | 0.0000% | $50000000.00       | $2314568.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-16      | 0.8751%  | 0.0000% | $13170000.00       | $384402.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-16      | 0.8753%  | 0.0000% | $378000.00         | $26947.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.8805%  | 0.0000% | $465000.00         | $19551.55          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | N/A      | 0.0000% | $100000.00         | $999.90            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 2.6677%  | 0.0000% | $16050000.00       | $1306927.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 6.2620%  | 0.0000% | $6233664.00        | $5526056.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 5.0000%  | 0.0000% | $22056.00          | $21314.15          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-10-15      | 3.5000%  | 0.0000% | $2000000.00        | $1157.98           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-11-25      | 0.1537%  | 0.0000% | $15300000.00       | $197548.06         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-09-25      | 0.3099%  | 0.0000% | $36275000.00       | $784579.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-10-15      | 2.2348%  | 0.0000% | $11809572.00       | $44311.34          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-07-25      | 2.2126%  | 0.0000% | $2800000.00        | $13792.25          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-12-01      | N/A      | 0.0000% | $327496113.00      | $555580.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-11-01      | 3.0000%  | 0.0000% | $48381640.00       | $6398.83           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-04-01      | 3.0000%  | 0.0000% | $23963741.00       | $8915.12           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-11-01      | 4.5000%  | 0.0000% | $700000.00         | $4414.58           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-12-01      | 5.5000%  | 0.0000% | $955757.00         | $1004.92           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-16      | N/A      | 0.0000% | $2000000.00        | $1.99              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-16      | N/A      | 0.0000% | $16751815.00       | $4091.97           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-16      | N/A      | 0.0000% | $45000000.00       | $19.90             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-16      | N/A      | 0.0000% | $8240000.00        | $5.01              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-16      | N/A      | 0.0000% | $248116522.00      | $282.20            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-16      | N/A      | 0.0000% | $100000000.00      | $143.40            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-16      | N/A      | 0.0000% | $160000000.00      | $462.09            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-16      | N/A      | 0.0000% | $174273490.00      | $222.28            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-11-16      | N/A      | 0.0000% | $66163444.00       | $7006.16           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-16      | N/A      | 0.0000% | $91000000.00       | $4417.58           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-16      | N/A      | 0.0000% | $177434819.00      | $0.33              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-16      | N/A      | 0.0000% | $73356939.00       | $7.31              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-16      | N/A      | 0.0000% | $200000000.00      | $56397.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-16      | N/A      | 0.0000% | $162124239.00      | $30.88             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-16      | N/A      | 0.0000% | $41268846.00       | $6.15              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-16      | N/A      | 0.0000% | $78010086.00       | $1.94              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-16      | N/A      | 0.0000% | $25000000.00       | $6.13              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-16      | N/A      | 0.0000% | $50000000.00       | $11155.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-16      | N/A      | 0.0000% | $89505099.00       | $118.92            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-16      | N/A      | 0.0000% | $2720000.00        | $2.05              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-02-16      | N/A      | 0.0000% | $220319882.00      | $201.64            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | N/A      | 0.0000% | $197271706.00      | $159.85            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | N/A      | 0.0000% | $50000000.00       | $50043.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | N/A      | 0.0000% | $99260632.00       | $92.45             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | N/A      | 0.0000% | $124162944.00      | $109.75            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | N/A      | 0.0000% | $128000000.00      | $114.56            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-16      | N/A      | 0.0000% | $142000000.00      | $122.76            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | N/A      | 0.0000% | $44051054.00       | $194404.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | N/A      | 0.0000% | $30000000.00       | $30749.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | N/A      | 0.0000% | $50000000.00       | $92939.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | N/A      | 0.0000% | $74254164.00       | $88014.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $5300000.00        | $96961.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $6235000.00        | $9140.66           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-02-20      | N/A      | 0.0000% | $53010043.00       | $162308.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $96000000.00       | $1077400.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $30000000.00       | $5384.21           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $25000000.00       | $104718.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $30000000.00       | $29382.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $10000000.00       | $91732.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $89541013.00       | $1501136.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | N/A      | 0.0000% | $277777.00         | $14380.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | N/A      | 0.0000% | $10000000.00       | $1176.53           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | N/A      | 0.0000% | $50000000.00       | $1155186.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $20000000.00       | $4089.85           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | N/A      | 0.0000% | $6105679.00        | $3962559.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | N/A      | 0.0000% | $100000000.00      | $79589.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | N/A      | 0.0000% | $100000000.00      | $30550.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | N/A      | 0.0000% | $20000000.00       | $79015.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | N/A      | 0.0000% | $135391000.00      | $1894390.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-10-16      | 0.0008%  | 0.0000% | $92307606.00       | $0.05              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-16      | 0.0002%  | 0.0000% | $24000000.00       | $5.20              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 0.0046%  | 0.0000% | $58002227.00       | $41.72             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-16      | 0.0047%  | 0.0000% | $225456174.00      | $242.28            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-16      | 0.0102%  | 0.0000% | $24000000.00       | $52.09             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-07-16      | 0.9165%  | 0.0000% | $66500000.00       | $4071238.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-20      | 1.0529%  | 0.0000% | $128064500.00      | $130454.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 1.0662%  | 0.0000% | $19000000.00       | $1482365.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.0717%  | 0.0000% | $125000000.00      | $3703571.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.0717%  | 0.0000% | $30000000.00       | $1544840.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-16      | 1.1010%  | 0.0000% | $661000.00         | $27592.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-09-20      | 1.1017%  | 0.0000% | $90000000.00       | $1910490.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.3717%  | 0.0000% | $50342430.00       | $2542618.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 1.4323%  | 0.0000% | $22500000.00       | $1602779.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0117%  | 0.0000% | $25000000.00       | $33346.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-20      | 0.0200%  | 0.0000% | $50000000.00       | $14758.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.0200%  | 0.0000% | $70000000.00       | $23842.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0200%  | 0.0000% | $137291000.00      | $55076.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0200%  | 0.0000% | $15000000.00       | $5621.95           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0200%  | 0.0000% | $20000000.00       | $13597.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-20      | 0.0300%  | 0.0000% | $10000000.00       | $4378.18           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0300%  | 0.0000% | $40000000.00       | $24063.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.0300%  | 0.0000% | $150000000.00      | $101185.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-06-16      | 0.0373%  | 0.0000% | $150896202.00      | $9828.19           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-06-20      | 0.0392%  | 0.0000% | $56804590.00       | $1330900.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0400%  | 0.0000% | $25000000.00       | $19893.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0400%  | 0.0000% | $25000000.00       | $20191.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-16      | 0.0434%  | 0.0000% | $186970000.00      | $4366.20           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $55853.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $55853.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $55853.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $55628.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 0.0500%  | 0.0000% | $48178998.00       | $34852.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $9821002.00        | $25798.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 0.0500%  | 0.0000% | $48178998.00       | $34265.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $9821002.00        | $26093.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.0500%  | 0.0000% | $20000000.00       | $20399.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.0500%  | 0.0000% | $50000000.00       | $28119.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 0.0500%  | 0.0000% | $20000000.00       | $20186.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.0500%  | 0.0000% | $70000000.00       | $103441.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.0500%  | 0.0000% | $20000000.00       | $17090.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $40000000.00       | $57356.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $70000000.00       | $61619.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 0.0500%  | 0.0000% | $5460253.00        | $10503.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 0.0500%  | 0.0000% | $14949417.00       | $29073.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.0500%  | 0.0000% | $70000000.00       | $64786.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.0500%  | 0.0000% | $50000000.00       | $99853.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 0.0500%  | 0.0000% | $20000000.00       | $26461.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.0500%  | 0.0000% | $61000000.00       | $63089.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $90000000.00       | $65355.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $120000000.00      | $127601.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $20000000.00       | $19727.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $5000000.00        | $4752.54           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.0500%  | 0.0000% | $9447191.00        | $11567.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $714285.00         | $77146.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $357142.00         | $38569.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 7.0001%  | 0.0000% | $392856.00         | $47467.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $333333.00         | $9291.58           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 7.5000%  | 0.0000% | $204930.00         | $36941.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 9.1304%  | 0.0000% | $349623.00         | $353338.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 10.0000% | 0.0000% | $3000000.00        | $2857116.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 10.0000% | 0.0000% | $1600000.00        | $1610901.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | N/A      | 0.0000% | $9428323.00        | $3297016.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | N/A      | 0.0000% | $4000000.00        | $1375826.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-08-16      | 0.0100%  | 0.0000% | $101290563.00      | $3156162.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $44682800.00       | $4091788.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $11966168.00       | $1671479.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $21428571.00       | $1360516.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $18895076.00       | $1561874.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.5000%  | 0.0000% | $28907790.00       | $1429051.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 4.5000%  | 0.0000% | $21421581.00       | $1241276.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 4.5000%  | 0.0000% | $29599559.00       | $1658178.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 5.0000%  | 0.0000% | $17412196.00       | $1651755.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 5.5000%  | 0.0000% | $69974180.00       | $3194998.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 5.5000%  | 0.0000% | $26119212.00       | $1167829.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 5.5000%  | 0.0000% | $11292000.00       | $1464327.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $9090909.00        | $1823300.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 6.0000%  | 0.0000% | $17740444.00       | $1128648.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $321274.00         | $99217.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-20      | 6.5000%  | 0.0000% | $14548768.00       | $1063492.57        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-02-25      | 0.3190%  | 0.0000% | $121467388.00      | $1126348.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-08-25      | 1.8811%  | 0.0000% | $23867706.00       | $1039882.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.4217%  | 0.0000% | $35000000.00       | $1936656.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 1.4317%  | 0.0000% | $105000000.00      | $1074051.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 0.8838%  | 0.0000% | $1371000.00        | $75989.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-12-20      | 0.8839%  | 0.0000% | $14980000.00       | $1106642.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 0.8856%  | 0.0000% | $26700000.00       | $1532884.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-16      | 0.8905%  | 0.0000% | $1315000.00        | $5897.73           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-06-20      | 0.8951%  | 0.0000% | $50000000.00       | $3412253.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.9384%  | 0.0000% | $1478000.00        | $57178.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.9668%  | 0.0000% | $1382000.00        | $86517.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-09-16      | 0.9700%  | 0.0000% | $2898000.00        | $40696.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.9717%  | 0.0000% | $50000000.00       | $1430269.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.9717%  | 0.0000% | $50000000.00       | $2051955.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.9717%  | 0.0000% | $30000000.00       | $1466775.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-11-16      | 1.0011%  | 0.0000% | $265000.00         | $18517.11          | Agency Collateralized Mortgage Obligation |

### Security 172: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP189O81, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP189O81_4.33_0606
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Small Business Administration | 2031-09-01      | 1.3040%  | 0.0000% | $50100000.00       | $42586138.36       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2031-03-01      | 1.6670%  | 0.0000% | $15100000.00       | $11467474.79       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2033-01-01      | 2.1300%  | 0.0000% | $175000.00         | $24104.23          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2036-10-01      | 2.2100%  | 0.0000% | $2000000.00        | $641002.46         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2036-03-01      | 2.5000%  | 0.0000% | $2861000.00        | $758851.48         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2044-06-01      | 2.7700%  | 0.0000% | $1732000.00        | $1021851.51        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2035-09-01      | 2.8200%  | 0.0000% | $2200000.00        | $480192.29         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2037-03-01      | 3.0400%  | 0.0000% | $2000000.00        | $565193.29         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2031-03-01      | 4.0900%  | 0.0000% | $375000.00         | $31383.21          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2032-09-01      | 4.2620%  | 0.0000% | $24405000.00       | $20693653.41       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2034-09-01      | 4.3800%  | 0.0000% | $6365000.00        | $6356967.91        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2029-05-01      | 4.4300%  | 0.0000% | $1200000.00        | $38401.47          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2025-09-01      | 4.7600%  | 0.0000% | $538000.00         | $1784.26           | Agency Mortgage-Backed Securities |
| Small Business Administration | 2029-02-01      | 4.7600%  | 0.0000% | $2900000.00        | $102653.69         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2035-04-25      | 4.9000%  | 0.0000% | $34345000.00       | $34259833.05       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2035-03-01      | 4.9630%  | 0.0000% | $83365000.00       | $84809141.16       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2050-05-01      | 5.1200%  | 0.0000% | $7417000.00        | $7433432.78        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2033-03-01      | 5.1680%  | 0.0000% | $225710000.00      | $209158093.18      | Agency Mortgage-Backed Securities |
| Small Business Administration | 2028-01-01      | 5.1700%  | 0.0000% | $600000.00         | $11699.37          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2027-12-01      | 5.2900%  | 0.0000% | $300000.00         | $6615.15           | Agency Mortgage-Backed Securities |
| Small Business Administration | 2028-03-01      | 5.4900%  | 0.0000% | $800000.00         | $17015.60          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2028-05-01      | 5.4900%  | 0.0000% | $3400000.00        | $55434.20          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2027-11-01      | 5.5100%  | 0.0000% | $200000.00         | $3495.92           | Agency Mortgage-Backed Securities |
| Small Business Administration | 2026-09-01      | 5.5400%  | 0.0000% | $1636000.00        | $9112.18           | Agency Mortgage-Backed Securities |
| Small Business Administration | 2028-09-01      | 5.6000%  | 0.0000% | $2116000.00        | $58519.31          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2028-06-01      | 5.6800%  | 0.0000% | $600000.00         | $10924.10          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2033-09-01      | 5.6880%  | 0.0000% | $70025000.00       | $65499130.31       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2035-07-25      | 5.8000%  | 0.0000% | $10690000.00       | $10991749.00       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2028-07-01      | 5.8700%  | 0.0000% | $700000.00         | $13516.48          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2028-08-01      | 6.0200%  | 0.0000% | $500000.00         | $8350.96           | Agency Mortgage-Backed Securities |
| Small Business Administration | 2028-12-01      | 6.2200%  | 0.0000% | $1000000.00        | $24836.47          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2037-03-25      | 6.2500%  | 0.0000% | $1550000.00        | $343573.63         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2035-06-25      | 6.5000%  | 0.0000% | $14105000.00       | $14481478.61       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2049-11-25      | 6.8250%  | 0.0000% | $21770000.00       | $23422876.78       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2030-03-25      | 7.3250%  | 0.0000% | $1288077.00        | $447763.60         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2049-03-25      | 7.3250%  | 0.0000% | $80000.00          | $72682.40          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2029-07-25      | 7.8250%  | 0.0000% | $38502.00          | $3103.00           | Agency Mortgage-Backed Securities |
| Small Business Administration | 2050-01-25      | 8.0550%  | 0.0000% | $9525000.00        | $10516038.82       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2031-02-25      | 8.1320%  | 0.0000% | $3513218.00        | $1186486.32        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2049-07-25      | 8.2600%  | 0.0000% | $26450000.00       | $28388411.47       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2035-03-25      | 8.2800%  | 0.0000% | $17785000.00       | $19193625.07       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2031-07-25      | 8.8240%  | 0.0000% | $17360663.00       | $6585764.41        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2032-02-25      | 8.8650%  | 0.0000% | $12344895.00       | $6042462.45        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2035-02-25      | 9.1050%  | 0.0000% | $9405000.00        | $10175181.87       | Agency Mortgage-Backed Securities |

### Security 173: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP189O99, C.3 - LEI: NQQ6HPCNCCU6, C.5 - Other ID: ARP189O99_4.35_0606
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2053-04-25      | 3.5000%  | 0.0000% | $43010440.00       | $7845602.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-07-25      | 4.0000%  | 0.0000% | $74770755.00       | $15394780.29       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-11-15      | 5.5000%  | 0.0000% | $26062416.00       | $5348074.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $100000000.00      | $11541754.79       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-02-20      | 0.8284%  | 0.0000% | $9189468.00        | $703676.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-03-20      | 0.8475%  | 0.0000% | $134814450.00      | $7298431.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.1217%  | 0.0000% | $200000000.00      | $8439054.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.6417%  | 0.0000% | $150000000.00      | $9008943.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 1.6717%  | 0.0000% | $166599255.00      | $10998157.58       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 1.6717%  | 0.0000% | $133333334.00      | $7659891.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-20      | 2.1217%  | 0.0000% | $153709668.00      | $7675377.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $121122886.00      | $13717608.87       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 7.0000%  | 0.0000% | $33365510.00       | $34026009.75       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $53524095.00       | $33768929.88       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-25      | 3.0000%  | 0.0000% | $20896501.00       | $17800694.66       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $96500000.00       | $34068622.39       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $36700000.00       | $34216415.14       | Agency Mortgage-Backed Securities         |

### Security 174: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP189P49, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP189P49_4.32_0606
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $102506400.00      | $102000029.58      | U.S. Treasuries (including strips) |

### Security 175: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP189P56, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP189P56_4.32_0606
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-03-31      | 2.2500%  | 0.0000% | $153472400.00      | $151549164.48      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-15      | 3.7500%  | 0.0000% | $176062800.00      | $176105170.61      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-03-31      | 4.5000%  | 0.0000% | $173500000.00      | $175168037.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-31      | 0.7500%  | 0.0000% | $113599600.00      | $109177692.39      | U.S. Treasuries (including strips) |

### Security 176: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18BWZ7, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP18BWZ7_4.35_1112
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $36295081.00       | $34020898.75       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $1827341.00        | $1737142.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $90845.00          | $87651.42          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $2011657.00        | $1942215.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $1066304.00        | $1034976.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $37035860.00       | $35534196.09       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $18460157.00       | $17912346.10       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 3.5000%  | 0.0000% | $9239949.00        | $8052526.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 4.5000%  | 0.0000% | $10130583.00       | $9302982.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 4.5000%  | 0.0000% | $18148143.00       | $17208003.18       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $5566079.00        | $5498641.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $12568316.00       | $12420439.65       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $2830552.00        | $2754339.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1953149.00        | $1940924.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $4614229.00        | $4561585.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $989.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1452673.00        | $1437665.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $80609126.00       | $79632835.98       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $8978419.00        | $8579210.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $30717.00          | $30144.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 4.5000%  | 0.0000% | $2961660.00        | $2789964.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $79415.00          | $76589.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $160385.00         | $156286.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $67871.00          | $63855.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $8808891.00        | $8562829.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $2583118.00        | $2160842.08        | Agency Mortgage-Backed Securities |

### Security 177: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18CGD2, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP18CGD2_4.27_0606
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.0000%  | 0.0000% | $248782583.00      | $247331353.78      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $2372607.00        | $2443636.13        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $1036912.00        | $1078674.66        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $1468315.00        | $1484357.97        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $1619180.00        | $1667599.39        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $5530956.00        | $5709083.30        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1777404.00        | $1832142.38        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $10146242.00       | $10493601.98       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $5051942.00        | $5207972.15        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1041696.00        | $1062655.14        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $5707154.00        | $6173068.70        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2041-08-15      | 1.7500%  | 0.0000% | $1300.00           | $850.26            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-05-15      | 2.2500%  | 0.0000% | $22837100.00       | $16259538.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-11-30      | 4.2500%  | 0.0000% | $1569700.00        | $1608194.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-06-15      | 4.6250%  | 0.0000% | $203336300.00      | $210409156.55      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-01-15      | 2.1250%  | 0.0000% | $100.00            | $102.63            | U.S. Treasuries (including strips) |

### Security 178: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.430000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18D8S6, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP18D8S6_4.43_0606
- **C.18 - Value (incl. sponsor support):** $1950000000.00
- **C.18.a - Value (excl. sponsor support):** $1950000000.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $667000.00         | $210593.91         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-02-15      | N/A      | 0.0000% | $1361024.05        | $419218.54         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $16103039.50       | $4892087.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $1624037.94        | $487755.43         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-11-15      | N/A      | 0.0000% | $35.93             | $10.64             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-02-15      | N/A      | 0.0000% | $3155276.27        | $923470.48         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-08-15      | N/A      | 0.0000% | $20090.48          | $5735.13           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-02-15      | N/A      | 0.0000% | $629561.62         | $175735.20         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $4308791.37        | $1190303.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $1.99              | $0.54              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $54.72             | $14.24             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-11-15      | N/A      | 0.0000% | $674000.00         | $612866.18         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $6327300.00        | $3965249.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $2128000.00        | $1064363.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $9785600.00        | $4834066.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $32687000.00       | $15911802.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $100.00            | $45.20             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $66806500.00       | $27929860.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $8050100.00        | $3324063.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-05-15      | N/A      | 0.0000% | $105722900.00      | $42998772.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $10968000.00       | $4214870.78        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $22141700.00       | $8154943.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $23100.00          | $8401.45           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $12522200.00       | $4495181.79        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $2716900.00        | $962059.72         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $47122400.00       | $16466357.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-05-15      | N/A      | 0.0000% | $27370000.00       | $9451216.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $1125500.00        | $368534.85         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $3415500.00        | $1103336.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-02-15      | N/A      | 0.0000% | $100.00            | $31.45             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $100.00            | $31.05             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $5340000.00        | $1497768.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $200.00            | $95.35             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-11-15      | N/A      | 0.0000% | $15819400.00       | $4382195.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-02-15      | N/A      | 0.0000% | $5233300.00        | $1432197.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $46492500.00       | $12435255.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-11-15      | N/A      | 0.0000% | $91200700.00       | $24147391.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $89711700.00       | $23478090.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-05-15      | N/A      | 0.0000% | $100.00            | $25.89             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-08-15      | N/A      | 0.0000% | $28744700.00       | $7368473.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-02-15      | N/A      | 0.0000% | $131027400.00      | $33013532.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $19017000.00       | $4737134.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-08-15      | N/A      | 0.0000% | $3300100.00        | $815982.73         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $68736900.00       | $16887281.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $69170900.00       | $16712934.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-05-15      | N/A      | 0.0000% | $92293500.00       | $22133458.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-02-15      | N/A      | 0.0000% | $17997100.00       | $4209125.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-02-15      | 0.7500%  | 0.0000% | $45774000.00       | $49314738.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2046-02-15      | 1.0000%  | 0.0000% | $49458900.00       | $49651798.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-11-15      | 3.0000%  | 0.0000% | $200.00            | $150.48            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2027-08-15      | 6.3750%  | 0.0000% | $100.00            | $106.99            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-08-31      | 1.1250%  | 0.0000% | $1365500.00        | $1253223.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-05-15      | 2.3750%  | 0.0000% | $8800.00           | $8302.70           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-05-15      | 3.7500%  | 0.0000% | $98880000.00       | $98613867.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-06-30      | 4.0000%  | 0.0000% | $5387600.00        | $5491443.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-02-15      | 4.6250%  | 0.0000% | $1200.00           | $1235.44           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-02-15      | N/A      | 0.0000% | $866600.95         | $648967.99         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-08-15      | N/A      | 0.0000% | $23.05             | $16.85             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $4588041.18        | $3269158.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-08-15      | N/A      | 0.0000% | $111.41            | $77.40             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $2862994.14        | $1935146.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $1428132.14        | $939689.53         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $5851457.74        | $3749508.79        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-08-15      | N/A      | 0.0000% | $1027.20           | $640.61            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $1220.88           | $740.78            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $1567.71           | $924.48            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-02-15      | N/A      | 0.0000% | $14516599.21       | $8319695.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-11-15      | N/A      | 0.0000% | $1.28              | $1.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $72.54             | $56.37             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-11-15      | N/A      | 0.0000% | $13679164.37       | $10377698.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-05-15      | N/A      | 0.0000% | $18036920.66       | $13346762.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-11-15      | N/A      | 0.0000% | $41184117.42       | $28234513.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $4200078.31        | $2801590.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-11-15      | N/A      | 0.0000% | $24529199.39       | $15922442.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-02-15      | N/A      | 0.0000% | $8.78              | $7.88              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-08-15      | N/A      | 0.0000% | $80.85             | $71.14             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $98.41             | $60.57             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-02-15      | N/A      | 0.0000% | $0.47              | $0.40              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-08-15      | N/A      | 0.0000% | $14848011.28       | $12516888.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-05-15      | N/A      | 0.0000% | $100603066.60      | $85780814.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-05-15      | N/A      | 0.0000% | $24184600.16       | $19712456.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-02-15      | N/A      | 0.0000% | $2371155.79        | $1954311.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-08-15      | N/A      | 0.0000% | $5734123.49        | $4619834.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-05-15      | N/A      | 0.0000% | $754910.00         | $451977.45         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-11-15      | N/A      | 0.0000% | $17486042.57       | $10166997.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $98.54             | $55.59             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $65.14             | $36.24             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-02-15      | N/A      | 0.0000% | $8706078.23        | $4688257.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-11-15      | N/A      | 0.0000% | $210.63            | $115.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-05-15      | N/A      | 0.0000% | $18372798.08       | $9785701.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-08-15      | N/A      | 0.0000% | $131.42            | $69.00             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-02-15      | N/A      | 0.0000% | $259771.73         | $131894.94         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $42.62             | $10.88             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-11-15      | N/A      | 0.0000% | $5519919.43        | $2853566.51        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $8163210.32        | $4014919.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $2095874.39        | $1015648.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $21235178.26       | $10132429.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-02-15      | N/A      | 0.0000% | $30024513.61       | $13504395.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $22970517.61       | $8123362.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-05-15      | N/A      | 0.0000% | $15497261.76       | $6877188.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-05-15      | N/A      | 0.0000% | $36.76             | $15.37             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-08-15      | N/A      | 0.0000% | $10253659.83       | $4223492.74        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $9301637.63        | $3782399.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $7001881.69        | $2800696.66        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-05-15      | N/A      | 0.0000% | $2873990.56        | $1133343.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-08-15      | N/A      | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-02-15      | N/A      | 0.0000% | $0.06              | $0.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $2600000.01        | $969082.40         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $9654500.00        | $3505973.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $38136.49          | $13309.41          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $144.73            | $49.83             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $34.65             | $11.80             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-05-15      | N/A      | 0.0000% | $72.92             | $24.55             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-08-15      | N/A      | 0.0000% | $40.16             | $13.35             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-11-15      | N/A      | 0.0000% | $2.05              | $0.67              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $24705358.90       | $8009378.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $57.28             | $18.33             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2048-02-15      | 1.0000%  | 0.0000% | $93400.00          | $87409.59          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2053-02-15      | 1.5000%  | 0.0000% | $2176000.00        | $1816907.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2026-01-15      | 2.0000%  | 0.0000% | $200.00            | $325.61            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2032-04-15      | 3.3750%  | 0.0000% | $1000.00           | $1993.33           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-01-15      | 0.1250%  | 0.0000% | $521790200.00      | $607032795.73      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-07-15      | 0.1250%  | 0.0000% | $8400000.00        | $9752248.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-15      | 0.1250%  | 0.0000% | $300.00            | $331.88            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-07-15      | 0.3750%  | 0.0000% | $300.00            | $386.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-07-15      | 0.6250%  | 0.0000% | $91310600.00       | $92758280.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-01-15      | 1.1250%  | 0.0000% | $27865900.00       | $28328148.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-04-15      | 1.6250%  | 0.0000% | $191328000.00      | $192558593.46      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-01-15      | 1.7500%  | 0.0000% | $83061100.00       | $85065917.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-07-15      | 1.8750%  | 0.0000% | $127840000.00      | $129523380.53      | U.S. Treasuries (including strips) |

### Security 179: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18JFZ9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP18JFZ9_4.37_1121
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $1498588.00        | $1454560.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $44013357.00       | $42228782.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1153224.00        | $1140335.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $559079.00         | $553124.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $989.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $58682030.00       | $57588987.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $40611.00          | $33213.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $987.72            | Agency Mortgage-Backed Securities |

### Security 180: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18KE53, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP18KE53_4.36_1118
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 4.5000%  | 0.0000% | $347062.00         | $329082.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $9850.00           | $9584.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $11437044.00       | $11298525.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $25145560.00       | $24476125.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $836.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $67416930.00       | $66886393.25       | Agency Mortgage-Backed Securities |

### Security 181: Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

- **C.1 - Title:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18LF35, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP18LF35_4.35_0604
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-11-30      | 1.6250%  | 0.0000% | $100.00            | $97.36             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 3.1250%  | 0.0000% | $600.00            | $594.68            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 3.8750%  | 0.0000% | $326300.00         | $330282.37         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-31      | 4.0000%  | 0.0000% | $600.00            | $607.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-15      | 4.3750%  | 0.0000% | $100.00            | $101.57            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 4.3750%  | 0.0000% | $645300.00         | $668981.74         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-30      | 4.6250%  | 0.0000% | $9700.00           | $9991.09           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 3.8750%  | 0.0000% | $200.00            | $177.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 3.8750%  | 0.0000% | $5852300.00        | $5135536.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 4.1250%  | 0.0000% | $1165900.00        | $1061243.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-11-15      | 4.3750%  | 0.0000% | $300.00            | $289.14            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-05-15      | 4.6250%  | 0.0000% | $97173600.00       | $93711323.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-11-15      | 4.7500%  | 0.0000% | $1100300.00        | $1080570.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-12-31      | 0.3750%  | 0.0000% | $100.00            | $97.94             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $92.29             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $84.75             | U.S. Treasuries (including strips) |

### Security 182: Citibank NA

- **C.1 - Title:** Citibank NA 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18M7L2, C.3 - LEI: E57ODZWZ7FF3, C.5 - Other ID: ARP18M7L2_4.33_0603
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2025-09-20      | 7.5000%  | 0.0000% | $55000.00          | $0.76              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2025-11-20      | 7.5000%  | 0.0000% | $299444.00         | $9.87              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2025-12-20      | 7.5000%  | 0.0000% | $40000.00          | $2.80              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-01-20      | 7.5000%  | 0.0000% | $155715.00         | $13.80             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-02-20      | 7.5000%  | 0.0000% | $83000.00          | $2.63              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-03-20      | 7.5000%  | 0.0000% | $391450.00         | $43.98             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-04-20      | 7.5000%  | 0.0000% | $575041.00         | $144.65            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-07-20      | 7.5000%  | 0.0000% | $4390992.00        | $342.65            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-05-20      | 7.5000%  | 0.0000% | $225921.00         | $39.02             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-06-20      | 7.5000%  | 0.0000% | $4036009.00        | $610.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-08-20      | 7.5000%  | 0.0000% | $463761.00         | $36.21             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-09-20      | 7.5000%  | 0.0000% | $380000.00         | $45.13             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-10-20      | 7.5000%  | 0.0000% | $620000.00         | $70.42             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-11-20      | 7.5000%  | 0.0000% | $270355.00         | $62.52             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-02-20      | 7.5000%  | 0.0000% | $1034000.00        | $167.19            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-03-20      | 7.5000%  | 0.0000% | $548000.00         | $199.37            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-04-20      | 7.5000%  | 0.0000% | $207400.00         | $45.16             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-05-20      | 7.5000%  | 0.0000% | $850075.00         | $205.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-06-20      | 7.5000%  | 0.0000% | $2540000.00        | $523.73            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-07-20      | 7.5000%  | 0.0000% | $538932.00         | $234.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-08-20      | 7.5000%  | 0.0000% | $50000.00          | $12.15             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-01-20      | 7.5000%  | 0.0000% | $3252134.00        | $1191.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-11-20      | 7.5000%  | 0.0000% | $1176064.00        | $581.89            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-12-20      | 7.5000%  | 0.0000% | $2000000.00        | $1198.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2025-10-20      | 8.0000%  | 0.0000% | $40000.00          | $0.56              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2025-11-20      | 8.0000%  | 0.0000% | $37000.00          | $2.39              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2025-12-20      | 8.0000%  | 0.0000% | $1035495.00        | $21.77             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-01-20      | 8.0000%  | 0.0000% | $415000.00         | $33.05             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-02-20      | 8.0000%  | 0.0000% | $190000.00         | $10.47             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-05-20      | 8.0000%  | 0.0000% | $160000.00         | $33.67             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-06-20      | 8.0000%  | 0.0000% | $990693.00         | $144.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-08-20      | 8.0000%  | 0.0000% | $1008000.00        | $133.71            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-10-20      | 8.0000%  | 0.0000% | $194000.00         | $53.64             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-09-20      | 8.0000%  | 0.0000% | $310168.00         | $57.78             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-12-20      | 8.0000%  | 0.0000% | $29100.00          | $2.76              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-11-20      | 8.0000%  | 0.0000% | $1022250.00        | $96.50             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-02-20      | 8.0000%  | 0.0000% | $5895210.00        | $1274.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-03-20      | 8.0000%  | 0.0000% | $5180156.00        | $1104.22           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-05-20      | 8.0000%  | 0.0000% | $2188147.00        | $503.33            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-04-20      | 8.0000%  | 0.0000% | $2525000.00        | $754.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-06-20      | 8.0000%  | 0.0000% | $1589086.00        | $436.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-07-20      | 8.0000%  | 0.0000% | $12433222.00       | $3518.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2025-08-20      | 8.0000%  | 0.0000% | $1656000.00        | $10.32             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2025-09-20      | 8.0000%  | 0.0000% | $550000.00         | $9.35              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-09-20      | 8.0000%  | 0.0000% | $649963.00         | $185.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-03-20      | 7.5000%  | 0.0000% | $170893.00         | $64.16             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-07-20      | 7.5000%  | 0.0000% | $60000.00          | $85.47             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-06-20      | 7.5000%  | 0.0000% | $900000.00         | $1147.73           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-10-20      | 7.5000%  | 0.0000% | $1179724.00        | $1588.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-09-20      | 7.5000%  | 0.0000% | $75000.00          | $52.94             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-08-20      | 7.5000%  | 0.0000% | $289490.00         | $351.52            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-06-20      | 7.5000%  | 0.0000% | $90000.00          | $81.37             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-07-20      | 7.5000%  | 0.0000% | $190836.00         | $139.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-08-20      | 8.0000%  | 0.0000% | $573272.00         | $68.53             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-09-20      | 8.0000%  | 0.0000% | $303396.00         | $125.80            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-12-20      | 8.0000%  | 0.0000% | $215625.00         | $155.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-11-20      | 8.0000%  | 0.0000% | $60000.00          | $37.30             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-01-20      | 8.0000%  | 0.0000% | $1149716.00        | $637.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-02-20      | 8.0000%  | 0.0000% | $50000.00          | $42.47             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-05-20      | 8.0000%  | 0.0000% | $717426.00         | $342.80            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-03-20      | 8.0000%  | 0.0000% | $1025065.00        | $670.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-04-20      | 8.0000%  | 0.0000% | $2127706.00        | $1575.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-06-20      | 8.0000%  | 0.0000% | $1501977.00        | $1160.73           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-07-20      | 8.0000%  | 0.0000% | $165206.00         | $103.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-10-20      | 8.0000%  | 0.0000% | $355368.00         | $216.69            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-09-20      | 8.0000%  | 0.0000% | $292979.00         | $138.72            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-12-20      | 8.0000%  | 0.0000% | $825000.00         | $714.59            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-01-20      | 8.0000%  | 0.0000% | $45000.00          | $29.39             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-02-20      | 8.0000%  | 0.0000% | $730556.00         | $639.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-05-20      | 8.0000%  | 0.0000% | $105031.00         | $36.64             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-03-20      | 8.0000%  | 0.0000% | $146163.00         | $59.95             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-07-20      | 8.0000%  | 0.0000% | $50000.00          | $50.41             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-06-20      | 8.0000%  | 0.0000% | $260000.00         | $39.10             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-08-20      | 8.0000%  | 0.0000% | $206615.00         | $115.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-10-20      | 8.0000%  | 0.0000% | $112000.00         | $24.05             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-08-20      | 8.0000%  | 0.0000% | $17000.00          | $304.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-11-20      | 8.2500%  | 0.0000% | $25000.00          | $60.38             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-08-20      | 8.5000%  | 0.0000% | $818000.00         | $2163.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2025-12-20      | 8.5000%  | 0.0000% | $105000.00         | $6.00              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-02-20      | 8.5000%  | 0.0000% | $35000.00          | $5.08              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-06-20      | 8.5000%  | 0.0000% | $321000.00         | $32.70             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-07-20      | 8.5000%  | 0.0000% | $175000.00         | $18.71             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-10-20      | 8.5000%  | 0.0000% | $115000.00         | $9.54              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-09-20      | 8.5000%  | 0.0000% | $3730000.00        | $21.40             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-06-20      | 8.5000%  | 0.0000% | $323804.00         | $38.18             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-04-20      | 7.5000%  | 0.0000% | $422993.00         | $781.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-03-20      | 7.5000%  | 0.0000% | $366236.00         | $283.53            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-05-20      | 7.5000%  | 0.0000% | $835743.00         | $907.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-02-20      | 7.5000%  | 0.0000% | $400000.00         | $265.40            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-01-20      | 7.5000%  | 0.0000% | $105912.00         | $96.96             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-12-20      | 7.5000%  | 0.0000% | $420423.00         | $286.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-11-20      | 7.5000%  | 0.0000% | $6010183.00        | $3538.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-09-20      | 7.5000%  | 0.0000% | $1060000.00        | $609.47            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-10-20      | 7.5000%  | 0.0000% | $375000.00         | $244.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-07-20      | 7.5000%  | 0.0000% | $1403000.00        | $218.07            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-04-20      | 7.5000%  | 0.0000% | $1298112.00        | $741.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-03-20      | 7.5000%  | 0.0000% | $148000.00         | $74.50             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-05-20      | 7.5000%  | 0.0000% | $2268115.00        | $1294.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-02-20      | 7.5000%  | 0.0000% | $190100.00         | $144.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-01-20      | 7.5000%  | 0.0000% | $315170.00         | $204.28            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-11-20      | 7.5000%  | 0.0000% | $130318.00         | $96.00             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-12-20      | 7.5000%  | 0.0000% | $1743843.00        | $1174.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-09-20      | 7.5000%  | 0.0000% | $624211.00         | $690.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-08-20      | 7.5000%  | 0.0000% | $640870.00         | $722.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-06-20      | 7.5000%  | 0.0000% | $65599.00          | $35.82             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-04-20      | 7.5000%  | 0.0000% | $80545.00          | $35.52             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-01-20      | 7.5000%  | 0.0000% | $217810.00         | $273.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-02-20      | 7.5000%  | 0.0000% | $1203000.00        | $321.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-03-20      | 7.5000%  | 0.0000% | $75000.00          | $30.85             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-10-20      | 8.0000%  | 0.0000% | $810265.00         | $349.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-08-20      | 8.0000%  | 0.0000% | $1141400.00        | $540.71            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-09-20      | 8.0000%  | 0.0000% | $914966.00         | $155.46            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-11-20      | 8.0000%  | 0.0000% | $947570.00         | $347.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-12-20      | 8.0000%  | 0.0000% | $5135000.00        | $3509.15           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-03-20      | 8.0000%  | 0.0000% | $224500.00         | $46.09             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-01-20      | 8.0000%  | 0.0000% | $1000000.00        | $198.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-02-20      | 8.0000%  | 0.0000% | $36000.00          | $4.10              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-04-20      | 8.0000%  | 0.0000% | $505000.00         | $349.69            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-07-20      | 8.0000%  | 0.0000% | $1270000.00        | $428.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-10-20      | 8.0000%  | 0.0000% | $144852.00         | $80.95             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-07-20      | 8.5000%  | 0.0000% | $655000.00         | $88.41             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-10-20      | 8.5000%  | 0.0000% | $250000.00         | $73.57             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-12-20      | 8.5000%  | 0.0000% | $504971.00         | $19.33             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-02-20      | 8.5000%  | 0.0000% | $61587.00          | $36.59             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-05-20      | 8.5000%  | 0.0000% | $445323.00         | $99.28             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-03-20      | 8.5000%  | 0.0000% | $85630.00          | $32.91             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-04-20      | 8.5000%  | 0.0000% | $1965564.00        | $337.68            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-06-20      | 8.5000%  | 0.0000% | $3050000.00        | $643.20            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-07-20      | 8.5000%  | 0.0000% | $1538297.00        | $537.27            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-08-20      | 8.5000%  | 0.0000% | $5645618.00        | $1750.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-09-20      | 8.5000%  | 0.0000% | $49000.00          | $9.05              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-10-20      | 4.0000%  | 0.0000% | $135000.00         | $969.72            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $2000.00           | $1689.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $143629157.00      | $110388539.40      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $1315381.00        | $1020514.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 4.5000%  | 0.0000% | $1000.00           | $787.79            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 4.5000%  | 0.0000% | $174378.00         | $160417.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $1024.00           | $955.19            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $2001.00           | $1872.75           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 4.5000%  | 0.0000% | $459216.00         | $431591.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-04-20      | 8.5000%  | 0.0000% | $496000.00         | $465.62            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2025-08-20      | 9.0000%  | 0.0000% | $55000.00          | $0.43              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-08-20      | 9.0000%  | 0.0000% | $45525.00          | $22.96             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-08-20      | 9.0000%  | 0.0000% | $41960.00          | $8.21              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-09-20      | 9.0000%  | 0.0000% | $702000.00         | $204.48            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-10-20      | 9.0000%  | 0.0000% | $237000.00         | $204.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $1000.00           | $579.44            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $1000.00           | $605.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $1000.00           | $593.91            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-04-20      | 3.0000%  | 0.0000% | $1000.00           | $214.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-05-01      | 3.5000%  | 0.0000% | $1000.00           | $144.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-09-01      | 3.5000%  | 0.0000% | $1076760.00        | $218965.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $7999.00           | $1155.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $73000.00          | $9821.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $6999.00           | $5391.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $719.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $5000.00           | $3613.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1682.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-09-01      | 3.5000%  | 0.0000% | $1925000.00        | $370858.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $950000.00         | $221911.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $26000.00          | $2897.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-11-20      | 4.5000%  | 0.0000% | $105000.00         | $1821.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-02-20      | 4.5000%  | 0.0000% | $263000.00         | $4073.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-03-20      | 4.5000%  | 0.0000% | $25000.00          | $661.19            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-06-20      | 4.5000%  | 0.0000% | $125000.00         | $1831.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-07-20      | 4.5000%  | 0.0000% | $50000.00          | $414.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-03-20      | 4.5000%  | 0.0000% | $170019.00         | $2943.77           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-06-20      | 4.5000%  | 0.0000% | $63073.00          | $565.66            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-05-20      | 4.5000%  | 0.0000% | $73068.00          | $979.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-07-20      | 4.5000%  | 0.0000% | $174000.00         | $1773.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-10-20      | 4.5000%  | 0.0000% | $25000.00          | $386.42            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-01-20      | 4.5000%  | 0.0000% | $40000.00          | $921.30            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-04-20      | 4.5000%  | 0.0000% | $65000.00          | $954.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-04-20      | 4.5000%  | 0.0000% | $87000.00          | $3132.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-20      | 4.5000%  | 0.0000% | $102209.00         | $3836.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-07-20      | 4.5000%  | 0.0000% | $550000.00         | $2654.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-09-20      | 4.7500%  | 0.0000% | $41100.00          | $983.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-20      | 5.0000%  | 0.0000% | $2004.00           | $126.94            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 5.0000%  | 0.0000% | $2000.00           | $1652.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 5.0000%  | 0.0000% | $2000.00           | $1944.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-08-20      | 5.0000%  | 0.0000% | $30000.00          | $406.68            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-02-20      | 5.2500%  | 0.0000% | $100000.00         | $3850.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $136750.00         | $103263.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 5.5000%  | 0.0000% | $190029737.00      | $139853784.45      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $2000.00           | $2021.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $1000.00           | $984.34            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $2026.00           | $2014.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-04-20      | 5.5000%  | 0.0000% | $160239.00         | $2295.77           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-07-20      | 5.5000%  | 0.0000% | $306000.00         | $3927.94           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-08-20      | 5.5000%  | 0.0000% | $77000.00          | $934.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-03-20      | 5.5000%  | 0.0000% | $46000.00          | $184.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-08-20      | 5.5000%  | 0.0000% | $761561.00         | $4974.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-05-20      | 5.5000%  | 0.0000% | $30000.00          | $156.66            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-01-20      | 5.5000%  | 0.0000% | $50000.00          | $361.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-10-20      | 5.5000%  | 0.0000% | $25000.00          | $351.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-04-20      | 5.5000%  | 0.0000% | $50000.00          | $947.41            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-05-20      | 5.5000%  | 0.0000% | $26113.00          | $397.99            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-11-20      | 5.5000%  | 0.0000% | $50000.00          | $1986.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-20      | 5.5000%  | 0.0000% | $37768.00          | $1401.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-20      | 5.5000%  | 0.0000% | $90000.00          | $3194.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $1000.00           | $702.46            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $1024.00           | $714.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $6236407.00        | $6366491.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $2000.00           | $2062.33           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $2170.00           | $2233.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $1024.00           | $1026.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $891618.00         | $918637.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-06-20      | 6.0000%  | 0.0000% | $25000.00          | $40.12             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-10-20      | 6.0000%  | 0.0000% | $176000.00         | $174.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-11-20      | 6.0000%  | 0.0000% | $50000.00          | $71.61             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-11-20      | 6.0000%  | 0.0000% | $25000.00          | $240.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-01-20      | 6.0000%  | 0.0000% | $70000.00          | $893.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-03-20      | 6.0000%  | 0.0000% | $970000.00         | $1432.43           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-02-20      | 6.0000%  | 0.0000% | $50000.00          | $76.72             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-01-20      | 6.0000%  | 0.0000% | $25000.00          | $39.73             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-01-20      | 6.0000%  | 0.0000% | $25000.00          | $108.73            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-02-20      | 6.0000%  | 0.0000% | $50000.00          | $44.77             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-04-20      | 6.0000%  | 0.0000% | $324000.00         | $543.29            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-07-20      | 6.0000%  | 0.0000% | $135000.00         | $279.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-05-20      | 6.0000%  | 0.0000% | $56000.00          | $172.48            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-01-20      | 6.0000%  | 0.0000% | $262784.00         | $1725.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-01-20      | 6.0000%  | 0.0000% | $44000.00          | $732.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1024.00           | $775.49            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $12586.00          | $10010.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $1000.00           | $924.71            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $2122663.00        | $2184474.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $2000.00           | $2069.77           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1650543.00        | $1724315.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $78111.00          | $82081.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-04-20      | 6.5000%  | 0.0000% | $5640328.00        | $3948.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-05-20      | 6.5000%  | 0.0000% | $200000.00         | $156.29            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-11-20      | 6.5000%  | 0.0000% | $3128000.00        | $3239.25           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-01-20      | 6.5000%  | 0.0000% | $115000.00         | $0.63              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2025-12-20      | 6.5000%  | 0.0000% | $275000.00         | $39.51             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-03-20      | 6.5000%  | 0.0000% | $150000.00         | $22.41             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-02-20      | 6.5000%  | 0.0000% | $435000.00         | $45.46             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-04-20      | 6.5000%  | 0.0000% | $686198.00         | $97.79             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-01-20      | 6.5000%  | 0.0000% | $215000.00         | $218.98            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-09-20      | 6.5000%  | 0.0000% | $1446548.00        | $693.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-01-20      | 6.5000%  | 0.0000% | $198307.00         | $150.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-11-20      | 6.5000%  | 0.0000% | $182000.00         | $128.42            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-12-20      | 6.5000%  | 0.0000% | $30000.00          | $12.71             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-02-20      | 6.5000%  | 0.0000% | $1490000.00        | $1039.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-04-20      | 6.5000%  | 0.0000% | $225000.00         | $2233.95           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-07-20      | 6.5000%  | 0.0000% | $50000.00          | $542.95            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-08-20      | 6.5000%  | 0.0000% | $320000.00         | $3978.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-02-20      | 6.5000%  | 0.0000% | $4012165.00        | $4756.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-05-20      | 6.5000%  | 0.0000% | $65000.00          | $75.94             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-06-20      | 6.5000%  | 0.0000% | $679715.00         | $839.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-07-20      | 6.5000%  | 0.0000% | $3515306.00        | $3821.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-09-20      | 6.5000%  | 0.0000% | $200000.00         | $234.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-12-20      | 6.5000%  | 0.0000% | $781983.00         | $11.99             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-03-20      | 6.5000%  | 0.0000% | $1000000.00        | $1077.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-04-20      | 6.5000%  | 0.0000% | $75000.00          | $89.59             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-06-20      | 6.5000%  | 0.0000% | $940263.00         | $1392.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-20      | 6.5000%  | 0.0000% | $486000.00         | $1023.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-01-20      | 6.5000%  | 0.0000% | $495000.00         | $1249.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-05-20      | 6.5000%  | 0.0000% | $80000.00          | $198.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-08-20      | 6.5000%  | 0.0000% | $118665.00         | $336.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-07-20      | 6.5000%  | 0.0000% | $90000.00          | $291.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-02-20      | 6.5000%  | 0.0000% | $35000.00          | $155.66            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-08-20      | 6.5000%  | 0.0000% | $31000.00          | $412.72            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-01-20      | 6.5000%  | 0.0000% | $56195.00          | $842.11            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-11-20      | 6.5000%  | 0.0000% | $70873.00          | $2364.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $198730.00         | $138917.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $2000.00           | $1174.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1024.00           | $871.47            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $2000.00           | $2156.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1000.00           | $1048.94           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-04-20      | 7.0000%  | 0.0000% | $387000.00         | $349.98            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-05-20      | 7.0000%  | 0.0000% | $1829000.00        | $1149.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-06-20      | 7.0000%  | 0.0000% | $192345.00         | $111.62            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-07-20      | 7.0000%  | 0.0000% | $1695000.00        | $1138.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-08-20      | 7.0000%  | 0.0000% | $2147962.00        | $1749.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-09-20      | 7.0000%  | 0.0000% | $1003701.00        | $979.65            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-11-20      | 7.0000%  | 0.0000% | $533000.00         | $569.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-12-20      | 7.0000%  | 0.0000% | $540000.00         | $189.37            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2025-08-20      | 7.0000%  | 0.0000% | $1707840.00        | $31.86             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2025-09-20      | 7.0000%  | 0.0000% | $134232.00         | $4.62              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2025-11-20      | 7.0000%  | 0.0000% | $384998.00         | $12.22             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2025-10-20      | 7.0000%  | 0.0000% | $355000.00         | $27.37             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2025-12-20      | 7.0000%  | 0.0000% | $2677518.00        | $205.80            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-03-20      | 7.0000%  | 0.0000% | $1057155.00        | $121.86            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-01-20      | 7.0000%  | 0.0000% | $161186.00         | $7.54              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-02-20      | 7.0000%  | 0.0000% | $467448.00         | $23.91             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-04-20      | 7.0000%  | 0.0000% | $2544000.00        | $363.18            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-07-20      | 7.0000%  | 0.0000% | $117500.00         | $13.77             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-07-20      | 7.0000%  | 0.0000% | $320000.00         | $702.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-08-20      | 7.0000%  | 0.0000% | $814000.00         | $1706.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-20      | 7.0000%  | 0.0000% | $577000.00         | $1232.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-20      | 7.0000%  | 0.0000% | $593000.00         | $1399.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-02-20      | 7.0000%  | 0.0000% | $372748.00         | $848.73            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-05-20      | 7.0000%  | 0.0000% | $1435000.00        | $2724.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-04-20      | 7.0000%  | 0.0000% | $420000.00         | $798.73            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-06-20      | 7.0000%  | 0.0000% | $273000.00         | $550.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-07-20      | 7.0000%  | 0.0000% | $350000.00         | $626.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-09-20      | 7.0000%  | 0.0000% | $1240000.00        | $1944.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-10-20      | 7.0000%  | 0.0000% | $50000.00          | $66.35             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-11-20      | 7.0000%  | 0.0000% | $835442.00         | $707.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-12-20      | 7.0000%  | 0.0000% | $155000.00         | $836.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-03-20      | 7.0000%  | 0.0000% | $220000.00         | $1120.66           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-08-20      | 7.0000%  | 0.0000% | $25000.00          | $48.59             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-09-20      | 7.0000%  | 0.0000% | $55000.00          | $121.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-10-20      | 7.0000%  | 0.0000% | $72305.00          | $341.89            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-11-20      | 7.0000%  | 0.0000% | $150364.00         | $774.06            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 7.0000%  | 0.0000% | $79504.00          | $2181.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-09-01      | 2.5000%  | 0.0000% | $24999.00          | $13737.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $242999.00         | $159362.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-02-01      | 2.5000%  | 0.0000% | $655000.00         | $469558.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 2.5000%  | 0.0000% | $39843.00          | $29646.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 2.5000%  | 0.0000% | $15000.00          | $11736.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $28999.00          | $16931.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-07-01      | 2.5000%  | 0.0000% | $580000.00         | $313035.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-08-01      | 2.5000%  | 0.0000% | $569999.00         | $324600.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $614.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $8000.00           | $4429.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-06-01      | 2.5000%  | 0.0000% | $57999.00          | $29673.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $4000.00           | $2322.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $16999.00          | $11029.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-02-01      | 2.5000%  | 0.0000% | $13000.00          | $7692.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $237998.00         | $164931.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $293.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $15000.00          | $10797.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $8000.00           | $2191.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $30985.00          | $22525.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $32250.00          | $22179.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $4000.00           | $2846.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-07-01      | 3.0000%  | 0.0000% | $13000.00          | $2132.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $444000.00         | $250616.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-12-01      | 3.0000%  | 0.0000% | $300000.00         | $114213.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $641.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $718.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $33000.00          | $22519.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1555.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 3.0000%  | 0.0000% | $1000.00           | $798.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $32000.00          | $24724.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-03-01      | 3.0000%  | 0.0000% | $9000.00           | $1998.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $2000.00           | $309.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $8000.00           | $1351.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $14000.00          | $2462.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $3000.00           | $545.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $249.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 3.0000%  | 0.0000% | $28515.00          | $7583.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $2000.00           | $588.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $75999.00          | $38523.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1001.00           | $667.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $6000.00           | $4361.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $3000.00           | $2199.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $733.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-11-01      | 3.5000%  | 0.0000% | $5000.00           | $401.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-01-01      | 3.5000%  | 0.0000% | $7000.00           | $578.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-02-01      | 3.5000%  | 0.0000% | $38208.00          | $5447.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-06-01      | 3.5000%  | 0.0000% | $9000.00           | $973.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $2288773.00        | $319530.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $4000.00           | $526.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-07-01      | 3.5000%  | 0.0000% | $138000.00         | $15068.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 3.5000%  | 0.0000% | $9999.00           | $948.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-05-01      | 3.5000%  | 0.0000% | $14000.00          | $1084.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-05-01      | 3.5000%  | 0.0000% | $7000.00           | $729.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $10000.00          | $873.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $31000.00          | $3164.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-10-01      | 3.5000%  | 0.0000% | $7000.00           | $852.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $83999.00          | $11656.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-01-01      | 3.5000%  | 0.0000% | $28000.00          | $3889.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-01      | 3.5000%  | 0.0000% | $8000.00           | $1119.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-04-01      | 3.5000%  | 0.0000% | $12001.00          | $1833.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-06-01      | 3.5000%  | 0.0000% | $6000.00           | $2399.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $740.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $90000.00          | $64971.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $72000.00          | $54106.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-06-01      | 3.5000%  | 0.0000% | $1000.00           | $612.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-07-01      | 3.5000%  | 0.0000% | $1000.00           | $639.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $9000.00           | $6905.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 3.5000%  | 0.0000% | $12000.00          | $9242.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 3.5000%  | 0.0000% | $3000.00           | $2350.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-12-01      | 3.5000%  | 0.0000% | $1000.00           | $683.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-01-01      | 3.5000%  | 0.0000% | $2000.00           | $1385.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 3.5000%  | 0.0000% | $2000.00           | $1547.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 3.5000%  | 0.0000% | $6000.00           | $4715.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 3.5000%  | 0.0000% | $72633.00          | $59254.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-07-01      | 3.5000%  | 0.0000% | $27000.00          | $21480.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 3.5000%  | 0.0000% | $806867.00         | $674775.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 3.5000%  | 0.0000% | $1000.00           | $858.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 3.5000%  | 0.0000% | $5000.00           | $4314.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 3.5000%  | 0.0000% | $3000.00           | $2619.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 3.5000%  | 0.0000% | $1000.00           | $875.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2025-10-01      | 3.5000%  | 0.0000% | $1034.00           | $1.52              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2025-10-01      | 3.5000%  | 0.0000% | $15044800.00       | $20020.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-06-01      | 4.0000%  | 0.0000% | $1840.00           | $385.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $50000.00          | $4457.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 4.0000%  | 0.0000% | $12000.00          | $9261.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $4000.00           | $3189.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $13000.00          | $9591.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-06-01      | 4.0000%  | 0.0000% | $1550000.00        | $487308.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-03-01      | 4.0000%  | 0.0000% | $6001.00           | $2010.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $59996.00          | $6434.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $6000.00           | $4492.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $6000.00           | $4334.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 4.0000%  | 0.0000% | $70992.00          | $55037.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1564.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-12-01      | 4.0000%  | 0.0000% | $88000.00          | $71389.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 4.0000%  | 0.0000% | $21999.00          | $18218.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 4.0000%  | 0.0000% | $14622.00          | $12101.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 4.0000%  | 0.0000% | $4000.00           | $3341.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 4.0000%  | 0.0000% | $1000.00           | $892.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 4.0000%  | 0.0000% | $36763.00          | $33160.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 4.0000%  | 0.0000% | $2657639.00        | $2440606.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-02-01      | 4.5000%  | 0.0000% | $16000.00          | $541.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-04-01      | 4.5000%  | 0.0000% | $7000.00           | $516.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $4000.00           | $273.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-07-01      | 4.5000%  | 0.0000% | $2000.00           | $254.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-04-01      | 4.5000%  | 0.0000% | $2000.00           | $249.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-07-01      | 4.5000%  | 0.0000% | $2000.00           | $276.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-05-01      | 4.5000%  | 0.0000% | $11000.00          | $2063.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $2000.00           | $106.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $4000.00           | $343.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-03-01      | 4.5000%  | 0.0000% | $4000.00           | $391.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $2000.00           | $1672.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 4.5000%  | 0.0000% | $3000.00           | $2503.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $3526720.00        | $3104394.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-04-01      | 4.5000%  | 0.0000% | $7000.00           | $95.81             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-06-01      | 4.5000%  | 0.0000% | $4000.00           | $49.68             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-08-01      | 4.5000%  | 0.0000% | $37000.00          | $897.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-05-01      | 4.5000%  | 0.0000% | $5027.00           | $144.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 4.5000%  | 0.0000% | $17000.00          | $1312.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $6000.00           | $510.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $22000.00          | $1651.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $108.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-05-01      | 4.5000%  | 0.0000% | $1000.00           | $93.52             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-07-01      | 4.5000%  | 0.0000% | $21000.00          | $2360.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-08-01      | 4.5000%  | 0.0000% | $31000.00          | $3046.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $31904.00          | $24580.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $304973.00         | $226079.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $5000.00           | $3895.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 4.5000%  | 0.0000% | $4000.00           | $3335.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 4.5000%  | 0.0000% | $18009.00          | $15245.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-12-01      | 4.5000%  | 0.0000% | $6000.00           | $5516.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $747895.00         | $691998.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $259712.00         | $240276.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-03-01      | 4.5000%  | 0.0000% | $1000.00           | $947.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 4.5000%  | 0.0000% | $169309.00         | $159123.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-06-01      | 4.5000%  | 0.0000% | $18000.00          | $400.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-08-01      | 4.5000%  | 0.0000% | $28000.00          | $719.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-11-01      | 4.5000%  | 0.0000% | $45000.00          | $1617.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $1153593.00        | $1127676.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $1016920.00        | $997045.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $978.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $1066055.00        | $1035048.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $971.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $200000.00         | $149615.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $105000.00         | $81600.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $100000.00         | $76536.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-02-01      | 5.0000%  | 0.0000% | $236844.00         | $224212.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $2354148.00        | $2293999.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 5.0000%  | 0.0000% | $99990.00          | $83294.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $100000.00         | $80945.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $53754.00          | $40732.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $3000.00           | $2289.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1641.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $25999.00          | $21609.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $27942.00          | $23983.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $2220.00           | $1915.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $882.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-01-01      | 5.0000%  | 0.0000% | $7000.00           | $6342.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-10-01      | 5.0000%  | 0.0000% | $321990.00         | $278080.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $6164.00           | $5783.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-11-01      | 5.0000%  | 0.0000% | $24000.00          | $21528.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $22248.00          | $21595.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-11-01      | 5.5000%  | 0.0000% | $6474330.00        | $20624.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-08-01      | 5.5000%  | 0.0000% | $13000.00          | $471.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-09-01      | 5.5000%  | 0.0000% | $1000.00           | $103.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $3000.00           | $2792.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $500484.00         | $495842.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $527018.00         | $521408.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1590234.00        | $1581847.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1161000.00        | $1158762.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $17737.00          | $17655.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $3437010.00        | $3437346.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $2886830.00        | $2879716.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1004500.00        | $997919.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $1282009.00        | $1279553.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-02-20      | 7.0000%  | 0.0000% | $830563.00         | $832.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-05-20      | 7.0000%  | 0.0000% | $919467.00         | $1630.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-06-20      | 7.0000%  | 0.0000% | $1118900.00        | $1843.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-12-20      | 7.0000%  | 0.0000% | $361500.00         | $340.34            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-01-20      | 7.0000%  | 0.0000% | $2044062.00        | $2021.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-03-01      | 4.2900%  | 0.0000% | $1946240.00        | $1938184.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-02-15      | 5.3500%  | 0.0000% | $7006676.00        | $6851202.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2025-10-01      | 2.9530%  | 0.0000% | $1003.00           | $627.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-10-01      | 4.4200%  | 0.0000% | $1065.00           | $1036.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-05-01      | 4.6200%  | 0.0000% | $555980.00         | $562748.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-05-01      | 4.6700%  | 0.0000% | $61400.00          | $62159.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-03-01      | 4.7300%  | 0.0000% | $1687.00           | $1675.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-05-01      | 4.7900%  | 0.0000% | $2416811.00        | $2445458.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-05-01      | 5.3300%  | 0.0000% | $1000.00           | $1038.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-10-01      | 2.0000%  | 0.0000% | $3000.00           | $1341.87           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-12-01      | 2.0000%  | 0.0000% | $28000.00          | $16733.05          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 2.0000%  | 0.0000% | $200000.00         | $83219.97          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $7000.00           | $3339.08           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $640.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 2.5000%  | 0.0000% | $1000.00           | $658.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-02-01      | 2.5000%  | 0.0000% | $9000.00           | $2206.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.5000%  | 0.0000% | $3000.00           | $1419.46           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.5000%  | 0.0000% | $2000.00           | $867.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 3.0000%  | 0.0000% | $1000.00           | $778.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-10-01      | 3.0000%  | 0.0000% | $4218.00           | $629.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-06-01      | 3.0000%  | 0.0000% | $6000.00           | $1495.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 3.0000%  | 0.0000% | $2249.00           | $616.55            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $737.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1348.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.0000%  | 0.0000% | $3000.00           | $2140.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $750.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-12-01      | 3.0000%  | 0.0000% | $2000.00           | $378.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.0000%  | 0.0000% | $43000.00          | $29263.60          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $703.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-09-01      | 3.5000%  | 0.0000% | $2053644.00        | $170483.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 3.5000%  | 0.0000% | $20000.00          | $1460.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-03-01      | 3.5000%  | 0.0000% | $2000.00           | $182.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-04-01      | 3.5000%  | 0.0000% | $1000.00           | $330.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-12-01      | 3.5000%  | 0.0000% | $1000.00           | $663.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-05-01      | 3.5000%  | 0.0000% | $1999.00           | $1218.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 3.5000%  | 0.0000% | $4000.00           | $2467.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1490.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $761.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 3.5000%  | 0.0000% | $4000.00           | $3155.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1707.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 3.5000%  | 0.0000% | $8774.00           | $802.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 3.5000%  | 0.0000% | $11000.00          | $2213.50           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.5000%  | 0.0000% | $4000.00           | $2410.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 3.5000%  | 0.0000% | $1000.00           | $616.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $1472.00           | $1092.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1497.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.5000%  | 0.0000% | $7000.00           | $4799.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $12295.00          | $8947.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 3.5000%  | 0.0000% | $6000.00           | $4643.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.5000%  | 0.0000% | $5000.00           | $3798.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1530.72           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-08-01      | 3.5000%  | 0.0000% | $2745799.00        | $831522.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $6000.00           | $4446.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $4000.00           | $2943.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 4.0000%  | 0.0000% | $7996.00           | $1659.92           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.0000%  | 0.0000% | $2000.00           | $1571.37           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $6000.00           | $4685.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $806.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1826.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-10-01      | 4.5000%  | 0.0000% | $1974.00           | $257.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $6000.00           | $4738.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 4.5000%  | 0.0000% | $4000.00           | $3228.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 4.5000%  | 0.0000% | $10000.00          | $8580.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 4.5000%  | 0.0000% | $3000.00           | $2490.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $586380.00         | $469588.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1584.49           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $3189.00           | $2376.46           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 5.0000%  | 0.0000% | $2053.00           | $1650.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.0000%  | 0.0000% | $100000.00         | $81245.36          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $930.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $7000.00           | $5669.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $839.74            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.0000%  | 0.0000% | $412830.00         | $400040.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.0000%  | 0.0000% | $200000.00         | $159921.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.0000%  | 0.0000% | $1115000.00        | $1085330.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $324218.00         | $314596.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $806.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 5.5000%  | 0.0000% | $169055.00         | $148445.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $2247758.00        | $2009024.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $264113.00         | $260914.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $4000.00           | $3375.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $11028.00          | $11081.30          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-05-01      | 6.0000%  | 0.0000% | $4425.00           | $4550.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $99044.00          | $100522.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $571367.00         | $593767.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-10-01      | 3.0000%  | 0.0000% | $18000.00          | $2851.50           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-01-01      | 3.0000%  | 0.0000% | $1776.00           | $335.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-02-01      | 3.0000%  | 0.0000% | $3000.00           | $622.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-10-01      | 3.5000%  | 0.0000% | $11000.00          | $1381.67           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 3.5000%  | 0.0000% | $2442.00           | $218.63            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-01-01      | 3.5000%  | 0.0000% | $5000.00           | $434.75            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-08-01      | 3.5000%  | 0.0000% | $13000.00          | $1280.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-02-01      | 4.0000%  | 0.0000% | $86000.00          | $3848.87           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 4.5000%  | 0.0000% | $13000.00          | $1214.33           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-03-01      | 4.5000%  | 0.0000% | $4000.00           | $271.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $79.28             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-01-01      | 7.1790%  | 0.0000% | $2560.00           | $21.24             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-11-01      | 7.4090%  | 0.0000% | $4386.00           | $71.00             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-09-01      | 3.1700%  | 0.0000% | $1002613.00        | $861761.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $23000.00          | $15399.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $513000.00         | $309593.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1645350.00        | $1046772.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $100000.00         | $49656.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $1158179.00        | $757481.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-06-01      | 2.0000%  | 0.0000% | $43915.00          | $24702.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-12-01      | 2.0000%  | 0.0000% | $34237.00          | $22188.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-06-01      | 2.0000%  | 0.0000% | $90999.00          | $64846.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-06-01      | 2.0000%  | 0.0000% | $20000.00          | $15514.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $729.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $72997.00          | $44211.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $2841264.00        | $1768732.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $627588.00         | $340833.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $18999.00          | $12395.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-06-01      | 2.0000%  | 0.0000% | $21000.00          | $14223.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 2.0000%  | 0.0000% | $4000.00           | $2639.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-11-01      | 2.5000%  | 0.0000% | $12566.00          | $1516.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2062-06-01      | 2.5000%  | 0.0000% | $100000.00         | $67195.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-08-01      | 2.5000%  | 0.0000% | $847326.00         | $520587.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $25000.00          | $16147.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 2.5000%  | 0.0000% | $2058890.00        | $1172812.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-05-01      | 3.5000%  | 0.0000% | $9000.00           | $1190.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $86996.00          | $19125.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-01-01      | 3.5000%  | 0.0000% | $40000.00          | $9585.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $8000.00           | $1244.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 3.5000%  | 0.0000% | $4000.00           | $1324.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 3.5000%  | 0.0000% | $10000.00          | $3753.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 3.5000%  | 0.0000% | $63090.00          | $21441.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 3.5000%  | 0.0000% | $6000.00           | $2645.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 3.5000%  | 0.0000% | $1000.00           | $623.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $6000.00           | $4375.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1553.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 3.5000%  | 0.0000% | $26000.00          | $20657.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 3.5000%  | 0.0000% | $5000.00           | $4134.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 3.5000%  | 0.0000% | $1000.00           | $858.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-10-20      | 8.5000%  | 0.0000% | $75340.00          | $27.62             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $2000.00           | $1551.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 2.5000%  | 0.0000% | $1000.00           | $838.46            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-20      | 3.0000%  | 0.0000% | $2072.00           | $290.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.0000%  | 0.0000% | $2000.00           | $272.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $3000.00           | $504.19            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $24999999.00       | $6420696.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $2048.00           | $649.94            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $2792200.00        | $1900142.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 3.0000%  | 0.0000% | $2000.00           | $1387.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $8009.00           | $3961.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $2000.00           | $1023.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $1000.00           | $575.64            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $1024.00           | $647.18            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $4000.00           | $2656.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $2002.00           | $1416.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 3.5000%  | 0.0000% | $2000.00           | $234.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 3.5000%  | 0.0000% | $2000.00           | $1416.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 3.5000%  | 0.0000% | $2028.00           | $861.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 3.5000%  | 0.0000% | $2000.00           | $1520.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 3.5000%  | 0.0000% | $4354248.00        | $3828121.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 3.5000%  | 0.0000% | $1000.00           | $119.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-11-20      | 3.5000%  | 0.0000% | $37000.00          | $2112.73           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-01-20      | 3.5000%  | 0.0000% | $50000.00          | $3191.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 4.0000%  | 0.0000% | $20000.00          | $2205.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-20      | 4.0000%  | 0.0000% | $24991.00          | $2269.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $1000.00           | $736.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 4.0000%  | 0.0000% | $1000.00           | $776.47            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 4.0000%  | 0.0000% | $15028660.00       | $13655463.20       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 4.0000%  | 0.0000% | $8376181.00        | $7675113.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 4.0000%  | 0.0000% | $1024.00           | $939.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-20      | 4.0000%  | 0.0000% | $15689.00          | $829.55            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2025-10-20      | 4.0000%  | 0.0000% | $1473000.00        | $1878.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2025-12-20      | 4.0000%  | 0.0000% | $325000.00         | $781.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-04-20      | 4.0000%  | 0.0000% | $25000.00          | $1315.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-05-20      | 4.0000%  | 0.0000% | $900000.00         | $3575.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-05-20      | 4.0000%  | 0.0000% | $92751.00          | $4083.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-06-20      | 4.0000%  | 0.0000% | $50000.00          | $205.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $94975.00          | $19520.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $22000.00          | $2584.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $12000.00          | $1202.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $143.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $3000.00           | $2033.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $5400.00           | $3948.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1496.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $74822.00          | $58229.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $732.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $172098.00         | $134566.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $747.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-09-01      | 3.5000%  | 0.0000% | $5000.00           | $759.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $29000.00          | $3293.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $17702.00          | $3958.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-08-01      | 3.5000%  | 0.0000% | $3000.00           | $93.43             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-05-01      | 3.5000%  | 0.0000% | $66573.00          | $12380.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 3.5000%  | 0.0000% | $1000.00           | $189.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-20      | 7.0000%  | 0.0000% | $60325.00          | $2855.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 7.0000%  | 0.0000% | $100000.00         | $1757.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-08-20      | 7.0000%  | 0.0000% | $10000.00          | $93.02             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2025-11-20      | 7.0000%  | 0.0000% | $25000.00          | $22.27             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-07-20      | 7.0000%  | 0.0000% | $65000.00          | $209.65            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-04-20      | 7.5000%  | 0.0000% | $300000.00         | $201.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-05-20      | 7.5000%  | 0.0000% | $2086966.00        | $1536.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-06-20      | 7.5000%  | 0.0000% | $3663646.00        | $931.06            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-08-20      | 7.5000%  | 0.0000% | $370000.00         | $146.50            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-09-20      | 7.5000%  | 0.0000% | $466188.00         | $255.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-10-20      | 7.5000%  | 0.0000% | $3318000.00        | $270.73            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-12-20      | 7.5000%  | 0.0000% | $534000.00         | $278.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2025-08-20      | 7.5000%  | 0.0000% | $737844.00         | $0.20              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2025-07-20      | 7.5000%  | 0.0000% | $144000.00         | $0.51              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 3.0000%  | 0.0000% | $6000.00           | $4412.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 3.0000%  | 0.0000% | $1000.00           | $741.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-02-01      | 3.5000%  | 0.0000% | $24125.00          | $74.56             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-11-01      | 3.5000%  | 0.0000% | $14994.00          | $627.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-04-01      | 3.5000%  | 0.0000% | $5000.00           | $1004.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $12000.00          | $1553.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-03-01      | 3.5000%  | 0.0000% | $1002.00           | $133.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $208493.00         | $207959.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $8462.00           | $8124.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 5.5000%  | 0.0000% | $1007.00           | $768.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $100000.00         | $88340.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $698680.00         | $694102.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $5665.00           | $5367.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-05-01      | 5.5000%  | 0.0000% | $1001.00           | $1029.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-05-01      | 5.5000%  | 0.0000% | $41213445.00       | $185912.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $7000.00           | $6132.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $23000.00          | $20028.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $673603.00         | $605693.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $8962.00           | $7162.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $11973.00          | $9563.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $9999.00           | $8062.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $4000.00           | $3268.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $349322.00         | $293834.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 5.5000%  | 0.0000% | $11995.00          | $10471.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-08-01      | 5.5000%  | 0.0000% | $546427.00         | $464205.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $21249.00          | $19898.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-03-01      | 5.5000%  | 0.0000% | $1000.00           | $987.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1459990.00        | $1444755.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-05-01      | 5.5000%  | 0.0000% | $603765.00         | $600225.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $876019.00         | $870279.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-05-01      | 5.5000%  | 0.0000% | $3125876.00        | $3158189.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1918603.00        | $1951849.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1138000.00        | $1153288.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1917975.00        | $1951954.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $408337.00         | $416572.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1435200.00        | $1462387.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1459603.00        | $1480455.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1285420.00        | $1306327.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1005.00           | $1020.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $36000.00          | $34996.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 6.0000%  | 0.0000% | $4431.00           | $3925.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $40000.00          | $32647.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1594.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1753.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $1011000.00        | $905219.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $1472.00           | $1340.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $250123.00         | $253696.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1046217.00        | $1082860.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1011901.00        | $1062945.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1309101.00        | $1360997.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1123425.00        | $1161419.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $581626.00         | $467825.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $50877.00          | $39086.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $76059.00          | $52222.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 7.0000%  | 0.0000% | $1571360.00        | $1003364.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 7.0000%  | 0.0000% | $444082.00         | $459296.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-02-15      | 6.0000%  | 0.0000% | $919789.00         | $2781.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-07-15      | 6.5000%  | 0.0000% | $197224.00         | $795.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-06-15      | 7.0000%  | 0.0000% | $736403.00         | $1157.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-02-15      | 7.0000%  | 0.0000% | $224026.00         | $90.33             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-12-15      | 7.0000%  | 0.0000% | $234000.00         | $159.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-04-15      | 7.0000%  | 0.0000% | $151020.00         | $174.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-04-15      | 7.0000%  | 0.0000% | $173488.00         | $157.98            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-09-15      | 7.5000%  | 0.0000% | $35000.00          | $7.39              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-06-15      | 7.5000%  | 0.0000% | $25000.00          | $2.04              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-09-15      | 7.5000%  | 0.0000% | $2656846.00        | $1352.73           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-05-15      | 7.5000%  | 0.0000% | $66308.00          | $652.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-08-15      | 7.5000%  | 0.0000% | $800000.00         | $255.28            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-08-15      | 7.5000%  | 0.0000% | $30748.00          | $19.32             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-08-15      | 7.5000%  | 0.0000% | $186664.00         | $237.80            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-01-15      | 7.5000%  | 0.0000% | $50133.00          | $34.72             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-12-15      | 7.7500%  | 0.0000% | $25000.00          | $149.57            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-01-15      | 8.0000%  | 0.0000% | $1177641.00        | $6.18              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-08-15      | 8.0000%  | 0.0000% | $297422.00         | $886.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-07-15      | 8.0000%  | 0.0000% | $125000.00         | $20.67             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-10-15      | 8.0000%  | 0.0000% | $7877981.00        | $3623.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-11-15      | 8.0000%  | 0.0000% | $1616365.00        | $600.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-11-15      | 8.0000%  | 0.0000% | $1274062.00        | $126.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-05-15      | 8.0000%  | 0.0000% | $229464.00         | $106.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-06-15      | 8.0000%  | 0.0000% | $853300.00         | $757.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-09-15      | 8.0000%  | 0.0000% | $1133597.00        | $816.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-05-15      | 8.0000%  | 0.0000% | $50000.00          | $325.52            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-10-15      | 8.5000%  | 0.0000% | $184811.00         | $81.95             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-03-15      | 8.5000%  | 0.0000% | $1299445.00        | $858.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-04-15      | 8.5000%  | 0.0000% | $60000.00          | $169.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-06-15      | 9.0000%  | 0.0000% | $96492.00          | $534.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-09-15      | 9.0000%  | 0.0000% | $1177265.00        | $4031.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-05-15      | 6.0000%  | 0.0000% | $1236776.00        | $3060.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-07-15      | 6.0000%  | 0.0000% | $567000.00         | $1105.72           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-05-15      | 6.5000%  | 0.0000% | $291000.00         | $310.18            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-05-15      | 6.5000%  | 0.0000% | $376676.00         | $469.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-06-15      | 6.5000%  | 0.0000% | $652873.00         | $896.63            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-12-15      | 6.5000%  | 0.0000% | $1650000.00        | $2567.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 2.0000%  | 0.0000% | $2000.00           | $877.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.0000%  | 0.0000% | $1024.00           | $655.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.0000%  | 0.0000% | $2000.00           | $1083.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 2.0000%  | 0.0000% | $2000.00           | $1132.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 2.0000%  | 0.0000% | $132884.00         | $76167.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $2011.00           | $1206.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $1024.00           | $648.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $1024.00           | $657.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 2.5000%  | 0.0000% | $2000.00           | $362.43            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $2000.00           | $1304.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $2020.00           | $1333.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $201788770.00      | $131717663.32      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $4000.00           | $2355.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $6018.00           | $3609.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $2048.00           | $1260.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $2000.00           | $1242.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $2240.00           | $1437.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $3860804.00        | $2494918.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 2.5000%  | 0.0000% | $4000.00           | $2569.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 2.5000%  | 0.0000% | $2000.00           | $1278.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $2012.00           | $1379.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $2003.00           | $1333.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $2000.00           | $1425.15           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-05-20      | 7.0000%  | 0.0000% | $1585356.00        | $179.57            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-06-20      | 7.0000%  | 0.0000% | $175000.00         | $26.61             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-08-20      | 7.0000%  | 0.0000% | $371200.00         | $195.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-09-20      | 7.0000%  | 0.0000% | $711969.00         | $82.26             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-10-20      | 7.0000%  | 0.0000% | $443417.00         | $177.43            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-12-20      | 7.0000%  | 0.0000% | $135303.00         | $47.67             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-02-20      | 7.0000%  | 0.0000% | $349538.00         | $107.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-01-20      | 7.0000%  | 0.0000% | $839799.00         | $317.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-03-20      | 7.0000%  | 0.0000% | $445000.00         | $210.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-04-20      | 7.0000%  | 0.0000% | $73000.00          | $17.99             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-05-20      | 7.0000%  | 0.0000% | $539166.00         | $316.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-08-20      | 7.0000%  | 0.0000% | $4706846.00        | $2972.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-06-20      | 7.0000%  | 0.0000% | $850000.00         | $402.07            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-12-15      | 6.5000%  | 0.0000% | $340517.00         | $405.42            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-12-15      | 7.5000%  | 0.0000% | $2392.00           | $0.87              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-02-15      | 7.5000%  | 0.0000% | $6787.00           | $3.01              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-03-15      | 7.5000%  | 0.0000% | $4244959.00        | $4323.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-09-15      | 7.5000%  | 0.0000% | $1560818.00        | $701.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-09-15      | 7.5000%  | 0.0000% | $551263.00         | $551.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-07-15      | 7.5000%  | 0.0000% | $986813.00         | $500.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-08-15      | 7.5000%  | 0.0000% | $232000.00         | $89.89             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-08-15      | 7.5000%  | 0.0000% | $125801.00         | $84.58             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-12-15      | 7.5000%  | 0.0000% | $505000.00         | $103.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2025-09-15      | 8.0000%  | 0.0000% | $273085.00         | $2.35              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-07-15      | 8.0000%  | 0.0000% | $66004.00          | $36.79             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-04-15      | 8.5000%  | 0.0000% | $36006.00          | $25.34             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $1085.00           | $541.41            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-01-20      | 7.0000%  | 0.0000% | $5706011.00        | $3127.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-11-20      | 7.0000%  | 0.0000% | $1033013.00        | $638.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-12-20      | 7.0000%  | 0.0000% | $134000.00         | $65.05             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-03-20      | 7.0000%  | 0.0000% | $505000.00         | $315.72            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-02-20      | 7.0000%  | 0.0000% | $500150.00         | $304.29            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-11-20      | 7.0000%  | 0.0000% | $36988.00          | $241.23            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-01-20      | 7.0000%  | 0.0000% | $117000.00         | $477.29            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-06-20      | 7.0000%  | 0.0000% | $285000.00         | $869.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-03-20      | 7.0000%  | 0.0000% | $73214.00          | $77.82             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-01-20      | 7.0000%  | 0.0000% | $227000.00         | $263.29            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-02-20      | 7.0000%  | 0.0000% | $320523.00         | $266.32            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-04-20      | 7.0000%  | 0.0000% | $355000.00         | $381.41            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-05-20      | 7.0000%  | 0.0000% | $2137171.00        | $2910.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-08-20      | 7.0000%  | 0.0000% | $4454109.00        | $4671.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-07-20      | 7.0000%  | 0.0000% | $2272370.00        | $1790.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-10-20      | 7.0000%  | 0.0000% | $2685118.00        | $2239.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-09-20      | 7.0000%  | 0.0000% | $265051.00         | $245.44            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-11-20      | 7.0000%  | 0.0000% | $3678623.00        | $2632.35           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-12-20      | 7.0000%  | 0.0000% | $75585.00          | $62.46             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-01-20      | 7.0000%  | 0.0000% | $3177525.00        | $1659.95           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-02-20      | 7.0000%  | 0.0000% | $1065000.00        | $809.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-03-20      | 7.0000%  | 0.0000% | $33000.00          | $87.03             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-08-20      | 7.0000%  | 0.0000% | $2910802.00        | $2569.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-07-20      | 7.0000%  | 0.0000% | $81420.00          | $33.80             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-10-20      | 7.0000%  | 0.0000% | $2346091.00        | $2043.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-09-20      | 7.0000%  | 0.0000% | $281000.00         | $371.07            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-11-20      | 7.0000%  | 0.0000% | $75000.00          | $52.56             | Agency Mortgage-Backed Securities |

### Security 183: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets Securities, Inc. 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18M7P3, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP18M7P3_4.33_0603
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $25833207.00       | $19589872.09       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $29700310.00       | $23342366.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $2513363.00        | $2561512.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $42509035.00       | $32209980.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $1000000.00        | $900987.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $24070338.00       | $21658086.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $31705627.00       | $26420037.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $25339446.00       | $24218705.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $22410000.00       | $22176100.23       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $11155324.00       | $2586766.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 4.0000%  | 0.0000% | $7199359.00        | $2579316.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 4.0000%  | 0.0000% | $46500000.00       | $17648618.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $27858246.00       | $21063593.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-01      | 4.5000%  | 0.0000% | $62073810.00       | $3137209.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2062-06-01      | 4.5000%  | 0.0000% | $26502317.00       | $19888764.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 4.5000%  | 0.0000% | $11106986.00       | $2548491.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $194288889.00      | $49496844.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $134699307.00      | $26624683.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 4.5000%  | 0.0000% | $30471399.00       | $27202840.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 4.5000%  | 0.0000% | $32460224.00       | $25721632.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $1594626.00        | $1545021.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 5.0000%  | 0.0000% | $8833899.00        | $2532843.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $29312422.00       | $20358032.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $30822005.00       | $23931595.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $37975619.00       | $30288177.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $16635689.00       | $13895169.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $59612595.00       | $49732822.46       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $28229479.00       | $23439374.01       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $43487272.00       | $39862249.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $43024348.00       | $38220987.11       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-06-23      | 4.3750%  | 0.0000% | $380000.00         | $388191.23         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-08-14      | 4.5000%  | 0.0000% | $1155000.00        | $1175587.87        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-08-18      | 0.6000%  | 0.0000% | $200000.00         | $191964.40         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-05-22      | 1.0000%  | 0.0000% | $57000.00          | $52396.01          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-04-27      | 1.0200%  | 0.0000% | $133000.00         | $125976.40         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-06-18      | 1.1500%  | 0.0000% | $350000.00         | $315238.70         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-09-21      | 1.2300%  | 0.0000% | $250000.00         | $223708.63         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-05-11      | 1.2700%  | 0.0000% | $235000.00         | $212184.16         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-07-28      | 1.3100%  | 0.0000% | $26572000.00       | $22501101.70       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-07-21      | 1.4400%  | 0.0000% | $100000.00         | $85059.50          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2038-10-01      | 1.6250%  | 0.0000% | $500000.00         | $338785.60         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2030-02-19      | 1.8000%  | 0.0000% | $5000.00           | $4539.09           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2036-08-11      | 1.8000%  | 0.0000% | $3000000.00        | $2258127.00        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-02-16      | 1.8000%  | 0.0000% | $140000.00         | $135570.26         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2034-05-17      | 1.9100%  | 0.0000% | $160000.00         | $129111.16         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-11-13      | 1.9400%  | 0.0000% | $500000.00         | $469194.56         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-02-05      | 1.9400%  | 0.0000% | $136000.00         | $121433.34         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-12-18      | 2.0000%  | 0.0000% | $10000.00          | $9456.12           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-10-03      | 2.0700%  | 0.0000% | $30000.00          | $26348.39          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-01-03      | 2.3000%  | 0.0000% | $100000.00         | $96926.07          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-08-01      | 2.3750%  | 0.0000% | $100000.00         | $94577.27          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2025-10-24      | 2.5000%  | 0.0000% | $150000.00         | $149214.90         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-06-12      | 2.5000%  | 0.0000% | $150000.00         | $143437.45         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-04-03      | 2.5300%  | 0.0000% | $70000.00          | $64243.26          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-10-13      | 2.5500%  | 0.0000% | $52000.00          | $51130.83          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-04-05      | 2.6000%  | 0.0000% | $350000.00         | $343340.98         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2039-10-05      | 2.6600%  | 0.0000% | $400000.00         | $304200.76         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2025-11-25      | 2.7000%  | 0.0000% | $75000.00          | $74435.10          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-07-16      | 2.7500%  | 0.0000% | $52000.00          | $51240.34          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2034-06-12      | 2.7500%  | 0.0000% | $560000.00         | $492741.95         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2025-11-25      | 2.8000%  | 0.0000% | $100000.00         | $99345.69          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-11-28      | 2.8300%  | 0.0000% | $1000.00           | $963.49            | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2025-06-16      | 2.9100%  | 0.0000% | $150000.00         | $151898.20         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-06-29      | 2.9500%  | 0.0000% | $120000.00         | $109007.83         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-07-24      | 3.0200%  | 0.0000% | $1015000.00        | $958000.64         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2036-05-20      | 3.0400%  | 0.0000% | $1000000.00        | $855826.44         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-05-18      | 3.0500%  | 0.0000% | $500000.00         | $483599.83         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2037-03-30      | 3.0800%  | 0.0000% | $750000.00         | $636313.75         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-08-24      | 3.1000%  | 0.0000% | $325000.00         | $323637.50         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2030-02-06      | 3.1250%  | 0.0000% | $15000.00          | $14550.30          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-12-14      | 3.3500%  | 0.0000% | $27000.00          | $26905.80          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-09-15      | 3.3750%  | 0.0000% | $100000.00         | $99489.82          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-03-12      | 3.4800%  | 0.0000% | $15000.00          | $14579.66          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-05-17      | 3.5600%  | 0.0000% | $170000.00         | $160019.90         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2041-03-25      | 3.7500%  | 0.0000% | $1000000.00        | $854480.83         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-02-02      | 3.8750%  | 0.0000% | $200000.00         | $201972.48         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-12-10      | 3.8750%  | 0.0000% | $120000.00         | $120783.13         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2034-09-12      | 4.0000%  | 0.0000% | $552000.00         | $531274.98         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-08-01      | 4.1000%  | 0.0000% | $100000.00         | $98762.88          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-09-23      | 4.3000%  | 0.0000% | $100000.00         | $101300.28         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-02-23      | 4.3750%  | 0.0000% | $200000.00         | $202432.84         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-07-27      | 4.5000%  | 0.0000% | $100000.00         | $101888.80         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-03-13      | 4.5000%  | 0.0000% | $50000.00          | $50563.20          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-03-26      | 4.5000%  | 0.0000% | $100000.00         | $101686.70         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-04-05      | 4.6250%  | 0.0000% | $35000.00          | $36021.23          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-01-16      | 4.7500%  | 0.0000% | $11000.00          | $11482.94          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2025-10-24      | 4.7500%  | 0.0000% | $442000.00         | $444663.05         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-02-06      | 5.2000%  | 0.0000% | $24000.00          | $24533.90          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-05-01      | 5.2700%  | 0.0000% | $43000.00          | $45274.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.0000%  | 0.0000% | $9654000.00        | $6316162.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 3.5000%  | 0.0000% | $14657784.00       | $2568226.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-01-01      | 3.5000%  | 0.0000% | $38649795.00       | $29134927.69       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 4.5000%  | 0.0000% | $166635000.00      | $36538848.58       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.0000%  | 0.0000% | $65430695.00       | $47772137.61       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $3100000.00        | $2587444.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $22007340.00       | $21080729.19       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.5000%  | 0.0000% | $24246483.00       | $21659856.61       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $13885000.00       | $12360893.71       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $20880000.00       | $20046418.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $6813765.00        | $3100820.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $4456102.00        | $2571459.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $39360269.00       | $25423954.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.5000%  | 0.0000% | $4635500.00        | $2604045.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $24254037.00       | $16037856.95       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $28759280.00       | $18862709.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $3679085.00        | $2614847.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $4958400.00        | $3158685.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $19418831.00       | $3406270.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $39535627.00       | $31776647.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $3314450.00        | $2573886.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 4.0000%  | 0.0000% | $13710549.00       | $1238306.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-11-01      | 4.0000%  | 0.0000% | $13687154.00       | $2386001.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-01-01      | 4.0000%  | 0.0000% | $15387425.00       | $2591793.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 4.0000%  | 0.0000% | $7862920.00        | $2547374.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 4.0000%  | 0.0000% | $11845406.00       | $2546094.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 4.0000%  | 0.0000% | $6389802.00        | $2576479.40        | Agency Mortgage-Backed Securities |

### Security 184: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets Securities, Inc. 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18M7U2, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP18M7U2_4.32_0603
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-09-15      | 4.6250%  | 0.0000% | $10436400.00       | $10606801.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-30      | 4.6250%  | 0.0000% | $5026800.00        | $5177649.07        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-15      | 4.6250%  | 0.0000% | $13961000.00       | $14100849.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-31      | 4.8750%  | 0.0000% | $11323100.00       | $11825791.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 2.6250%  | 0.0000% | $13205600.00       | $12719335.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 2.8750%  | 0.0000% | $14388100.00       | $13999648.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.1250%  | 0.0000% | $7094800.00        | $6924728.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 3.2500%  | 0.0000% | $5802300.00        | $5805026.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-02-15      | 3.5000%  | 0.0000% | $17819200.00       | $17135357.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 3.6250%  | 0.0000% | $5061000.00        | $5114613.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 3.7500%  | 0.0000% | $12999000.00       | $13095211.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-31      | 3.7500%  | 0.0000% | $15649300.00       | $15731444.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $9679300.00        | $9675903.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 4.0000%  | 0.0000% | $8920100.00        | $9059861.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-11-15      | 4.1250%  | 0.0000% | $18956600.00       | $18892970.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-06-15      | 4.1250%  | 0.0000% | $10770200.00       | $10966818.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 4.1250%  | 0.0000% | $14931000.00       | $15235951.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-31      | 4.1250%  | 0.0000% | $6281000.00        | $6377051.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $14855600.00       | $15006559.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-15      | 4.3750%  | 0.0000% | $10330600.00       | $10492532.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-11-15      | 4.5000%  | 0.0000% | $8813300.00        | $8955328.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-01-31      | 0.3750%  | 0.0000% | $8167700.00        | $7969288.07        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 0.5000%  | 0.0000% | $20279800.00       | $19003191.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-15      | 0.6250%  | 0.0000% | $6414300.00        | $5412736.43        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 0.6250%  | 0.0000% | $7021600.00        | $6480310.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-11-15      | 1.3750%  | 0.0000% | $21254700.00       | $17949285.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-15      | 1.5000%  | 0.0000% | $7438100.00        | $6689919.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-15      | 1.6250%  | 0.0000% | $17433200.00       | $17028285.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-11-15      | 1.7500%  | 0.0000% | $13175300.00       | $12024296.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 1.7500%  | 0.0000% | $5132800.00        | $4993641.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-06-30      | 1.8750%  | 0.0000% | $210000.00         | $206603.53         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-30      | 2.3750%  | 0.0000% | $17138100.00       | $16891159.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-12-31      | 2.6250%  | 0.0000% | $5743600.00        | $5751785.04        | U.S. Treasuries (including strips) |

### Security 185: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18M7V0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP18M7V0_4.32_0603
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2027-08-15      | 6.3750%  | 0.0000% | $20056900.00       | $21459176.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-31      | 0.3750%  | 0.0000% | $200.00            | $185.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 0.5000%  | 0.0000% | $1424500.00        | $1321717.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 2.2500%  | 0.0000% | $8500.00           | $8253.11           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 3.1250%  | 0.0000% | $100314900.00      | $99365678.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $47821900.00       | $47585665.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 3.7500%  | 0.0000% | $417900.00         | $420739.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-15      | 3.8750%  | 0.0000% | $634981700.00      | $637187844.85      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 4.1250%  | 0.0000% | $13739400.00       | $13895579.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $100.00            | $102.50            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-15      | 1.6250%  | 0.0000% | $182015900.00      | $198755112.95      | U.S. Treasuries (including strips) |

### Security 186: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18MY65, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP18MY65_4.37_1128
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 4.0000%  | 0.0000% | $10513916.00       | $9669640.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 5.5000%  | 0.0000% | $99244499.00       | $93040270.14       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 6.0000%  | 0.0000% | $276404.00         | $281639.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 6.5000%  | 0.0000% | $7835.00           | $8203.53           | Agency Mortgage-Backed Securities |

### Security 187: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18OB74, C.3 - LEI: KB1H1DSPRFMY, C.5 - Other ID: ARP18OB74_4.35_0605
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.0000%  | 0.0000% | $7230.00           | $3474.17           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 2.5000%  | 0.0000% | $8076390.00        | $4194390.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.0000%  | 0.0000% | $99665293.00       | $67148223.14       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-01-02      | 3.0000%  | 0.0000% | $4781483.00        | $925741.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-06-01      | 3.5000%  | 0.0000% | $73631181.00       | $63304241.69       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-04-01      | 3.5000%  | 0.0000% | $255353.00         | $221541.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 3.5000%  | 0.0000% | $3000.00           | $274.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 5.0000%  | 0.0000% | $88887727.00       | $63267370.06       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $69446906.00       | $54672774.93       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.5000%  | 0.0000% | $42242933.00       | $36820777.68       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $239186389.00      | $207260628.36      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $2048.00           | $1584.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $47540037.00       | $42403248.71       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.0000%  | 0.0000% | $1076.00           | $889.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $323.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.1560%  | 0.0000% | $3361968.00        | $3133459.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $575.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1275400.00        | $698580.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1001.00           | $638.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $2001.00           | $1291.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $2007.00           | $1267.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1070.00           | $981.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $934.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $1084.00           | $811.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1280.00           | $1108.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $399441.00         | $259512.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $3238537.00        | $3341660.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $1064276.00        | $1084474.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $4428906.00        | $4488080.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 6.0000%  | 0.0000% | $7751579.00        | $6672527.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $848.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $1020.00           | $805.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $6250000.00        | $5296290.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $803.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $5257778.00        | $4684179.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $1024.00           | $920.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $63162356.00       | $56641369.33       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $1025.00           | $939.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $363008.00         | $368233.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $1024.00           | $822.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $1622.00           | $1378.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-07-01      | 6.0000%  | 0.0000% | $2749491.00        | $2336987.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $6937000.00        | $6250048.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $1728384.00        | $1743010.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $1107.00           | $815.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $6286693.00        | $5069583.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 6.0000%  | 0.0000% | $2360000.00        | $1896196.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-01-01      | 6.5000%  | 0.0000% | $16697.00          | $66.86             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 6.5000%  | 0.0000% | $1005.00           | $558.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 6.5000%  | 0.0000% | $1019.00           | $742.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $3690138.00        | $3269890.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $2002.00           | $1322.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $638.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $567.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-08-01      | 2.0000%  | 0.0000% | $4797621.00        | $3752571.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-12-01      | 2.0000%  | 0.0000% | $1000.00           | $632.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-01-01      | 2.0000%  | 0.0000% | $1000.00           | $641.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-02-01      | 2.0000%  | 0.0000% | $1039.00           | $665.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-03-01      | 2.0000%  | 0.0000% | $1046.00           | $679.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1029.00           | $693.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1021.00           | $679.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-03-01      | 2.5000%  | 0.0000% | $1017.00           | $644.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-07-01      | 2.5000%  | 0.0000% | $1073.00           | $223.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $548.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $15874204.00       | $10133465.59       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1020.00           | $272.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $1005.00           | $486.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $1001.00           | $325.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $1002.00           | $623.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-02-01      | 3.0000%  | 0.0000% | $1000.00           | $89.66             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $1001.00           | $671.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $1001.00           | $609.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $626.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $198.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $2002.00           | $981.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1001.00           | $352.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $1029.00           | $604.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 3.0000%  | 0.0000% | $2258564.00        | $1362576.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $472806.00         | $327190.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-03-01      | 3.0000%  | 0.0000% | $1000.00           | $716.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $1136.00           | $376.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $1039.00           | $290.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-10-01      | 3.5000%  | 0.0000% | $1054.00           | $460.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 3.5000%  | 0.0000% | $1747351.00        | $1461776.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-03-01      | 3.5000%  | 0.0000% | $2256.00           | $346.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-10-01      | 3.5000%  | 0.0000% | $17294016.00       | $2687442.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-12-01      | 3.5000%  | 0.0000% | $29655900.00       | $8540420.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-07-01      | 3.5000%  | 0.0000% | $12206328.00       | $1671966.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-08-01      | 3.5000%  | 0.0000% | $95278.00          | $17954.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-02-01      | 3.5000%  | 0.0000% | $2979264.00        | $1087671.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-06-01      | 3.5000%  | 0.0000% | $1020.00           | $354.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-11-01      | 3.5000%  | 0.0000% | $1000.00           | $309.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-08-01      | 3.5000%  | 0.0000% | $1034.00           | $327.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-03-01      | 3.5000%  | 0.0000% | $13243310.00       | $3226777.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $1344.00           | $602.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $1030.00           | $260.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-10-01      | 3.5000%  | 0.0000% | $1083.00           | $219.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $1025.00           | $698.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 3.5000%  | 0.0000% | $69500000.00       | $61068874.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-02-01      | 3.5000%  | 0.0000% | $7725777.00        | $6921985.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-08-01      | 3.5000%  | 0.0000% | $1063.00           | $640.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $1000.00           | $627.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-11-01      | 3.5000%  | 0.0000% | $1261.00           | $348.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-11-01      | 3.5000%  | 0.0000% | $98000000.00       | $5681860.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-11-01      | 4.0000%  | 0.0000% | $1003.00           | $186.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-07-01      | 4.0000%  | 0.0000% | $65474825.00       | $14881238.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-12-01      | 4.0000%  | 0.0000% | $1134.00           | $249.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $2031.00           | $469.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-11-01      | 4.0000%  | 0.0000% | $56930480.00       | $14873215.46       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-04-01      | 4.0000%  | 0.0000% | $1219.00           | $207.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $1230.00           | $299.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-07-01      | 4.0000%  | 0.0000% | $1537.00           | $380.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $3075000.00        | $2168863.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $1245.00           | $341.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $212.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-12-01      | 4.0000%  | 0.0000% | $14036480.00       | $3215326.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $1024.00           | $236.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-12-01      | 4.0000%  | 0.0000% | $1024.00           | $230.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-04-01      | 4.0000%  | 0.0000% | $1135.00           | $344.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 4.0000%  | 0.0000% | $1054.00           | $536.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 4.0000%  | 0.0000% | $1000.00           | $268.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $5753876.00        | $4379738.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-03-01      | 4.0000%  | 0.0000% | $1202.00           | $1106.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $2193000.00        | $1659709.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $1029.00           | $267.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 4.5000%  | 0.0000% | $1005.00           | $293.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-02-01      | 4.5000%  | 0.0000% | $1010.00           | $372.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $1008.00           | $296.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-06-01      | 4.5000%  | 0.0000% | $1032.00           | $271.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-06-01      | 4.5000%  | 0.0000% | $1028.00           | $287.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $1108.00           | $803.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1019.00           | $745.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $290.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $1049.00           | $278.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $1019.00           | $241.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 4.5000%  | 0.0000% | $1066.00           | $235.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $1005.00           | $284.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $1034.00           | $282.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $1007.00           | $275.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-02-01      | 4.5000%  | 0.0000% | $3710.00           | $700.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $4317479.00        | $3447768.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $3027574.00        | $2537898.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-10-01      | 4.5000%  | 0.0000% | $1000.00           | $170.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $9694107.00        | $813184.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $6009448.00        | $4711553.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1008.00           | $688.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1003.00           | $590.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 5.0000%  | 0.0000% | $1027.00           | $762.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 5.0000%  | 0.0000% | $1217.00           | $830.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1021.00           | $728.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $677.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $4099874.00        | $3496438.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $37632120.00       | $28164524.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $82513512.00       | $55823133.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 5.0000%  | 0.0000% | $2104.00           | $1971.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $2754050.00        | $2525287.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $1024.00           | $953.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $10610066.00       | $8943989.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1001.00           | $803.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1044.00           | $886.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $1007.00           | $940.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $2710059.00        | $2213399.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-03-01      | 5.5000%  | 0.0000% | $422684.00         | $1633.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $1163.00           | $1131.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1442.00           | $1432.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1491982.00        | $1484024.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $44332956.00       | $35044308.46       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $1022.00           | $745.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $3627241.00        | $3234213.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $2629864.00        | $1851236.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $3132000.00        | $2869673.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $8509312.00        | $6860062.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $37204712.00       | $35799128.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $1019.00           | $686.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $3038.00           | $1729.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1001.00           | $855.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $700000.00         | $671436.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $7150428.00        | $6991299.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $3066276.00        | $2558358.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 6.5000%  | 0.0000% | $1002.00           | $592.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 6.5000%  | 0.0000% | $1001.00           | $661.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 6.5000%  | 0.0000% | $1639765.00        | $1367140.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 6.5000%  | 0.0000% | $1001.00           | $730.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 6.5000%  | 0.0000% | $1040.00           | $920.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-03-01      | 6.5000%  | 0.0000% | $2001.00           | $1356.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-10-01      | 6.5000%  | 0.0000% | $207000.00         | $2041.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 6.5000%  | 0.0000% | $14040180.00       | $8917495.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 6.5000%  | 0.0000% | $4110000.00        | $3005091.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $2037.00           | $1398.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 7.0000%  | 0.0000% | $978688.00         | $700082.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $12271605.00       | $9315482.91        | Agency Mortgage-Backed Securities |

### Security 188: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets Securities, Inc. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18OBF6, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP18OBF6_4.35_0605
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $103315647.00      | $85462745.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 4.5000%  | 0.0000% | $209232858.00      | $172255056.86      | Agency Mortgage-Backed Securities |

### Security 189: Norinchukin Bank (New York Branch)

- **C.1 - Title:** Norinchukin Bank (New York Branch) 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18OBK5, C.3 - LEI: 549300KQZJBM, C.5 - Other ID: ARP18OBK5_4.34_0605
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2053-02-15      | 3.6250%  | 0.0000% | $523471200.00      | $421611148.20      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-08-15      | 3.8750%  | 0.0000% | $91197800.00       | $88388907.76       | U.S. Treasuries (including strips) |

### Security 190: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 4.420000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18OCV0, C.3 - LEI: UVCP0ONBRH8AI9HEYC97, C.5 - Other ID: ARP18OCV0_4.42_0602
- **C.18 - Value (incl. sponsor support):** $1000838823.52
- **C.18.a - Value (excl. sponsor support):** $1000838823.52
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2049-11-15      | 2.3750%  | 0.0000% | $350000000.00      | $218610000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-11-15      | 4.7500%  | 0.0000% | $541000000.00      | $522930600.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-11-15      | 1.3750%  | 0.0000% | $450000000.00      | $279315000.00      | U.S. Treasuries (including strips) |

### Security 191: Credit Agricole Securities (USA), Inc. - Fixed Income Clearing Corp.

- **C.1 - Title:** Credit Agricole Securities (USA), Inc. - Fixed Income Clearing Corp. 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P2X4, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP18P2X4_4.35_0602
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Credit Agricole Securities (USA), Inc. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2031-03-31      | 4.1250%  | 0.0000% | $88000000.00       | $88708012.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $212132000.00      | $217291987.23      | U.S. Treasuries (including strips) |

### Security 192: Prudential Legacy Insurance Company of New Jersey

- **C.1 - Title:** Prudential Legacy Insurance Co. of New Jersey 4.370000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P3D7, C.3 - LEI: 5493005NCNV4ZW27HH91, C.5 - Other ID: ARP18P3D7_4.37_0602
- **C.18 - Value (incl. sponsor support):** $630430000.00
- **C.18.a - Value (excl. sponsor support):** $630430000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2044-05-15      | 0.0100%  | 0.0000% | $30000000.00       | $11207250.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-02-15      | N/A      | 0.0000% | $290000000.00      | $147530250.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-08-15      | 0.0100%  | 0.0000% | $230000000.00      | $113487750.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-05-15      | 0.0100%  | 0.0000% | $215000000.00      | $107457000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-11-15      | 0.0100%  | 0.0000% | $182000000.00      | $63117600.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-11-15      | 0.0100%  | 0.0000% | $143000000.00      | $52144950.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-08-15      | N/A      | 0.0000% | $100000000.00      | $41310000.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-11-15      | 3.0000%  | 0.0000% | $50000000.00       | $37612500.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-05-15      | 0.0100%  | 0.0000% | $50000000.00       | $22248750.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 0.0100%  | 0.0000% | $50000000.00       | $20973750.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2038-02-15      | N/A      | 0.0000% | $48000000.00       | $25948800.00       | U.S. Treasuries (including strips) |

### Security 193: Bank of New York - Fixed Income Clearing Corp.

- **C.1 - Title:** Bank of New York - Fixed Income Clearing Corp. 4.270000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P4S3, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP18P4S3_4.27_0602
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Bank of New York - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-02-15      | 4.1250%  | 0.0000% | $411666900.00      | $417281142.84      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 0.7500%  | 0.0000% | $479915300.00      | $602718876.16      | U.S. Treasuries (including strips) |

### Security 194: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 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: ARP18P4V6, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP18P4V6_4.30_0602
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2050-11-15      | 1.6250%  | 0.0000% | $761653900.00      | $391448490.92      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-11-15      | 4.7500%  | 0.0000% | $592244800.00      | $581625342.04      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-08-15      | 3.8750%  | 0.0000% | $48109000.00       | $47291704.92       | U.S. Treasuries (including strips) |

### Security 195: Deutsche Bank Securities, Inc.

- **C.1 - Title:** Deutsche Bank Securities, Inc. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P4X2, C.3 - LEI: 9J6MBOOO7BEC, C.5 - Other ID: ARP18P4X2_4.34_0602
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2050-11-15      | 1.6250%  | 0.0000% | $47942900.00       | $24602635.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-08-15      | 2.2500%  | 0.0000% | $51486100.00       | $33169306.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-02-15      | 3.0000%  | 0.0000% | $37332200.00       | $27386819.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-05-15      | 3.2500%  | 0.0000% | $24356200.00       | $19737478.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-02-15      | 3.6250%  | 0.0000% | $39808200.00       | $33721859.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-08-15      | 4.1250%  | 0.0000% | $13075300.00       | $11573416.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2038-05-15      | 4.5000%  | 0.0000% | $24698100.00       | $24556240.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2037-02-15      | 4.7500%  | 0.0000% | $24597700.00       | $25501060.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-02-15      | 4.7500%  | 0.0000% | $34265200.00       | $33833335.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2037-05-15      | 5.0000%  | 0.0000% | $19996000.00       | $20917896.45       | U.S. Treasuries (including strips) |

### Security 196: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P4Y0, C.3 - LEI: 549300H8L46O, C.5 - Other ID: ARP18P4Y0_4.34_0602
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill               | 2025-08-14      | N/A      | 0.0000% | $1600.00           | $1586.32           | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-06-24      | N/A      | 0.0000% | $11383100.00       | $11353765.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-05-15      | 1.2500%  | 0.0000% | $200.00            | $93.56             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-11-15      | 1.6250%  | 0.0000% | $500.00            | $256.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $65.40             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2051-11-15      | 1.8750%  | 0.0000% | $530800.00         | $288048.31         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2051-08-15      | 2.0000%  | 0.0000% | $200.00            | $113.50            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $67.39             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-02-15      | 2.3750%  | 0.0000% | $21655500.00       | $15565782.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $69.46             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $68.46             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2047-08-15      | 2.7500%  | 0.0000% | $100.00            | $70.44             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-08-15      | 2.8750%  | 0.0000% | $200.00            | $147.78            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2048-08-15      | 3.0000%  | 0.0000% | $4437200.00        | $3244808.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-02-15      | 3.1250%  | 0.0000% | $1037000.00        | $825945.51         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-05-15      | 3.3750%  | 0.0000% | $4700.00           | $3790.43           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $88.89             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2053-08-15      | 4.1250%  | 0.0000% | $3973900.00        | $3521919.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-08-15      | 4.1250%  | 0.0000% | $3660600.00        | $3332009.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $90.64             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-08-15      | 4.3750%  | 0.0000% | $670600.00         | $635447.19         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-11-15      | 4.5000%  | 0.0000% | $200.00            | $187.05            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-05-15      | 4.6250%  | 0.0000% | $1018700.00        | $970973.08         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $96.70             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2053-11-15      | 4.7500%  | 0.0000% | $5116700.00        | $4975797.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-11-15      | 4.7500%  | 0.0000% | $12071500.00       | $11855047.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-31      | 0.5000%  | 0.0000% | $364400.00         | $341461.11         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-05-31      | 0.7500%  | 0.0000% | $100.00            | $97.04             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-11-15      | 0.8750%  | 0.0000% | $24300.00          | $20582.07          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $91.79             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-11-15      | 1.3750%  | 0.0000% | $20439400.00       | $17260776.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $89.94             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2025-08-15      | 2.0000%  | 0.0000% | $194100.00         | $194250.20         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $96.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-08-31      | 3.1250%  | 0.0000% | $17006300.00       | $16592733.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-09-15      | 3.3750%  | 0.0000% | $100.00            | $99.58             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-09-30      | 3.5000%  | 0.0000% | $1100.00           | $1086.70           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-07-31      | 4.0000%  | 0.0000% | $80300.00          | $81525.79          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-07-31      | 4.1250%  | 0.0000% | $100.00            | $101.45            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-10-31      | 4.1250%  | 0.0000% | $100.00            | $100.28            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-11-15      | 4.1250%  | 0.0000% | $100.00            | $100.69            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-11-15      | 4.2500%  | 0.0000% | $39789300.00       | $39444141.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-05-15      | 4.2500%  | 0.0000% | $45079500.00       | $44615196.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-15      | 4.5000%  | 0.0000% | $300.00            | $303.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2025-08-31      | 5.0000%  | 0.0000% | $26997600.00       | $27365310.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-10-31      | 4.5063%  | 0.0000% | $28000.00          | $28122.62          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2029-01-15      | 2.5000%  | 0.0000% | $37400.00          | $58263.73          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2025-10-15      | 0.1250%  | 0.0000% | $388800.00         | $477777.25         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-01-15      | 0.6250%  | 0.0000% | $100.00            | $134.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-01-15      | 1.1250%  | 0.0000% | $518200.00         | $528110.96         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-01-15      | 2.1250%  | 0.0000% | $402600.00         | $413185.68         | U.S. Treasuries (including strips) |

### Security 197: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P5Y9, C.3 - LEI: 549300H8L46O, C.5 - Other ID: ARP18P5Y9_4.34_0602
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2025-07-10      | N/A      | 0.0000% | $811100.00         | $807479.25         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-02-19      | N/A      | 0.0000% | $15498300.00       | $15045176.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-06-17      | N/A      | 0.0000% | $17445000.00       | $17414261.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-08-26      | N/A      | 0.0000% | $300.00            | $297.00            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-08-15      | 1.7500%  | 0.0000% | $10000000.00       | $6540396.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-05-15      | 2.2500%  | 0.0000% | $20493500.00       | $14590944.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-02-15      | 2.5000%  | 0.0000% | $104900.00         | $72865.36          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-05-15      | 2.5000%  | 0.0000% | $7064000.00        | $4775737.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-05-15      | 2.8750%  | 0.0000% | $1000.00           | $702.55            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-02-15      | 3.0000%  | 0.0000% | $661100.00         | $491417.31         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 3.1250%  | 0.0000% | $196800.00         | $159144.27         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 3.1250%  | 0.0000% | $52700.00          | $41974.28          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 3.1250%  | 0.0000% | $21436400.00       | $16725170.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-05-15      | 3.3750%  | 0.0000% | $77100.00          | $62179.12          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-05-15      | 3.6250%  | 0.0000% | $57600.00          | $46050.26          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-08-15      | 3.8750%  | 0.0000% | $13700.00          | $12499.21          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 3.8750%  | 0.0000% | $2324800.00        | $2040068.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-08-15      | 4.1250%  | 0.0000% | $667700.00         | $591757.69         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 4.1250%  | 0.0000% | $10179800.00       | $9266018.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-08-15      | 4.3750%  | 0.0000% | $623800.00         | $591100.44         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-11-15      | 4.5000%  | 0.0000% | $969100.00         | $906345.19         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-05-15      | 4.6250%  | 0.0000% | $252700.00         | $240860.80         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-11-15      | 4.6250%  | 0.0000% | $7251800.00        | $6978966.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-02-15      | 4.6250%  | 0.0000% | $147900.00         | $143020.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-11-15      | 4.7500%  | 0.0000% | $230100.00         | $223763.54         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $87.20             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-05-15      | 2.8750%  | 0.0000% | $100.00            | $92.27             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.1250%  | 0.0000% | $9145800.00        | $8923388.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 3.2500%  | 0.0000% | $100.00            | $100.05            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-15      | 3.3750%  | 0.0000% | $300.00            | $282.56            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 3.5000%  | 0.0000% | $31349700.00       | $31307400.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-12-31      | 3.7500%  | 0.0000% | $100.00            | $100.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 3.8750%  | 0.0000% | $100.00            | $101.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $100.00            | $100.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.8750%  | 0.0000% | $4267100.00        | $4261207.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $602100.00         | $609013.49         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-31      | 4.0000%  | 0.0000% | $200.00            | $202.55            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-04-30      | 4.0000%  | 0.0000% | $2100500.00        | $2085586.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-03-31      | 4.1250%  | 0.0000% | $900.00            | $908.33            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-11-15      | 4.2500%  | 0.0000% | $17259000.00       | $17109283.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-31      | 4.2500%  | 0.0000% | $6045300.00        | $6201667.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-11-15      | 4.5000%  | 0.0000% | $200.00            | $203.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-15      | 0.1250%  | 0.0000% | $1700.00           | $2248.22           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-15      | 0.1250%  | 0.0000% | $100.00            | $116.31            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-15      | 0.1250%  | 0.0000% | $500.00            | $543.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-15      | 0.1250%  | 0.0000% | $1354400.00        | $1473354.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-07-15      | 0.6250%  | 0.0000% | $6685000.00        | $6807075.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 0.7500%  | 0.0000% | $2236700.00        | $2812091.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-15      | 1.2500%  | 0.0000% | $12878500.00       | $13685087.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-07-15      | 1.3750%  | 0.0000% | $300.00            | $304.89            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-15      | 1.6250%  | 0.0000% | $871100.00         | $952221.07         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-15      | 1.6250%  | 0.0000% | $9587200.00        | $9664164.55        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-01-15      | 1.7500%  | 0.0000% | $36900.00          | $37895.53          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-07-15      | 1.8750%  | 0.0000% | $200.00            | $203.21            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-15      | 2.1250%  | 0.0000% | $279500.00         | $296493.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-01-15      | 2.1250%  | 0.0000% | $300.00            | $307.89            | U.S. Treasuries (including strips) |

### Security 198: Bank of New York - Fixed Income Clearing Corp.

- **C.1 - Title:** Bank of New York - Fixed Income Clearing Corp. 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18P5Z6, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP18P5Z6_4.36_0602
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Bank of New York - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1034.00           | $537.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $13073859.00       | $6879221.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $578.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1032.00           | $614.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $552.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $1025.00           | $580.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.0000%  | 0.0000% | $2013.00           | $1197.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.0000%  | 0.0000% | $94518722.00       | $56138484.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.0000%  | 0.0000% | $58668573.00       | $33374250.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $14903936.00       | $8617215.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $193507584.00      | $113829075.75      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.0000%  | 0.0000% | $52087040.00       | $31179240.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.0000%  | 0.0000% | $2078.00           | $1260.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.0000%  | 0.0000% | $3305.00           | $1983.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1293.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-10-01      | 2.5000%  | 0.0000% | $1000.00           | $162.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $10478704.00       | $5716574.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $574.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 2.5000%  | 0.0000% | $50148460.00       | $22794814.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $18229294.00       | $7710296.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $471.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $536.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $76434271.00       | $44826569.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $47548800.00       | $28737209.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $1024.00           | $602.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $8502252.00        | $4642992.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 2.5000%  | 0.0000% | $1023.00           | $637.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-12-01      | 2.5000%  | 0.0000% | $1024.00           | $650.78            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 5.0000%  | 0.0000% | $21360.00          | $832.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-12-01      | 5.5000%  | 0.0000% | $2161.00           | $100.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-01-01      | 5.5000%  | 0.0000% | $7425201.00        | $26998.03          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-11-01      | 6.0000%  | 0.0000% | $16847.00          | $232.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-03-01      | 8.0000%  | 0.0000% | $1146.00           | $17.29             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 1.5000%  | 0.0000% | $60711488.00       | $33521159.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 2.0000%  | 0.0000% | $19919946.00       | $9494717.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $527.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $2960558.00        | $1724769.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $621.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $537.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $55293563.00       | $29561706.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $197994847.00      | $106580432.84      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $520.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $57621828.00       | $30912140.53       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $62564672.00       | $31831471.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $60033662.00       | $30874409.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $2032.00           | $1088.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $527.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $549.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $12881896.00       | $7229437.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $10295690.00       | $6270046.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $26355956.00       | $16350955.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $6000.00           | $3940.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $1071.00           | $572.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $10638886.00       | $5724949.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $18776320.00       | $9899211.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $42946648.00       | $25228896.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-10-01      | 8.0000%  | 0.0000% | $1376.00           | $0.72              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-07-01      | 4.5000%  | 0.0000% | $2554.00           | $50.74             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-03-01      | 4.0000%  | 0.0000% | $1018.00           | $130.79            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-08-01      | 4.0000%  | 0.0000% | $1549.00           | $253.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 6.5000%  | 0.0000% | $2841964.00        | $1781011.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $992.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.5000%  | 0.0000% | $9576645.00        | $8934091.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $9877649.00        | $8730446.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 6.0000%  | 0.0000% | $1047.00           | $925.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $878.75            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $10545151.00       | $9131247.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $16373571.00       | $14313847.97       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $34032829.00       | $29271070.34       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 6.0000%  | 0.0000% | $13652312.00       | $8733398.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $703.21            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.5000%  | 0.0000% | $475600.00         | $450875.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.5000%  | 0.0000% | $16816707.00       | $14599910.29       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.5000%  | 0.0000% | $20843675.00       | $18049916.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1025.00           | $996.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1008.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $961.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1011.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1009.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $790.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $6796569.00        | $4656071.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $36869121.00       | $31383414.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $38404959.00       | $32664615.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $5003.00           | $4274.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 6.0000%  | 0.0000% | $43724992.00       | $32820331.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $827.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $2455.00           | $2181.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $39550016.00       | $32407634.41       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $42215232.00       | $32937450.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $37301267.00       | $32410056.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $898.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $922.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $36178997.00       | $30942643.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $6243220.00        | $5794919.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $964.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $999.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 6.0000%  | 0.0000% | $9119631.00        | $8860468.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $9866528.00        | $9583097.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $2069.00           | $2078.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $40493027.00       | $40381587.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 6.0000%  | 0.0000% | $3510160.00        | $3316520.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 6.0000%  | 0.0000% | $5126352.00        | $4687656.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $1100.00           | $1094.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.0000%  | 0.0000% | $10711094.00       | $9623015.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.5000%  | 0.0000% | $6271859.00        | $6458803.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 6.5000%  | 0.0000% | $1008.00           | $812.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $1024.00           | $877.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $1017.00           | $916.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $465.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $1024.00           | $843.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $875.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $909.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $869.30            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $3994591.00        | $3921690.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $8000.00           | $7411.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-07-01      | 5.5000%  | 0.0000% | $1000.00           | $8.09              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-03-01      | 5.0000%  | 0.0000% | $1020.00           | $1015.08           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 5.0000%  | 0.0000% | $1024.00           | $870.30            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $12000000.00       | $8351103.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $606.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.5000%  | 0.0000% | $11363462.00       | $9006617.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-10-01      | 4.5000%  | 0.0000% | $39540000.00       | $8632671.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-08-01      | 4.0000%  | 0.0000% | $19027748.00       | $5932743.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-02-01      | 3.5000%  | 0.0000% | $1003.00           | $446.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 5.5000%  | 0.0000% | $1048.00           | $955.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $1024.00           | $900.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $33334920.00       | $30871295.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $1040.00           | $944.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $934.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $26954491.00       | $23740046.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $2048.00           | $1926.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1008.00           | $995.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $1002.00           | $929.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $2024.00           | $1965.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $2074.00           | $2017.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $315266.00         | $309237.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $24342306.00       | $23921300.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $6429459.00        | $6358927.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $9279454.00        | $9177175.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1029.00           | $1001.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $971.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 6.5000%  | 0.0000% | $33508992.00       | $29601718.94       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $770.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $4201.00           | $3413.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $33821147.00       | $30433357.33       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1024.00           | $910.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $12892094.00       | $10711900.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $11968101.00       | $10153309.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $34680108.00       | $30150567.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $50314624.00       | $40693586.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $46464118.00       | $33096041.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 6.5000%  | 0.0000% | $6466.00           | $5578.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 6.5000%  | 0.0000% | $1024.00           | $866.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $917.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $31679197.00       | $30966528.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.5000%  | 0.0000% | $5390688.00        | $5328544.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $1008.00           | $978.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $32355760.00       | $30977567.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $1008.00           | $972.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.5000%  | 0.0000% | $6246816.00        | $6010805.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-10-01      | 6.5000%  | 0.0000% | $1190.00           | $0.37              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 7.0000%  | 0.0000% | $39627449.00       | $32192348.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $112652357.00      | $66666522.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $2675488.00        | $1633940.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $611.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $623.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $656.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $23368.00          | $5524.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.0000%  | 0.0000% | $19634746.00       | $6561803.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $284.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $617.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 3.0000%  | 0.0000% | $1000.00           | $234.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 3.0000%  | 0.0000% | $2689.00           | $898.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 3.0000%  | 0.0000% | $9000.00           | $4980.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.5000%  | 0.0000% | $1002.00           | $150.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $1019.00           | $101.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 3.5000%  | 0.0000% | $27489500.00       | $5576332.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 3.5000%  | 0.0000% | $1000.00           | $134.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $1019.00           | $196.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $1000.00           | $156.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $209108480.00      | $30580118.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.5000%  | 0.0000% | $30282228.00       | $8988845.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 3.5000%  | 0.0000% | $1024.00           | $284.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $200061440.00      | $30281662.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $246.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $1016.00           | $690.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $730.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $8037.00           | $5668.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1502.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.5000%  | 0.0000% | $1024.00           | $800.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 3.5000%  | 0.0000% | $38379242.00       | $34637197.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $1131.00           | $228.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $531707959.00      | $62676231.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $719.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $3450.00           | $999.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $40123651.00       | $29308069.53       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $12080000.00       | $9056142.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-08-01      | 4.5000%  | 0.0000% | $4096.00           | $258.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $1008.00           | $204.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 4.5000%  | 0.0000% | $1000.00           | $201.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $748.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $1024.00           | $818.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $919.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $31047771.00       | $7488681.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 4.5000%  | 0.0000% | $7693671.00        | $6204061.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 4.5000%  | 0.0000% | $1008.00           | $925.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 4.5000%  | 0.0000% | $1024.00           | $947.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 4.5000%  | 0.0000% | $1072.00           | $996.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $974.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $935.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $965.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $822.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $8367360.00        | $6291991.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $58816391.00       | $56004109.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $902.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $1024.00           | $972.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $950.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $15100655.00       | $14176716.91       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1056.00           | $1003.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $992.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $917.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $9536673.00        | $9390048.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $992.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $8208933.00        | $8133655.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $998.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $942.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $617.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $6963659.00        | $6087957.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $902.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.5000%  | 0.0000% | $1005.00           | $666.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $4435357.00        | $3864055.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $6000.00           | $5007.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $4647.00           | $3887.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $8834744.00        | $7502865.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $8695904.00        | $7622769.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $30759916.00       | $25669645.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $37904060.00       | $32307483.67       | Agency Mortgage-Backed Securities |

### Security 199: Daiwa Capital Markets America, Inc.

- **C.1 - Title:** Daiwa Capital Markets America, Inc. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P610, C.3 - LEI: M67H5PRC0NQK, C.5 - Other ID: ARP18P610_4.34_0602
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2025-06-03      | N/A      | 0.0000% | $449300.00         | $449247.43         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-05-14      | N/A      | 0.0000% | $160100.00         | $154022.28         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-05-15      | 1.2500%  | 0.0000% | $999500.00         | $467578.61         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-02-15      | 1.8750%  | 0.0000% | $1815400.00        | $1231982.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-11-15      | 1.8750%  | 0.0000% | $1888700.00        | $1024937.55        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $67.39             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-02-15      | 2.2500%  | 0.0000% | $2000000.00        | $1204178.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-05-15      | 2.8750%  | 0.0000% | $1999800.00        | $1404967.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-02-15      | 3.6250%  | 0.0000% | $650000.00         | $525964.64         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-08-15      | 4.2500%  | 0.0000% | $232000.00         | $210279.92         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-08-15      | 4.3750%  | 0.0000% | $500000.00         | $473790.03         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 0.3750%  | 0.0000% | $44900.00          | $41436.31          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $59000.00          | $57670.18          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-11-30      | 2.8750%  | 0.0000% | $108249800.00      | $109014261.87      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-09-30      | 3.5000%  | 0.0000% | $1000.00           | $987.91            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 4.0000%  | 0.0000% | $2339500.00        | $2374288.66        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-11-15      | 4.1250%  | 0.0000% | $5263800.00        | $5246131.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-31      | 4.1250%  | 0.0000% | $84300.00          | $85518.14          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 4.1250%  | 0.0000% | $10000.00          | $10068.74          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-30      | 4.6250%  | 0.0000% | $4133000.00        | $4257027.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-15      | 4.6250%  | 0.0000% | $17878300.00       | $18500179.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-31      | 4.8750%  | 0.0000% | $150000000.00      | $154609060.65      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-15      | 0.1250%  | 0.0000% | $2684200.00        | $3549805.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-15      | 0.1250%  | 0.0000% | $30100.00          | $35074.32          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-15      | 1.6250%  | 0.0000% | $381500.00         | $391627.80         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-15      | 1.6250%  | 0.0000% | $90000.00          | $90722.51          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-01-15      | 1.7500%  | 0.0000% | $20000.00          | $20539.58          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 2.3750%  | 0.0000% | $627000.00         | $679273.72         | U.S. Treasuries (including strips) |

### Security 200: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18P628, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP18P628_4.36_0602
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Small Business Administration | 2032-09-01      | 4.2620%  | 0.0000% | $21580000.00       | $18298260.21       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2034-09-01      | 4.3800%  | 0.0000% | $715000.00         | $714097.73         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2025-09-01      | 4.7600%  | 0.0000% | $10000.00          | $33.17             | Agency Mortgage-Backed Securities |
| Small Business Administration | 2033-03-01      | 5.1680%  | 0.0000% | $85980000.00       | $79674860.89       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2028-09-01      | 5.6000%  | 0.0000% | $692000.00         | $19137.70          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2033-09-01      | 5.6880%  | 0.0000% | $29090000.00       | $27209849.35       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2035-07-25      | 5.8000%  | 0.0000% | $1515000.00        | $1557764.24        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2050-05-25      | 6.5550%  | 0.0000% | $33275000.00       | $35650435.75       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2030-03-25      | 7.3250%  | 0.0000% | $183.00            | $63.61             | Agency Mortgage-Backed Securities |
| Small Business Administration | 2049-03-25      | 7.3250%  | 0.0000% | $110000.00         | $99938.31          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2050-01-25      | 8.0550%  | 0.0000% | $8230000.00        | $9086299.16        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2031-02-25      | 8.1320%  | 0.0000% | $3032303.00        | $1024071.39        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2031-07-25      | 8.8240%  | 0.0000% | $30151898.00       | $11438117.12       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2032-02-25      | 8.8650%  | 0.0000% | $43367414.00       | $21227071.64       | Agency Mortgage-Backed Securities |

### Security 201: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18P651, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP18P651_4.40_0602
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2049-07-20      | 1.1111%  | 0.0000% | $45169891.00       | $515447.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 1.1217%  | 0.0000% | $15000000.00       | $373805.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.1217%  | 0.0000% | $160000000.00      | $10314544.31       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 1.1223%  | 0.0000% | $7500000.00        | $391925.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-06-16      | 1.1568%  | 0.0000% | $29120000.00       | $237761.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-01-20      | 1.1611%  | 0.0000% | $59403599.00       | $450432.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-02-16      | 1.1624%  | 0.0000% | $68900000.00       | $961504.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 1.1681%  | 0.0000% | $15480384.00       | $671508.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-04-16      | 1.1684%  | 0.0000% | $7400000.00        | $478353.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-09-20      | 1.1713%  | 0.0000% | $15076191.00       | $418919.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 1.2005%  | 0.0000% | $45512037.00       | $913095.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.2217%  | 0.0000% | $10000000.00       | $585750.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-20      | 1.2217%  | 0.0000% | $30000000.00       | $257880.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.2217%  | 0.0000% | $10000000.00       | $430432.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-02-16      | 0.6399%  | 0.0000% | $10700000.00       | $482159.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6410%  | 0.0000% | $27650000.00       | $253022.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-11-20      | 0.6410%  | 0.0000% | $85392968.00       | $4564331.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-16      | 0.6503%  | 0.0000% | $212570560.00      | $306223.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-04-16      | 0.6515%  | 0.0000% | $70000000.00       | $854410.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-09-16      | 0.6524%  | 0.0000% | $42920000.00       | $533058.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-16      | 0.6680%  | 0.0000% | $83000000.00       | $257212.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-06-20      | 0.6970%  | 0.0000% | $54201893.00       | $483153.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 0.6979%  | 0.0000% | $22186563.00       | $1070700.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.6982%  | 0.0000% | $15800000.00       | $941001.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 0.7000%  | 0.0000% | $17420707.00       | $253853.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-01-16      | 0.7076%  | 0.0000% | $3521000.00        | $192033.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-04-16      | 0.7214%  | 0.0000% | $5905000.00        | $241691.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-08-16      | 0.7255%  | 0.0000% | $120000000.00      | $647233.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-06-16      | 0.7362%  | 0.0000% | $150023025.00      | $1056815.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-02-16      | 0.7481%  | 0.0000% | $60771193.00       | $938043.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.7500%  | 0.0000% | $27111106.00       | $626871.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-08-16      | 0.7661%  | 0.0000% | $66560000.00       | $805227.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-12-16      | 0.7715%  | 0.0000% | $62391760.00       | $763899.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.7717%  | 0.0000% | $10000000.00       | $426895.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-09-16      | 0.7887%  | 0.0000% | $34581000.00       | $305175.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 0.7973%  | 0.0000% | $6225000.00        | $274430.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 0.7983%  | 0.0000% | $25128051.00       | $331745.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-16      | 0.8184%  | 0.0000% | $106897339.00      | $1075568.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.8217%  | 0.0000% | $50000000.00       | $787332.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.8217%  | 0.0000% | $15000000.00       | $663484.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.8217%  | 0.0000% | $250000000.00      | $9418705.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-03-20      | 0.8239%  | 0.0000% | $48280052.00       | $346437.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-02-16      | 0.8260%  | 0.0000% | $100000000.00      | $720965.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-08-16      | 0.8437%  | 0.0000% | $66000000.00       | $636664.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.8717%  | 0.0000% | $25000000.00       | $498987.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.8717%  | 0.0000% | $25000000.00       | $453889.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.8717%  | 0.0000% | $20000000.00       | $426611.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.8717%  | 0.0000% | $10000000.00       | $383518.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 0.8717%  | 0.0000% | $25000000.00       | $787477.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.8784%  | 0.0000% | $9148000.00        | $494817.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-06-16      | 0.8836%  | 0.0000% | $31982000.00       | $965333.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.8839%  | 0.0000% | $5100017.00        | $281535.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | 0.9033%  | 0.0000% | $5705000.00        | $364984.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-03-16      | 0.9038%  | 0.0000% | $10570000.00       | $611308.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-11-20      | 0.9069%  | 0.0000% | $30356136.00       | $985332.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-04-20      | 0.9086%  | 0.0000% | $37200000.00       | $816067.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.9711%  | 0.0000% | $13000000.00       | $508777.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.9717%  | 0.0000% | $25000000.00       | $828447.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 0.9717%  | 0.0000% | $41064374.00       | $1465202.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-07-16      | 0.9808%  | 0.0000% | $3600000.00        | $203255.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.9908%  | 0.0000% | $10700000.00       | $572147.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-11-16      | 0.9920%  | 0.0000% | $150000000.00      | $797322.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 0.9955%  | 0.0000% | $11000000.00       | $700950.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 1.0161%  | 0.0000% | $4983354.00        | $213631.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | 1.0211%  | 0.0000% | $6960000.00        | $430262.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 1.0217%  | 0.0000% | $189850000.00      | $6967179.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | 1.0325%  | 0.0000% | $5212000.00        | $316913.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 1.0414%  | 0.0000% | $78632505.00       | $4067027.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 1.0434%  | 0.0000% | $5000000.00        | $348652.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 1.0717%  | 0.0000% | $50000000.00       | $871159.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.0717%  | 0.0000% | $20000000.00       | $402229.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-05-20      | 1.0758%  | 0.0000% | $38500000.00       | $998255.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.0917%  | 0.0000% | $250000000.00      | $9623828.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 1.1009%  | 0.0000% | $17157604.00       | $888825.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-06-20      | 1.2605%  | 0.0000% | $46947468.00       | $512144.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-11-16      | 1.2617%  | 0.0000% | $10555000.00       | $415194.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 1.2717%  | 0.0000% | $8998000.00        | $488326.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.2717%  | 0.0000% | $10000000.00       | $307004.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-09-20      | 1.2792%  | 0.0000% | $15293749.00       | $438664.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-05-20      | 1.2836%  | 0.0000% | $17778781.00       | $436379.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 1.3217%  | 0.0000% | $40562000.00       | $1043783.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-08-20      | 1.3245%  | 0.0000% | $58468927.00       | $733823.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-10-20      | 1.3428%  | 0.0000% | $50149207.00       | $473714.29         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 6.2620%  | 0.0000% | $23496179.00       | $20829037.75       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-05-15      | 1.5832%  | 0.0000% | $16300000.00       | $1241.92           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-06-15      | 6.5000%  | 0.0000% | $9.00              | $0.12              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-04-15      | 3.5000%  | 0.0000% | $200000.00         | $2909.50           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-06-15      | 3.5000%  | 0.0000% | $600000.00         | $112.42            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-07-15      | 3.5000%  | 0.0000% | $36552141.00       | $1862.39           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-04-15      | 4.0000%  | 0.0000% | $100000.00         | $15.59             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-04-15      | 4.5000%  | 0.0000% | $33732666.00       | $2976.70           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-06-15      | 5.5000%  | 0.0000% | $2588780.00        | $1762.76           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-07-15      | 7.5000%  | 0.0000% | $609380.00         | $9.65              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-02-25      | 0.3022%  | 0.0000% | $34500000.00       | $362543.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-10-25      | 1.0213%  | 0.0000% | $205885054.00      | $3737302.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-25      | 2.1013%  | 0.0000% | $4850000.00        | $375834.96         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | N/A      | 0.0000% | $3100000.00        | $60930.77          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.0780%  | 0.0000% | $256529.00         | $828.73            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-02-25      | 1.3500%  | 0.0000% | $115413355.00      | $811.92            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-08-20      | 1.3608%  | 0.0000% | $26187556.00       | $636973.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-01-20      | 1.3577%  | 0.0000% | $30698430.00       | $903083.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $250000000.00      | $191365.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-06-20      | 0.0569%  | 0.0000% | $44177162.00       | $1002156.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0717%  | 0.0000% | $542500000.00      | $8032352.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0900%  | 0.0000% | $100000000.00      | $282326.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $149425000.00      | $365770.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $150000000.00      | $350932.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $65000000.00       | $259947.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.1000%  | 0.0000% | $200000000.00      | $450362.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.1000%  | 0.0000% | $150000000.00      | $340957.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.1000%  | 0.0000% | $120500000.00      | $387114.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $113000000.00      | $228562.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.1000%  | 0.0000% | $130000000.00      | $198244.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.1000%  | 0.0000% | $20000000.00       | $183090.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.1017%  | 0.0000% | $250000000.00      | $1095681.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1200%  | 0.0000% | $21330000.00       | $91729.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-16      | 0.1219%  | 0.0000% | $132848.00         | $0.15              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1500%  | 0.0000% | $50000000.00       | $287550.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1500%  | 0.0000% | $110000000.00      | $313225.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.2000%  | 0.0000% | $195000000.00      | $1023789.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.2000%  | 0.0000% | $50000000.00       | $374746.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.2217%  | 0.0000% | $50000000.00       | $1162756.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-20      | 0.2771%  | 0.0000% | $132490296.00      | $483744.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.3500%  | 0.0000% | $80000000.00       | $889955.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 0.3717%  | 0.0000% | $50000000.00       | $699248.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-06-16      | 0.4262%  | 0.0000% | $96712448.00       | $440494.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-08-20      | 0.4998%  | 0.0000% | $15000000.00       | $592129.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.5028%  | 0.0000% | $98900000.00       | $884842.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-08-20      | 0.5162%  | 0.0000% | $86443221.00       | $260404.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-02-16      | 0.5257%  | 0.0000% | $43504000.00       | $392561.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.5582%  | 0.0000% | $18000000.00       | $188540.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 0.5739%  | 0.0000% | $12977576.00       | $366461.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-16      | 0.5847%  | 0.0000% | $151310000.00      | $278991.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-03-16      | 0.5867%  | 0.0000% | $20000000.00       | $385878.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.0500%  | 0.0000% | $140552809.00      | $175920.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.0500%  | 0.0000% | $200000000.00      | $175021.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0217%  | 0.0000% | $200000000.00      | $295670.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-09-20      | 0.0091%  | 0.0000% | $77663932.00       | $268640.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | N/A      | 0.0000% | $360000000.00      | $6422819.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | N/A      | 0.0000% | $33319250.00       | $611070.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | N/A      | 0.0000% | $40000000.00       | $457330.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $1139270.00        | $393133.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | N/A      | 0.0000% | $948946.00         | $4187.86           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | N/A      | 0.0000% | $82705000.00       | $546579.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-16      | N/A      | 0.0000% | $11688020.00       | $0.29              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-16      | N/A      | 0.0000% | $271926.00         | $0.00              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | N/A      | 0.0000% | $15000000.00       | $326079.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | N/A      | 0.0000% | $12000000.00       | $227250.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | N/A      | 0.0000% | $65000000.00       | $686168.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $35701084.00       | $241925.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $40315110.00       | $425143.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $60000000.00       | $231551.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | N/A      | 0.0000% | $36390000.00       | $603459.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | N/A      | 0.0000% | $25000000.00       | $238798.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $118564246.00      | $570004.76         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-11-15      | 2.1923%  | 0.0000% | $1151274.00        | $2648.84           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 6.5000%  | 0.0000% | $2528662.00        | $531430.51         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-02-25      | 5.0000%  | 0.0000% | $679882.00         | $486.97            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-09-25      | 4.0000%  | 0.0000% | $1300000.00        | $2.51              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 2.0000%  | 0.0000% | $1463.00           | $1018.90           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-08-25      | 2.2418%  | 0.0000% | $269313.00         | $791.17            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-03-25      | 2.2136%  | 0.0000% | $3050000.00        | $759.71            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-04-25      | 2.1136%  | 0.0000% | $6300000.00        | $420.38            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-04-25      | 2.0036%  | 0.0000% | $19753086.00       | $1399.98           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-12-25      | 1.7135%  | 0.0000% | $100000.00         | $1141.03           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-03-25      | 1.5635%  | 0.0000% | $14655000.00       | $2578.24           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-07-25      | 1.5635%  | 0.0000% | $3918472.00        | $2012.28           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $220000000.00      | $168402.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-20      | 0.0500%  | 0.0000% | $200000000.00      | $219517.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.5909%  | 0.0000% | $67000000.00       | $770486.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-16      | 0.6020%  | 0.0000% | $70404789.00       | $177924.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-16      | 0.6077%  | 0.0000% | $55026781.00       | $696183.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 0.6097%  | 0.0000% | $25100000.00       | $1044967.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.6103%  | 0.0000% | $16100002.00       | $869891.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-03-16      | 0.6185%  | 0.0000% | $56065104.00       | $399406.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-16      | 0.6299%  | 0.0000% | $72040000.00       | $225496.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-09-16      | 0.6348%  | 0.0000% | $138465286.00      | $528905.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 1.8111%  | 0.0000% | $37982342.00       | $843229.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-06-20      | 1.8149%  | 0.0000% | $11564324.00       | $218421.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 1.8157%  | 0.0000% | $76467000.00       | $382466.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.8217%  | 0.0000% | $20000000.00       | $457589.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-20      | 1.8382%  | 0.0000% | $116481213.00      | $1019617.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-11-20      | 1.8468%  | 0.0000% | $25487149.00       | $264543.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-12-20      | 1.8578%  | 0.0000% | $107060003.00      | $1060036.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 1.8611%  | 0.0000% | $15000000.00       | $968024.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-03-20      | 1.8791%  | 0.0000% | $110462842.00      | $876004.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-20      | 1.8970%  | 0.0000% | $80000000.00       | $464344.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-03-20      | 1.9014%  | 0.0000% | $22783581.00       | $169818.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-07-20      | 1.9091%  | 0.0000% | $43042938.00       | $302375.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-04-20      | 1.9204%  | 0.0000% | $75000000.00       | $738584.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 1.9217%  | 0.0000% | $50000000.00       | $931339.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-04-20      | 1.9503%  | 0.0000% | $50000000.00       | $484689.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 1.9717%  | 0.0000% | $10564000.00       | $257000.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-20      | 1.9801%  | 0.0000% | $41833825.00       | $384190.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $16896000.00       | $1080076.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.0179%  | 0.0000% | $15866343.00       | $606461.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.0217%  | 0.0000% | $10000000.00       | $627482.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.0717%  | 0.0000% | $18126000.00       | $639731.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-20      | 2.0755%  | 0.0000% | $46268225.00       | $420806.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 2.0924%  | 0.0000% | $23205000.00       | $631318.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-09-20      | 2.1276%  | 0.0000% | $18261779.00       | $381884.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 2.1517%  | 0.0000% | $20000000.00       | $706235.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-08-20      | 2.1793%  | 0.0000% | $23762668.00       | $1029756.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-16      | 2.2069%  | 0.0000% | $35487118.00       | $198930.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-05-20      | 2.2140%  | 0.0000% | $28607880.00       | $1039448.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-12-20      | 2.2199%  | 0.0000% | $37253678.00       | $469026.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 2.2217%  | 0.0000% | $115686867.00      | $9415649.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-08-20      | 2.2348%  | 0.0000% | $14635149.00       | $544294.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 2.2641%  | 0.0000% | $23262877.00       | $429161.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-20      | 2.2679%  | 0.0000% | $26747033.00       | $299007.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-20      | 2.2746%  | 0.0000% | $38232128.00       | $233173.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-08-20      | 2.3213%  | 0.0000% | $25812000.00       | $487533.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-06-20      | 2.3809%  | 0.0000% | $20356884.00       | $571420.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-20      | 2.4142%  | 0.0000% | $47207427.00       | $454406.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-05-20      | 2.4267%  | 0.0000% | $23503901.00       | $387667.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-08-20      | 2.4606%  | 0.0000% | $50000001.00       | $395221.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-20      | 2.4769%  | 0.0000% | $26450000.00       | $518096.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $14432200.00       | $1013752.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-20      | 2.5217%  | 0.0000% | $35000000.00       | $582084.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-04-20      | 2.5452%  | 0.0000% | $10847000.00       | $295418.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-01-20      | 2.5985%  | 0.0000% | $21066040.00       | $593480.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-07-20      | 2.6369%  | 0.0000% | $19188000.00       | $303896.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-20      | 2.6424%  | 0.0000% | $62614494.00       | $631104.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-02-20      | 2.6440%  | 0.0000% | $27850322.00       | $487804.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 2.6599%  | 0.0000% | $38214880.00       | $373530.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-20      | 2.6622%  | 0.0000% | $36772864.00       | $416794.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-01-20      | 2.7147%  | 0.0000% | $12425000.00       | $349561.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 2.7217%  | 0.0000% | $15000000.00       | $545600.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 2.7404%  | 0.0000% | $58119993.00       | $570849.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.7717%  | 0.0000% | $51026426.00       | $4924941.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-06-20      | 2.9184%  | 0.0000% | $40272922.00       | $285260.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-10-20      | 2.9636%  | 0.0000% | $19428364.00       | $184894.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-20      | 3.0186%  | 0.0000% | $100000000.00      | $919432.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-10-20      | 3.0931%  | 0.0000% | $40081161.00       | $235854.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-06-20      | 3.1402%  | 0.0000% | $25816385.00       | $482198.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-07-20      | 3.1984%  | 0.0000% | $41274792.00       | $296550.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $1486248.00        | $263963.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $500000.00         | $413847.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $1538461.00        | $189687.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $4923076.00        | $710038.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $1269230.00        | $180612.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1538461.00        | $264404.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1461536.00        | $266000.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1538461.00        | $219505.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $8551799.00        | $8602464.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $2142857.00        | $412162.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $2428571.00        | $347318.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 7.5000%  | 0.0000% | $4322.00           | $779.10            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 9.1304%  | 0.0000% | $20572212.00       | $20790849.51       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $1460991.00        | $1062378.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-01-25      | 0.2910%  | 0.0000% | $345000.00         | $2794.92           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-01-20      | 1.3676%  | 0.0000% | $64724603.00       | $1054780.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 1.3717%  | 0.0000% | $41073000.00       | $881784.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.3717%  | 0.0000% | $14918139.00       | $398042.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 1.4278%  | 0.0000% | $10500000.00       | $742643.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-20      | 1.4301%  | 0.0000% | $121565875.00      | $352283.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-02-20      | 1.4779%  | 0.0000% | $55270998.00       | $275807.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 1.5000%  | 0.0000% | $17972333.00       | $562252.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.5217%  | 0.0000% | $10000000.00       | $306974.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-20      | 1.5217%  | 0.0000% | $50000000.00       | $784407.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-20      | 1.5217%  | 0.0000% | $20000000.00       | $300077.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-12-20      | 1.5538%  | 0.0000% | $18285188.00       | $379818.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-12-16      | 1.5569%  | 0.0000% | $8515262.00        | $518021.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-04-20      | 1.6073%  | 0.0000% | $107856235.00      | $1030835.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-03-20      | 1.6111%  | 0.0000% | $20142857.00       | $350358.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 1.6111%  | 0.0000% | $12000000.00       | $259358.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 1.6111%  | 0.0000% | $22940000.00       | $304353.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 1.6111%  | 0.0000% | $7716985.00        | $175030.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.6111%  | 0.0000% | $40332090.00       | $648327.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.6111%  | 0.0000% | $56500000.00       | $398989.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 1.6111%  | 0.0000% | $46600275.00       | $833340.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 1.6111%  | 0.0000% | $27108294.00       | $769436.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 1.6111%  | 0.0000% | $44050682.00       | $712043.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 1.6111%  | 0.0000% | $48450934.00       | $1047138.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-11-20      | 1.6183%  | 0.0000% | $44720085.00       | $201935.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-07-20      | 1.6421%  | 0.0000% | $33141814.00       | $702289.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 1.6611%  | 0.0000% | $5979000.00        | $479938.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 1.6611%  | 0.0000% | $55139000.00       | $929146.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 1.6611%  | 0.0000% | $18715770.00       | $491764.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 1.6611%  | 0.0000% | $26196428.00       | $214295.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 1.6611%  | 0.0000% | $28941749.00       | $616380.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 1.6611%  | 0.0000% | $11788000.00       | $266110.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.6717%  | 0.0000% | $22759332.00       | $1018627.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.6717%  | 0.0000% | $25000000.00       | $734184.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.6717%  | 0.0000% | $14419313.00       | $632873.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-08-20      | 1.6824%  | 0.0000% | $96882694.00       | $274428.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 1.7111%  | 0.0000% | $12000000.00       | $306965.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 1.7111%  | 0.0000% | $12000000.00       | $415594.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-05-20      | 1.7270%  | 0.0000% | $34680716.00       | $787755.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-10-20      | 1.7376%  | 0.0000% | $51548315.00       | $256909.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.7517%  | 0.0000% | $50000000.00       | $917201.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-16      | 1.7569%  | 0.0000% | $81620726.00       | $440108.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | 1.7611%  | 0.0000% | $102198991.00      | $1038979.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 1.7611%  | 0.0000% | $15000000.00       | $213341.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 1.7717%  | 0.0000% | $25000000.00       | $630013.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 1.7717%  | 0.0000% | $18224996.00       | $734284.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-03-20      | 1.7943%  | 0.0000% | $51800918.00       | $268018.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-10-20      | 1.7999%  | 0.0000% | $42276735.00       | $239099.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 1.8111%  | 0.0000% | $72710000.00       | $661303.08         | Agency Collateralized Mortgage Obligation |

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

- **C.1 - Title:** Bank of New York - Fixed Income Clearing Corp. 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P677, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP18P677_4.35_0602
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Bank of New York - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2049-11-15      | 2.3750%  | 0.0000% | $775143200.00      | $486430318.15      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-08-15      | 3.6250%  | 0.0000% | $100000000.00      | $85190436.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-02-15      | 4.5000%  | 0.0000% | $3000000.00        | $2875884.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-02-15      | 4.7500%  | 0.0000% | $100000000.00      | $100538540.90      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 0.6250%  | 0.0000% | $43337500.00       | $40091297.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-31      | 1.5000%  | 0.0000% | $50000000.00       | $48225896.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $14000000.00       | $13694217.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 2.7500%  | 0.0000% | $50000000.00       | $48892327.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.1250%  | 0.0000% | $15000.00          | $14625.42          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 3.5000%  | 0.0000% | $200000000.00      | $200199105.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-02-15      | 3.5000%  | 0.0000% | $100000000.00      | $95986524.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $100000000.00      | $101809554.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 4.0000%  | 0.0000% | $83700000.00       | $84934505.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 4.1250%  | 0.0000% | $8032500.00        | $8123807.79        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-15      | 4.1250%  | 0.0000% | $191958600.00      | $194576498.54      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-11-30      | 4.1250%  | 0.0000% | $31781000.00       | $32620389.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-02-15      | 1.0000%  | 0.0000% | $203120000.00      | $203912205.29      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2027-01-15      | 2.3750%  | 0.0000% | $714000.00         | $1161093.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-07-15      | 1.8750%  | 0.0000% | $286944400.00      | $290722846.49      | U.S. Treasuries (including strips) |

### Security 203: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P685, C.3 - LEI: FOR8UP27PHTH, C.5 - Other ID: ARP18P685_4.34_0602
- **C.18 - Value (incl. sponsor support):** $1100000000.00
- **C.18.a - Value (excl. sponsor support):** $1100000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note               | 2026-09-30      | 3.5000%  | 0.0000% | $13014200.00       | $12992306.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-03-31      | 3.8750%  | 0.0000% | $20000000.00       | $20088849.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-11-30      | 4.3750%  | 0.0000% | $1012248000.00     | $1048501467.89     | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-08-15      | N/A      | 0.0000% | $5970000.00        | $1674471.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-04-30      | 4.4919%  | 0.0000% | $38607800.00       | $38742987.84       | U.S. Treasuries (including strips) |

### Security 204: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18P6A0, C.3 - LEI: KB1H1DSPRFMY, C.5 - Other ID: ARP18P6A0_4.35_0602
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2046-04-01      | 4.0000%  | 0.0000% | $157795328.00      | $26864796.59       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $113892800.00      | $27761922.41       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-02-01      | 4.0000%  | 0.0000% | $10979000.00       | $2993627.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 4.0000%  | 0.0000% | $9116754.00        | $3134566.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 4.0000%  | 0.0000% | $17251380.00       | $3670590.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 4.0000%  | 0.0000% | $1008.00           | $227.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 4.0000%  | 0.0000% | $1321320.00        | $355134.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 4.0000%  | 0.0000% | $5563400.00        | $5121395.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 4.0000%  | 0.0000% | $5000000.00        | $1625231.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-01      | 4.5000%  | 0.0000% | $1087.00           | $81.65             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-11-01      | 4.5000%  | 0.0000% | $2176.00           | $148.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 4.5000%  | 0.0000% | $10235081.00       | $2665140.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $11419616.00       | $2969591.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $6852272.00        | $2000836.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $4963920.00        | $1461372.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $2881496.00        | $2595345.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $8375760.00        | $1982785.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $7152024.00        | $2023970.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $8510672.00        | $2323284.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $7081640.00        | $1939955.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-10-01      | 4.5000%  | 0.0000% | $6499000.00        | $1111130.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $462467000.00      | $35716556.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $108213151.00      | $9077399.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2962745.00        | $2784860.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $3200000.00        | $2847433.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1785706.00        | $1353975.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.0000%  | 0.0000% | $38864000.00       | $35635803.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $27580167.00       | $26224743.95       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $8184128.00        | $6898991.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.5000%  | 0.0000% | $7980168.00        | $7454431.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $3625064.00        | $2872384.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $3870000.00        | $3137927.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $1507627.00        | $1215423.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $30211111.00       | $29069744.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $4073320.00        | $3737021.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $36288512.00       | $34070947.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1381571.00        | $1329313.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $1791240.00        | $1558487.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $3869000.00        | $3283735.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $3286016.00        | $2596002.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $28555329.00       | $22411477.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $222080.00         | $225276.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $96414879.00       | $73898674.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $15346385.00       | $13077291.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $5723000.00        | $5156267.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $2070912.00        | $2088436.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $11118384.00       | $9955072.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-02-01      | 6.5000%  | 0.0000% | $797842.00         | $41312.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.5000%  | 0.0000% | $2759630.00        | $2769423.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $99028615.00       | $94048725.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $2392606.00        | $2017759.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $28429617.00       | $26768344.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $463499.00         | $318242.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 7.0000%  | 0.0000% | $1294291.00        | $1388252.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 7.0000%  | 0.0000% | $4740272.00        | $3390847.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 7.5000%  | 0.0000% | $2808108.00        | $3042342.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.5000%  | 0.0000% | $53384549.00       | $48506111.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-01-01      | 2.0000%  | 0.0000% | $1716500.00        | $1407522.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 2.0000%  | 0.0000% | $5460000.00        | $2531030.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-12-01      | 2.0000%  | 0.0000% | $69823000.00       | $44171686.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-01-01      | 2.0000%  | 0.0000% | $55999000.00       | $35921279.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 2.0000%  | 0.0000% | $38791616.00       | $25191613.35       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-07-01      | 2.5000%  | 0.0000% | $1264.00           | $263.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $4200000.00        | $2164224.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $39996672.00       | $25532297.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-02-01      | 3.0000%  | 0.0000% | $20999000.00       | $1882855.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 3.0000%  | 0.0000% | $19998800.00       | $5342927.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 3.0000%  | 0.0000% | $5321744.00        | $2575759.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-10-01      | 3.0000%  | 0.0000% | $1749000.00        | $347689.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 3.5000%  | 0.0000% | $1088.00           | $169.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-05-01      | 3.5000%  | 0.0000% | $10802518.00       | $2212495.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 3.5000%  | 0.0000% | $2608912.00        | $952463.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-06-01      | 3.5000%  | 0.0000% | $7875820.00        | $2734005.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $3399000.00        | $1052112.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.5000%  | 0.0000% | $1008.00           | $245.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 3.5000%  | 0.0000% | $3171584.00        | $1421033.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $16522820.00       | $4183530.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 3.5000%  | 0.0000% | $3000000.00        | $2604272.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.5000%  | 0.0000% | $169071872.00      | $46670486.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 4.0000%  | 0.0000% | $25125744.00       | $2529857.91        | Agency Mortgage-Backed Securities |

### Security 205: Northern Trust Co. - Fixed Income Clearing Corp.

- **C.1 - Title:** Northern Trust Co. - Fixed Income Clearing Corp. 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P6B8, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP18P6B8_4.33_0602
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Northern Trust Co. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50255122.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50255122.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50255122.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50255122.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50255122.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50255122.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50255122.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50255122.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50255122.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50255122.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50255122.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50255122.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50255122.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50255122.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50255122.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50255122.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $17786300.00       | $17877053.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50255122.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50255122.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50255122.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50255122.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50255122.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50255122.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50255122.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50255122.75       | U.S. Treasuries (including strips) |

### Security 206: State Street Bank - Fixed Income Clearing Corp.

- **C.1 - Title:** State Street Bank - Fixed Income Clearing Corp. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P6D4, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP18P6D4_4.34_0602
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** State Street Bank - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-11-30      | 4.1250%  | 0.0000% | $455377200.00      | $467243678.60      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-11-15      | 1.7500%  | 0.0000% | $46920000.00       | $42756328.58       | U.S. Treasuries (including strips) |

### Security 207: Northwestern Mutual Life Insurance Company

- **C.1 - Title:** Northwestern Mutual Life Insurance Company 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18P6F9, C.3 - LEI: 1DU7IM20QESY, C.5 - Other ID: ARP18P6F9_4.37_0602
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2042-09-01      | 3.5000%  | 0.0000% | $45886300.00       | $4926986.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-04-01      | 4.0000%  | 0.0000% | $33586300.00       | $3604400.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-12-01      | 4.0000%  | 0.0000% | $6156700.00        | $240814.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-12-01      | 4.0000%  | 0.0000% | $60605000.00       | $5616038.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-12-01      | 4.0000%  | 0.0000% | $51365000.00       | $5228142.35        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $51500000.00       | $38758733.14       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-11-01      | 4.0000%  | 0.0000% | $44399200.00       | $4374210.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-10-01      | 4.0000%  | 0.0000% | $56343200.00       | $5604656.43        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-12-01      | 4.5000%  | 0.0000% | $28483000.00       | $22782484.73       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $37249000.00       | $29815806.72       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.0000%  | 0.0000% | $49852000.00       | $43488244.14       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-01      | 5.0000%  | 0.0000% | $30225300.00       | $21963810.29       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $20173000.00       | $16963874.92       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-08-01      | 6.5000%  | 0.0000% | $37782000.00       | $30455322.87       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $30846000.00       | $23942004.79       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $47207100.00       | $28135411.77       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $16555600.00       | $9348343.87        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $18767000.00       | $9977665.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.0000%  | 0.0000% | $16120600.00       | $9276589.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $17353200.00       | $9816782.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $3137300.00        | $1771193.37        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $31253000.00       | $19192346.04       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $14516400.00       | $9360624.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $40000000.00       | $26512223.20       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $7795600.00        | $4225729.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $1591500.00        | $832882.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $26080600.00       | $14341790.27       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 2.0000%  | 0.0000% | $55518700.00       | $33222953.59       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $22737600.00       | $12986905.39       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $45449200.00       | $27671664.52       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 2.0000%  | 0.0000% | $59599700.00       | $35503313.02       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-01      | 2.0000%  | 0.0000% | $45263300.00       | $28750294.91       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.0000%  | 0.0000% | $57424200.00       | $35342854.00       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $18928600.00       | $10861388.54       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $34034600.00       | $19299692.61       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $43621500.00       | $27888449.84       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.0000%  | 0.0000% | $52714000.00       | $30790863.10       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $8255200.00        | $4900888.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.0000%  | 0.0000% | $21306700.00       | $12685652.29       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $23998200.00       | $12804589.02       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $30495100.00       | $19195004.69       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-01      | 2.5000%  | 0.0000% | $1631000.00        | $1152291.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $34429300.00       | $22429385.46       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $62836600.00       | $41027884.27       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $4001000.00        | $2532471.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $51491900.00       | $28464206.37       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.5000%  | 0.0000% | $60592600.00       | $29897652.20       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $20596900.00       | $10502097.11       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.5000%  | 0.0000% | $19542900.00       | $12267240.73       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-08-01      | 3.0000%  | 0.0000% | $42149900.00       | $8432206.36        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $69334500.00       | $11008752.33       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $68572200.00       | $14708616.21       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 3.0000%  | 0.0000% | $64572900.00       | $15610260.30       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-02-01      | 3.0000%  | 0.0000% | $58163600.00       | $10505590.28       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-02-01      | 3.0000%  | 0.0000% | $57181200.00       | $11896336.52       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-01      | 3.0000%  | 0.0000% | $63882700.00       | $14119975.29       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-11-01      | 3.0000%  | 0.0000% | $31560300.00       | $6773775.51        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $58107100.00       | $13124546.67       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $67318000.00       | $13899876.51       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.0000%  | 0.0000% | $76989000.00       | $14745865.62       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-07-01      | 3.5000%  | 0.0000% | $45831900.00       | $7907047.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $40860700.00       | $26532294.89       | Agency Collateralized Mortgage Obligation |

### Security 208: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P6H5, C.3 - LEI: 7TK5RJIZDFRO, C.5 - Other ID: ARP18P6H5_4.34_0602
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-10-31      | 1.3750%  | 0.0000% | $7202500.00        | $6624506.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-15      | 1.8750%  | 0.0000% | $101781600.00      | $88608591.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-15      | 3.7500%  | 0.0000% | $19526900.00       | $19531599.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $88443500.00       | $89235314.49       | U.S. Treasuries (including strips) |

### Security 209: Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

- **C.1 - Title:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P6J1, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP18P6J1_4.34_0602
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2050-05-15      | 1.2500%  | 0.0000% | $300.00            | $140.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $62.40             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-11-15      | 1.6250%  | 0.0000% | $200.00            | $102.79            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-08-15      | 1.7500%  | 0.0000% | $1100.00           | $719.44            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-11-15      | 1.8750%  | 0.0000% | $145096400.00      | $78739211.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-02-15      | 2.0000%  | 0.0000% | $200.00            | $115.70            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-08-15      | 2.2500%  | 0.0000% | $20248600.00       | $13077134.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-05-15      | 2.2500%  | 0.0000% | $2000000.00        | $1423958.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-11-15      | 2.3750%  | 0.0000% | $8375900.00        | $5265334.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-05-15      | 2.3750%  | 0.0000% | $200.00            | $123.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-11-15      | 2.7500%  | 0.0000% | $8468100.00        | $6321605.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-08-15      | 2.7500%  | 0.0000% | $30091900.00       | $21198044.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 2.8750%  | 0.0000% | $6758500.00        | $5106012.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-05-15      | 2.8750%  | 0.0000% | $3594200.00        | $2525119.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-11-15      | 3.0000%  | 0.0000% | $1200.00           | $895.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-08-15      | 3.0000%  | 0.0000% | $59925300.00       | $43821800.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-08-15      | 3.0000%  | 0.0000% | $44662000.00       | $31879145.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $79.65             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 3.1250%  | 0.0000% | $200.00            | $156.05            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-05-15      | 3.3750%  | 0.0000% | $100.00            | $80.65             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-11-15      | 3.3750%  | 0.0000% | $3262400.00        | $2527050.74        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-02-15      | 3.6250%  | 0.0000% | $4685700.00        | $3791557.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $79.95             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 3.8750%  | 0.0000% | $1101600.00        | $979295.52         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-11-15      | 4.0000%  | 0.0000% | $14599600.00       | $12519849.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $89.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 4.1250%  | 0.0000% | $1000.00           | $910.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-11-15      | 4.2500%  | 0.0000% | $580100.00         | $546119.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-08-15      | 4.2500%  | 0.0000% | $162668200.00      | $147439031.48      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-11-15      | 4.3750%  | 0.0000% | $355000.00         | $342158.34         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-05-15      | 4.3750%  | 0.0000% | $4224600.00        | $4023742.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-08-15      | 4.3750%  | 0.0000% | $12133300.00       | $11497273.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-05-15      | 4.6250%  | 0.0000% | $13798800.00       | $13152315.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-05-15      | 4.6250%  | 0.0000% | $11551800.00       | $11140211.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-11-15      | 4.7500%  | 0.0000% | $100.00            | $98.20             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-05-15      | 4.7500%  | 0.0000% | $7110000.00        | $6941600.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-08-31      | 0.2500%  | 0.0000% | $246600.00         | $244293.11         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $84.39             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 0.6250%  | 0.0000% | $998000.00         | $921064.96         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-30      | 0.7500%  | 0.0000% | $2473000.00        | $2398585.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $300.00            | $275.37            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $35359900.00       | $35496753.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $390900.00         | $400850.21         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-31      | 4.3750%  | 0.0000% | $9900.00           | $10072.02          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 4.3750%  | 0.0000% | $47139000.00       | $48792563.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-03-31      | 4.5000%  | 0.0000% | $19540000.00       | $19726881.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-15      | 4.5000%  | 0.0000% | $12998500.00       | $13197816.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-28      | 4.6250%  | 0.0000% | $3122900.00        | $3166182.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-04-30      | 4.6250%  | 0.0000% | $6770700.00        | $6987114.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $69543200.00       | $71728198.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 1.1250%  | 0.0000% | $1000.00           | $918.76            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-31      | 1.1250%  | 0.0000% | $79900.00          | $76792.70          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-15      | 1.2500%  | 0.0000% | $400.00            | $339.00            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-30      | 1.2500%  | 0.0000% | $43997300.00       | $42511100.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-15      | 1.5000%  | 0.0000% | $200.00            | $194.79            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-11-15      | 1.7500%  | 0.0000% | $62870000.00       | $57377633.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 1.7500%  | 0.0000% | $300.00            | $279.71            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-15      | 1.8750%  | 0.0000% | $95974500.00       | $83687627.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 2.6250%  | 0.0000% | $1000.00           | $988.14            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 2.7500%  | 0.0000% | $1497300.00        | $1465233.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-06-15      | 2.8750%  | 0.0000% | $200.00            | $202.46            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-08-15      | 3.1250%  | 0.0000% | $243000.00         | $244507.30         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 3.1250%  | 0.0000% | $43441400.00       | $43055795.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 3.2500%  | 0.0000% | $200.00            | $197.49            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 3.5000%  | 0.0000% | $100.00            | $99.86             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.6250%  | 0.0000% | $10100.00          | $10091.93          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $22633200.00       | $22861199.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-31      | 3.7500%  | 0.0000% | $17825300.00       | $17628902.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-31      | 4.1250%  | 0.0000% | $302500.00         | $306871.15         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-11-30      | 4.1250%  | 0.0000% | $87999000.00       | $89706328.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-29      | 4.1250%  | 0.0000% | $1000.00           | $1007.84           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-03-31      | 4.1250%  | 0.0000% | $33519200.00       | $33657845.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 4.2500%  | 0.0000% | $300.00            | $306.42            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 4.3750%  | 0.0000% | $71000.00          | $73605.61          | U.S. Treasuries (including strips) |

### Security 210: Santander U.S. Capital Markets LLC

- **C.1 - Title:** Santander U.S. Capital Markets LLC 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18P6M4, C.3 - LEI: 549300LGG2RL, C.5 - Other ID: ARP18P6M4_4.40_0602
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2048-04-25      | 3.0000%  | 0.0000% | $640000.00         | $14228.85          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 3.0000%  | 0.0000% | $5128896.00        | $311771.63         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 3.0000%  | 0.0000% | $2752000.00        | $355897.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 3.0000%  | 0.0000% | $1260000.00        | $140917.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-03-25      | 3.5000%  | 0.0000% | $5600000.00        | $758722.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 4.0000%  | 0.0000% | $60426752.00       | $4681293.59        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 4.5000%  | 0.0000% | $38253120.00       | $1407438.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 4.5000%  | 0.0000% | $66473280.00       | $4607065.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 6.0000%  | 0.0000% | $1219578.00        | $252855.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-07-25      | 6.0000%  | 0.0000% | $3306144.00        | $627293.56         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 6.0000%  | 0.0000% | $14095664.00       | $3399103.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 6.0000%  | 0.0000% | $1065916.00        | $104558.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-25      | 6.5000%  | 0.0000% | $5931720.00        | $751835.97         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 6.5000%  | 0.0000% | $2683012.00        | $529795.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $21413373.00       | $20528.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.0700%  | 0.0000% | $175000000.00      | $396456.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-16      | 0.5098%  | 0.0000% | $197479680.00      | $9089303.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-16      | 0.7453%  | 0.0000% | $70664064.00       | $4392274.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 0.7507%  | 0.0000% | $55369344.00       | $3974260.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.9278%  | 0.0000% | $50000000.00       | $3433139.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 1.0298%  | 0.0000% | $147202048.00      | $7784481.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 1.3000%  | 0.0000% | $92709760.00       | $3868580.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 1.4217%  | 0.0000% | $50000000.00       | $1533126.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.6217%  | 0.0000% | $16666656.00       | $1275390.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.1717%  | 0.0000% | $95917941.00       | $8959083.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $15098528.00       | $8365847.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | N/A      | 0.0000% | $4846008.00        | $3344219.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $16242656.00       | $1256593.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $3610000.00        | $373880.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $6300000.00        | $719158.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 3.5000%  | 0.0000% | $4337376.00        | $1387476.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 3.5000%  | 0.0000% | $2353000.00        | $183620.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $5620832.00        | $630548.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.5000%  | 0.0000% | $14480560.00       | $928543.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | 4.0000%  | 0.0000% | $81120128.00       | $1398377.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 4.0000%  | 0.0000% | $56966000.00       | $3736236.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $2000000.00        | $500590.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 5.0000%  | 0.0000% | $22361088.00       | $2995604.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $8291632.00        | $1143397.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $38583296.00       | $7252465.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $89500000.00       | $16302486.05       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $20782800.00       | $4178438.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | N/A      | 0.0000% | $3387740.00        | $3352771.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.0200%  | 0.0000% | $37970432.00       | $10716.87          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 0.0500%  | 0.0000% | $13461504.00       | $10877.74          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $28861024.00       | $30647.63          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $16071808.00       | $12760.06          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.0500%  | 0.0000% | $5000000.00        | $10262.78          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.0500%  | 0.0000% | $87802240.00       | $126850.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.0500%  | 0.0000% | $87802240.00       | $126765.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-05-25      | 0.1500%  | 0.0000% | $14000000.00       | $73361.25          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.1500%  | 0.0000% | $21500000.00       | $57631.74          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.2500%  | 0.0000% | $14000000.00       | $71286.95          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.8280%  | 0.0000% | $250000000.00      | $15674001.00       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.9280%  | 0.0000% | $160825088.00      | $7815117.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.2280%  | 0.0000% | $15000000.00       | $745833.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 1.3780%  | 0.0000% | $83722368.00       | $7484561.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 1.5780%  | 0.0000% | $52568000.00       | $3728829.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 1.6780%  | 0.0000% | $40000000.00       | $3316837.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 1.6780%  | 0.0000% | $85714176.00       | $5415791.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 2.2280%  | 0.0000% | $60000000.00       | $5604773.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 2.3280%  | 0.0000% | $40000000.00       | $3784479.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 2.7480%  | 0.0000% | $16611008.00       | $1817370.30        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 4.5000%  | 0.0000% | $54203840.00       | $52071027.30       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-01-15      | N/A      | 0.0000% | $500000.00         | $193456.06         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-08-15      | N/A      | 0.0000% | $100000.00         | $1171.70           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-04-15      | 3.5000%  | 0.0000% | $14720192.00       | $214141.62         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-15      | 4.0000%  | 0.0000% | $100000.00         | $18694.16          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | N/A      | 0.0000% | $253500000.00      | $17710017.00       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | N/A      | 0.0000% | $194999936.00      | $182714.94         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | N/A      | 0.0000% | $8500000.00        | $26554.00          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | N/A      | 0.0000% | $35000000.00       | $2362290.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | 0.0500%  | 0.0000% | $41079040.00       | $30444.44          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 0.0500%  | 0.0000% | $9960064.00        | $9383.05           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 0.0500%  | 0.0000% | $20000000.00       | $28490.15          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 0.0500%  | 0.0000% | $73060736.00       | $143503.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 0.0500%  | 0.0000% | $73060736.00       | $143646.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.0700%  | 0.0000% | $30000000.00       | $59389.84          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.1300%  | 0.0000% | $10000000.00       | $26994.01          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.1500%  | 0.0000% | $17000000.00       | $53636.07          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.2500%  | 0.0000% | $13500000.00       | $69920.18          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-09-25      | 1.4635%  | 0.0000% | $50000000.00       | $801209.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.5780%  | 0.0000% | $14251040.00       | $739793.20         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 1.6136%  | 0.0000% | $15504700.00       | $443391.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-09-25      | 1.7635%  | 0.0000% | $55745280.00       | $468870.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 2.0280%  | 0.0000% | $10000000.00       | $746135.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-12-25      | N/A      | 0.0000% | $200000.00         | $1281.74           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-10-25      | N/A      | 0.0000% | $20000000.00       | $2843597.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | N/A      | 0.0000% | $5117040.00        | $193121.00         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | N/A      | 0.0000% | $4416072.00        | $149210.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | N/A      | 0.0000% | $7692304.00        | $4549129.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 2.0000%  | 0.0000% | $1125000.00        | $106876.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 2.5000%  | 0.0000% | $2700000.00        | $326325.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 2.5000%  | 0.0000% | $2000000.00        | $213708.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-25      | 2.5000%  | 0.0000% | $1800000.00        | $221353.65         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $6000000.00        | $687233.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-01-25      | 3.0000%  | 0.0000% | $1362000.00        | $23706.47          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-01-25      | 3.0000%  | 0.0000% | $1280895.00        | $1164.34           | Agency Collateralized Mortgage Obligation |

### Security 211: JP Morgan Securities, Inc. - Fixed Income Clearing Corp.

- **C.1 - Title:** JP Morgan Securities, Inc. - Fixed Income Clearing Corp. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18P6N2, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP18P6N2_4.35_0602
- **C.18 - Value (incl. sponsor support):** $5350000000.00
- **C.18.a - Value (excl. sponsor support):** $5350000000.00
- **C.19 - Percentage of Net Assets:** 3.0700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** JP Morgan Securities, Inc. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.5000%  | 0.0000% | $1424062.00        | $1466306.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $29719744.00       | $29934614.60       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $1698328.00        | $1792501.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $8012864.00        | $8269631.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $19372736.00       | $20008491.36       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $14378224.00       | $15128970.19       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $20488800.00       | $21246580.54       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $17889440.00       | $18536932.37       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $1525162.00        | $1601464.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.5000%  | 0.0000% | $21710.00          | $21256.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-05-01      | 3.0000%  | 0.0000% | $2383208.00        | $1940285.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-01-01      | 3.5000%  | 0.0000% | $1476284.00        | $429334.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 3.5000%  | 0.0000% | $13600.00          | $9429.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.5000%  | 0.0000% | $61815.00          | $50937.87          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-10-01      | 3.5000%  | 0.0000% | $15000000.00       | $12769380.50       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-10-01      | 4.0000%  | 0.0000% | $105000.00         | $20793.50          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-01-01      | 4.0000%  | 0.0000% | $58495.00          | $15401.25          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.0000%  | 0.0000% | $64900736.00       | $49732331.27       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-11-01      | 4.0000%  | 0.0000% | $446986.00         | $412120.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 4.0000%  | 0.0000% | $50660864.00       | $45899763.83       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-07-01      | 4.5000%  | 0.0000% | $919000.00         | $60880.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 4.5000%  | 0.0000% | $806355.00         | $697750.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 4.5000%  | 0.0000% | $997306.00         | $811749.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $4359736.00        | $3491393.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-05-01      | 4.5000%  | 0.0000% | $67059.00          | $48384.71          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-06-01      | 5.0000%  | 0.0000% | $135000.00         | $15180.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.0000%  | 0.0000% | $68442752.00       | $56624828.44       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.0000%  | 0.0000% | $25840896.00       | $22200107.21       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.0000%  | 0.0000% | $124566784.00      | $106509171.02      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 5.0000%  | 0.0000% | $194035.00         | $164592.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.0000%  | 0.0000% | $6576368.00        | $6388411.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.0000%  | 0.0000% | $1692644.00        | $1647702.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.0000%  | 0.0000% | $11350400.00       | $11053811.53       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.0000%  | 0.0000% | $49036352.00       | $47252705.84       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-10-01      | 5.5000%  | 0.0000% | $345008.00         | $319230.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-04-01      | 5.5000%  | 0.0000% | $7198592.00        | $6984899.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.5000%  | 0.0000% | $52216192.00       | $40580217.38       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $88977024.00       | $75617914.20       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $16900000.00       | $15184217.46       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $41223104.00       | $39259307.10       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $40941184.00       | $40346808.30       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $60000000.00       | $57859534.31       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $202860.00         | $177626.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $75000.00          | $64859.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.5000%  | 0.0000% | $4794020.00        | $4184606.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $10930480.00       | $11036238.47       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $21806.00          | $21574.52          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $20798752.00       | $20609281.72       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $104500352.00      | $103849372.96      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $62561024.00       | $60458045.94       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-09-01      | 6.0000%  | 0.0000% | $1009564.00        | $257946.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 6.0000%  | 0.0000% | $100000000.00      | $667202.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 6.0000%  | 0.0000% | $76832512.00       | $58550506.50       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $31964416.00       | $30460747.51       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-08-01      | 6.0000%  | 0.0000% | $1053710.00        | $1024868.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $8006.00           | $8189.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $20047072.00       | $20373785.80       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $21095.00          | $21438.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $18792672.00       | $19097175.93       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1196860.00        | $1229957.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $13635455.00       | $14045614.02       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $59880704.00       | $60209864.08       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.0000%  | 0.0000% | $43137.00          | $42527.38          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $102005248.00      | $103370207.29      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $21042.00          | $21407.46          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $72000.00          | $64540.98          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.5000%  | 0.0000% | $24776224.00       | $24641746.04       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $418280960.00      | $358803575.04      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.5000%  | 0.0000% | $644793344.00      | $550813947.10      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $121381760.00      | $119959104.43      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.5000%  | 0.0000% | $1221480.00        | $1035052.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.5000%  | 0.0000% | $9524800.00        | $8961544.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $36636096.00       | $36231799.10       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.5000%  | 0.0000% | $9929170.00        | $8633462.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.5000%  | 0.0000% | $18673.00          | $19143.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.5000%  | 0.0000% | $2586772.00        | $2646979.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $5378184.00        | $5464831.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $3184810.00        | $3219115.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $359666.00         | $367788.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $5680176.00        | $5804903.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $10036608.00       | $10257005.22       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-03-20      | 6.0000%  | 0.0000% | $8678064.00        | $8916202.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $6151584.00        | $6331968.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 6.5000%  | 0.0000% | $872320.00         | $400548.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $672372.00         | $364295.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-06-20      | 6.5000%  | 0.0000% | $1183072.00        | $731765.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $1251672.00        | $691190.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 6.5000%  | 0.0000% | $1771922.00        | $855030.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $1029422.00        | $1073444.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $24484032.00       | $24563432.28       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $1032544.00        | $1081959.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.5000%  | 0.0000% | $1420730.00        | $1124670.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $1675332.00        | $1699516.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $2274228.00        | $2345612.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $11460320.00       | $12067645.64       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $2087532.00        | $2192248.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-04-20      | 6.5000%  | 0.0000% | $120961.00         | $124324.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-12-20      | 7.0000%  | 0.0000% | $53725.00          | $9843.25           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 7.0000%  | 0.0000% | $56000.00          | $25515.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $352349696.00      | $246302118.38      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $300165120.00      | $176256653.90      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 7.0000%  | 0.0000% | $692226.00         | $509930.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $1131066.00        | $1185763.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $1827670.00        | $1883098.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $20610040.00       | $21816582.63       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 7.0000%  | 0.0000% | $2395476.00        | $2457372.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $3878440.00        | $3581465.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $2790512.00        | $2883868.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1068494.00        | $1140374.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-09-20      | 7.0000%  | 0.0000% | $57108.00          | $58568.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1131490.00        | $1197930.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-08-20      | 7.5000%  | 0.0000% | $35476.00          | $24825.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $12464416.00       | $12207943.62       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.5000%  | 0.0000% | $27053600.00       | $28704579.79       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 7.5000%  | 0.0000% | $3609052.00        | $3722417.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 7.5000%  | 0.0000% | $1332658.00        | $1416260.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 7.5000%  | 0.0000% | $312725.00         | $323236.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-09-20      | 8.5000%  | 0.0000% | $26726.00          | $17684.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-06-20      | 3.0000%  | 0.0000% | $841922.00         | $524440.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 3.0000%  | 0.0000% | $275000.00         | $195185.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-06-20      | 5.5000%  | 0.0000% | $1578368.00        | $1242947.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-20      | 6.5000%  | 0.0000% | $1157060.00        | $1182278.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $244199.00         | $249654.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-12-15      | 5.4500%  | 0.0000% | $119943.00         | $120403.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-15      | 5.5100%  | 0.0000% | $292028.00         | $297890.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 1.5000%  | 0.0000% | $895000.00         | $482035.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 1.5000%  | 0.0000% | $60000000.00       | $33797638.38       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 1.5000%  | 0.0000% | $100000.00         | $51489.28          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-03-01      | 1.5000%  | 0.0000% | $400603.00         | $263617.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-04-01      | 2.0000%  | 0.0000% | $1775818.00        | $424153.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-10-01      | 2.0000%  | 0.0000% | $346349.00         | $175815.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 2.5000%  | 0.0000% | $95000.00          | $18002.06          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.5000%  | 0.0000% | $241000.00         | $165963.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-06-01      | 2.5000%  | 0.0000% | $515000.00         | $204220.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.5000%  | 0.0000% | $900000.00         | $582654.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.5000%  | 0.0000% | $1020000.00        | $451202.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-04-01      | 2.5000%  | 0.0000% | $2388704.00        | $1234770.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $13636416.00       | $11296691.87       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $10789980.00       | $8863276.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-11-01      | 3.0000%  | 0.0000% | $225000.00         | $11131.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 3.0000%  | 0.0000% | $705641.00         | $214379.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-12-01      | 3.0000%  | 0.0000% | $500000.00         | $54692.78          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-10-01      | 3.0000%  | 0.0000% | $150000.00         | $20483.76          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-02-01      | 3.0000%  | 0.0000% | $87930.00          | $63919.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.0000%  | 0.0000% | $100000.00         | $70607.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.0000%  | 0.0000% | $47400000.00       | $31107203.69       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-12-01      | 3.0000%  | 0.0000% | $77000.00          | $20917.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 4.0000%  | 0.0000% | $2084892.00        | $471362.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $800000.00         | $569341.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 4.0000%  | 0.0000% | $1731356.00        | $571149.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 4.0000%  | 0.0000% | $2286596.00        | $205041.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 4.0000%  | 0.0000% | $73000.00          | $7956.37           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-01-20      | 4.5000%  | 0.0000% | $3000000.00        | $228193.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-09-20      | 4.5000%  | 0.0000% | $2161000.00        | $168270.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-08-20      | 4.5000%  | 0.0000% | $35000000.00       | $2846307.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-01-20      | 4.5000%  | 0.0000% | $672216.00         | $70316.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-11-20      | 4.5000%  | 0.0000% | $28691.00          | $18284.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $2945900.00        | $2532518.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 4.5000%  | 0.0000% | $167684.00         | $130198.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 4.5000%  | 0.0000% | $3595704.00        | $3152265.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-20      | 4.5000%  | 0.0000% | $93222.00          | $9244.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $3508000.00        | $283051.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 4.5000%  | 0.0000% | $1617054.00        | $316308.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 5.0000%  | 0.0000% | $2680000.00        | $257006.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 5.0000%  | 0.0000% | $8736624.00        | $1016364.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-07-20      | 5.0000%  | 0.0000% | $201158.00         | $79871.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-11-20      | 5.0000%  | 0.0000% | $425078.00         | $102492.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 5.0000%  | 0.0000% | $3187780.00        | $2738771.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $151875584.00      | $118537736.95      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-02-20      | 5.0000%  | 0.0000% | $161318.00         | $113601.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 5.0000%  | 0.0000% | $17724000.00       | $15417931.22       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 5.0000%  | 0.0000% | $3903376.00        | $3589641.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-20      | 5.0000%  | 0.0000% | $1356154.00        | $258208.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-10-20      | 5.0000%  | 0.0000% | $3367760.00        | $1001477.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $1212326.00        | $1064579.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 5.0000%  | 0.0000% | $1415068.00        | $1000512.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $8514288.00        | $8278459.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1100850.00        | $1077217.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $455035904.00      | $437725926.19      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $161281280.00      | $155649315.05      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 5.5000%  | 0.0000% | $636386.00         | $99022.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 5.5000%  | 0.0000% | $8100000.00        | $730041.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 5.5000%  | 0.0000% | $56699.00          | $16862.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-07-20      | 5.5000%  | 0.0000% | $856160.00         | $562439.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $80018000.00       | $58901917.97       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 5.5000%  | 0.0000% | $1000000.00        | $148148.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 5.5000%  | 0.0000% | $2153700.00        | $723238.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $6370808.00        | $6323616.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $238020608.00      | $235187711.00      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $13204672.00       | $12681198.13       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.0000%  | 0.0000% | $2385480.00        | $2270384.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $8486448.00        | $8696077.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $59690.00          | $60365.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $139984.00         | $144382.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $5651080.00        | $5748786.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $1372896.00        | $1395483.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $2002768.00        | $2035761.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-02-15      | 2.7800%  | 0.0000% | $53500.00          | $44495.11          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-11-15      | 3.0000%  | 0.0000% | $53457.00          | $45248.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2058-05-15      | 4.7400%  | 0.0000% | $50000.00          | $48048.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-02-15      | 5.3600%  | 0.0000% | $4546520.00        | $4597075.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-07-15      | 5.4500%  | 0.0000% | $169920.00         | $171454.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-03-15      | 5.6000%  | 0.0000% | $2795588.00        | $2858895.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-02-15      | 5.7200%  | 0.0000% | $319845.00         | $328647.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-01-15      | 5.9200%  | 0.0000% | $257279.00         | $268046.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-02-15      | 6.3600%  | 0.0000% | $397584.00         | $419457.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-09-15      | 3.0000%  | 0.0000% | $50000000.00       | $4427913.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-15      | 4.0000%  | 0.0000% | $2346440.00        | $1535319.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 5.0000%  | 0.0000% | $365278.00         | $119450.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-20      | 5.5000%  | 0.0000% | $693492.00         | $40233.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-11-20      | 4.7500%  | 0.0000% | $48644060.00       | $11787.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-03-20      | 5.7500%  | 0.0000% | $1969422.00        | $104089.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-11-20      | 5.8750%  | 0.0000% | $3030528.00        | $353554.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-05-20      | 6.6250%  | 0.0000% | $637901.00         | $44383.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 4.5000%  | 0.0000% | $37526016.00       | $34954551.71       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-04-20      | 1.5000%  | 0.0000% | $189680.00         | $120249.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-12-20      | 1.5000%  | 0.0000% | $44681.00          | $38036.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.0000%  | 0.0000% | $197252352.00      | $126341894.92      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-01-20      | 2.5000%  | 0.0000% | $282800.00         | $36997.96          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-02-20      | 2.5000%  | 0.0000% | $500000.00         | $31941.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-01-20      | 2.5000%  | 0.0000% | $221116.00         | $23138.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-20      | 2.5000%  | 0.0000% | $716789.00         | $88780.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-20      | 2.5000%  | 0.0000% | $1150000.00        | $140071.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $582694.00         | $349482.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $35177472.00       | $21642845.66       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $268189696.00      | $172156886.35      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 2.5000%  | 0.0000% | $11458240.00       | $7309450.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 2.5000%  | 0.0000% | $1331108.00        | $855200.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-09-20      | 2.5000%  | 0.0000% | $1450900.00        | $1058087.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 2.5000%  | 0.0000% | $664474.00         | $410485.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 2.5000%  | 0.0000% | $70238.00          | $49640.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $1290120.00        | $982589.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 2.5000%  | 0.0000% | $1159274.00        | $961383.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-09-20      | 3.0000%  | 0.0000% | $163052.00         | $8335.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-05-20      | 3.0000%  | 0.0000% | $223086.00         | $28505.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-04-20      | 3.0000%  | 0.0000% | $51710000.00       | $4705642.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-06-20      | 3.0000%  | 0.0000% | $2800000.00        | $186507.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-20      | 3.0000%  | 0.0000% | $3344796.00        | $379765.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $25503488.00       | $8953776.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $96606880.00       | $60197312.96       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 3.0000%  | 0.0000% | $103172.00         | $80558.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $195000.00         | $67947.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $1071674.00        | $484898.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $879148.00         | $622545.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $694854.00         | $406303.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $406503.00         | $289512.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $75144.00          | $49653.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $75302.00          | $49783.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 3.0000%  | 0.0000% | $134977.00         | $96360.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $3541936.00        | $2717648.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $502084.00         | $403753.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $5104768.00        | $2927401.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $1000000.00        | $685160.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-05-20      | 3.5000%  | 0.0000% | $3554540.00        | $364138.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-11-20      | 3.5000%  | 0.0000% | $284000.00         | $13454.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-09-20      | 3.5000%  | 0.0000% | $51046464.00       | $4483609.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-07-20      | 3.5000%  | 0.0000% | $100000.00         | $6755.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-07-20      | 3.5000%  | 0.0000% | $1050000.00        | $124380.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 3.5000%  | 0.0000% | $35463424.00       | $3884014.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $68432000.00       | $10348632.27       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 3.5000%  | 0.0000% | $4274864.00        | $1815272.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $1250070.00        | $825391.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-01-20      | 3.5000%  | 0.0000% | $474955.00         | $347070.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $112000.00         | $43946.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 3.5000%  | 0.0000% | $800000.00         | $153468.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-09-20      | 3.5000%  | 0.0000% | $3000000.00        | $464001.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 4.0000%  | 0.0000% | $43267136.00       | $33595730.59       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 4.0000%  | 0.0000% | $26745056.00       | $21627595.01       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 4.0000%  | 0.0000% | $3081130.00        | $2622872.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-05-20      | 4.0000%  | 0.0000% | $1131022.00        | $954031.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 4.0000%  | 0.0000% | $5029800.00        | $76181.69          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 6.5000%  | 0.0000% | $24161640.00       | $20448115.57       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.5000%  | 0.0000% | $24088.00          | $18341.95          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-03-01      | 7.0000%  | 0.0000% | $10714944.00       | $30310.17          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 7.0000%  | 0.0000% | $2297860.00        | $1963973.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 7.0000%  | 0.0000% | $10074416.00       | $10494073.21       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 7.0000%  | 0.0000% | $1643958.00        | $1730706.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 7.0000%  | 0.0000% | $19965.00          | $20980.92          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 7.0000%  | 0.0000% | $4894280.00        | $5139187.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 7.0000%  | 0.0000% | $1066942.00        | $1131687.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 7.0000%  | 0.0000% | $1157114.00        | $1221997.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 7.0000%  | 0.0000% | $19607.00          | $20675.50          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 7.0000%  | 0.0000% | $97380736.00       | $102206038.06      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-06-01      | 7.5000%  | 0.0000% | $19921600.00       | $153491.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-05-01      | 7.5000%  | 0.0000% | $4738280.00        | $344720.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-05-01      | 1.5000%  | 0.0000% | $45789680.00       | $29641721.91       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 3.0000%  | 0.0000% | $20622144.00       | $16109985.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-07-01      | 5.0000%  | 0.0000% | $10088480.00       | $18356.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $318439936.00      | $325190013.46      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 7.0000%  | 0.0000% | $278490112.00      | $279528758.28      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-04-15      | 3.4100%  | 0.0000% | $42928.00          | $37544.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-05-15      | 2.5700%  | 0.0000% | $50000.00          | $41077.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-03-15      | 2.6500%  | 0.0000% | $1147282.00        | $939229.59         | Agency Mortgage-Backed Securities |

### Security 212: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18P6P7, C.3 - LEI: K5HU16E3LMSV, C.5 - Other ID: ARP18P6P7_4.40_0602
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-06-20      | 2.9217%  | 0.0000% | $50000000.00       | $1896434.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $40000000.00       | $3666720.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | 0.8780%  | 0.0000% | $23488448.00       | $982360.64         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-09-25      | 1.3280%  | 0.0000% | $33081500.00       | $1130642.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-04-25      | 1.4280%  | 0.0000% | $50000000.00       | $2443071.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 1.4280%  | 0.0000% | $100000000.00      | $4563447.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 1.5280%  | 0.0000% | $75000000.00       | $3352583.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.5780%  | 0.0000% | $38315904.00       | $3316692.45        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 2.3280%  | 0.0000% | $79790976.00       | $6233358.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 2.6780%  | 0.0000% | $44895424.00       | $3566162.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 2.5000%  | 0.0000% | $43213440.00       | $3191704.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 2.5000%  | 0.0000% | $39672128.00       | $3181058.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-09-25      | 3.0000%  | 0.0000% | $83333248.00       | $8493733.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $97207000.00       | $9370716.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-01-25      | 3.0000%  | 0.0000% | $39817472.00       | $4717067.68        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 3.0000%  | 0.0000% | $59883200.00       | $7920362.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-07-25      | 3.5000%  | 0.0000% | $30977120.00       | $3470653.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 5.0000%  | 0.0000% | $60000000.00       | $14003566.74       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-06-15      | N/A      | 0.0000% | $69362688.00       | $128650.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-09-15      | 4.0000%  | 0.0000% | $31063520.00       | $467575.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-10-15      | 4.0000%  | 0.0000% | $50000000.00       | $436102.35         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-09-25      | 0.9280%  | 0.0000% | $67500000.00       | $2737969.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 1.4780%  | 0.0000% | $115336160.00      | $6364910.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-02-25      | 1.5780%  | 0.0000% | $104121087.00      | $6098195.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 2.6780%  | 0.0000% | $40458048.00       | $3137749.63        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-25      | 3.0000%  | 0.0000% | $35722304.00       | $4153341.47        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-09-25      | 4.0000%  | 0.0000% | $50000000.00       | $471528.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | N/A      | 0.0000% | $99999993.00       | $216832.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.5917%  | 0.0000% | $46000000.00       | $4530982.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.6217%  | 0.0000% | $56307520.00       | $4161372.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 1.7217%  | 0.0000% | $15004064.00       | $1088886.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.2717%  | 0.0000% | $8719664.00        | $605917.89         | Agency Collateralized Mortgage Obligation |
| Federal Farm Credit Bank                 | 2028-05-23      | 4.2200%  | 0.0000% | $19996000.00       | $19995391.23       | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                 | 2026-05-28      | 4.3300%  | 0.0000% | $5300000.00        | $5300071.84        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Bank                   | 2030-05-07      | 4.0000%  | 0.0000% | $1800000.00        | $1790234.20        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Bank                   | 2027-11-19      | 4.5000%  | 0.0000% | $4100000.00        | $4102357.50        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Bank                   | 2030-05-20      | 5.0000%  | 0.0000% | $4800000.00        | $4797709.33        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-08-01      | 2.5000%  | 0.0000% | $16000.00          | $2165.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-01-01      | 2.5000%  | 0.0000% | $16000.00          | $2603.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 2.5000%  | 0.0000% | $17000.00          | $3989.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-06-01      | 3.0000%  | 0.0000% | $398250.00         | $96288.41          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-04-01      | 3.5000%  | 0.0000% | $368706.00         | $63299.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-05-01      | 3.5000%  | 0.0000% | $300457.00         | $62027.34          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-06-01      | 3.5000%  | 0.0000% | $43000.00          | $5265.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 3.5000%  | 0.0000% | $11000.00          | $2439.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-07-01      | 4.0000%  | 0.0000% | $426000.00         | $57764.98          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $59000.00          | $8566.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-03-01      | 4.0000%  | 0.0000% | $75000.00          | $10711.36          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-03-01      | 4.5000%  | 0.0000% | $128000.00         | $24630.25          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-07-01      | 4.5000%  | 0.0000% | $306525.00         | $62946.37          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 5.0000%  | 0.0000% | $262292.00         | $2659.19           | Agency Mortgage-Backed Securities         |

### Security 213: BNP Paribas Securities Corp. - Fixed Income Clearing Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. - Fixed Income Clearing Corp. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P7V3, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP18P7V3_4.34_0602
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** BNP Paribas Securities Corp. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $51.40             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-02-15      | 2.0000%  | 0.0000% | $59038100.00       | $34152115.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-11-15      | 2.8750%  | 0.0000% | $8044800.00        | $5801611.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-05-15      | 3.0000%  | 0.0000% | $1000000.00        | $733703.83         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-08-15      | 3.0000%  | 0.0000% | $200.00            | $146.25            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 3.1250%  | 0.0000% | $9717900.00        | $7858476.05        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $78.02             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-02-15      | 3.6250%  | 0.0000% | $7499900.00        | $6068741.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-11-15      | 4.0000%  | 0.0000% | $39999900.00       | $35865047.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-11-15      | 4.5000%  | 0.0000% | $1050100.00        | $982099.97         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-07-31      | 0.2500%  | 0.0000% | $1108600.00        | $1101998.09        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-31      | 0.3750%  | 0.0000% | $100.00            | $92.84             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 0.6250%  | 0.0000% | $22050400.00       | $20350551.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $97.86             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-15      | 2.7500%  | 0.0000% | $129603200.00      | $119009376.42      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-02-15      | 3.5000%  | 0.0000% | $50000000.00       | $48081162.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-31      | 3.7500%  | 0.0000% | $100.00            | $100.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-03-31      | 4.1250%  | 0.0000% | $45195600.00       | $45613808.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-29      | 4.1250%  | 0.0000% | $40751500.00       | $41070926.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-28      | 4.2500%  | 0.0000% | $34385200.00       | $35067041.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $99999800.00       | $102549644.58      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $5671200.00        | $5693149.17        | U.S. Treasuries (including strips) |

### Security 214: Deutsche Bank Securities, Inc.

- **C.1 - Title:** Deutsche Bank Securities, Inc. 4.260000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P8G5, C.3 - LEI: 9J6MBOOO7BEC, C.5 - Other ID: ARP18P8G5_4.26_0602
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2032-05-15      | 2.8750%  | 0.0000% | $1957100.00        | $1803009.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-30      | 4.2500%  | 0.0000% | $228287600.00      | $233753545.30      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-09-30      | 5.0000%  | 0.0000% | $271724700.00      | $274443501.55      | U.S. Treasuries (including strips) |

### Security 215: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 4.440000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: ARP18PK55, C.3 - LEI: UVCP0ONBRH8AI9HEYC97, C.5 - Other ID: ARP18PK55_4.44_0603
- **C.18 - Value (incl. sponsor support):** $1000503921.56
- **C.18.a - Value (excl. sponsor support):** $1000503921.56
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 216: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PLG0, C.3 - LEI: 549300H8L46O, C.5 - Other ID: ARP18PLG0_4.35_0602
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $1289759.00        | $1170764.79        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 5.5000%  | 0.0000% | $113164.00         | $106696.30         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $1448459.00        | $1101283.29        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $1156302.00        | $895841.30         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1095500.00        | $1007956.80        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1767050.00        | $1692646.46        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $5416450.00        | $5303846.04        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $1545500.00        | $1311306.34        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 5.5000%  | 0.0000% | $599710.00         | $529109.18         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 5.5000%  | 0.0000% | $1290832.00        | $1084850.51        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $1762427.00        | $1666143.19        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $1768088.00        | $1732749.12        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.5000%  | 0.0000% | $2355039.00        | $2344009.85        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $313350.00         | $311936.36         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $5000.00           | $3799.06           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $5000.00           | $3707.58           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $74257.00          | $53871.23          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 6.0000%  | 0.0000% | $1159905.00        | $1166163.91        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.0000%  | 0.0000% | $1271365.00        | $933931.75         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $6820570.00        | $6463497.88        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $1034308.00        | $1047455.44        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $3244011.00        | $3248631.09        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $3423404.00        | $3252472.11        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 6.0000%  | 0.0000% | $14631812.00       | $12313133.92       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $2147200.00        | $2130820.53        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.5000%  | 0.0000% | $742833.00         | $616814.16         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.5000%  | 0.0000% | $1004900.00        | $781759.87         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.5000%  | 0.0000% | $1576662.00        | $1217657.47        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.5000%  | 0.0000% | $1226973.00        | $1057422.08        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.5000%  | 0.0000% | $1064020.00        | $907205.87         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.5000%  | 0.0000% | $20384.00          | $20970.58          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 7.0000%  | 0.0000% | $2942717.00        | $2387956.32        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 7.0000%  | 0.0000% | $1119980.00        | $1005955.47        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 7.0000%  | 0.0000% | $1277710.00        | $1343189.32        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 7.0000%  | 0.0000% | $1703479.00        | $1239661.93        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 7.0000%  | 0.0000% | $1303083.00        | $934884.38         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 7.0000%  | 0.0000% | $1459996.00        | $834389.94         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 7.0000%  | 0.0000% | $1050895.00        | $1097169.18        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 7.0000%  | 0.0000% | $1121382.00        | $830420.02         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 7.0000%  | 0.0000% | $457245.00         | $477866.47         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-04-01      | 5.5000%  | 0.0000% | $11032789.00       | $493295.02         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 3.1620%  | 0.0000% | $1000.00           | $863.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $494454.00         | $305056.84         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $9935120.00        | $6083212.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $668087.00         | $406614.29         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $8137999.00        | $5309186.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $3104.00           | $1853.25           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $1024.00           | $641.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $1098731.00        | $347626.88         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $110997.00         | $34046.54          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-12-01      | 3.5000%  | 0.0000% | $141149076.00      | $18422136.81       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-11-01      | 4.0000%  | 0.0000% | $2004.00           | $317.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-09-01      | 4.0000%  | 0.0000% | $4096.00           | $568.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $1532093.00        | $1441983.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $6473127.00        | $5949382.72        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $14000.00          | $13095.23          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $32979904.00       | $26869396.54       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $3260040.00        | $3226286.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $1044195.00        | $1042644.91        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1120300.00        | $1121575.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2061-09-01      | 5.5000%  | 0.0000% | $8149296.00        | $6195981.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $1880868.00        | $1579163.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $1161451.00        | $1029404.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $7312576.00        | $6822167.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $1134654.00        | $876621.49         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $2761834.00        | $2782682.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $393144.00         | $398719.09         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $1150877.00        | $1021011.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $2713943.00        | $2567304.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $269039.00         | $275019.84         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1196888.00        | $1216443.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1758348.00        | $1783468.34        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $2535178.00        | $2598517.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $1008896.00        | $991066.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 6.0000%  | 0.0000% | $4865282.00        | $3718869.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $3072.00           | $3063.11           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-01-01      | 6.0000%  | 0.0000% | $1001.00           | $16.95             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-09-01      | 6.0000%  | 0.0000% | $2005.00           | $17.02             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $6182321.00        | $4476622.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-04-01      | 6.0000%  | 0.0000% | $1998.00           | $28.97             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-06-01      | 6.0000%  | 0.0000% | $2005.00           | $35.20             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $6000.00           | $6062.47           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1020.46           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1093403.00        | $1133219.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $2000.00           | $2045.18           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 6.5000%  | 0.0000% | $92186.00          | $75162.13          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $3255032.00        | $2692197.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-04-01      | 6.5000%  | 0.0000% | $1001.00           | $74.54             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $1061260.00        | $855213.70         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $1019930.00        | $989970.59         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 7.0000%  | 0.0000% | $226267.00         | $237288.43         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 7.0000%  | 0.0000% | $1341965.00        | $1152553.13        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-15      | 2.5000%  | 0.0000% | $4051.00           | $2706.50           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-15      | 6.5000%  | 0.0000% | $4000.00           | $4209.88           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $3072.00           | $1978.06           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $2048.00           | $1351.02           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 3.0000%  | 0.0000% | $3000.00           | $2049.60           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 3.0000%  | 0.0000% | $1000.00           | $669.21            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $3000.00           | $2295.73           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $5000.00           | $1298.13           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $379690.00         | $30882.79          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 3.5000%  | 0.0000% | $3000.00           | $1532.98           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 3.5000%  | 0.0000% | $850567.00         | $749327.65         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 3.5000%  | 0.0000% | $15699003.00       | $13874938.31       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 3.5000%  | 0.0000% | $1000.00           | $886.27            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 4.0000%  | 0.0000% | $3000.00           | $2655.38           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 4.0000%  | 0.0000% | $4000.00           | $3199.11           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $2002.00           | $146.80            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $5000.00           | $5242.40           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $2000.00           | $1991.29           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $3000.00           | $3175.30           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $3000.00           | $2827.93           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $5000.00           | $2387.35           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $832.57            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $5000.00           | $4571.11           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 7.3750%  | 0.0000% | $21836.00          | $23444.79          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.5000%  | 0.0000% | $6048.00           | $6501.05           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $37296299.00       | $17646783.13       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2075-04-20      | 5.8040%  | 0.0000% | $23371066.00       | $25032876.02       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2073-08-20      | 6.5140%  | 0.0000% | $1330032.00        | $590379.14         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2073-08-20      | 6.5640%  | 0.0000% | $1231363.00        | $616522.73         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-02-01      | 1.2900%  | 0.0000% | $730432.00         | $561521.01         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-08-01      | 1.7550%  | 0.0000% | $1044.00           | $877.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-04-01      | 2.3700%  | 0.0000% | $1000.00           | $884.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-10-01      | 2.4300%  | 0.0000% | $1000.00           | $884.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-12-01      | 4.3000%  | 0.0000% | $6000.00           | $5993.28           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-04-01      | 4.3850%  | 0.0000% | $7010.00           | $6880.52           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-12-01      | 4.4000%  | 0.0000% | $2000.00           | $2000.69           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-12-01      | 4.5900%  | 0.0000% | $4002.00           | $3931.61           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 2.0000%  | 0.0000% | $22702612.00       | $14037509.08       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $4755974.00        | $3153925.81        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $5999435.00        | $4211855.72        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $3000.00           | $2535.13           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $2151727.00        | $1767635.49        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $1409534.00        | $1046928.49        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 4.5000%  | 0.0000% | $3507507.00        | $2647351.98        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 4.5000%  | 0.0000% | $1102961.00        | $943597.43         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.0000%  | 0.0000% | $22949495.00       | $18924356.03       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $4966669.00        | $3724662.76        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-05-01      | 4.1900%  | 0.0000% | $28976.00          | $28367.74          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2073-10-20      | 6.5640%  | 0.0000% | $1227836.00        | $585760.29         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2073-11-20      | 6.5780%  | 0.0000% | $995288.00         | $673066.27         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2072-10-20      | 7.3410%  | 0.0000% | $1000.00           | $922.76            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-11-20      | 4.0000%  | 0.0000% | $2005.00           | $888.19            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2026-01-15      | 0.6250%  | 0.0000% | $11707700.00       | $15715202.20       | U.S. Treasuries (including strips) |

### Security 217: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PLH8, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP18PLH8_4.34_0602
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond  | 2049-02-15      | 3.0000%  | 0.0000% | $199800.00         | $145353.85         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-08-15      | 4.2500%  | 0.0000% | $257670400.00      | $233168507.51      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-12-31      | 3.8750%  | 0.0000% | $23582700.00       | $23841558.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-11-15      | 4.2500%  | 0.0000% | $322260800.00      | $318842366.01      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-08-15      | N/A      | 0.0000% | $4966931.02        | $3097586.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-02-15      | N/A      | 0.0000% | $97116159.98       | $29913428.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-05-15      | N/A      | 0.0000% | $96000.00          | $53119.49          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-02-15      | N/A      | 0.0000% | $359032000.00      | $102710079.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $389684000.00      | $104228000.10      | U.S. Treasuries (including strips) |

### Security 218: JP Morgan Securities, Inc. - Fixed Income Clearing Corp.

- **C.1 - Title:** JP Morgan Securities, Inc. - Fixed Income Clearing Corp. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PLJ4, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP18PLJ4_4.34_0602
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** JP Morgan Securities, Inc. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2025-08-07      | N/A      | 0.0000% | $154250800.00      | $153055356.30      | U.S. Treasuries (including strips) |

### Security 219: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PLP0, C.3 - LEI: 5U0XI89JRFVH, C.5 - Other ID: ARP18PLP0_4.34_0602
- **C.18 - Value (incl. sponsor support):** $1100000000.00
- **C.18.a - Value (excl. sponsor support):** $1100000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2031-11-30      | 4.1250%  | 0.0000% | $191549200.00      | $195265575.53      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $167945200.00      | $168595196.26      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 4.6250%  | 0.0000% | $145085000.00      | $149217656.28      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-08-15      | 2.8750%  | 0.0000% | $62522800.00       | $46197450.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $147901000.00      | $147275690.69      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-02-15      | 3.5000%  | 0.0000% | $203400200.00      | $195594361.16      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-09-30      | 3.6250%  | 0.0000% | $225171900.00      | $220259915.31      | U.S. Treasuries (including strips) |

### Security 220: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PLQ8, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP18PLQ8_4.34_0602
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $93.70             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-31      | 4.1250%  | 0.0000% | $50233400.00       | $50996951.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-30      | 4.8750%  | 0.0000% | $3000.00           | $3029.24           | U.S. Treasuries (including strips) |

### Security 221: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc. 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PLT2, C.3 - LEI: K5HU16E3LMSV, C.5 - Other ID: ARP18PLT2_4.36_0602
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2039-11-01      | 5.0000%  | 0.0000% | $2600000.00        | $108116.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-07-01      | 5.0000%  | 0.0000% | $809000.00         | $52365.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-08-01      | 5.0000%  | 0.0000% | $775000.00         | $9241.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-05-01      | 5.5000%  | 0.0000% | $17000.00          | $12282.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-10-01      | 5.5000%  | 0.0000% | $142000.00         | $99341.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $18164544.00       | $17974999.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-06-01      | 5.5000%  | 0.0000% | $862034.00         | $26682.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $369802.00         | $302721.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $3000000.00        | $2515262.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $15000.00          | $13167.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $7000.00           | $6650.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-06-01      | 5.5000%  | 0.0000% | $15047.00          | $93.73             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-05-01      | 5.5000%  | 0.0000% | $47000.00          | $8846.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-05-01      | 5.5000%  | 0.0000% | $1503872.00        | $4798.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $40000.00          | $37121.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $4000.00           | $3490.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $24323519.00       | $24371105.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $195000.00         | $157423.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-10-01      | 6.0000%  | 0.0000% | $16999.00          | $24.13             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-03-01      | 6.0000%  | 0.0000% | $15000.00          | $23.70             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-03-01      | 6.0000%  | 0.0000% | $158265.00         | $722.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $158155.00         | $141083.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-02-01      | 6.5000%  | 0.0000% | $426791.00         | $11149.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-10-01      | 6.5000%  | 0.0000% | $294480.00         | $13189.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $32235000.00       | $31133701.57       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-11-20      | 4.0000%  | 0.0000% | $155391.00         | $38949.96          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-07-20      | 6.0000%  | 0.0000% | $101729.00         | $82137.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $20689.00          | $2835.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $3400000.00        | $1708461.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $3975000.00        | $1437445.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $1060000.00        | $675782.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-05-01      | 2.5000%  | 0.0000% | $109000.00         | $92323.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-04-01      | 2.5000%  | 0.0000% | $3000.00           | $138.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-04-01      | 2.5000%  | 0.0000% | $8000.00           | $1384.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-10-01      | 2.5000%  | 0.0000% | $4000.00           | $743.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-04-01      | 2.5000%  | 0.0000% | $72000.00          | $3559.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-01-01      | 3.0000%  | 0.0000% | $30016.00          | $4756.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $10161000.00       | $2538538.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-11-01      | 3.0000%  | 0.0000% | $555000.00         | $125307.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $100000.00         | $58147.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $45000.00          | $28181.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $200000.00         | $65574.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $900000.00         | $644005.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 3.0000%  | 0.0000% | $149000.00         | $61861.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $14000.00          | $10886.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-02-01      | 3.0000%  | 0.0000% | $49000.00          | $7081.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-07-01      | 3.0000%  | 0.0000% | $250000.00         | $38330.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $225000.00         | $39336.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1225.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $49495000.00       | $13420466.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-11-01      | 3.5000%  | 0.0000% | $2000.00           | $540.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-02-01      | 3.5000%  | 0.0000% | $43000.00          | $3763.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-02-01      | 3.5000%  | 0.0000% | $564000.00         | $212878.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 3.5000%  | 0.0000% | $1000.00           | $189.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-03-01      | 3.5000%  | 0.0000% | $25000.00          | $8680.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 3.5000%  | 0.0000% | $4357928.00        | $2840877.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-05-01      | 3.5000%  | 0.0000% | $71614.00          | $4372.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-09-01      | 3.5000%  | 0.0000% | $29000.00          | $3022.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-06-01      | 3.5000%  | 0.0000% | $42000.00          | $3896.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-07-01      | 3.5000%  | 0.0000% | $71000.00          | $5976.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-05-01      | 3.5000%  | 0.0000% | $17000.00          | $1533.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $9000.00           | $983.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-02-01      | 3.5000%  | 0.0000% | $370000.00         | $36160.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $900000.00         | $100599.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-08-01      | 3.5000%  | 0.0000% | $11000.00          | $1752.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-01-01      | 3.5000%  | 0.0000% | $16000.00          | $404.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-01-01      | 3.5000%  | 0.0000% | $10000.00          | $825.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-03-01      | 3.5000%  | 0.0000% | $619556.00         | $100413.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-07-01      | 4.0000%  | 0.0000% | $1500000.00        | $173566.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-06-01      | 4.0000%  | 0.0000% | $1610000.00        | $256198.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-02-01      | 4.0000%  | 0.0000% | $115000.00         | $21122.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 4.0000%  | 0.0000% | $15000.00          | $12436.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-02-01      | 4.0000%  | 0.0000% | $23301696.00       | $7898598.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-03-01      | 4.0000%  | 0.0000% | $93000.00          | $27824.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $15420800.00       | $11463221.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-02-01      | 4.0000%  | 0.0000% | $332566.00         | $34881.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-02-01      | 4.0000%  | 0.0000% | $133000.00         | $244.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-04-01      | 4.0000%  | 0.0000% | $87000.00          | $223.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-06-01      | 4.0000%  | 0.0000% | $60000.00          | $151.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-08-01      | 4.0000%  | 0.0000% | $1472666.00        | $11802.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-06-01      | 4.0000%  | 0.0000% | $36502.00          | $5562.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-01      | 4.5000%  | 0.0000% | $6661968.00        | $896458.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 4.5000%  | 0.0000% | $2096376.00        | $177990.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $41000.00          | $31945.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-09-01      | 4.5000%  | 0.0000% | $555000.00         | $65641.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-11-01      | 4.5000%  | 0.0000% | $52000.00          | $9463.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-02-01      | 4.5000%  | 0.0000% | $133000.00         | $27684.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-09-01      | 4.5000%  | 0.0000% | $1660296.00        | $228305.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $5000.00           | $4035.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-06-01      | 4.5000%  | 0.0000% | $5029488.00        | $4749114.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-05-01      | 4.5000%  | 0.0000% | $39000.00          | $13433.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $3000.00           | $2392.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-09-01      | 4.5000%  | 0.0000% | $46000.00          | $1009.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-01-01      | 4.5000%  | 0.0000% | $22000.00          | $811.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-10-01      | 4.5000%  | 0.0000% | $136000.00         | $880.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-04-01      | 4.5000%  | 0.0000% | $5000.00           | $369.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-10-01      | 4.5000%  | 0.0000% | $50000.00          | $9193.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-11-01      | 4.5000%  | 0.0000% | $15041.00          | $2098.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-01-01      | 4.5000%  | 0.0000% | $150000.00         | $601.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-11-01      | 4.5000%  | 0.0000% | $1020000.00        | $126575.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-11-01      | 4.5000%  | 0.0000% | $64363.00          | $12865.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-02-01      | 5.0000%  | 0.0000% | $8000.00           | $5723.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $25654912.00       | $22130990.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 5.0000%  | 0.0000% | $47000.00          | $43992.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-12-01      | 5.0000%  | 0.0000% | $11000.00          | $10151.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $23000.00          | $21579.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-05-01      | 5.0000%  | 0.0000% | $1022058.00        | $163807.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $300000.00         | $251686.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $194435.00         | $160916.14         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2030-10-15      | 1.2600%  | 0.0000% | $1086000.00        | $936844.42         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2029-05-14      | 4.3700%  | 0.0000% | $2400000.00        | $2403115.73        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2031-01-13      | 4.0000%  | 0.0000% | $16000000.00       | $15893934.22       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2028-05-26      | 4.2500%  | 0.0000% | $4925000.00        | $4917021.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-10-29      | 1.5000%  | 0.0000% | $20000000.00       | $16171273.33       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-01-01      | 2.5000%  | 0.0000% | $16000.00          | $1235.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-12-01      | 2.5000%  | 0.0000% | $4000.00           | $655.37            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-10-01      | 3.0000%  | 0.0000% | $40000.00          | $10154.41          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-08-01      | 3.5000%  | 0.0000% | $250000.00         | $27397.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-08-01      | 3.5000%  | 0.0000% | $83000.00          | $7423.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-05-01      | 3.5000%  | 0.0000% | $71000.00          | $9905.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-06-01      | 3.5000%  | 0.0000% | $91000.00          | $10026.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-08-01      | 3.5000%  | 0.0000% | $550000.00         | $73543.05          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-03-01      | 3.5000%  | 0.0000% | $575000.00         | $124934.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-09-01      | 4.0000%  | 0.0000% | $975000.00         | $119462.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-09-01      | 4.0000%  | 0.0000% | $1000000.00        | $47386.37          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-07-01      | 4.5000%  | 0.0000% | $327678.00         | $112.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-09-01      | 4.5000%  | 0.0000% | $16383.00          | $7.68              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 4.5000%  | 0.0000% | $59053312.00       | $11451237.50       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-12-01      | 5.0000%  | 0.0000% | $100000.00         | $3918.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-05-01      | 5.0000%  | 0.0000% | $120000.00         | $4773.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-08-01      | 6.0000%  | 0.0000% | $114999.00         | $925.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $1171780.00        | $769937.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-03-01      | 2.0000%  | 0.0000% | $11000.00          | $7164.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $701000.00         | $513278.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 2.0000%  | 0.0000% | $2000.00           | $1519.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-01-01      | 2.5000%  | 0.0000% | $600000.00         | $94335.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $3543316.00        | $1549746.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-04-01      | 2.5000%  | 0.0000% | $75000.00          | $50759.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-04-01      | 2.5000%  | 0.0000% | $20000.00          | $4011.41           | Agency Mortgage-Backed Securities |

### Security 222: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PLV7, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP18PLV7_4.35_0602
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank                   | 2026-10-13      | 1.1000%  | 0.0000% | $20175000.00       | $19376616.97       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-05-15      | 5.0000%  | 0.0000% | $22516063.00       | $22168364.95       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-02-15      | 2.5000%  | 0.0000% | $845000.00         | $112672.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-07-15      | 3.0000%  | 0.0000% | $826209.00         | $107147.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-02-15      | 3.5000%  | 0.0000% | $1130494.00        | $114145.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-15      | 4.5000%  | 0.0000% | $5857752.00        | $176027.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-15      | 4.5000%  | 0.0000% | $405272.00         | $33781.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-11-15      | 5.0000%  | 0.0000% | $24899.00          | $1240.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-07-15      | 6.0000%  | 0.0000% | $73809.00          | $739.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-01-15      | 7.0000%  | 0.0000% | $2792175.00        | $4270.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 3.5000%  | 0.0000% | $37870.00          | $14352.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-05-20      | 5.0000%  | 0.0000% | $48709.00          | $1215.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-08-20      | 5.0000%  | 0.0000% | $200000.00         | $8047.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-06-20      | 6.0000%  | 0.0000% | $375000.00         | $8251.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 2.0000%  | 0.0000% | $30992672.00       | $19361816.83       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-06-20      | 3.0000%  | 0.0000% | $54962.00          | $46302.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-20      | 3.5000%  | 0.0000% | $1858949.00        | $75040.50          | Agency Mortgage-Backed Securities |

### Security 223: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PLW5, C.3 - LEI: 254900QX5Y2Z, C.5 - Other ID: ARP18PLW5_4.35_0602
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.5000%  | 0.0000% | $67488263.00       | $51491554.80       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.5000%  | 0.0000% | $98706512.00       | $75763913.96       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.0000%  | 0.0000% | $88884017.00       | $76999373.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $60818311.00       | $53245158.04       | Agency Mortgage-Backed Securities |

### Security 224: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PLX3, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP18PLX3_4.35_0602
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2045-08-20      | 4.0000%  | 0.0000% | $20098425.00       | $1676451.99        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-05-20      | 4.5000%  | 0.0000% | $10514556.00       | $125261.80         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-07-20      | 4.0000%  | 0.0000% | $1230158.00        | $631807.12         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-08-20      | 4.5000%  | 0.0000% | $1386283.00        | $500053.44         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-04-15      | 3.0000%  | 0.0000% | $1460955.00        | $654115.45         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-05-15      | 3.0000%  | 0.0000% | $1405118.00        | $845505.31         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-05-15      | 3.0000%  | 0.0000% | $507406.00         | $100345.45         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-05-15      | 3.0000%  | 0.0000% | $625678.00         | $58970.57          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-05-15      | 3.0000%  | 0.0000% | $800000.00         | $148483.07         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-07-15      | 3.0000%  | 0.0000% | $1005861.00        | $91915.58          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-07-15      | 3.0000%  | 0.0000% | $377062.00         | $70823.71          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-01-15      | 3.0000%  | 0.0000% | $309822.00         | $83344.42          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-01-15      | 3.0000%  | 0.0000% | $3031216.00        | $448165.12         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-05-15      | 3.0000%  | 0.0000% | $488186.00         | $74312.19          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-05-15      | 3.0000%  | 0.0000% | $4113700.00        | $589925.87         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-07-15      | 3.0000%  | 0.0000% | $1000000.00        | $132794.52         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-05-15      | 3.5000%  | 0.0000% | $1081541.00        | $260438.34         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-04-15      | 3.5000%  | 0.0000% | $2155020.00        | $186807.56         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-06-15      | 3.5000%  | 0.0000% | $858670.00         | $229921.28         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-02-15      | 3.5000%  | 0.0000% | $3260473.00        | $809374.76         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-03-15      | 3.5000%  | 0.0000% | $2192011.00        | $348731.62         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-02-15      | 3.5000%  | 0.0000% | $971305.00         | $77175.49          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-04-15      | 3.5000%  | 0.0000% | $6026060.00        | $752567.32         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-04-15      | 3.5000%  | 0.0000% | $600000.00         | $81557.32          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-04-15      | 3.5000%  | 0.0000% | $2397333.00        | $234844.96         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-05-15      | 3.5000%  | 0.0000% | $1000000.00        | $66904.99          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-05-15      | 3.5000%  | 0.0000% | $5877630.00        | $509844.02         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-06-15      | 3.5000%  | 0.0000% | $900000.00         | $170114.33         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-10-15      | 3.5000%  | 0.0000% | $542420.00         | $141445.02         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-07-15      | 4.0000%  | 0.0000% | $5555711.00        | $224509.60         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-10-15      | 4.0000%  | 0.0000% | $2120939.00        | $156535.02         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-11-15      | 4.5000%  | 0.0000% | $3621138.00        | $672359.09         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-07-15      | 4.5000%  | 0.0000% | $633875.00         | $95263.61          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-02-15      | 3.0000%  | 0.0000% | $636424.00         | $140248.77         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-08-20      | 4.6250%  | 0.0000% | $15050254.00       | $573685.41         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-10-20      | 4.7500%  | 0.0000% | $31622356.00       | $509138.30         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-11-20      | 4.0000%  | 0.0000% | $549986.00         | $278516.27         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-02-20      | 3.0000%  | 0.0000% | $530000.00         | $76486.75          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-08-20      | 3.0000%  | 0.0000% | $565992.00         | $67041.65          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-10-20      | 3.0000%  | 0.0000% | $7000000.00        | $973407.87         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-12-20      | 3.0000%  | 0.0000% | $3780000.00        | $311744.05         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-01-20      | 3.0000%  | 0.0000% | $35235000.00       | $3151805.12        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-04-20      | 3.0000%  | 0.0000% | $24970036.00       | $2272288.96        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-05-20      | 3.0000%  | 0.0000% | $8878972.00        | $847256.04         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-06-20      | 3.0000%  | 0.0000% | $29590475.00       | $2943564.90        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-07-20      | 3.0000%  | 0.0000% | $622779.00         | $69325.93          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-08-20      | 3.0000%  | 0.0000% | $779000.00         | $100507.82         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-08-20      | 3.0000%  | 0.0000% | $2049054.00        | $254452.05         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-10-20      | 3.0000%  | 0.0000% | $3964173.00        | $438923.45         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-11-20      | 3.0000%  | 0.0000% | $18326782.00       | $2171509.50        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-12-20      | 3.0000%  | 0.0000% | $593125.00         | $68474.93          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-05-20      | 3.0000%  | 0.0000% | $1205052.00        | $252329.66         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-03-20      | 3.0000%  | 0.0000% | $700000.00         | $321421.73         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-03-20      | 3.5000%  | 0.0000% | $1465000.00        | $109997.61         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-10-20      | 3.5000%  | 0.0000% | $84068.00          | $8112.41           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-01-20      | 3.5000%  | 0.0000% | $1300000.00        | $100881.98         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-03-20      | 3.5000%  | 0.0000% | $4778000.00        | $361018.70         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-04-20      | 3.5000%  | 0.0000% | $2890000.00        | $195665.72         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-06-20      | 3.5000%  | 0.0000% | $2024000.00        | $140807.54         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-09-20      | 3.5000%  | 0.0000% | $509559606.00      | $39585510.38       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-10-20      | 3.5000%  | 0.0000% | $5352300.00        | $399505.27         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-12-20      | 3.5000%  | 0.0000% | $797000.00         | $58388.41          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-05-20      | 3.5000%  | 0.0000% | $24842500.00       | $1992101.97        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-06-20      | 3.5000%  | 0.0000% | $1848890.00        | $162077.27         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $10000000.00       | $889812.86         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $19436705.00       | $1821442.12        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-09-20      | 3.5000%  | 0.0000% | $17047000.00       | $1590327.01        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-10-20      | 3.5000%  | 0.0000% | $751998.00         | $70508.13          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-11-20      | 3.5000%  | 0.0000% | $30830000.00       | $3099705.04        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-12-20      | 3.5000%  | 0.0000% | $13781108.00       | $1438361.93        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-01-20      | 3.5000%  | 0.0000% | $1043066.00        | $688886.37         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $1059585.00        | $68267.82          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-07-20      | 3.7500%  | 0.0000% | $931230.00         | $315708.41         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-02-20      | 4.0000%  | 0.0000% | $7100000.00        | $419884.64         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-03-20      | 4.0000%  | 0.0000% | $1605292.00        | $89542.93          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-10-20      | 4.0000%  | 0.0000% | $4160.00           | $236.33            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-02-20      | 4.0000%  | 0.0000% | $1988000.00        | $164948.33         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-03-20      | 4.0000%  | 0.0000% | $32365041.00       | $3242463.28        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-05-20      | 4.0000%  | 0.0000% | $1069000.00        | $62633.98          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-07-20      | 4.0000%  | 0.0000% | $17035000.00       | $1096044.32        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-08-20      | 4.0000%  | 0.0000% | $33245977.00       | $2183632.63        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-09-20      | 4.0000%  | 0.0000% | $5601883.00        | $376373.97         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-12-20      | 4.0000%  | 0.0000% | $790000.00         | $59610.06          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-01-20      | 4.0000%  | 0.0000% | $63685899.00       | $5023616.49        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-04-20      | 4.0000%  | 0.0000% | $865504.00         | $77153.07          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-05-20      | 4.0000%  | 0.0000% | $2168080.00        | $192149.25         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-05-20      | 4.0000%  | 0.0000% | $96163574.00       | $8952722.40        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-07-20      | 4.0000%  | 0.0000% | $23893334.00       | $1965301.67        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-08-20      | 4.0000%  | 0.0000% | $413677635.00      | $29250549.07       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-09-20      | 4.0000%  | 0.0000% | $56817417.00       | $4115907.87        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-10-20      | 4.0000%  | 0.0000% | $48135564.00       | $3701696.16        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-11-20      | 4.0000%  | 0.0000% | $22491451.00       | $1821685.53        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-12-20      | 4.0000%  | 0.0000% | $72095595.00       | $6433550.96        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-07-20      | 4.0000%  | 0.0000% | $999000.00         | $124493.74         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-09-20      | 4.0000%  | 0.0000% | $5048053.00        | $987329.45         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-09-20      | 4.0000%  | 0.0000% | $1439000.00        | $127707.12         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-02-20      | 4.5000%  | 0.0000% | $1014765.00        | $70567.05          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-11-20      | 4.5000%  | 0.0000% | $159851499.00      | $9562403.95        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-12-20      | 4.5000%  | 0.0000% | $300934312.00      | $21347706.35       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-01-20      | 4.5000%  | 0.0000% | $250149000.00      | $19027467.53       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-06-20      | 4.5000%  | 0.0000% | $2479199.00        | $169898.68         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-01-20      | 4.5000%  | 0.0000% | $100000000.00      | $6130325.34        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-06-20      | 4.5000%  | 0.0000% | $1166000.00        | $80709.72          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-12-20      | 4.5000%  | 0.0000% | $740032.00         | $59881.79          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-12-20      | 4.5000%  | 0.0000% | $722000.00         | $54722.69          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-01-20      | 4.5000%  | 0.0000% | $2382676.00        | $249817.06         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-10-20      | 5.0000%  | 0.0000% | $1000.00           | $51.70             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-03-20      | 5.0000%  | 0.0000% | $2766600.00        | $215614.95         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-09-20      | 5.0000%  | 0.0000% | $1800000.00        | $149032.07         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-09-20      | 5.5000%  | 0.0000% | $1000000.00        | $68711.29          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-06-20      | 5.5000%  | 0.0000% | $2236480.00        | $184844.39         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-08-20      | 5.5000%  | 0.0000% | $2723802.00        | $181752.84         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-05-20      | 7.0000%  | 0.0000% | $1042601.00        | $369008.98         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-11-20      | 7.0000%  | 0.0000% | $1179393.00        | $866589.97         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-10-20      | 7.0000%  | 0.0000% | $1066322.00        | $988670.62         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-12-20      | 3.0000%  | 0.0000% | $4198111.00        | $486985.15         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-11-20      | 4.0000%  | 0.0000% | $497219918.00      | $41588288.59       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-06-15      | 5.4000%  | 0.0000% | $1038199.00        | $176761.60         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-02-15      | 5.7500%  | 0.0000% | $3220100.00        | $2425873.49        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-07-15      | 3.0000%  | 0.0000% | $3700093.00        | $546540.70         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-08-15      | 3.0000%  | 0.0000% | $744769.00         | $54276.95          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-02-15      | 3.0000%  | 0.0000% | $2898917.00        | $407619.13         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-11-15      | 3.0000%  | 0.0000% | $1348045.00        | $54594.50          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-07-15      | 3.0000%  | 0.0000% | $2104672.00        | $248533.85         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-03-15      | 3.0000%  | 0.0000% | $2023810.00        | $179334.51         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-04-15      | 3.0000%  | 0.0000% | $1320633.00        | $561826.96         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2026-07-31      | 4.3750%  | 0.0000% | $343200.00         | $349062.51         | U.S. Treasuries (including strips) |

### Security 225: Daiwa Capital Markets America, Inc.

- **C.1 - Title:** Daiwa Capital Markets America, Inc. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PLY1, C.3 - LEI: M67H5PRC0NQK, C.5 - Other ID: ARP18PLY1_4.35_0602
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $6002160.00        | $5431262.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $5015.00           | $4256.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1797.70           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1220.82           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-10-01      | 5.0000%  | 0.0000% | $1000.00           | $809.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-01-01      | 5.0000%  | 0.0000% | $3301.00           | $3089.39           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $20050282.00       | $17607785.74       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $4000.00           | $4078.96           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $4000.00           | $4065.22           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $2047.00           | $2062.38           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1999.00           | $2039.46           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.53           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $7850164.00        | $8027815.83        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $16350195.00       | $16216527.55       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $2590.00           | $2584.38           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $1053.00           | $945.22            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $20432723.00       | $20131223.05       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $1134.00           | $1138.12           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $41608.00          | $38661.95          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $844.75            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.5000%  | 0.0000% | $3027.00           | $2837.47           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $1094480.00        | $947487.34         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.5000%  | 0.0000% | $3017665.00        | $2348356.24        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $2353761.00        | $2439939.51        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 7.0000%  | 0.0000% | $259511.00         | $208724.80         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-03-01      | 3.0000%  | 0.0000% | $1000.00           | $106.42            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-01-01      | 5.5000%  | 0.0000% | $1340.00           | $12.99             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-11-01      | 6.0000%  | 0.0000% | $4177773.00        | $57601.20          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-05-01      | 6.0000%  | 0.0000% | $6278.00           | $92.07             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-11-01      | 1.5000%  | 0.0000% | $725000.00         | $355560.14         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $370000.00         | $191959.58         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $1147150.00        | $696102.96         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $1034.00           | $586.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $13799.00          | $8686.22           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-08-01      | 2.0000%  | 0.0000% | $2717416.00        | $2288491.21        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-11-01      | 2.0000%  | 0.0000% | $15275255.00       | $9402037.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $28273.00          | $17124.03          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $1071.00           | $701.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $652.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $666.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $458845.00         | $295756.71         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $4000.00           | $2738.30           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $63329.00          | $24062.54          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $200000.00         | $125000.93         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $7104710.00        | $4732630.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 2.5000%  | 0.0000% | $1000.00           | $782.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $39000.00          | $30623.75          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $338.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $648.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1003.00           | $660.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $678.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 2.5000%  | 0.0000% | $5003.00           | $3504.42           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $360960.00         | $70256.86          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1150.00           | $805.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1036.00           | $887.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $313.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 3.0000%  | 0.0000% | $1001.00           | $241.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $4018011.00        | $2409683.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-11-01      | 3.0000%  | 0.0000% | $170000.00         | $83972.42          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-10-01      | 3.0000%  | 0.0000% | $1000.00           | $57.52             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-04-01      | 3.0000%  | 0.0000% | $7000.00           | $4243.14           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $733.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-09-01      | 3.0000%  | 0.0000% | $7010.00           | $4772.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-03-01      | 3.5000%  | 0.0000% | $125041459.00      | $18733427.43       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-08-01      | 3.5000%  | 0.0000% | $3099787.00        | $305489.71         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 3.5000%  | 0.0000% | $8294402.00        | $4198598.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $719.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-04-01      | 3.5000%  | 0.0000% | $2844104.00        | $917132.12         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 3.5000%  | 0.0000% | $2897000.00        | $1698925.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $494395.00         | $327450.79         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $1008.00           | $751.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 3.5000%  | 0.0000% | $1000.00           | $272.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 3.5000%  | 0.0000% | $120000.00         | $58366.94          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 3.5000%  | 0.0000% | $3500000.00        | $2964497.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-25      | 3.5000%  | 0.0000% | $7000.00           | $5584.02           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $3000.00           | $2299.72           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-01-01      | 3.5000%  | 0.0000% | $1000.00           | $692.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-07-01      | 3.5000%  | 0.0000% | $5000.00           | $3977.78           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 3.5000%  | 0.0000% | $176212.00         | $154285.35         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-10-01      | 4.0000%  | 0.0000% | $72511569.00       | $15151885.62       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-03-01      | 4.0000%  | 0.0000% | $2551486.00        | $1076210.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 4.0000%  | 0.0000% | $5281879.00        | $2882825.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $775.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.0000%  | 0.0000% | $2000.00           | $1550.51           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $4000.00           | $3128.05           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 4.0000%  | 0.0000% | $1000.00           | $839.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-09-01      | 4.0000%  | 0.0000% | $7003.00           | $238.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-09-01      | 4.5000%  | 0.0000% | $3298.00           | $52.22             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 4.5000%  | 0.0000% | $1000.00           | $335.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $97200.00          | $79267.47          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 4.5000%  | 0.0000% | $158994.00         | $131008.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $170258.00         | $138291.08         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 4.5000%  | 0.0000% | $16099332.00       | $15161354.92       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $15364216.00       | $14258320.34       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $779.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $157752956.00      | $145962811.79      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 4.5000%  | 0.0000% | $101461.00         | $95249.63          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 4.5000%  | 0.0000% | $2256237.00        | $2120499.24        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 4.5000%  | 0.0000% | $2065324.00        | $1952454.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $2850163.00        | $2708843.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $318233.00         | $310007.99         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-02-01      | 5.0000%  | 0.0000% | $1376654.00        | $816677.58         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $789.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1003.00           | $954.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $15245738.00       | $14570739.05       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.0000%  | 0.0000% | $10143.00          | $9815.85           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1020.00           | $829.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $887.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 5.0000%  | 0.0000% | $5770699.00        | $4666716.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-12-01      | 5.0000%  | 0.0000% | $7000.00           | $3950.40           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $732.44            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1584.49           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 4.5000%  | 0.0000% | $8146661.00        | $6717240.91        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 4.5000%  | 0.0000% | $3338613.00        | $3132940.88        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $30526920.00       | $22933841.21       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $26000.00          | $20452.80          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $812.45            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $883.04            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.0000%  | 0.0000% | $21665964.00       | $19595235.42       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $1001.00           | $788.05            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.0000%  | 0.0000% | $1970000.00        | $1618581.62        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.0000%  | 0.0000% | $1880.00           | $1569.12           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.0000%  | 0.0000% | $585416.00         | $553953.27         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.0000%  | 0.0000% | $1158325.00        | $1097108.01        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $1001.00           | $621.20            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $861.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.0000%  | 0.0000% | $3000.00           | $2540.16           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $2691079.00        | $2290832.57        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $1018.00           | $977.70            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.0000%  | 0.0000% | $3044.00           | $2947.29           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.0000%  | 0.0000% | $1109236.00        | $1072780.80        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.0000%  | 0.0000% | $1672408.00        | $1623089.85        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.0000%  | 0.0000% | $101222.00         | $93697.34          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.0000%  | 0.0000% | $15026370.00       | $14586905.44       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 5.5000%  | 0.0000% | $1000.00           | $824.61            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $1051.00           | $958.65            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $197000.00         | $180178.30         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $959.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $1278000.00        | $1214999.40        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $1201.00           | $985.94            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $1208.00           | $1046.76           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.5000%  | 0.0000% | $33025373.00       | $30373113.28       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $2846.00           | $2640.89           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $14693377.00       | $13774826.61       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $59472864.00       | $56545688.62       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $31831.00          | $30695.44          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $8827336.00        | $8690645.22        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $686.88            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $1427659.00        | $1180955.34        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $1012.00           | $855.40            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 5.5000%  | 0.0000% | $1924250.00        | $1466029.50        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $867.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $2197109.00        | $1895977.18        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $1038.00           | $894.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $5494397.00        | $5441272.85        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $232912.00         | $184721.33         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-04-01      | 5.5000%  | 0.0000% | $437139.00         | $432174.46         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $997.46            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $3009.00           | $3004.04           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $3148.00           | $2673.90           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $7934126.00        | $7642351.82        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1553698.00        | $1552273.14        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $2346538.00        | $2341599.84        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $2623750.00        | $2306623.36        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-04-01      | 6.0000%  | 0.0000% | $1000.00           | $798.06            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $1008.00           | $991.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $1001.00           | $960.23            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $958.01            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $1129119.00        | $1096851.80        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $4327839.00        | $3668949.39        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $1045.00           | $935.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.0000%  | 0.0000% | $4039.00           | $2797.09           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 6.0000%  | 0.0000% | $1010.00           | $938.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-03-01      | 6.0000%  | 0.0000% | $345000.00         | $344335.25         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1000.00           | $851.04            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $5329904.00        | $2104839.44        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $23499.00          | $17762.66          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2027-05-12      | 4.3700%  | 0.0000% | $3681000.00        | $3684106.76        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-05-01      | 2.0000%  | 0.0000% | $1000.00           | $538.45            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.0000%  | 0.0000% | $520000.00         | $272560.61         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 2.0000%  | 0.0000% | $3322.00           | $1720.68           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $488.11            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 2.5000%  | 0.0000% | $18026.00          | $12774.41          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $737.48            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 2.5000%  | 0.0000% | $30220000.00       | $21265796.34       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-06-01      | 2.5000%  | 0.0000% | $100000.00         | $33699.77          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.5000%  | 0.0000% | $683000.00         | $378997.19         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $20300657.00       | $13726272.54       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 2.5000%  | 0.0000% | $985442.00         | $703463.29         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $522.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.5000%  | 0.0000% | $565000.00         | $342554.50         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $530.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $525.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $1003.00           | $628.24            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1267.77           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | 2.5000%  | 0.0000% | $128999.00         | $93942.27          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $584.51            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $149.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 3.0000%  | 0.0000% | $2589001.00        | $1520283.89        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 3.0000%  | 0.0000% | $1808219.00        | $1061801.91        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $524.38            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $569.74            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $619.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.0000%  | 0.0000% | $1385.00           | $988.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $65000.00          | $46796.11          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.0000%  | 0.0000% | $1000.00           | $731.98            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $227.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 3.0000%  | 0.0000% | $2000.00           | $1281.49           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1387.16           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 3.0000%  | 0.0000% | $3000.00           | $2084.43           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1361.10           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $688.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-01-01      | 3.5000%  | 0.0000% | $48423.00          | $6176.47           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 3.5000%  | 0.0000% | $1095901.00        | $442533.33         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $8334.00           | $6211.71           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $39000.00          | $29716.24          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-02-01      | 3.5000%  | 0.0000% | $1002.00           | $145.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $727.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $759.69            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 3.5000%  | 0.0000% | $1000.00           | $764.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 3.5000%  | 0.0000% | $1575515.00        | $1387395.27        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 3.5000%  | 0.0000% | $1009.00           | $553.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $827.24            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $255.67            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-12-01      | 3.5000%  | 0.0000% | $2002.00           | $482.16            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $427.74            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.0000%  | 0.0000% | $56605261.00       | $43042875.62       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 4.0000%  | 0.0000% | $264939.00         | $181467.87         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 4.0000%  | 0.0000% | $60000.00          | $48522.51          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $708.05            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $176.39            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 4.0000%  | 0.0000% | $1000.00           | $254.13            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 4.0000%  | 0.0000% | $327806.00         | $234029.56         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $218.32            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $858.07            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 4.5000%  | 0.0000% | $1000.00           | $865.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 4.5000%  | 0.0000% | $3747092.00        | $3521498.23        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 4.5000%  | 0.0000% | $2219223.00        | $2085496.84        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $756.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $815.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-05-01      | 5.0000%  | 0.0000% | $66471.00          | $66269.46          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-08-01      | 5.0000%  | 0.0000% | $6001.00           | $262.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $13749779.00       | $13718234.59       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $23682350.00       | $23479139.32       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $3971.00           | $3302.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $1629932.00        | $1438665.99        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $1243379.00        | $1211717.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $2305533.00        | $2265508.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $1014.00           | $843.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $1669504.00        | $1427128.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $870.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $128164.00         | $101582.15         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-07-01      | 5.5000%  | 0.0000% | $3000.00           | $2485.88           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $10126665.00       | $9159035.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $41258100.00       | $38391991.21       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $1062.00           | $988.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $117504797.00      | $109075182.98      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $4280904.00        | $4032154.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $22965463.00       | $22055736.94       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $8725208.00        | $8478636.28        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $5835413.00        | $5774521.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-02-01      | 5.5000%  | 0.0000% | $17022.00          | $202.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-03-01      | 5.5000%  | 0.0000% | $6270.00           | $213.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1761.00           | $1766.89           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1016.91           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $2499762.00        | $1632145.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $20267870.00       | $17219134.64       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $907.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $54222730.00       | $52084571.80       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $8968363.00        | $8978598.63        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $4600000.00        | $2100315.83        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $1995524.00        | $1301891.55        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-08-20      | 3.0000%  | 0.0000% | $2404000.00        | $298529.34         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-08-20      | 3.0000%  | 0.0000% | $26000000.00       | $3236496.01        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $15000000.00       | $2124546.31        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $7400000.00        | $1243670.69        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $24200000.00       | $6215234.62        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $6356890.00        | $4325978.34        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 3.0000%  | 0.0000% | $382949.00         | $265108.37         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 3.0000%  | 0.0000% | $2000.00           | $1387.89           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $80801.00          | $60207.22          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 4.0000%  | 0.0000% | $141684.00         | $129825.37         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 4.5000%  | 0.0000% | $40668651.00       | $38120948.57       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $91618647.00       | $89185968.34       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $15901672.00       | $12862452.76       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $8049687.00        | $6240313.80        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $8061194.00        | $7954176.37        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $2712356.00        | $2054103.13        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1001.00           | $664.44            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $8459824.00        | $7822830.61        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $7989862.00        | $7668133.75        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $113337.00         | $116595.80         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $625000.00         | $618866.46         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $847496.00         | $832210.90         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $1615.00           | $1226.04           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $416440.00         | $405293.39         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $2009286.00        | $1976694.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-04-01      | 6.0000%  | 0.0000% | $767901.00         | $779406.47         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1837357.00        | $1831118.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $40000.00          | $40256.65          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $6212.00           | $5893.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 7.5000%  | 0.0000% | $1828380.00        | $1506641.34        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-08-20      | 5.0000%  | 0.0000% | $1999.00           | $321.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-12-20      | 5.8750%  | 0.0000% | $1991.00           | $257.84            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-10-15      | 5.0000%  | 0.0000% | $2223.00           | $35.35             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $3100000.00        | $1907046.65        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2025-08-28      | N/A      | 0.0000% | $171100.00         | $169345.37         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-05-14      | N/A      | 0.0000% | $600.00            | $577.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2049-05-15      | 2.8750%  | 0.0000% | $100.00            | $70.26             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-10-31      | 1.1250%  | 0.0000% | $25000.00          | $24027.76          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-12-31      | 1.2500%  | 0.0000% | $568700.00         | $547830.16         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-05-31      | 2.6250%  | 0.0000% | $97552200.00       | $96395707.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-07-31      | 4.0000%  | 0.0000% | $193000.00         | $195946.18         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-10-31      | 4.1250%  | 0.0000% | $2197400.00        | $2203365.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-02-28      | 4.2500%  | 0.0000% | $4038200.00        | $4125762.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-01-31      | 4.2500%  | 0.0000% | $1610400.00        | $1652054.60        | U.S. Treasuries (including strips) |

### Security 226: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PLZ8, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP18PLZ8_4.34_0602
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2029-08-15      | 6.1250%  | 0.0000% | $21063900.00       | $23171104.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.1250%  | 0.0000% | $164578600.00      | $160392968.23      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 3.2500%  | 0.0000% | $200.00            | $197.25            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-09-30      | 3.5000%  | 0.0000% | $25544900.00       | $25204583.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-09-30      | 3.8750%  | 0.0000% | $225269200.00      | $225740566.56      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 4.0000%  | 0.0000% | $448400.00         | $454726.55         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 4.2500%  | 0.0000% | $100.00            | $102.81            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-31      | 4.3750%  | 0.0000% | $16200.00          | $16476.73          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-15      | 0.2500%  | 0.0000% | $7400.00           | $8823.17           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-15      | 1.6250%  | 0.0000% | $73174500.00       | $75010461.72       | U.S. Treasuries (including strips) |

### Security 227: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PM20, C.3 - LEI: SUVUFHICNZMP, C.5 - Other ID: ARP18PM20_4.36_0602
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.0000%  | 0.0000% | $120141046.00      | $17879318.40       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-12-01      | 4.5000%  | 0.0000% | $71569578.00       | $14099220.73       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-05-01      | 5.0000%  | 0.0000% | $17962970.00       | $18031800.12       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.5000%  | 0.0000% | $17665819.00       | $14515035.11       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $14202491.00       | $14408130.45       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 3.5000%  | 0.0000% | $10750916.00       | $2253678.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 4.0000%  | 0.0000% | $74766328.00       | $15282320.35       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-04-01      | 4.0000%  | 0.0000% | $102300000.00      | $16645849.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-02-01      | 2.0000%  | 0.0000% | $28000000.00       | $14039085.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-02-01      | 2.0000%  | 0.0000% | $19094516.00       | $15825976.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-02-01      | 2.5000%  | 0.0000% | $15722436.00       | $14148610.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-10-25      | 3.5000%  | 0.0000% | $19000000.00       | $17032789.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-03-01      | 3.5000%  | 0.0000% | $50909574.00       | $13873062.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-01-01      | 4.0000%  | 0.0000% | $87346888.00       | $16512066.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $78192268.00       | $17902254.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 4.0000%  | 0.0000% | $16873052.00       | $15495134.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $65250000.00       | $17403019.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $52720000.00       | $14391759.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $1544072.00        | $1205515.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.0000%  | 0.0000% | $17239608.00       | $16719883.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $16059253.00       | $15690679.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $17670078.00       | $17330784.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $17198886.00       | $16951806.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $15119912.00       | $14424855.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $18670000.00       | $17966799.39       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $16559714.00       | $16460789.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $18678218.00       | $16897824.23       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $19174867.00       | $15991390.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $18892042.00       | $14841203.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $19079737.00       | $14958782.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.5000%  | 0.0000% | $19580000.00       | $17769454.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 7.0000%  | 0.0000% | $18001000.00       | $15961060.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 7.0000%  | 0.0000% | $18920000.00       | $16012759.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 7.0000%  | 0.0000% | $16143727.00       | $16077297.64       | Agency Mortgage-Backed Securities |

### Security 228: MUFG Securities Canada Ltd.

- **C.1 - Title:** MUFG Securities Canada Ltd. 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PM38, C.3 - LEI: 549300Y1PMK3, C.5 - Other ID: ARP18PM38_4.36_0602
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $1077986.00        | $672005.95         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $1601189.00        | $1573516.44        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $6834742.00        | $6753357.03        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $26292900.00       | $19911961.48       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $5657474.00        | $3244292.16        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1008.00           | $669.08            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $19659053.00       | $14721031.90       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $10166803.00       | $7723704.92        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $29992900.00       | $3625984.71        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $16717200.00       | $11697552.86       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 3.5000%  | 0.0000% | $24773600.00       | $18113834.14       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 3.5000%  | 0.0000% | $27952350.00       | $22766770.97       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 4.0000%  | 0.0000% | $15713319.00       | $11842236.16       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 4.0000%  | 0.0000% | $18084108.00       | $13725918.68       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 4.0000%  | 0.0000% | $14826720.00       | $11856030.73       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $367465.00         | $282421.24         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 4.5000%  | 0.0000% | $70210600.00       | $63266050.45       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 4.5000%  | 0.0000% | $2024.00           | $1882.79           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $3023584.00        | $2339255.73        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 5.0000%  | 0.0000% | $195236607.00      | $169692549.35      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 5.0000%  | 0.0000% | $2131200.00        | $2034149.83        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $43487300.00       | $41602506.36       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $203933113.00      | $166074767.89      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $23128992.00       | $17930159.02       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $48248200.00       | $45301286.25       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $15642006.00       | $13275765.93       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $14782477.00       | $13428503.39       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $1024.00           | $580.28            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2026-09-10      | 3.7500%  | 0.0000% | $24994000.00       | $25055743.51       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2027-06-01      | 4.0000%  | 0.0000% | $24999000.00       | $25508401.84       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2026-08-26      | 4.0000%  | 0.0000% | $25000000.00       | $25169436.11       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-08-06      | 4.3750%  | 0.0000% | $25000000.00       | $25195379.17       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-11-05      | 4.5900%  | 0.0000% | $20301000.00       | $20407377.24       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-01-01      | 1.5000%  | 0.0000% | $24918638.00       | $12023525.44       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 1.5000%  | 0.0000% | $1001.00           | $539.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-02-01      | 2.0000%  | 0.0000% | $19321332.00       | $12038583.55       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 2.0000%  | 0.0000% | $19989800.00       | $13864812.81       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 2.5000%  | 0.0000% | $9684514.00        | $4597878.76        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $36858900.00       | $22699407.23       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.5000%  | 0.0000% | $35930832.00       | $15125698.86       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $509.77            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 2.5000%  | 0.0000% | $13272320.00       | $6898116.15        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.5000%  | 0.0000% | $3171184.00        | $1609916.33        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $550.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.5000%  | 0.0000% | $6642589.00        | $3375874.03        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 2.5000%  | 0.0000% | $5678252.00        | $3813181.36        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-07-01      | 3.0000%  | 0.0000% | $127957797.00      | $20611155.72       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-03-01      | 3.0000%  | 0.0000% | $12273726.00       | $2104287.64        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $36793454.00       | $29874808.48       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $63323483.00       | $48383339.03       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 3.0000%  | 0.0000% | $13263828.00       | $7367707.49        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $338773.00         | $241049.84         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 3.0000%  | 0.0000% | $1014.00           | $694.20            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-01-01      | 3.5000%  | 0.0000% | $5476855.00        | $841434.73         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 4.0000%  | 0.0000% | $37394852.00       | $1825751.67        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 4.0000%  | 0.0000% | $422675.00         | $66543.93          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-06-01      | 4.0000%  | 0.0000% | $165199.00         | $44241.22          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1700.04           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $9171040.00        | $7119117.45        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 4.5000%  | 0.0000% | $1000.00           | $864.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.0000%  | 0.0000% | $2533172.00        | $2077747.69        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.0000%  | 0.0000% | $2188152.00        | $1788473.73        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $4192764.00        | $2652360.78        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $141900.00         | $107104.58         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $866.27            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $5370.00           | $4558.75           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $17995000.00       | $14037167.68       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $70100.00          | $66569.96          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 5.5000%  | 0.0000% | $3088.00           | $2800.09           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $19999000.00       | $18498758.61       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 5.5000%  | 0.0000% | $1024.00           | $956.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $1026.00           | $823.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $853.28            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $24000000.00       | $21248816.82       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $24446792.00       | $23301169.61       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 6.0000%  | 0.0000% | $3817220.00        | $3062402.30        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $80589133.00       | $76036313.57       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $340300.00         | $343079.25         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $1016.00           | $1047.73           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 7.0000%  | 0.0000% | $1146.00           | $1064.84           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 7.5000%  | 0.0000% | $13968400.00       | $9019306.24        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 4.0000%  | 0.0000% | $1026.00           | $210.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-06-01      | 4.5000%  | 0.0000% | $50006515.00       | $1830038.91        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-07-01      | 5.5000%  | 0.0000% | $21488111.00       | $527484.46         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-12-01      | 3.0300%  | 0.0000% | $25666.00          | $23897.01          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-03-01      | 4.4890%  | 0.0000% | $1484.00           | $21.91             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-08-01      | 7.3250%  | 0.0000% | $83619541.00       | $390942.91         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-09-01      | 7.4800%  | 0.0000% | $20003606.00       | $570743.76         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-01-01      | 1.5000%  | 0.0000% | $5680222.00        | $3380607.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 1.5000%  | 0.0000% | $41207400.00       | $24665237.58       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-10-01      | 2.0000%  | 0.0000% | $11933993.00       | $4988930.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1024.00           | $627.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-01-01      | 2.0000%  | 0.0000% | $1001.00           | $580.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $7862256.00        | $4923198.78        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-07-01      | 2.0000%  | 0.0000% | $14993000.00       | $8885874.98        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $9320000.00        | $5298327.19        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $27624672.00       | $16081329.23       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $40313492.00       | $38816741.29       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $2304.00           | $1871.74           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 6.5000%  | 0.0000% | $12320.00          | $11032.89          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 2.5000%  | 0.0000% | $22744876.00       | $4680440.37        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1000.00           | $629.25            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $9994000.00        | $6415369.22        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $191751000.00      | $49247002.27       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $10413772.00       | $6011790.69        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $6494656.00        | $4046925.43        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $1750441.00        | $1127109.75        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 3.0000%  | 0.0000% | $1744896.00        | $1200620.97        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $1000.00           | $747.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $14997000.00       | $8682434.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $9466.00           | $5617.62           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $1008.00           | $600.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $166900.00         | $105944.49         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $1114.00           | $789.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $475.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $1029.00           | $641.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $11204608.00       | $7939089.24        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-10-01      | 2.5000%  | 0.0000% | $15206013.00       | $7250221.08        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-05-01      | 2.5000%  | 0.0000% | $1000.00           | $598.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-06-01      | 2.5000%  | 0.0000% | $1226920.00        | $627707.77         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $14994000.00       | $8707075.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-05-01      | 2.5000%  | 0.0000% | $1000.00           | $686.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $653801.00         | $114809.36         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $205.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $16587604.00       | $6572045.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1008.00           | $524.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $12451703.00       | $3693588.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $848549.00         | $659867.77         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $7805100.00        | $6090930.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-09-01      | 3.5000%  | 0.0000% | $1097214.00        | $256063.69         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-06-01      | 3.5000%  | 0.0000% | $1000.00           | $347.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2058-01-01      | 3.5000%  | 0.0000% | $1000.00           | $417.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $14395616.00       | $4773548.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $5178774.00        | $1801343.76        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $2024.00           | $1491.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-05-01      | 3.5000%  | 0.0000% | $1000.00           | $179.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-02-01      | 3.5000%  | 0.0000% | $25000000.00       | $5924357.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-02-01      | 4.0000%  | 0.0000% | $10392623.00       | $840330.46         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-12-01      | 4.0000%  | 0.0000% | $976199.00         | $224999.45         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $199.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $1011.00           | $344.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 4.5000%  | 0.0000% | $11336443.00       | $970181.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $15000000.00       | $4363902.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $187.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 4.5000%  | 0.0000% | $1000.00           | $557.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $46002856.00       | $35761499.70       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $129930.00         | $106282.56         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $21419920.00       | $20655736.06       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $2465172.00        | $1946373.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $639.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $2720781.00        | $1296583.38        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $829.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $2030.00           | $1584.75           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $3924304.00        | $3163750.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1769700.00        | $1504854.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.0000%  | 0.0000% | $66834528.00       | $62030708.50       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $2008.00           | $1392.23           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $1008.00           | $979.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $1023.00           | $885.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1575552.00        | $1419288.91        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 5.5000%  | 0.0000% | $72751432.00       | $699534.01         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $28632117.00       | $24066772.58       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $30801568.00       | $24253046.88       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $285328.00         | $235926.45         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $87.75             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $89.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-08-15      | 4.1250%  | 0.0000% | $25360000.00       | $23083580.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2054-08-15      | 4.2500%  | 0.0000% | $300.00            | $271.91            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2054-11-15      | 4.5000%  | 0.0000% | $5500.00           | $5143.85           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2054-05-15      | 4.6250%  | 0.0000% | $4011600.00        | $3823653.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2053-11-15      | 4.7500%  | 0.0000% | $5274800.00        | $5129543.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-11-30      | 0.6250%  | 0.0000% | $100.00            | $92.59             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-12-31      | 0.6250%  | 0.0000% | $1000.00           | $922.91            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-03-31      | 0.7500%  | 0.0000% | $100.00            | $97.32             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-04-30      | 0.7500%  | 0.0000% | $5467400.00        | $5302882.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-07-31      | 1.0000%  | 0.0000% | $60475500.00       | $55508906.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-10-31      | 1.1250%  | 0.0000% | $2000000.00        | $1922220.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-11-30      | 1.5000%  | 0.0000% | $999900.00         | $929264.86         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-08-15      | 1.6250%  | 0.0000% | $1070000.00        | $981368.16         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-05-15      | 1.6250%  | 0.0000% | $1200.00           | $1045.53           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-02-28      | 1.8750%  | 0.0000% | $652000.00         | $632150.87         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-03-31      | 2.3750%  | 0.0000% | $100.00            | $94.90             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-01-31      | 2.6250%  | 0.0000% | $1100.00           | $1097.58           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-05-31      | 2.7500%  | 0.0000% | $100.00            | $97.02             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-08-31      | 3.1250%  | 0.0000% | $2000000.00        | $1982247.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-08-31      | 3.1250%  | 0.0000% | $1000000.00        | $975681.58         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-01-31      | 3.5000%  | 0.0000% | $427500.00         | $428244.07         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-04-30      | 3.5000%  | 0.0000% | $16960200.00       | $16827558.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-06-30      | 3.7500%  | 0.0000% | $100.00            | $100.40            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-06-30      | 4.0000%  | 0.0000% | $165657800.00      | $168965917.65      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-02-15      | 4.0000%  | 0.0000% | $200.00            | $197.57            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-03-31      | 4.0000%  | 0.0000% | $3884000.00        | $3914036.43        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-10-31      | 4.1250%  | 0.0000% | $600.00            | $605.02            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-07-31      | 4.1250%  | 0.0000% | $300.00            | $304.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-10-31      | 4.1250%  | 0.0000% | $100.00            | $100.45            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-11-30      | 4.1250%  | 0.0000% | $300.00            | $305.82            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-11-15      | 4.2500%  | 0.0000% | $45509500.00       | $45114720.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-08-31      | 4.3750%  | 0.0000% | $10235500.00       | $10491680.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $100.39            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-01-31      | 4.3750%  | 0.0000% | $16600.00          | $17043.67          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-03-15      | 4.6250%  | 0.0000% | $535500.00         | $542112.16         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-11-15      | 4.6250%  | 0.0000% | $17697500.00       | $17874779.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-04-30      | 4.8750%  | 0.0000% | $100.00            | $100.98            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-07-15      | 0.1250%  | 0.0000% | $20334600.00       | $23650705.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-10-15      | 0.1250%  | 0.0000% | $36666100.00       | $42381361.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-04-15      | 0.1250%  | 0.0000% | $100.00            | $110.74            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-07-15      | 0.3750%  | 0.0000% | $430300.00         | $580464.95         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-07-15      | 0.6250%  | 0.0000% | $2718900.00        | $2768550.17        | U.S. Treasuries (including strips) |

### Security 229: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PM46, C.3 - LEI: CYYGQCGNHMHP, C.5 - Other ID: ARP18PM46_4.34_0602
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond  | 2051-08-15      | 2.0000%  | 0.0000% | $94301600.00       | $53514446.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-11-15      | N/A      | 0.0000% | $26563952.64       | $14603001.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-05-15      | N/A      | 0.0000% | $46735200.00       | $11814658.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $44564787.20       | $18180427.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-11-15      | N/A      | 0.0000% | $30499225.60       | $10050135.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $1401000.00        | $684340.87         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-05-15      | N/A      | 0.0000% | $101237800.00      | $41316361.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $8133000.00        | $3136971.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $3088500.00        | $1173596.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-11-15      | N/A      | 0.0000% | $614200.00         | $207389.54         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-11-15      | N/A      | 0.0000% | $15731200.00       | $5033984.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $52923700.00       | $16469961.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-11-15      | N/A      | 0.0000% | $68895900.00       | $20905565.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $10134000.00       | $4923877.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-02-15      | N/A      | 0.0000% | $204233600.00      | $51582054.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-11-15      | N/A      | 0.0000% | $3750000.00        | $1494011.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-11-15      | N/A      | 0.0000% | $2000.00           | $1464.07           | U.S. Treasuries (including strips) |

### Security 230: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets Securities, Inc. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PM53, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP18PM53_4.34_0602
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-02-29      | 1.1250%  | 0.0000% | $49958100.00       | $46527723.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 1.8750%  | 0.0000% | $35584100.00       | $34500797.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-05-15      | 2.8750%  | 0.0000% | $47382600.00       | $43718639.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.1250%  | 0.0000% | $130400.00         | $127228.88         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-11-15      | 4.2500%  | 0.0000% | $45207900.00       | $44815736.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 4.3750%  | 0.0000% | $44446000.00       | $46077115.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 4.5000%  | 0.0000% | $45873900.00       | $46432150.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-15      | 4.6250%  | 0.0000% | $43340000.00       | $43911285.13       | U.S. Treasuries (including strips) |

### Security 231: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PMA2, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP18PMA2_4.34_0602
- **C.18 - Value (incl. sponsor support):** $1480000000.00
- **C.18.a - Value (excl. sponsor support):** $1480000000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2041-08-15      | 1.7500%  | 0.0000% | $1480283200.00     | $968163867.54      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-11-15      | 2.0000%  | 0.0000% | $82276000.00       | $55442934.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-08-15      | 3.8750%  | 0.0000% | $244851300.00      | $223390229.75      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-02-15      | 4.7500%  | 0.0000% | $265913600.00      | $263149005.04      | U.S. Treasuries (including strips) |

### Security 232: Deutsche Bank Securities, Inc.

- **C.1 - Title:** Deutsche Bank Securities, Inc. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PMD6, C.3 - LEI: 9J6MBOOO7BEC, C.5 - Other ID: ARP18PMD6_4.34_0602
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-03-31      | 1.2500%  | 0.0000% | $135003000.00      | $125691732.35      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $283633000.00      | $282869611.10      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 4.1250%  | 0.0000% | $30510800.00       | $30886400.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-09-30      | 4.6250%  | 0.0000% | $265336600.00      | $274552262.05      | U.S. Treasuries (including strips) |

### Security 233: Santander U.S. Capital Markets LLC

- **C.1 - Title:** Santander U.S. Capital Markets LLC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PMG9, C.3 - LEI: 549300LGG2RL, C.5 - Other ID: ARP18PMG9_4.34_0602
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2025-11-28      | N/A      | 0.0000% | $100.00            | $97.93             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-07-24      | N/A      | 0.0000% | $300.00            | $298.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-11-20      | N/A      | 0.0000% | $100.00            | $98.02             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-08-31      | 0.2500%  | 0.0000% | $750900.00         | $743875.48         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-10-31      | 0.2500%  | 0.0000% | $100.00            | $98.34             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-12-31      | 0.3750%  | 0.0000% | $214900.00         | $210457.99         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 0.5000%  | 0.0000% | $684200.00         | $641577.50         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-28      | 0.5000%  | 0.0000% | $6000.00           | $5842.61           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-15      | 0.6250%  | 0.0000% | $3600.00           | $3061.62           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-30      | 0.7500%  | 0.0000% | $1718700.00        | $1666983.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-31      | 0.7500%  | 0.0000% | $46778100.00       | $44981007.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $85.71             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-15      | 1.5000%  | 0.0000% | $5870200.00        | $5717230.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-15      | 1.5000%  | 0.0000% | $1900.00           | $1708.89           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-11-15      | 2.2500%  | 0.0000% | $696400.00         | $690539.18         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-30      | 2.3750%  | 0.0000% | $850100.00         | $837851.03         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 2.6250%  | 0.0000% | $288000.00         | $277395.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-06-30      | 2.7500%  | 0.0000% | $15000.00          | $15149.84          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-06-15      | 2.8750%  | 0.0000% | $100.00            | $101.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-07-15      | 3.0000%  | 0.0000% | $564200.00         | $569507.90         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.1250%  | 0.0000% | $442400.00         | $431795.13         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 3.1250%  | 0.0000% | $160600.00         | $159174.45         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $2724200.00        | $2712682.38        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-09-15      | 3.5000%  | 0.0000% | $100.00            | $100.46            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-11-30      | 3.8750%  | 0.0000% | $255000.00         | $258979.67         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-02-15      | 4.0000%  | 0.0000% | $100.00            | $98.78             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 4.1250%  | 0.0000% | $1200.00           | $1224.51           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-03-31      | 4.1250%  | 0.0000% | $1100.00           | $1110.18           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-31      | 4.1250%  | 0.0000% | $100.00            | $101.45            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 4.1250%  | 0.0000% | $25124000.00       | $25296712.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 4.2500%  | 0.0000% | $1000.00           | $1029.15           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-30      | 4.2500%  | 0.0000% | $1300.00           | $1331.88           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-31      | 4.2500%  | 0.0000% | $1700.00           | $1743.97           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $10369000.00       | $10632938.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-15      | 4.6250%  | 0.0000% | $800.00            | $827.82            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2026-01-15      | 2.0000%  | 0.0000% | $300.00            | $488.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-02-15      | 2.3750%  | 0.0000% | $5685500.00        | $5497235.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-07-15      | 1.3750%  | 0.0000% | $629200.00         | $639456.87         | U.S. Treasuries (including strips) |

### Security 234: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PMJ3, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP18PMJ3_4.35_0602
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $249783400.00      | $20062003.59       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $249765876.00      | $21775909.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $264836686.00      | $19960963.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $212345924.00      | $18403170.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $242380713.00      | $18525100.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $153223616.00      | $13141538.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $109222639.00      | $18329951.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $248531650.00      | $19148932.48       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 3.5000%  | 0.0000% | $150562931.00      | $20092313.23       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $223210297.00      | $22218507.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $190377897.00      | $21674042.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.5000%  | 0.0000% | $179532242.00      | $21258567.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 2.0000%  | 0.0000% | $50432734.00       | $21638483.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $211412781.00      | $18658475.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $160116993.00      | $20069031.60       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $31833109.00       | $19784308.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.0000%  | 0.0000% | $110553745.00      | $18715965.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $165109856.00      | $19268792.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.0000%  | 0.0000% | $100820605.00      | $18516656.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 3.0000%  | 0.0000% | $191042409.00      | $18938321.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $73013485.00       | $20234109.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-12-01      | 3.5000%  | 0.0000% | $285732819.00      | $20536091.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-12-01      | 3.5000%  | 0.0000% | $297373955.00      | $21175624.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $152551398.00      | $19776500.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $125808731.00      | $20484639.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $146823493.00      | $20238204.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $158679762.00      | $19576862.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $184352213.00      | $15918683.31       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $212121574.00      | $18378248.13       | Agency Mortgage-Backed Securities |

### Security 235: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc. 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PML8, C.3 - LEI: K5HU16E3LMSV, C.5 - Other ID: ARP18PML8_4.35_0602
- **C.18 - Value (incl. sponsor support):** $555000000.00
- **C.18.a - Value (excl. sponsor support):** $555000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond  | 2051-02-15      | 1.8750%  | 0.0000% | $3427800.00        | $1894119.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-02-15      | 2.0000%  | 0.0000% | $39582100.00       | $22897289.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2038-05-15      | 4.5000%  | 0.0000% | $5582600.00        | $5560968.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-05-15      | 0.6250%  | 0.0000% | $1464200.00        | $1245228.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-05-15      | 0.6250%  | 0.0000% | $988200.00         | $840414.45         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-05-15      | 3.3750%  | 0.0000% | $867000.00         | $816618.35         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $170000000.00      | $70426750.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $198000000.00      | $76370382.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-08-15      | N/A      | 0.0000% | $200000000.00      | $68355600.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-11-15      | N/A      | 0.0000% | $93000000.00       | $29760000.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-11-15      | N/A      | 0.0000% | $141875000.00      | $43050124.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-02-15      | N/A      | 0.0000% | $53000000.00       | $15904081.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-05-15      | N/A      | 0.0000% | $772000000.00      | $229183640.00      | U.S. Treasuries (including strips) |

### Security 236: Santander U.S. Capital Markets LLC

- **C.1 - Title:** Santander U.S. Capital Markets LLC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PMN4, C.3 - LEI: 549300LGG2RL, C.5 - Other ID: ARP18PMN4_4.35_0602
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2031-03-15      | N/A      | 0.0000% | $1347000.00        | $1052408.41        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2031-01-15      | N/A      | 0.0000% | $240000.00         | $188847.84         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2031-03-15      | N/A      | 0.0000% | $38545000.00       | $30098055.98       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2038-11-15      | N/A      | 0.0000% | $521000.00         | $264817.53         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2025-12-11      | N/A      | 0.0000% | $110230000.00      | $107753572.80      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2029-12-14      | N/A      | 0.0000% | $2000.00           | $1662.36           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note               | 2026-09-30      | 0.8750%  | 0.0000% | $23766600.00       | $22828756.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-02-28      | 2.5000%  | 0.0000% | $4975000.00        | $4941394.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-12-31      | 3.8750%  | 0.0000% | $966000.00         | $981263.40         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-03-31      | 4.1250%  | 0.0000% | $16445900.00       | $16598078.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-07-15      | 1.8750%  | 0.0000% | $18986000.00       | $19291160.01       | U.S. Treasuries (including strips) |

### Security 237: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PMO2, C.3 - LEI: L3I9ZG2KFGXZ, C.5 - Other ID: ARP18PMO2_4.34_0602
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2025-11-28      | N/A      | 0.0000% | $43095000.00       | $42186988.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-02-19      | N/A      | 0.0000% | $1000.00           | $970.24            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-08-19      | N/A      | 0.0000% | $6900800.00        | $6835035.38        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-08-26      | N/A      | 0.0000% | $12057700.00       | $11933143.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-09-02      | N/A      | 0.0000% | $3038500.00        | $3004620.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-11-06      | N/A      | 0.0000% | $40100.00          | $39356.55          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-11-15      | 3.0000%  | 0.0000% | $7110700.00        | $5350295.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2028-11-15      | 5.2500%  | 0.0000% | $15000.00          | $15655.17          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-07-31      | 0.2500%  | 0.0000% | $59900.00          | $59522.50          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-15      | 0.6250%  | 0.0000% | $86275300.00       | $73258234.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 1.2500%  | 0.0000% | $815600.00         | $757064.03         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 1.5000%  | 0.0000% | $1000.00           | $928.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 2.6250%  | 0.0000% | $138800.00         | $132883.81         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $44064400.00       | $44386189.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $582300.00         | $584886.85         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-31      | 4.1250%  | 0.0000% | $100.00            | $101.30            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-15      | 4.2500%  | 0.0000% | $10295800.00       | $10541863.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-30      | 4.3750%  | 0.0000% | $25000.00          | $25917.87          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-11-15      | 4.5000%  | 0.0000% | $56000.00          | $56128.98          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-30      | 4.6250%  | 0.0000% | $4236800.00        | $4360277.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-10-31      | 5.0000%  | 0.0000% | $424000.00         | $426735.68         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-15      | 1.2500%  | 0.0000% | $40700.00          | $43199.69          | U.S. Treasuries (including strips) |

### Security 238: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PMQ7, C.3 - LEI: SUVUFHICNZMP, C.5 - Other ID: ARP18PMQ7_4.35_0602
- **C.18 - Value (incl. sponsor support):** $315000000.00
- **C.18.a - Value (excl. sponsor support):** $315000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-05-15      | 2.8750%  | 0.0000% | $317762900.00      | $308933500.30      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-15      | 4.1250%  | 0.0000% | $12200200.00       | $12366584.24       | U.S. Treasuries (including strips) |

### Security 239: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets Securities, Inc. 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PMT1, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP18PMT1_4.36_0602
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 4.5000%  | 0.0000% | $732852080.00      | $118574098.25      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 4.5000%  | 0.0000% | $121656574.00      | $97167036.64       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $160356843.00      | $153732140.18      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $182890251.00      | $139056264.21      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $85308817.00       | $67550121.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $44278687.00       | $36984332.31       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $101252652.00      | $86214588.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $113709198.00      | $108193631.45      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $70994075.00       | $68345885.37       | Agency Mortgage-Backed Securities |

### Security 240: Nomura Securities International, Inc.

- **C.1 - Title:** Nomura Securities International, Inc. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PMU8, C.3 - LEI: OXTKY6Q8X53C, C.5 - Other ID: ARP18PMU8_4.35_0602
- **C.18 - Value (incl. sponsor support):** $810000000.00
- **C.18.a - Value (excl. sponsor support):** $810000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2039-04-01      | 6.5000%  | 0.0000% | $1218800.00        | $16798.00          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-12-01      | 6.5000%  | 0.0000% | $2752300.00        | $46912.42          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2026-08-26      | 4.4700%  | 0.0000% | $3147000.00        | $3151914.57        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2028-07-28      | 5.0500%  | 0.0000% | $6229000.00        | $6336536.76        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2033-08-12      | 5.4200%  | 0.0000% | $7010000.00        | $7104908.39        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-11-06      | 4.4150%  | 0.0000% | $1900000.00        | $1905723.91        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-03-13      | 2.7500%  | 0.0000% | $3430000.00        | $3408867.58        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-03-13      | 4.3750%  | 0.0000% | $55000.00          | $55552.46          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2025-12-18      | 0.6250%  | 0.0000% | $1620000.00        | $1591913.25        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-04-14      | 4.3300%  | 0.0000% | $475000.00         | $478539.28         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-02-07      | 4.8500%  | 0.0000% | $245552000.00      | $249171586.56      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2026-11-20      | 4.4700%  | 0.0000% | $5711000.00        | $5723941.76        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2025-07-14      | 0.7000%  | 0.0000% | $100000.00         | $99817.44          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-10-01      | 1.5000%  | 0.0000% | $1136000.00        | $216624.18         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-05-01      | 2.0000%  | 0.0000% | $1849800.00        | $114822.84         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-08-01      | 2.0000%  | 0.0000% | $1065000.00        | $75025.73          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-10-01      | 2.0000%  | 0.0000% | $800000.00         | $343338.87         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-07-01      | 2.5000%  | 0.0000% | $1969100.00        | $361054.59         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-07-01      | 2.5000%  | 0.0000% | $1981100.00        | $766858.29         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-12-01      | 2.5000%  | 0.0000% | $850000.00         | $203699.85         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-06-01      | 2.5000%  | 0.0000% | $100000000.00      | $36435177.17       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-10-01      | 2.5000%  | 0.0000% | $1000000.00        | $150686.34         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-03-01      | 3.0000%  | 0.0000% | $2773800.00        | $234985.79         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-07-01      | 3.0000%  | 0.0000% | $999900.00         | $52197.77          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-03-01      | 3.0000%  | 0.0000% | $2649700.00        | $399902.64         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-05-01      | 3.0000%  | 0.0000% | $1100000.00        | $151951.13         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-02-01      | 3.0000%  | 0.0000% | $3918200.00        | $485919.79         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-03-01      | 3.0000%  | 0.0000% | $1948000.00        | $228302.53         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-11-01      | 3.0000%  | 0.0000% | $7000000.00        | $1456502.91        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-08-01      | 3.0000%  | 0.0000% | $1000000.00        | $156381.92         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 3.0000%  | 0.0000% | $584400.00         | $104454.83         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-02-01      | 3.0000%  | 0.0000% | $1750000.00        | $315185.07         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2026-12-01      | 3.0000%  | 0.0000% | $1978400.00        | $21657.67          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-03-01      | 3.0000%  | 0.0000% | $1000000.00        | $107796.53         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-10-01      | 3.0000%  | 0.0000% | $999900.00         | $136544.79         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-05-01      | 3.0000%  | 0.0000% | $4567500.00        | $541781.50         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-11-01      | 3.0000%  | 0.0000% | $883900.00         | $254581.23         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-09-01      | 3.0000%  | 0.0000% | $3591300.00        | $640369.31         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-12-01      | 3.0000%  | 0.0000% | $2000000.00        | $203158.92         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-03-01      | 3.0000%  | 0.0000% | $1000000.00        | $114315.70         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-08-01      | 3.5000%  | 0.0000% | $901200.00         | $100621.63         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-07-01      | 3.5000%  | 0.0000% | $10000000.00       | $1672701.92        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-11-01      | 3.5000%  | 0.0000% | $945700.00         | $104676.89         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-12-01      | 3.5000%  | 0.0000% | $2107200.00        | $322020.76         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-05-01      | 3.5000%  | 0.0000% | $11400000.00       | $1820580.48        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-06-01      | 3.5000%  | 0.0000% | $1058600.00        | $182840.83         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-07-01      | 3.5000%  | 0.0000% | $1954600.00        | $588956.44         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-08-01      | 3.5000%  | 0.0000% | $1409000.00        | $348577.72         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 3.5000%  | 0.0000% | $1205000.00        | $345946.33         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-10-01      | 3.5000%  | 0.0000% | $2996500.00        | $724206.64         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-01-01      | 3.5000%  | 0.0000% | $600000.00         | $87701.00          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-05-01      | 3.5000%  | 0.0000% | $695000.00         | $74917.38          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-06-01      | 3.5000%  | 0.0000% | $751900.00         | $132632.74         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 3.5000%  | 0.0000% | $1350000.00        | $266887.15         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-01-01      | 3.5000%  | 0.0000% | $539800.00         | $95917.35          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-03-01      | 3.5000%  | 0.0000% | $1306000.00        | $352194.88         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 3.5000%  | 0.0000% | $13143600.00       | $3241919.12        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 3.5000%  | 0.0000% | $2363300.00        | $533296.00         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2026-05-01      | 4.0000%  | 0.0000% | $5410000.00        | $18906.82          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2026-07-01      | 4.0000%  | 0.0000% | $2150000.00        | $11359.16          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-02-01      | 4.0000%  | 0.0000% | $7626300.00        | $527401.52         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-02-01      | 4.0000%  | 0.0000% | $1000000.00        | $86669.20          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-07-01      | 4.0000%  | 0.0000% | $3200000.00        | $514364.83         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-11-01      | 4.0000%  | 0.0000% | $5500000.00        | $493530.60         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-09-01      | 4.0000%  | 0.0000% | $9000000.00        | $477147.43         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-05-01      | 4.0000%  | 0.0000% | $535900.00         | $58419.24          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-08-01      | 4.0000%  | 0.0000% | $1062000.00        | $99963.05          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2026-08-01      | 4.0000%  | 0.0000% | $1000000.00        | $10069.87          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-01-01      | 4.0000%  | 0.0000% | $2879000.00        | $14541.86          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2027-07-01      | 4.0000%  | 0.0000% | $3048200.00        | $10191.67          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-10-01      | 4.0000%  | 0.0000% | $609900.00         | $40448.01          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-05-01      | 4.0000%  | 0.0000% | $1699800.00        | $166830.70         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-10-01      | 4.0000%  | 0.0000% | $1853000.00        | $175553.20         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-04-01      | 4.5000%  | 0.0000% | $6045100.00        | $323386.78         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-07-01      | 4.5000%  | 0.0000% | $2186200.00        | $175658.25         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-11-01      | 4.5000%  | 0.0000% | $700000.00         | $146416.75         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-03-01      | 4.5000%  | 0.0000% | $7967000.00        | $33761.68          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-03-01      | 4.5000%  | 0.0000% | $3349900.00        | $678424.67         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 4.5000%  | 0.0000% | $1399000.00        | $487356.72         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-09-01      | 5.0000%  | 0.0000% | $1000000.00        | $224256.67         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-08-01      | 5.0000%  | 0.0000% | $3025000.00        | $267384.98         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-01-01      | 5.0000%  | 0.0000% | $2000000.00        | $30587.61          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-02-01      | 5.0000%  | 0.0000% | $4103400.00        | $64040.87          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-03-01      | 5.0000%  | 0.0000% | $2000000.00        | $64777.55          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-04-01      | 5.0000%  | 0.0000% | $2000000.00        | $26660.58          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-09-01      | 5.0000%  | 0.0000% | $2000000.00        | $147988.52         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-09-01      | 5.0000%  | 0.0000% | $1192100.00        | $67396.23          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-08-01      | 5.0000%  | 0.0000% | $2999900.00        | $132137.37         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-04-01      | 5.0000%  | 0.0000% | $1650900.00        | $14832.44          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-04-01      | 5.0000%  | 0.0000% | $2200300.00        | $40302.17          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-05-01      | 5.0000%  | 0.0000% | $3757800.00        | $86318.00          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-08-01      | 5.0000%  | 0.0000% | $3028200.00        | $35086.95          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-01-01      | 5.0000%  | 0.0000% | $20176200.00       | $266051.22         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-04-01      | 5.0000%  | 0.0000% | $9190600.00        | $68872.01          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-11-01      | 5.0000%  | 0.0000% | $825000.00         | $41268.43          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-03-01      | 5.5000%  | 0.0000% | $1497800.00        | $364515.27         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-02-01      | 5.5000%  | 0.0000% | $1662400.00        | $439920.99         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-04-01      | 5.5000%  | 0.0000% | $1495500.00        | $390191.82         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-12-01      | 6.0000%  | 0.0000% | $5766000.00        | $27083.75          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-04-01      | 6.0000%  | 0.0000% | $19665000.00       | $211943.93         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 6.5000%  | 0.0000% | $18484300.00       | $325508.05         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-07-01      | 6.5000%  | 0.0000% | $3400000.00        | $74719.42          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-07-01      | 6.5000%  | 0.0000% | $3675000.00        | $147027.81         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-02-01      | 6.5000%  | 0.0000% | $1181000.00        | $23232.03          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-11-01      | 6.5000%  | 0.0000% | $17129800.00       | $366246.71         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-11-01      | 6.5000%  | 0.0000% | $16904800.00       | $583703.98         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $5233300.00        | $1146637.99        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $8840100.00        | $2095200.71        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-03-20      | 3.5000%  | 0.0000% | $15148800.00       | $2591315.82        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-12-20      | 3.5000%  | 0.0000% | $1248100.00        | $77764.91          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2026-04-20      | 3.5000%  | 0.0000% | $3525000.00        | $18168.78          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-12-20      | 3.5000%  | 0.0000% | $4107500.00        | $299910.20         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-11-20      | 3.5000%  | 0.0000% | $10460000.00       | $454644.18         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-03-20      | 4.0000%  | 0.0000% | $5275000.00        | $453395.74         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-09-20      | 4.0000%  | 0.0000% | $4025000.00        | $168562.20         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-11-20      | 4.0000%  | 0.0000% | $4500000.00        | $176013.36         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-11-20      | 4.0000%  | 0.0000% | $1571700.00        | $153382.67         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-08-20      | 4.0000%  | 0.0000% | $3026800.00        | $331018.44         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-20      | 4.0000%  | 0.0000% | $3901700.00        | $430336.39         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-12-20      | 4.0000%  | 0.0000% | $2468800.00        | $269888.63         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-12-20      | 4.0000%  | 0.0000% | $1433500.00        | $148458.48         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $2329387.00        | $187904.55         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-05-20      | 4.0000%  | 0.0000% | $4247600.00        | $372750.28         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 4.0000%  | 0.0000% | $1017999.00        | $210849.98         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-08-20      | 4.0000%  | 0.0000% | $1192000.00        | $138210.41         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-05-20      | 4.0000%  | 0.0000% | $1400.00           | $110.87            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-12-20      | 4.0000%  | 0.0000% | $7673100.00        | $908876.82         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-09-20      | 4.0000%  | 0.0000% | $748000.00         | $38098.12          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-02-20      | 4.5000%  | 0.0000% | $850000.00         | $65091.91          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-07-20      | 4.5000%  | 0.0000% | $1526800.00        | $137715.18         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-09-20      | 4.5000%  | 0.0000% | $3962100.00        | $364425.39         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-04-20      | 4.5000%  | 0.0000% | $3348000.00        | $262864.41         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-02-20      | 4.5000%  | 0.0000% | $6174407.00        | $459480.40         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-12-20      | 4.5000%  | 0.0000% | $1173500.00        | $143592.87         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-11-20      | 4.5000%  | 0.0000% | $5000000.00        | $133587.06         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $1000.00           | $180.40            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-12-20      | 4.5000%  | 0.0000% | $1308600.00        | $506435.35         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-11-20      | 4.5000%  | 0.0000% | $3393800.00        | $1024913.26        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-05-20      | 5.0000%  | 0.0000% | $940000.00         | $63522.40          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-07-20      | 5.0000%  | 0.0000% | $776200.00         | $55831.79          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-01-20      | 5.0000%  | 0.0000% | $5701000.00        | $571216.15         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-04-20      | 5.0000%  | 0.0000% | $2825600.00        | $218385.23         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-04-20      | 5.0000%  | 0.0000% | $3282000.00        | $253659.51         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-11-20      | 5.0000%  | 0.0000% | $13909000.00       | $862732.37         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-12-20      | 5.0000%  | 0.0000% | $8199000.00        | $519335.57         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-03-20      | 5.0000%  | 0.0000% | $3340800.00        | $255847.74         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-06-20      | 5.0000%  | 0.0000% | $800000.00         | $74879.10          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-09-20      | 5.0000%  | 0.0000% | $4279700.00        | $425538.17         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-12-20      | 5.0000%  | 0.0000% | $1573500.00        | $92181.60          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-11-20      | 5.0000%  | 0.0000% | $3737200.00        | $139737.27         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-04-20      | 5.0000%  | 0.0000% | $2096100.00        | $144467.83         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-04-20      | 5.0000%  | 0.0000% | $12046600.00       | $1095005.36        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-02-20      | 5.0000%  | 0.0000% | $3325000.00        | $26366.55          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-08-20      | 5.0000%  | 0.0000% | $2132000.00        | $28901.18          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-04-20      | 5.0000%  | 0.0000% | $1251400.00        | $41702.17          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-09-20      | 5.0000%  | 0.0000% | $524000.00         | $21584.64          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-09-20      | 5.5000%  | 0.0000% | $2024200.00        | $272536.11         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-03-20      | 5.5000%  | 0.0000% | $1870700.00        | $153971.19         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-12-20      | 5.5000%  | 0.0000% | $1080800.00        | $83505.31          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1063700.00        | $328915.62         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $13352309.00       | $6022727.92        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-01-20      | 4.0000%  | 0.0000% | $591000.00         | $130863.84         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-02-20      | 4.5000%  | 0.0000% | $567200.00         | $102698.42         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 4.5000%  | 0.0000% | $991110.00         | $34016.32          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-06-20      | 4.5000%  | 0.0000% | $3433400.00        | $171589.24         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-06-20      | 5.5000%  | 0.0000% | $1000000.00        | $422209.24         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $4023000.00        | $242993.18         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-12-20      | 3.5000%  | 0.0000% | $2500000.00        | $262809.06         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $2100000.00        | $84128.15          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-02-20      | 4.0000%  | 0.0000% | $4375300.00        | $145838.75         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-08-20      | 4.0000%  | 0.0000% | $14484800.00       | $840154.44         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-06-20      | 4.5000%  | 0.0000% | $10583400.00       | $153142.80         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-01-20      | 4.5000%  | 0.0000% | $16388800.00       | $365088.85         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-02-20      | 4.5000%  | 0.0000% | $4717200.00        | $205411.47         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-03-20      | 4.5000%  | 0.0000% | $1402700.00        | $219047.05         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-09-20      | 4.5000%  | 0.0000% | $8931900.00        | $58780.12          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-08-20      | 5.0000%  | 0.0000% | $1068500.00        | $86979.27          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-11-20      | 5.0000%  | 0.0000% | $15727199.00       | $642022.26         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-01-20      | 5.0000%  | 0.0000% | $640400.00         | $17488.30          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-08-20      | 5.0000%  | 0.0000% | $1898600.00        | $11685.15          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-06-20      | 5.0000%  | 0.0000% | $2687000.00        | $137395.99         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-12-20      | 5.5000%  | 0.0000% | $1064200.00        | $97905.21          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-05-20      | 7.0000%  | 0.0000% | $3436700.00        | $95428.19          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-12-01      | 7.0000%  | 0.0000% | $1660000.00        | $34903.77          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-12-01      | 7.0000%  | 0.0000% | $9799600.00        | $138739.63         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-07-01      | 7.0000%  | 0.0000% | $3930000.00        | $10891.19          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-09-01      | 7.0000%  | 0.0000% | $12207600.00       | $46697.23          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-10-01      | 7.0000%  | 0.0000% | $1152100.00        | $12292.60          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-08-01      | 7.0000%  | 0.0000% | $1392300.00        | $13967.10          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-11-01      | 8.0000%  | 0.0000% | $548800.00         | $15311.68          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-11-01      | 8.0000%  | 0.0000% | $2000000.00        | $11039.40          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-10-01      | 2.5000%  | 0.0000% | $1250000.00        | $95280.64          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-04-01      | 2.5000%  | 0.0000% | $1432900.00        | $66732.67          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-01-01      | 3.0000%  | 0.0000% | $1200000.00        | $103888.96         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-01-01      | 3.0000%  | 0.0000% | $3300000.00        | $586595.17         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-11-01      | 3.0000%  | 0.0000% | $2382000.00        | $436078.18         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-04-01      | 3.5000%  | 0.0000% | $1000000.00        | $113422.86         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-11-01      | 4.0000%  | 0.0000% | $1864000.00        | $204219.83         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-01-01      | 4.0000%  | 0.0000% | $1157900.00        | $43429.67          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-07-01      | 4.0000%  | 0.0000% | $3356900.00        | $697091.81         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-04-01      | 4.0000%  | 0.0000% | $2917000.00        | $529904.25         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 4.5000%  | 0.0000% | $1923400.00        | $657869.83         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-05-01      | 4.5000%  | 0.0000% | $2822400.00        | $835467.25         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 5.8850%  | 0.0000% | $2000000.00        | $66701.24          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-07-01      | 6.4700%  | 0.0000% | $3111877.00        | $54992.65          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-03-01      | 6.5000%  | 0.0000% | $2712000.00        | $26229.97          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-01-01      | 6.5000%  | 0.0000% | $1000.00           | $3.47              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-03-01      | 6.5000%  | 0.0000% | $20000000.00       | $115393.33         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-12-01      | 6.6650%  | 0.0000% | $7072048.00        | $261111.28         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-01-01      | 6.6790%  | 0.0000% | $1000000.00        | $39973.12          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-07-01      | 6.7450%  | 0.0000% | $1000000.00        | $49140.52          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-07-01      | 6.7480%  | 0.0000% | $18451100.00       | $893050.23         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-03-01      | 6.7550%  | 0.0000% | $3940155.00        | $246437.64         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-05-01      | 6.9270%  | 0.0000% | $675000.00         | $14419.49          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-11-01      | 7.0920%  | 0.0000% | $13457466.00       | $500668.72         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-10-01      | 7.1320%  | 0.0000% | $8092000.00        | $97348.33          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-07-01      | 7.7750%  | 0.0000% | $3480000.00        | $16832.26          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-08-01      | 4.2380%  | 0.0000% | $29085539.00       | $104733.81         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-08-01      | 4.4220%  | 0.0000% | $2663300.00        | $15369.05          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-09-01      | 4.8570%  | 0.0000% | $4133866.00        | $67361.05          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 5.0430%  | 0.0000% | $200000.00         | $84147.97          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-08-01      | 5.1980%  | 0.0000% | $2300000.00        | $86449.38          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-06-01      | 5.2960%  | 0.0000% | $3835251.00        | $360476.45         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-09-01      | 5.4200%  | 0.0000% | $2664036.00        | $120389.96         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-10-01      | 5.7000%  | 0.0000% | $3753543.00        | $54572.46          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-01-01      | 5.8720%  | 0.0000% | $7700000.00        | $102928.37         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-07-01      | 6.0690%  | 0.0000% | $1427320.00        | $7720.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-10-01      | 6.1770%  | 0.0000% | $1050000.00        | $98915.42          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-04-01      | 6.1850%  | 0.0000% | $5029200.00        | $17282.46          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-12-01      | 6.1870%  | 0.0000% | $43750369.00       | $105025.48         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-12-01      | 6.2100%  | 0.0000% | $10575000.00       | $134921.16         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-03-01      | 6.3310%  | 0.0000% | $2763000.00        | $17514.71          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-02-01      | 6.3350%  | 0.0000% | $13007581.00       | $50687.18          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-11-01      | 6.3510%  | 0.0000% | $4933700.00        | $284298.90         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-05-01      | 6.3750%  | 0.0000% | $4642470.00        | $63727.39          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-07-01      | 6.3900%  | 0.0000% | $748999.00         | $23921.55          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-01-01      | 6.4430%  | 0.0000% | $19342246.00       | $68209.14          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-02-01      | 6.4620%  | 0.0000% | $18653400.00       | $1535323.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-03-01      | 6.5000%  | 0.0000% | $8661516.00        | $202810.77         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-03-01      | 6.5230%  | 0.0000% | $10000000.00       | $80305.03          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-01-01      | 6.5230%  | 0.0000% | $2085000.00        | $16316.96          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-03-01      | 6.5240%  | 0.0000% | $5000000.00        | $256805.35         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-05-01      | 6.5300%  | 0.0000% | $17072221.00       | $766158.11         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-04-20      | 3.0000%  | 0.0000% | $10093000.00       | $4616302.77        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $2143500.00        | $864117.44         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-02-20      | 3.0000%  | 0.0000% | $1300000.00        | $223867.39         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-04-20      | 3.0000%  | 0.0000% | $1117400.00        | $62359.31          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-05-20      | 3.0000%  | 0.0000% | $1277400.00        | $98077.73          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-01-20      | 3.0000%  | 0.0000% | $1070000.00        | $12282.52          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-03-20      | 3.0000%  | 0.0000% | $1550000.00        | $20904.27          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-04-20      | 3.5000%  | 0.0000% | $7225000.00        | $93522.39          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-08-20      | 3.5000%  | 0.0000% | $1075000.00        | $36705.38          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-01-20      | 3.5000%  | 0.0000% | $1803900.00        | $179791.18         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $1750022.00        | $173956.46         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-04-20      | 3.5000%  | 0.0000% | $777200.00         | $91309.74          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-07-20      | 3.5000%  | 0.0000% | $2339300.00        | $257962.99         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-06-20      | 3.5000%  | 0.0000% | $1893900.00        | $233331.71         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-05-20      | 3.5000%  | 0.0000% | $3655624.00        | $423124.65         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $2027700.00        | $245019.23         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-12-20      | 3.5000%  | 0.0000% | $1215800.00        | $147083.89         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-06-20      | 3.5000%  | 0.0000% | $15000200.00       | $2653052.40        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $1129500.00        | $218072.47         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-07-20      | 3.5000%  | 0.0000% | $1996500.00        | $460498.48         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-06-20      | 3.5000%  | 0.0000% | $2605600.00        | $525836.31         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $10149400.00       | $2078690.04        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-08-20      | 3.5000%  | 0.0000% | $17419300.00       | $3686923.78        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-01-01      | 6.5300%  | 0.0000% | $5000000.00        | $20017.50          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-05-01      | 6.5350%  | 0.0000% | $17698644.00       | $221935.65         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-09-01      | 6.5380%  | 0.0000% | $800000.00         | $69925.24          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-04-01      | 6.5400%  | 0.0000% | $5289803.00        | $50730.82          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 6.5430%  | 0.0000% | $420000.00         | $62604.88          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-09-01      | 6.5450%  | 0.0000% | $999000.00         | $43792.07          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-03-01      | 6.5500%  | 0.0000% | $2425000.00        | $43426.66          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-04-01      | 6.5570%  | 0.0000% | $550000.00         | $19654.22          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-01-01      | 6.5860%  | 0.0000% | $18359062.00       | $1743446.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-04-01      | 6.6000%  | 0.0000% | $2000000.00        | $192342.23         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-09-01      | 6.6030%  | 0.0000% | $1430000.00        | $191868.71         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-11-01      | 6.6100%  | 0.0000% | $9587539.00        | $122615.23         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-10-01      | 6.6100%  | 0.0000% | $10199116.00       | $1214156.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-01-01      | 6.6100%  | 0.0000% | $1083900.00        | $86502.25          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-06-01      | 6.6320%  | 0.0000% | $11139671.00       | $212812.50         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-08-01      | 6.6970%  | 0.0000% | $3699000.00        | $22052.10          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-05-01      | 6.7060%  | 0.0000% | $1630000.00        | $80460.06          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-06-01      | 6.7120%  | 0.0000% | $1900441.00        | $120077.01         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-04-01      | 6.7130%  | 0.0000% | $726000.00         | $24618.79          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-07-01      | 6.7170%  | 0.0000% | $750000.00         | $27613.09          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-11-01      | 6.7280%  | 0.0000% | $8074233.00        | $296643.26         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-11-01      | 6.7300%  | 0.0000% | $2650000.00        | $102797.51         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-02-01      | 6.7400%  | 0.0000% | $588900.00         | $150305.59         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-01-01      | 6.7420%  | 0.0000% | $5500000.00        | $323551.86         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-02-01      | 6.7550%  | 0.0000% | $2000000.00        | $15859.57          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-02-01      | 6.7670%  | 0.0000% | $2514309.00        | $786179.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-07-01      | 6.7680%  | 0.0000% | $6950114.00        | $760495.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-10-01      | 6.7770%  | 0.0000% | $8803752.00        | $404082.97         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-03-01      | 6.7800%  | 0.0000% | $11905868.00       | $285238.30         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-03-01      | 6.7870%  | 0.0000% | $825000.00         | $124721.56         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-02-01      | 6.7980%  | 0.0000% | $750000.00         | $32306.03          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-01-01      | 6.8100%  | 0.0000% | $3000000.00        | $239124.99         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-05-01      | 6.8130%  | 0.0000% | $24095000.00       | $66384.74          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-09-01      | 6.8560%  | 0.0000% | $5700000.00        | $361088.18         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-05-01      | 6.8590%  | 0.0000% | $4336936.00        | $323283.86         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-09-01      | 6.8610%  | 0.0000% | $11815571.00       | $221830.02         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-05-01      | 6.8740%  | 0.0000% | $10054946.00       | $730057.59         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-04-01      | 6.8800%  | 0.0000% | $9280249.00        | $59705.86          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-07-01      | 6.8810%  | 0.0000% | $1585000.00        | $67959.11          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-10-01      | 6.8930%  | 0.0000% | $1575000.00        | $67961.28          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-10-01      | 6.9110%  | 0.0000% | $6700000.00        | $108319.54         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-05-01      | 6.9210%  | 0.0000% | $1000.00           | $17.23             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-03-01      | 6.9220%  | 0.0000% | $6547300.00        | $22464.83          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-06-01      | 6.9220%  | 0.0000% | $798900.00         | $60047.83          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-01-01      | 6.9340%  | 0.0000% | $732800.00         | $81190.59          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-04-01      | 6.9500%  | 0.0000% | $2600000.00        | $24421.98          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-03-01      | 6.9980%  | 0.0000% | $2200000.00        | $98492.81          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-07-01      | 7.4300%  | 0.0000% | $1523900.00        | $28521.75          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-08-01      | 7.4330%  | 0.0000% | $17040000.00       | $69167.19          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-08-01      | 7.4330%  | 0.0000% | $19669444.00       | $50051.02          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-11-01      | 7.4500%  | 0.0000% | $38582279.00       | $55288.02          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-06-01      | 7.4890%  | 0.0000% | $18086539.00       | $297148.38         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-08-01      | 7.5840%  | 0.0000% | $719628.00         | $151650.52         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-09-01      | 7.6280%  | 0.0000% | $4115589.00        | $60714.86          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $1216100.00        | $179084.09         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $569900.00         | $133897.21         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-01-01      | 3.0000%  | 0.0000% | $226000.00         | $71044.30          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-01-01      | 3.0000%  | 0.0000% | $1896200.00        | $651876.54         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-06-01      | 3.0000%  | 0.0000% | $1089000.00        | $245179.18         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-04-01      | 3.0000%  | 0.0000% | $727000.00         | $130168.02         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $9019200.00        | $2626047.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-07-01      | 3.5000%  | 0.0000% | $5006000.00        | $1030050.17        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-09-01      | 3.5000%  | 0.0000% | $4855000.00        | $718514.20         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $9075000.00        | $1884861.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $2070300.00        | $833982.52         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.5000%  | 0.0000% | $20418400.00       | $3518177.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-06-01      | 3.5000%  | 0.0000% | $3111300.00        | $906490.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-07-01      | 3.5000%  | 0.0000% | $1847700.00        | $340083.47         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $1180200.00        | $155268.88         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-12-01      | 4.0000%  | 0.0000% | $4966800.00        | $742875.57         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-11-01      | 4.0000%  | 0.0000% | $880000.00         | $173574.90         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $1190000.00        | $264267.85         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $1221000.00        | $356823.49         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-12-01      | 4.0000%  | 0.0000% | $1249800.00        | $209235.78         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-06-01      | 4.5000%  | 0.0000% | $2691097.00        | $55356.96          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-02-01      | 4.5000%  | 0.0000% | $1110000.00        | $165503.01         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-06-01      | 4.5000%  | 0.0000% | $3026600.00        | $1081013.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-11-01      | 5.0000%  | 0.0000% | $2869886.00        | $27043.02          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-08-01      | 5.0000%  | 0.0000% | $3143300.00        | $68008.15          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-11-01      | 7.5000%  | 0.0000% | $7008100.00        | $1695238.24        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-06-15      | 2.5000%  | 0.0000% | $999600.00         | $19776.47          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-07-15      | 2.5000%  | 0.0000% | $9349300.00        | $218227.16         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-04-15      | 3.7500%  | 0.0000% | $585000.00         | $49522.96          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-15      | 4.0000%  | 0.0000% | $1029400.00        | $72461.80          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-15      | 4.5000%  | 0.0000% | $1925700.00        | $111889.82         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-07-15      | 4.5000%  | 0.0000% | $1256700.00        | $252491.48         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-01-15      | 4.5000%  | 0.0000% | $1507000.00        | $80837.52          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-03-15      | 4.5000%  | 0.0000% | $689000.00         | $10762.12          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-09-15      | 4.7000%  | 0.0000% | $1059400.00        | $116624.91         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-10-15      | 4.7000%  | 0.0000% | $1377300.00        | $141504.97         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-05-15      | 5.0000%  | 0.0000% | $1063200.00        | $391184.63         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-15      | 5.0000%  | 0.0000% | $1617900.00        | $189236.80         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-03-15      | 5.0000%  | 0.0000% | $1064600.00        | $322823.85         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-11-15      | 5.0000%  | 0.0000% | $792000.00         | $33857.54          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-06-15      | 5.2500%  | 0.0000% | $566700.00         | $52377.57          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2032-06-15      | 5.4900%  | 0.0000% | $4134600.00        | $100676.82         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-09-15      | 5.8600%  | 0.0000% | $1282000.00        | $115933.50         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-10-15      | 5.8600%  | 0.0000% | $953900.00         | $72929.82          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-09-15      | 5.8600%  | 0.0000% | $970700.00         | $158257.21         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-10-15      | 5.8600%  | 0.0000% | $1122200.00        | $88671.59          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-11-15      | 5.8600%  | 0.0000% | $1331700.00        | $60578.11          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-11-15      | 6.0000%  | 0.0000% | $1179000.00        | $10425.37          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-04-15      | 6.0000%  | 0.0000% | $2851700.00        | $33315.47          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-02-15      | 6.0000%  | 0.0000% | $1994800.00        | $10127.62          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-04-15      | 6.0000%  | 0.0000% | $7383300.00        | $16880.66          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-01-15      | 6.0000%  | 0.0000% | $3474500.00        | $49530.01          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-01-15      | 6.0000%  | 0.0000% | $16835700.00       | $210808.70         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-02-15      | 6.0000%  | 0.0000% | $15017800.00       | $37478.32          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-03-15      | 6.0000%  | 0.0000% | $7551500.00        | $53745.29          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-05-15      | 6.0000%  | 0.0000% | $4122100.00        | $48071.15          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-09-15      | 6.0000%  | 0.0000% | $1018800.00        | $17512.12          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-12-15      | 6.0000%  | 0.0000% | $5082800.00        | $35668.98          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-02-15      | 6.0000%  | 0.0000% | $6286500.00        | $49863.39          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-12-15      | 6.0000%  | 0.0000% | $1999900.00        | $69253.45          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-05-15      | 6.5000%  | 0.0000% | $12870000.00       | $11063.64          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-03-15      | 6.5000%  | 0.0000% | $3347500.00        | $13808.22          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-06-15      | 7.0000%  | 0.0000% | $145500.00         | $674.73            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-04-15      | 7.0000%  | 0.0000% | $1008000.00        | $16253.48          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-04-15      | 7.0000%  | 0.0000% | $1009100.00        | $14738.18          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-07-15      | 7.0000%  | 0.0000% | $2016900.00        | $10142.92          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-08-15      | 7.0000%  | 0.0000% | $2011900.00        | $18194.98          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-12-15      | 2.5000%  | 0.0000% | $45400.00          | $15856.97          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-11-15      | 3.2000%  | 0.0000% | $12593800.00       | $2677893.71        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-10-15      | 4.5000%  | 0.0000% | $1700000.00        | $64134.92          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-04-15      | 5.0000%  | 0.0000% | $1504000.00        | $47945.64          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-04-15      | 5.0000%  | 0.0000% | $8000000.00        | $72344.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-04-15      | 6.0000%  | 0.0000% | $6368300.00        | $805611.44         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-10-20      | 2.5000%  | 0.0000% | $1121100.00        | $190215.04         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2030-05-20      | 2.5000%  | 0.0000% | $1749000.00        | $126595.75         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-06-20      | 2.5000%  | 0.0000% | $1122400.00        | $210319.36         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-11-20      | 2.5000%  | 0.0000% | $1200100.00        | $220352.03         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 2.5000%  | 0.0000% | $20000000.00       | $4115599.82        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 2.5000%  | 0.0000% | $2460000.00        | $686758.28         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-03-20      | 3.0000%  | 0.0000% | $894900.00         | $176362.12         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-02-20      | 3.0000%  | 0.0000% | $977400.00         | $162508.93         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-02-20      | 3.0000%  | 0.0000% | $543300.00         | $38110.77          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-03-20      | 3.0000%  | 0.0000% | $1729019.00        | $193405.88         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-04-20      | 3.0000%  | 0.0000% | $1459600.00        | $22491.34          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-05-20      | 3.0000%  | 0.0000% | $2331724.00        | $222499.54         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2030-06-20      | 3.0000%  | 0.0000% | $980000.00         | $65861.85          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-05-20      | 3.0000%  | 0.0000% | $2386919.00        | $345353.43         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-11-20      | 3.0000%  | 0.0000% | $20599200.00       | $2886699.50        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-01-20      | 3.0000%  | 0.0000% | $8438600.00        | $1206808.61        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-02-20      | 3.0000%  | 0.0000% | $1042642.00        | $147570.67         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-04-20      | 3.0000%  | 0.0000% | $1559600.00        | $244613.91         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-10-20      | 3.0000%  | 0.0000% | $10499800.00       | $1660060.94        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-11-20      | 3.0000%  | 0.0000% | $4392847.00        | $736321.43         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 3.0000%  | 0.0000% | $11781400.00       | $4466213.60        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-12-20      | 3.0000%  | 0.0000% | $3402580.00        | $594684.21         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $1028948.00        | $283546.73         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-05-01      | 7.2130%  | 0.0000% | $1975000.00        | $90576.34          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-09-01      | 7.2520%  | 0.0000% | $15194645.00       | $1290321.50        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-04-01      | 7.2610%  | 0.0000% | $1400000.00        | $93883.43          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-07-01      | 7.3190%  | 0.0000% | $1644848.00        | $46310.84          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-03-01      | 7.3200%  | 0.0000% | $4000000.00        | $57943.68          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-01-01      | 7.3510%  | 0.0000% | $2000000.00        | $44838.69          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-09-01      | 7.3600%  | 0.0000% | $910000.00         | $21510.15          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-08-01      | 7.3690%  | 0.0000% | $10982398.00       | $550583.99         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-09-01      | 7.3810%  | 0.0000% | $17907300.00       | $84368.63          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-01-01      | 7.4000%  | 0.0000% | $9720391.00        | $173815.79         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-12-01      | 7.4020%  | 0.0000% | $3750000.00        | $524890.68         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-11-01      | 7.0370%  | 0.0000% | $6872407.00        | $65838.85          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-12-01      | 7.0590%  | 0.0000% | $3399600.00        | $161060.45         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-06-01      | 7.0890%  | 0.0000% | $6359122.00        | $21737.66          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-10-01      | 7.1680%  | 0.0000% | $17650000.00       | $1868842.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-08-01      | 7.1790%  | 0.0000% | $27000000.00       | $117183.99         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-08-01      | 7.1880%  | 0.0000% | $30000000.00       | $84790.08          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-09-01      | 7.1930%  | 0.0000% | $7528800.00        | $818506.71         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip                      | 2026-08-15      | N/A      | 0.0000% | $110285.30         | $105051.60         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2026-11-15      | N/A      | 0.0000% | $503353.10         | $474829.59         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2027-02-15      | N/A      | 0.0000% | $3495649.00        | $3266757.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2028-08-15      | N/A      | 0.0000% | $79608955.00       | $70049034.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2028-05-15      | N/A      | 0.0000% | $503353.10         | $447564.97         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2029-02-15      | N/A      | 0.0000% | $43299.99          | $37305.41          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2039-08-15      | N/A      | 0.0000% | $38191027.34       | $18783531.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2039-11-15      | N/A      | 0.0000% | $96626817.79       | $46824776.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2040-02-15      | N/A      | 0.0000% | $14741823.10       | $7034105.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2053-08-15      | N/A      | 0.0000% | $27981248.20       | $6819589.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2040-05-15      | N/A      | 0.0000% | $23216440.00       | $10904854.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2040-08-15      | N/A      | 0.0000% | $55458117.65       | $25613719.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2040-11-15      | N/A      | 0.0000% | $26494359.99       | $12078036.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2041-02-15      | N/A      | 0.0000% | $28442341.50       | $12792767.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2041-05-15      | N/A      | 0.0000% | $29441570.00       | $13065226.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2043-02-15      | N/A      | 0.0000% | $24315670.00       | $9726073.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2045-08-15      | N/A      | 0.0000% | $72205.84          | $25199.40          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2050-11-15      | N/A      | 0.0000% | $6315884.00        | $1703267.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2051-02-15      | N/A      | 0.0000% | $30214720.39       | $8049292.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2054-08-15      | N/A      | 0.0000% | $15100930.00       | $3554109.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2054-11-15      | N/A      | 0.0000% | $5500949.00        | $1285060.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2055-02-15      | N/A      | 0.0000% | $2445414.96        | $566392.34         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2026-08-15      | N/A      | 0.0000% | $1273000.00        | $1213888.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2040-05-15      | N/A      | 0.0000% | $63200.00          | $30765.32          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2046-05-15      | N/A      | 0.0000% | $151900.00         | $52453.04          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2051-08-15      | N/A      | 0.0000% | $2739300.00        | $732675.09         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2053-08-15      | N/A      | 0.0000% | $3500000.00        | $865410.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2054-05-15      | N/A      | 0.0000% | $504500.00         | $120987.17         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2054-08-15      | N/A      | 0.0000% | $9351200.00        | $2220685.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2055-02-15      | N/A      | 0.0000% | $220500.00         | $51570.10          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2035-08-15      | N/A      | 0.0000% | $125063800.00      | $77995038.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2026-05-15      | N/A      | 0.0000% | $28362690.00       | $27293927.12       | U.S. Treasuries (including strips) |

### Security 241: RBC Dominion Securities, Inc.

- **C.1 - Title:** RBC Dominion Securities, Inc. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PMY0, C.3 - LEI: 549300QJJX6C, C.5 - Other ID: ARP18PMY0_4.34_0602
- **C.18 - Value (incl. sponsor support):** $1100000000.00
- **C.18.a - Value (excl. sponsor support):** $1100000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill  | 2025-08-07      | N/A      | 0.0000% | $367000.00         | $364030.97         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2025-06-03      | N/A      | 0.0000% | $143000.00         | $142932.79         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2025-06-17      | N/A      | 0.0000% | $6219000.00        | $6205815.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2025-06-24      | N/A      | 0.0000% | $233000.00         | $232317.31         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2025-10-23      | N/A      | 0.0000% | $6040700.00        | $5938430.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2025-09-09      | N/A      | 0.0000% | $5000000.00        | $4940200.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-08-15      | 1.1250%  | 0.0000% | $111598000.00      | $67259115.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-08-15      | 1.3750%  | 0.0000% | $58905000.00       | $28432104.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-02-15      | 2.0000%  | 0.0000% | $1800.00           | $1039.39           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2046-02-15      | 2.5000%  | 0.0000% | $34000900.00       | $23210827.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2041-11-15      | 3.1250%  | 0.0000% | $100.00            | $80.22             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2048-05-15      | 3.1250%  | 0.0000% | $731000.00         | $541936.19         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-05-15      | 3.8750%  | 0.0000% | $6082500.00        | $5326454.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-08-15      | 4.1250%  | 0.0000% | $28425700.00       | $25816812.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-06-30      | 0.2500%  | 0.0000% | $434400.00         | $433242.29         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-07-31      | 0.3750%  | 0.0000% | $33800.00          | $31351.18          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-09-30      | 0.3750%  | 0.0000% | $189900.00         | $175092.88         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-09-30      | 0.3750%  | 0.0000% | $100.00            | $92.20             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-01-31      | 0.3750%  | 0.0000% | $200.00            | $195.09            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-31      | 0.5000%  | 0.0000% | $106000.00         | $99245.39          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-02-28      | 0.5000%  | 0.0000% | $227306000.00      | $221287258.29      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-06-30      | 0.8750%  | 0.0000% | $314300.00         | $304521.71         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-09-30      | 0.8750%  | 0.0000% | $166200.00         | $159565.03         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-07-31      | 1.0000%  | 0.0000% | $114500.00         | $104979.02         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-08-31      | 1.1250%  | 0.0000% | $74993000.00       | $68826770.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-11-30      | 1.5000%  | 0.0000% | $200.00            | $185.64            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-05-15      | 1.6250%  | 0.0000% | $31000.00          | $30272.78          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-05-15      | 1.6250%  | 0.0000% | $900.00            | $783.01            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-01-31      | 1.7500%  | 0.0000% | $17500.00          | $16297.73          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-08-15      | 2.2500%  | 0.0000% | $802400.00         | $779094.36         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-11-15      | 2.2500%  | 0.0000% | $100.00            | $96.16             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-02-15      | 2.2500%  | 0.0000% | $141227000.00      | $138062539.06      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-12-31      | 2.6250%  | 0.0000% | $100.00            | $100.14            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-05-31      | 2.7500%  | 0.0000% | $11700.00          | $11338.52          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-08-15      | 2.7500%  | 0.0000% | $199900.00         | $183264.83         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-05-15      | 2.8750%  | 0.0000% | $3338000.00        | $3075185.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-08-31      | 3.1250%  | 0.0000% | $22835000.00       | $22254250.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-06-30      | 3.2500%  | 0.0000% | $52400.00          | $52399.94          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $95.99             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-09-30      | 3.5000%  | 0.0000% | $1289500.00        | $1287330.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-04-15      | 3.7500%  | 0.0000% | $100.00            | $100.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-12-31      | 3.7500%  | 0.0000% | $500.00            | $504.57            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-08-31      | 3.7500%  | 0.0000% | $1374100.00        | $1356812.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-05-15      | 3.7500%  | 0.0000% | $122010000.00      | $121681614.11      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-09-30      | 3.8750%  | 0.0000% | $22264000.00       | $22310586.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-08-15      | 3.8750%  | 0.0000% | $2600.00           | $2527.38           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-15      | 3.8750%  | 0.0000% | $39600.00          | $39737.59          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-03-15      | 3.8750%  | 0.0000% | $5279700.00        | $5318256.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-02-28      | 4.0000%  | 0.0000% | $464200.00         | $468991.15         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-06-30      | 4.0000%  | 0.0000% | $68000.00          | $69310.67          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-01-15      | 4.0000%  | 0.0000% | $8315900.00        | $8435699.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-07-31      | 4.0000%  | 0.0000% | $100.00            | $101.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-03-31      | 4.0000%  | 0.0000% | $58127400.00       | $58507458.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-31      | 4.1250%  | 0.0000% | $68000.00          | $68525.76          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-03-31      | 4.1250%  | 0.0000% | $34750000.00       | $35192794.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-10-31      | 4.1250%  | 0.0000% | $5199400.00        | $5206121.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-03-31      | 4.1250%  | 0.0000% | $100.00            | $100.27            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-06-30      | 4.2500%  | 0.0000% | $43368100.00       | $44414593.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-06-30      | 4.2500%  | 0.0000% | $356000.00         | $365996.66         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-11-30      | 4.2500%  | 0.0000% | $11635400.00       | $11913989.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-01-15      | 4.2500%  | 0.0000% | $118005700.00      | $120825971.11      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-05-15      | 4.2500%  | 0.0000% | $3374000.00        | $3332912.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-07-15      | 4.3750%  | 0.0000% | $200.00            | $205.00            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-12-31      | 4.3750%  | 0.0000% | $34957100.00       | $36141042.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-15      | 4.5000%  | 0.0000% | $87800.00          | $88832.03          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-05-31      | 4.8750%  | 0.0000% | $4000000.00        | $4122748.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $4.29              | $2.11              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $700.00            | $289.05            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-11-15      | N/A      | 0.0000% | $500.00            | $197.85            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $200.00            | $74.67             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $400.00            | $139.78            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-08-15      | N/A      | 0.0000% | $800.00            | $272.39            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-11-15      | N/A      | 0.0000% | $100.00            | $31.91             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-02-15      | N/A      | 0.0000% | $100.00            | $29.96             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-05-15      | N/A      | 0.0000% | $100.00            | $29.62             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $200.00            | $56.10             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-02-15      | 2.1250%  | 0.0000% | $740700.00         | $693766.95         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-07-15      | 0.1250%  | 0.0000% | $100.00            | $116.10            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-01-15      | 0.3750%  | 0.0000% | $79900.00          | $104301.92         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-07-15      | 0.7500%  | 0.0000% | $4673600.00        | $5869508.51        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-15      | 1.2500%  | 0.0000% | $5030900.00        | $5339885.09        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-07-15      | 1.3750%  | 0.0000% | $100.00            | $101.36            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-01-15      | 1.7500%  | 0.0000% | $1000.00           | $1024.14           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2055-02-15      | 4.6250%  | 0.0000% | $4700000.00        | $4536991.28        | U.S. Treasuries (including strips) |

### Security 242: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PNK9, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP18PNK9_4.34_0602
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-03-19      | N/A      | 0.0000% | $100.00            | $96.73             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-09-30      | 3.5000%  | 0.0000% | $19571400.00       | $19310664.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-01-15      | 0.1250%  | 0.0000% | $80095000.00       | $82689260.56       | U.S. Treasuries (including strips) |

### Security 243: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PNL7, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP18PNL7_4.34_0602
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2031-07-31      | 4.1250%  | 0.0000% | $48750800.00       | $49381639.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-15      | 4.3750%  | 0.0000% | $1579300.00        | $1618425.45        | U.S. Treasuries (including strips) |

### Security 244: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PNO1, C.3 - LEI: VYVVCKR63DVZ, C.5 - Other ID: ARP18PNO1_4.35_0602
- **C.18 - Value (incl. sponsor support):** $2731000000.00
- **C.18.a - Value (excl. sponsor support):** $2731000000.00
- **C.19 - Percentage of Net Assets:** 1.5700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2046-02-20      | 5.5000%  | 0.0000% | $6000.00           | $557.50            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-05-20      | 7.0000%  | 0.0000% | $1000000.00        | $586.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 1.5000%  | 0.0000% | $14993681.00       | $7854452.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-20      | 3.0000%  | 0.0000% | $9531349.00        | $8010050.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $9939428.00        | $8099887.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $8826610.00        | $8772828.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $9671968.00        | $9708252.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-11-20      | 3.5000%  | 0.0000% | $79064447.00       | $9756704.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 5.0000%  | 0.0000% | $167568001.00      | $10112773.99       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $10464295.00       | $10242374.61       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-01-20      | 3.0000%  | 0.0000% | $94276438.00       | $10294750.17       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-12-20      | 4.0000%  | 0.0000% | $228684049.00      | $11900205.22       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $13759707.00       | $4871985.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 2.5000%  | 0.0000% | $24125000.00       | $4964442.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $5048794.00        | $4968071.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $5137277.00        | $4984967.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $5164761.00        | $5107682.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-20      | 4.0000%  | 0.0000% | $56742760.00       | $5152523.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 4.0000%  | 0.0000% | $7270914.00        | $6662355.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $7143118.00        | $6744686.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $13000000.00       | $6959785.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $7468500.00        | $7353143.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-04-20      | 4.0000%  | 0.0000% | $150368540.00      | $11986891.29       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $11905510.00       | $12287276.12       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-09-20      | 3.5000%  | 0.0000% | $130000000.00      | $12741552.15       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-12-20      | 4.0000%  | 0.0000% | $257938530.00      | $13392382.69       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 4.0000%  | 0.0000% | $43949799.00       | $13553599.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 5.0000%  | 0.0000% | $15905000.00       | $14396635.37       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 5.0000%  | 0.0000% | $42103428.00       | $18922476.09       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-11-20      | 5.0000%  | 0.0000% | $317590849.00      | $19699180.86       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $15964552.00       | $4100142.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $7383029.00        | $4153619.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $5730000.00        | $4217900.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $4047866.00        | $4231140.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $4474452.00        | $4321396.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $48169463.00       | $4498192.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $5709823.00        | $4556727.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $4440928.00        | $4653209.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 6.5000%  | 0.0000% | $5989212.00        | $4818200.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $4821816.00        | $4867755.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 4.5000%  | 0.0000% | $2151423.00        | $320369.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-02-20      | 4.0000%  | 0.0000% | $338412.00         | $323841.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-10-20      | 5.0000%  | 0.0000% | $4800000.00        | $337148.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 3.5000%  | 0.0000% | $2585846.00        | $340049.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-02-20      | 3.5000%  | 0.0000% | $3608690.00        | $342361.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 4.0000%  | 0.0000% | $2400000.00        | $348654.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 6.0000%  | 0.0000% | $551961.00         | $350961.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 2.5000%  | 0.0000% | $1200000.00        | $227329.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $360668.00         | $233069.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 6.5000%  | 0.0000% | $1430177.00        | $235999.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 3.0000%  | 0.0000% | $1818403.00        | $237513.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 4.0000%  | 0.0000% | $2634000.00        | $290519.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 3.0000%  | 0.0000% | $1740234.00        | $291695.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-20      | 5.5000%  | 0.0000% | $800000.00         | $297571.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-02-20      | 5.0000%  | 0.0000% | $5588366.00        | $299870.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 4.0000%  | 0.0000% | $379831.00         | $315949.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $642000.00         | $320350.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-11-20      | 3.0000%  | 0.0000% | $911000.00         | $170358.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 5.0000%  | 0.0000% | $452000.00         | $173479.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $400000.00         | $180322.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 5.0000%  | 0.0000% | $211617.00         | $183929.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 4.0000%  | 0.0000% | $210000.00         | $187782.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-04-20      | 4.0000%  | 0.0000% | $286649.00         | $191414.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $300000.00         | $196002.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 3.5000%  | 0.0000% | $589736.00         | $203643.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-20      | 3.0000%  | 0.0000% | $274170.00         | $205126.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $600000.00         | $219854.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $600000.00         | $138328.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-06-20      | 3.0000%  | 0.0000% | $1270000.00        | $142433.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-12-20      | 3.0000%  | 0.0000% | $1000003.00        | $147924.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 1.5000%  | 0.0000% | $209873.00         | $152369.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-20      | 4.0000%  | 0.0000% | $3946101.00        | $159055.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $230831.00         | $161750.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 6.0000%  | 0.0000% | $257745.00         | $162080.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-02-20      | 1.5000%  | 0.0000% | $280730.00         | $162334.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $167185.00         | $163169.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 4.0000%  | 0.0000% | $250000.00         | $164502.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 4.5000%  | 0.0000% | $800000.00         | $104714.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 6.5000%  | 0.0000% | $110000.00         | $107162.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $1257000.00        | $108746.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-07-20      | 4.0000%  | 0.0000% | $134142.00         | $113349.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 3.5000%  | 0.0000% | $335508.00         | $115585.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $1000000.00        | $121523.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $1020000.00        | $123312.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $253694.00         | $123918.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $508147.00         | $126359.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 5.0000%  | 0.0000% | $1000000.00        | $136442.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-04-20      | 2.5000%  | 0.0000% | $22000.00          | $3084.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-07-20      | 5.5000%  | 0.0000% | $235760.00         | $3667.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-04-20      | 4.5000%  | 0.0000% | $111289.00         | $3884.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-04-20      | 2.5000%  | 0.0000% | $25000.00          | $4170.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 5.5000%  | 0.0000% | $1070000.00        | $96437.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 4.5000%  | 0.0000% | $760208.00         | $100587.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 5.0000%  | 0.0000% | $372000.00         | $102107.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 7.0000%  | 0.0000% | $228000.00         | $102274.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-20      | 4.5000%  | 0.0000% | $874000.00         | $102616.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-09-20      | 2.0000%  | 0.0000% | $297136.00         | $104046.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-11-20      | 5.5000%  | 0.0000% | $95069.00          | $1050.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-10-20      | 8.0000%  | 0.0000% | $2948504.00        | $1797.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-09-20      | 6.0000%  | 0.0000% | $210000.00         | $2008.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-06-20      | 3.0000%  | 0.0000% | $30000.00          | $2016.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-20      | 4.0000%  | 0.0000% | $50000.00          | $2077.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-02-20      | 5.5000%  | 0.0000% | $356000.00         | $2383.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-12-20      | 7.0000%  | 0.0000% | $677205.00         | $637.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-01-20      | 6.0000%  | 0.0000% | $231000.00         | $706.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-12-20      | 6.5000%  | 0.0000% | $75000.00          | $886.43            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-20      | 6.0000%  | 0.0000% | $25792.00          | $905.63            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1442111.00        | $1482288.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $1547239.00        | $1294305.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1318268.00        | $1314456.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $1266808.00        | $1330722.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1314460.00        | $1370076.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1364292.00        | $1382564.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 5.0000%  | 0.0000% | $3906717.00        | $1401288.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1351452.00        | $1417840.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 5.5000%  | 0.0000% | $18810459.00       | $1466351.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $1903299.00        | $1466937.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1205491.00        | $1218439.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1686047.00        | $1222139.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 1.5000%  | 0.0000% | $1925311.00        | $1227563.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $1292024.00        | $1237984.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $1251358.00        | $1264596.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $1228587.00        | $1269091.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 5.5000%  | 0.0000% | $1609088.00        | $1277612.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $3325000.00        | $1281356.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-04-20      | 4.5000%  | 0.0000% | $1307829.00        | $1282525.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $1279019.00        | $1284730.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $1140335.00        | $1139386.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $1497547.00        | $1161290.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 6.5000%  | 0.0000% | $1817012.00        | $1162043.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $1988547.00        | $1170980.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 5.5000%  | 0.0000% | $11242349.00       | $1176024.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $1128487.00        | $1177630.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $2379474.00        | $1178547.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 5.0000%  | 0.0000% | $1301000.00        | $1187443.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-04-20      | 3.5000%  | 0.0000% | $16056977.00       | $1197989.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 5.0000%  | 0.0000% | $12727653.00       | $1211799.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $14586163.00       | $1048186.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-02-20      | 3.0000%  | 0.0000% | $10000000.00       | $1051373.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-12-20      | 3.5000%  | 0.0000% | $1426062.00        | $1063885.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1029721.00        | $1065366.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 3.5000%  | 0.0000% | $4039843.00        | $1071081.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-03-20      | 2.5000%  | 0.0000% | $5902674.00        | $1072213.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1034461.00        | $1082397.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1098164.00        | $1107440.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1090632.00        | $1120867.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 4.5000%  | 0.0000% | $1569893.00        | $1123260.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-07-20      | 3.5000%  | 0.0000% | $1124958.00        | $907751.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1126122.00        | $912549.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 1.5000%  | 0.0000% | $1313009.00        | $914659.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-06-20      | 4.0000%  | 0.0000% | $1201334.00        | $920907.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-02-20      | 4.0000%  | 0.0000% | $16240000.00       | $960412.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1238218.00        | $962268.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1284261.00        | $989390.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-20      | 5.0000%  | 0.0000% | $997886.00         | $1000098.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1010628.00        | $1017356.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $1218765.00        | $1025441.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $1055147.00        | $752753.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $7660911.00        | $755522.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 3.5000%  | 0.0000% | $5578225.00        | $782229.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-01-20      | 3.5000%  | 0.0000% | $875079.00         | $812994.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 4.0000%  | 0.0000% | $905838.00         | $826021.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $1148451.00        | $830274.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 4.5000%  | 0.0000% | $2559344.00        | $851192.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 7.0000%  | 0.0000% | $1049210.00        | $867607.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $3485926.00        | $880894.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 4.0000%  | 0.0000% | $1078000.00        | $897610.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 4.5000%  | 0.0000% | $1597266.00        | $575994.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 1.5000%  | 0.0000% | $802289.00         | $583595.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $761034.00         | $590434.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $1259747.00        | $592262.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-20      | 3.5000%  | 0.0000% | $4933000.00        | $596779.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $889699.00         | $600419.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 3.5000%  | 0.0000% | $6136443.00        | $605124.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 3.5000%  | 0.0000% | $4630694.00        | $607026.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-12-20      | 3.0000%  | 0.0000% | $701455.00         | $608877.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 1.5000%  | 0.0000% | $1052703.00        | $614770.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-04-20      | 4.5000%  | 0.0000% | $5939384.00        | $473670.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 4.5000%  | 0.0000% | $2113000.00        | $475224.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $1881624.00        | $484997.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $867885.00         | $501023.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-12-20      | 3.7500%  | 0.0000% | $1000000.00        | $508992.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 5.5000%  | 0.0000% | $1100000.00        | $532999.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $985811.00         | $535344.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $850895.00         | $555128.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $1071076.00        | $567493.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $800000.00         | $571262.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 4.5000%  | 0.0000% | $1058669.00        | $389595.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-04-20      | 4.0000%  | 0.0000% | $7196835.00        | $390258.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 1.5000%  | 0.0000% | $547620.00         | $395184.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $590714.00         | $411892.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-11-20      | 3.5000%  | 0.0000% | $5647089.00        | $422221.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 6.0000%  | 0.0000% | $666706.00         | $429202.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 1.5000%  | 0.0000% | $627526.00         | $448323.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 4.5000%  | 0.0000% | $3786225.00        | $456544.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-07-20      | 4.0000%  | 0.0000% | $7099755.00        | $456803.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 4.5000%  | 0.0000% | $710000.00         | $470563.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 4.0000%  | 0.0000% | $171896058.00      | $146534971.11      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 4.0000%  | 0.0000% | $159309780.00      | $146675891.90      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 1.5000%  | 0.0000% | $254043995.00      | $149619276.63      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 3.5000%  | 0.0000% | $320986897.00      | $284481342.73      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 4.5000%  | 0.0000% | $375233424.00      | $351726789.65      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-08-20      | 4.5000%  | 0.0000% | $596204000.00      | $21621262.02       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 3.0000%  | 0.0000% | $158000000.00      | $21812099.33       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $329428218.00      | $39730053.58       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $47786383.00       | $47620829.76       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.0000%  | 0.0000% | $78808238.00       | $50477381.01       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $550521918.00      | $69663108.53       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $76777594.00       | $75289263.35       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 5.5000%  | 0.0000% | $96556013.00       | $91372300.09       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 2.0000%  | 0.0000% | $242568591.00      | $111035397.02      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 2.0000%  | 0.0000% | $204459766.00      | $117193328.70      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 2.5000%  | 0.0000% | $344880330.00      | $139313682.87      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 3.0000%  | 0.0000% | $171016769.00      | $139929804.91      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 4.0000%  | 0.0000% | $899994.00         | $703957.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-06-20      | 2.5000%  | 0.0000% | $1695000.00        | $712803.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 2.5000%  | 0.0000% | $1126055.00        | $715386.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $1487941.00        | $731714.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-08-20      | 3.0000%  | 0.0000% | $5300000.00        | $621256.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $1000000.00        | $623116.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1012923.00        | $648661.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 4.0000%  | 0.0000% | $741022.00         | $651829.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 5.5000%  | 0.0000% | $6842961.00        | $668887.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 2.5000%  | 0.0000% | $1018454.00        | $680250.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 4.0000%  | 0.0000% | $418995.00         | $370863.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 1.5000%  | 0.0000% | $696555.00         | $384416.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $898980.00         | $389255.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.0000%  | 0.0000% | $39962074.00       | $24242849.38       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $205033819.00      | $24380401.47       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $25079644.00       | $25631120.14       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 3.0000%  | 0.0000% | $184008782.00      | $27335985.43       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 3.5000%  | 0.0000% | $263751705.00      | $27496527.83       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 5.0000%  | 0.0000% | $31992728.00       | $27730731.76       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-12-20      | 3.0000%  | 0.0000% | $255084000.00      | $28104517.72       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 4.5000%  | 0.0000% | $30478112.00       | $28644663.03       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 3.5000%  | 0.0000% | $38028749.00       | $33856213.52       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 3.0000%  | 0.0000% | $290440712.00      | $35235179.08       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $2789412.00        | $2937019.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 1.5000%  | 0.0000% | $4634610.00        | $3012868.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $3134831.00        | $3197274.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $3510339.00        | $3243307.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $24449790.00       | $3337517.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 4.0000%  | 0.0000% | $4914468.00        | $3926038.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 6.5000%  | 0.0000% | $5047814.00        | $3989768.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.0000%  | 0.0000% | $6806642.00        | $3994481.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 4.0000%  | 0.0000% | $5178000.00        | $3995354.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-01-20      | 4.0000%  | 0.0000% | $73903022.00       | $4017868.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $2191255.00        | $2299491.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $19516821.00       | $2382794.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 5.0000%  | 0.0000% | $2825218.00        | $2427277.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $2948574.00        | $2430022.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $2373400.00        | $2438502.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $2352283.00        | $2455390.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 3.5000%  | 0.0000% | $2999700.00        | $2462776.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $2407220.00        | $2466623.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $2475180.00        | $2535397.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $2474355.00        | $2552236.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $2090545.00        | $1889489.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1802828.00        | $1891551.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 6.5000%  | 0.0000% | $2261119.00        | $1899949.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 4.0000%  | 0.0000% | $2774756.00        | $1909444.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 4.0000%  | 0.0000% | $2245677.00        | $1912494.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-10-20      | 4.5000%  | 0.0000% | $24483000.00       | $1920347.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $2221154.00        | $1976920.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $4716148.00        | $1984463.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $2359853.00        | $2277574.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 3.5000%  | 0.0000% | $3100000.00        | $2285506.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 5.0000%  | 0.0000% | $13000000.00       | $1707097.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $3275995.00        | $1730675.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 4.5000%  | 0.0000% | $2678176.00        | $1774255.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $1715420.00        | $1779352.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $1817693.00        | $1782914.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $1774360.00        | $1805654.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-20      | 6.5000%  | 0.0000% | $2836827.00        | $1821523.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.5000%  | 0.0000% | $1927634.00        | $1825072.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 5.5000%  | 0.0000% | $2221670.00        | $1825654.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $1817031.00        | $1861653.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 4.0000%  | 0.0000% | $1911323.00        | $1483712.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1442650.00        | $1484576.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $2543342.00        | $1486897.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1456027.00        | $1520795.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1769904.00        | $1592506.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $2343134.00        | $1614864.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1571470.00        | $1634669.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1839622.00        | $1644139.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $1688338.00        | $1684480.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 6.0000%  | 0.0000% | $2696534.00        | $1690637.18        | Agency Mortgage-Backed Securities |

### Security 245: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PNP8, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP18PNP8_4.34_0602
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note  | 2026-05-31      | 4.8750%  | 0.0000% | $256200.00         | $264062.03         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $10917.94          | $6624.59           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-08-15      | N/A      | 0.0000% | $92.13             | $77.67             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-11-15      | N/A      | 0.0000% | $23623.88          | $12944.19          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-02-15      | N/A      | 0.0000% | $427947.24         | $161522.69         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $47800.00          | $23908.17          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $200.00            | $53.49             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-31      | 4.1250%  | 0.0000% | $13940000.00       | $14047780.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-11-15      | 4.1250%  | 0.0000% | $203000.00         | $202001.52         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-11-15      | 4.1250%  | 0.0000% | $1000.00           | $1006.21           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-11-30      | 4.1250%  | 0.0000% | $100200.00         | $102000.76         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-01-31      | 4.1250%  | 0.0000% | $100.00            | $101.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-12-15      | 4.3750%  | 0.0000% | $100.00            | $102.48            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-03-31      | 4.5000%  | 0.0000% | $200.00            | $201.93            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-15      | 4.5000%  | 0.0000% | $7346700.00        | $7456208.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-03-15      | 4.6250%  | 0.0000% | $25019000.00       | $25329351.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-02-28      | 4.6250%  | 0.0000% | $15131400.00       | $15342147.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-08-15      | 3.6250%  | 0.0000% | $1379200.00        | $1174946.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2053-02-15      | 3.6250%  | 0.0000% | $8442300.00        | $6820182.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-02-15      | 4.6250%  | 0.0000% | $6731200.00        | $6725285.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2031-02-15      | 5.3750%  | 0.0000% | $1000.00           | $1080.05           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-12-31      | 0.3750%  | 0.0000% | $60425500.00       | $59156375.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-30      | 0.5000%  | 0.0000% | $900.00            | $843.28            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-31      | 0.5000%  | 0.0000% | $5600.00           | $5243.15           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-07-31      | 0.6250%  | 0.0000% | $167287200.00      | $160966011.96      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-06-30      | 0.8750%  | 0.0000% | $9090600.00        | $8807779.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-08-31      | 1.1250%  | 0.0000% | $400.00            | $367.11            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-10-31      | 1.6250%  | 0.0000% | $17783800.00       | $17214766.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-11-30      | 1.6250%  | 0.0000% | $1382700.00        | $1345487.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-11-15      | 2.2500%  | 0.0000% | $3626800.00        | $3487734.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-31      | 2.6250%  | 0.0000% | $20878800.00       | $20619524.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-10-31      | 4.8750%  | 0.0000% | $34400.00          | $35879.00          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-06-15      | 4.6250%  | 0.0000% | $1137600.00        | $1176656.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-05-31      | 4.6250%  | 0.0000% | $11316700.00       | $11876287.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-08-15      | 3.8750%  | 0.0000% | $200.00            | $194.42            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-30      | 3.7500%  | 0.0000% | $1000.00           | $999.19            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-06-30      | 3.7500%  | 0.0000% | $2452300.00        | $2458979.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-04-15      | 3.7500%  | 0.0000% | $2554600.00        | $2555774.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-05-31      | 3.6250%  | 0.0000% | $14020000.00       | $14157752.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-09-30      | 3.5000%  | 0.0000% | $700100.00         | $698922.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-01-31      | 3.5000%  | 0.0000% | $4424000.00        | $4428404.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-08-31      | 3.1250%  | 0.0000% | $12918100.00       | $12589561.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-04-30      | 2.8750%  | 0.0000% | $2571300.00        | $2476441.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-05-15      | 2.8750%  | 0.0000% | $8600.00           | $8361.04           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2048-11-15      | 3.3750%  | 0.0000% | $24896400.00       | $19255066.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-05-15      | 3.3750%  | 0.0000% | $982300.00         | $790326.83         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2048-05-15      | 3.1250%  | 0.0000% | $7183000.00        | $5325208.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-02-15      | 3.1250%  | 0.0000% | $7156500.00        | $5686074.71        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2047-05-15      | 3.0000%  | 0.0000% | $7012100.00        | $5133662.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2052-05-15      | 2.8750%  | 0.0000% | $25097900.00       | $17253849.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-11-15      | 2.7500%  | 0.0000% | $3093900.00        | $2304283.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-08-15      | 2.7500%  | 0.0000% | $659800.00         | $498155.30         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2046-05-15      | 2.5000%  | 0.0000% | $711800.00         | $479911.24         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-02-15      | 2.5000%  | 0.0000% | $52014000.00       | $36033755.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-02-15      | 2.3750%  | 0.0000% | $1051700.00        | $754285.76         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-02-15      | 2.0000%  | 0.0000% | $106173800.00      | $61309302.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2025-11-06      | N/A      | 0.0000% | $4499800.00        | $4416373.71        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2025-10-02      | N/A      | 0.0000% | $19900.00          | $19610.26          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2025-08-07      | N/A      | 0.0000% | $200.00            | $198.38            | U.S. Treasuries (including strips) |

### Security 246: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PNQ6, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP18PNQ6_4.34_0602
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-09-30      | 0.8750%  | 0.0000% | $219671600.00      | $210901963.95      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-15      | 3.3750%  | 0.0000% | $101146000.00      | $95098043.61       | U.S. Treasuries (including strips) |

### Security 247: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PNS2, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP18PNS2_4.35_0602
- **C.18 - Value (incl. sponsor support):** $210000000.00
- **C.18.a - Value (excl. sponsor support):** $210000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $497999.00         | $399868.78         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.0000%  | 0.0000% | $742862.00         | $402587.53         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-06-01      | 4.4400%  | 0.0000% | $410045.00         | $402779.27         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-08-01      | 2.0000%  | 0.0000% | $686868.00         | $420445.88         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.0000%  | 0.0000% | $446288.00         | $428734.34         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2036-07-14      | 2.3100%  | 0.0000% | $553000.00         | $430607.09         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 5.0000%  | 0.0000% | $500000.00         | $434945.03         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $930000.00         | $442265.85         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-20      | 5.0000%  | 0.0000% | $4690827.00        | $446613.52         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-01-01      | 4.0000%  | 0.0000% | $498999.00         | $448770.58         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.0000%  | 0.0000% | $400000.00         | $330712.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $448998.00         | $330938.56         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $519859.00         | $349326.78         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-11-01      | 4.9900%  | 0.0000% | $362078.00         | $352959.67         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $724200.00         | $360218.82         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 4.5000%  | 0.0000% | $998000.00         | $370445.18         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $734000.00         | $380806.31         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.5000%  | 0.0000% | $444246.00         | $381767.35         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $1232297.00        | $382902.98         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $430000.00         | $280536.64         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-09-01      | 4.0000%  | 0.0000% | $9788461.00        | $281533.50         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-09-01      | 6.8980%  | 0.0000% | $21509541.00       | $281578.12         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $295526.00         | $283857.37         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.0000%  | 0.0000% | $543000.00         | $293741.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $331763.00         | $296363.66         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-03-01      | 6.9690%  | 0.0000% | $5752000.00        | $309348.07         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $532000.00         | $309677.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $305198.00         | $309910.95         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-05-01      | 2.1700%  | 0.0000% | $359882.00         | $326454.02         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $222908.00         | $223983.25         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 6.5000%  | 0.0000% | $278120.00         | $224783.10         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $282788.00         | $229050.65         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 5.0000%  | 0.0000% | $1078000.00        | $233872.83         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $237587.00         | $243892.55         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 2.5000%  | 0.0000% | $399000.00         | $244804.13         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $320100.00         | $249988.99         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.5000%  | 0.0000% | $300000.00         | $262354.18         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $268505.00         | $264681.94         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-11-01      | 7.4040%  | 0.0000% | $2831516.00        | $205800.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $1122960.00        | $206257.63         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $235360.00         | $207643.39         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $319000.00         | $210292.92         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $263125.00         | $212835.03         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $403000.00         | $218497.14         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-09-01      | 3.0000%  | 0.0000% | $1043000.00        | $221019.27         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $333524.00         | $222675.45         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 4.0000%  | 0.0000% | $249504.00         | $176685.71         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 6.0000%  | 0.0000% | $232316.00         | $177037.29         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $189401.00         | $181133.10         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $265000.00         | $182748.34         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $199000.00         | $184465.50         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.0000%  | 0.0000% | $185517.00         | $185454.91         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $281757.00         | $185960.86         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-03-20      | 3.5000%  | 0.0000% | $2072849.00        | $186398.55         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $725000.00         | $187088.43         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $832695.00         | $190021.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-11-01      | 3.5000%  | 0.0000% | $364000.00         | $106749.44         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.0000%  | 0.0000% | $121975.00         | $114181.43         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-11-15      | 3.0000%  | 0.0000% | $658635.00         | $115702.18         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $232000.00         | $117598.53         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-08-01      | 4.0000%  | 0.0000% | $1152117.00        | $119996.59         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $182000.00         | $136769.59         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.0000%  | 0.0000% | $158730.00         | $136800.92         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $140290.00         | $138915.30         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-08-20      | 5.2200%  | 0.0000% | $200000.00         | $171788.21         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $176775.00         | $174428.20         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-09-01      | 2.8900%  | 0.0000% | $103110.00         | $89295.85          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $88159.00          | $89818.18          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-05-01      | 3.0000%  | 0.0000% | $475000.00         | $91840.62          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $105743.00         | $95483.39          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-06-01      | 4.5000%  | 0.0000% | $1349743.00        | $96766.19          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $1443998.00        | $102571.81         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-07-01      | 3.2900%  | 0.0000% | $118662.00         | $103864.65         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-12-01      | 4.9900%  | 0.0000% | $102727.00         | $104331.36         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 6.8650%  | 0.0000% | $210999.00         | $105463.38         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $94985.00          | $80551.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-12-20      | 4.0000%  | 0.0000% | $1070612.00        | $80783.85          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-04-01      | 6.5350%  | 0.0000% | $4000000.00        | $80862.98          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-01-01      | 3.3000%  | 0.0000% | $101878.00         | $81023.01          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $157214.00         | $86296.58          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $107000.00         | $86349.59          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $114010.00         | $86452.46          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $179000.00         | $86738.20          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-08-01      | 4.5000%  | 0.0000% | $911000.00         | $87165.07          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $133070.00         | $88197.42          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.5000%  | 0.0000% | $64481.00          | $67311.95          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $100000.00         | $67686.63          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-02-20      | 6.5000%  | 0.0000% | $66188.00          | $67769.39          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-01-01      | 6.6950%  | 0.0000% | $999999.00         | $68410.91          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $70674.00          | $73040.96          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $92999.00          | $73871.79          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 4.5000%  | 0.0000% | $79883.00          | $75381.49          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-09-01      | 6.5000%  | 0.0000% | $2298603.00        | $75607.98          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $91168.00          | $77376.59          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $78461.00          | $80184.37          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-10-01      | 3.5000%  | 0.0000% | $420995.00         | $52808.53          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 2.5000%  | 0.0000% | $99000.00          | $57227.75          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $100000.00         | $57878.26          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $61987.00          | $59423.60          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $76000.00          | $60090.59          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-06-01      | 3.0000%  | 0.0000% | $206967.00         | $62128.13          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-01-01      | 7.0830%  | 0.0000% | $7975088.00        | $63746.50          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $75000.00          | $64878.80          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-03-01      | 2.0000%  | 0.0000% | $100000.00         | $64940.87          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-11-20      | 5.8750%  | 0.0000% | $1986604.00        | $66603.11          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-04-20      | 4.5000%  | 0.0000% | $425000.00         | $31978.43          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-03-01      | 2.7700%  | 0.0000% | $46778.00          | $35348.05          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $129000.00         | $37344.05          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-11-01      | 3.3400%  | 0.0000% | $199996.00         | $42883.77          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-05-01      | 6.3850%  | 0.0000% | $1533437.00        | $47402.53          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-04-20      | 6.0000%  | 0.0000% | $558666.00         | $49934.68          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 5.0000%  | 0.0000% | $54206.00          | $50736.94          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $549000.00         | $199359.90         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $200129.00         | $204533.91         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-08-20      | 4.5000%  | 0.0000% | $3959967.00        | $28697.89          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-11-01      | 7.3650%  | 0.0000% | $3987850.00        | $29096.44          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $174000.00         | $31551.21          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-02-01      | 3.5000%  | 0.0000% | $126416.00         | $18377.35          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-03-01      | 4.4700%  | 0.0000% | $19061.00          | $18802.00          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-07-01      | 4.0000%  | 0.0000% | $114815.00         | $19012.50          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-07-20      | 6.0000%  | 0.0000% | $136000.00         | $19131.33          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 5.0000%  | 0.0000% | $55000.00          | $21109.19          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $54000.00          | $21906.38          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $30790.00          | $23048.47          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $23729.00          | $23153.82          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-05-20      | 4.8750%  | 0.0000% | $1000000.00        | $23788.79          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.0000%  | 0.0000% | $28000.00          | $24950.15          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $26002043.00       | $25858918.22       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $22283929.00       | $16897486.52       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 4.2710%  | 0.0000% | $22263168.00       | $20115592.69       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 4.8640%  | 0.0000% | $25417728.00       | $21881731.52       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 4.5000%  | 0.0000% | $25079384.00       | $22882238.35       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 6.0000%  | 0.0000% | $657925.00         | $606261.81         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $627688.00         | $619548.65         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.0000%  | 0.0000% | $800000.00         | $629720.14         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-03-01      | 3.5000%  | 0.0000% | $2090060.00        | $635841.41         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $643056.00         | $638843.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $810000.00         | $641778.40         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 7.0000%  | 0.0000% | $611187.00         | $651762.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 4.0000%  | 0.0000% | $887503.00         | $680350.52         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 7.0000%  | 0.0000% | $1152405.00        | $684451.39         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $91382421.00       | $7978811.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 4.5200%  | 0.0000% | $589596.00         | $529143.88         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $1070000.00        | $529286.96         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-01-01      | 5.0000%  | 0.0000% | $4635422.00        | $531114.33         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $801000.00         | $545094.95         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 5.0000%  | 0.0000% | $2270332.00        | $545481.58         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $761001.00         | $557671.85         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $615522.00         | $563735.21         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $597000.00         | $571323.58         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $698002.00         | $581840.65         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-02-01      | 6.8870%  | 0.0000% | $11744445.00       | $8645443.27        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $11494120.00       | $8768391.67        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $8788445.00        | $8932015.96        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $11847425.00       | $9481173.98        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $12404836.00       | $12555309.03       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $19049397.00       | $14583238.72       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $569780.00         | $449123.78         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-03-01      | 2.5760%  | 0.0000% | $3400000.00        | $454687.49         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $444571.00         | $455197.30         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 3.5000%  | 0.0000% | $548000.00         | $458600.79         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.0000%  | 0.0000% | $488064.00         | $469181.28         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $780996.00         | $473023.84         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $459237.00         | $474484.23         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-02-01      | 3.5900%  | 0.0000% | $499000.00         | $476008.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $848000.00         | $480471.36         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $530592.00         | $498536.30         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2050-02-15      | 2.0000%  | 0.0000% | $896400.00         | $517619.78         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-11-15      | 2.0000%  | 0.0000% | $152500.00         | $102519.07         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-07-31      | 4.0000%  | 0.0000% | $236600.00         | $239938.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2046-11-15      | N/A      | 0.0000% | $1181031.73        | $387931.13         | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2042-02-15      | 3.5000%  | 0.0000% | $1283.00           | $96.69             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $1000.00           | $101.63            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $1256.00           | $1212.14           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $2008.00           | $1234.31           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $1999.00           | $1430.11           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $2298.00           | $1976.10           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $3000.00           | $2270.53           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $3160.00           | $2695.09           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 6.0000%  | 0.0000% | $17190.00          | $3557.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $3569.00           | $3593.80           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $6000.00           | $3662.02           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 3.5000%  | 0.0000% | $40763.00          | $3729.51           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $7000.00           | $4426.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-02-01      | 3.5000%  | 0.0000% | $84999.00          | $5249.60           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-12-01      | 3.5000%  | 0.0000% | $26330.00          | $5858.32           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $5800.00           | $5878.92           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-09-01      | 6.5000%  | 0.0000% | $898868.00         | $5939.47           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-06-01      | 3.4000%  | 0.0000% | $6928.00           | $6246.41           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-05-20      | 5.0000%  | 0.0000% | $70451.00          | $6727.95           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $8000.00           | $6751.03           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-01-20      | 6.0000%  | 0.0000% | $53000.00          | $7086.77           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $13982.00          | $12834.57          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-07-01      | 5.1740%  | 0.0000% | $3856180.00        | $13493.70          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $18999.00          | $13500.58          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-06-20      | 5.5000%  | 0.0000% | $146838.00         | $13592.17          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 5.5000%  | 0.0000% | $15999.00          | $13667.16          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-10-20      | 5.5000%  | 0.0000% | $164377.00         | $14019.56          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 3.5000%  | 0.0000% | $72684.00          | $14625.96          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 7.0000%  | 0.0000% | $13927.00          | $14876.35          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $15646.00          | $15773.14          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 2.0000%  | 0.0000% | $25406.00          | $17787.91          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $304.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 3.0000%  | 0.0000% | $1000.00           | $327.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-04-01      | 4.0000%  | 0.0000% | $1000.00           | $330.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-04-01      | 6.0000%  | 0.0000% | $1000.00           | $9.74              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-08-01      | 5.5000%  | 0.0000% | $1000.00           | $16.99             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-10-01      | 4.5000%  | 0.0000% | $1005.00           | $20.47             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.5000%  | 0.0000% | $1000.00           | $50.00             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-09-01      | 6.5000%  | 0.0000% | $1000.00           | $62.00             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-11-20      | 5.0000%  | 0.0000% | $1000.00           | $62.02             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-01-20      | 5.0000%  | 0.0000% | $1110.00           | $66.98             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-11-20      | 5.5000%  | 0.0000% | $1000.00           | $71.65             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-05-01      | 4.3000%  | 0.0000% | $1103.00           | $1095.52           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $377.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $1048.00           | $391.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $425.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $492.68            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $1104.00           | $505.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $543.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $551.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $553.68            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $1000.00           | $556.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $561.33            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $584.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $584.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $816.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $817.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $1001.00           | $822.19            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $833.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $833.10            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $843.19            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $1000.00           | $844.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $963.22            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $967.75            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 5.0000%  | 0.0000% | $1086.00           | $974.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $1002.00           | $977.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $1001.00           | $980.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $1008.00           | $988.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $1008.00           | $992.65            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $993.45            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $996.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $996.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $998.43            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $1024.00           | $999.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1008.00           | $1001.40           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-10-01      | 5.0500%  | 0.0000% | $1003.00           | $1002.87           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1007.88           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1010.94           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $1073.00           | $1011.73           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1012.06           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $1003.00           | $1014.54           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $1003.00           | $1015.17           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1008.00           | $1015.42           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1001.00           | $1016.53           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1024.00           | $1017.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1018.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-08-01      | 1.7550%  | 0.0000% | $1212.00           | $1019.18           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 7.0000%  | 0.0000% | $1000.00           | $1021.27           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $4000.00           | $1027.31           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1008.00           | $1029.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1030.70           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.5000%  | 0.0000% | $1001.00           | $1031.71           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.85           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1034.78           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1034.89           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1035.22           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $1002.00           | $1037.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.77           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $1043.76           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1043.84           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.14           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $1049.00           | $1062.02           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1064.17           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1044.00           | $1077.21           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $854.02            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $856.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $863.43            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $1009.00           | $864.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $872.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $876.95            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $892.71            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $917.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $917.62            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $925.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 7.0000%  | 0.0000% | $1017.00           | $933.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $938.34            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $941.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $957.88            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-07-01      | 6.0000%  | 0.0000% | $1004.00           | $72.80             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $1028.00           | $77.85             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-03-20      | 5.0000%  | 0.0000% | $1022.00           | $78.27             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-10-01      | 4.5000%  | 0.0000% | $1000.00           | $78.75             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-03-20      | 5.5000%  | 0.0000% | $1001.00           | $82.39             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-05-01      | 6.0000%  | 0.0000% | $1000.00           | $120.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-01-01      | 4.5000%  | 0.0000% | $1000.00           | $123.70            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-12-20      | 6.0000%  | 0.0000% | $1000.00           | $127.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-07-01      | 4.5000%  | 0.0000% | $1515.00           | $131.06            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-10-01      | 4.5000%  | 0.0000% | $1114.00           | $131.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $152.02            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $161.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 5.0000%  | 0.0000% | $1003.00           | $162.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-10-01      | 4.0000%  | 0.0000% | $1000.00           | $176.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $177.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-07-01      | 3.0000%  | 0.0000% | $1000.00           | $188.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $192.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $1000.00           | $193.65            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 6.0000%  | 0.0000% | $1000.00           | $222.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 4.0000%  | 0.0000% | $1000.00           | $228.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $1000.00           | $234.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $245.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 5.0000%  | 0.0000% | $1000.00           | $246.93            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-08-20      | 5.5000%  | 0.0000% | $3734.00           | $249.16            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 2.5000%  | 0.0000% | $1003.00           | $252.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $288.03            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 2.0000%  | 0.0000% | $1004.00           | $606.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $619.88            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-12-01      | 2.0000%  | 0.0000% | $1000.00           | $631.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $635.28            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $1001.00           | $639.15            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $1025.00           | $643.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $646.88            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $1001.00           | $650.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $658.53            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1012.00           | $671.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 7.0000%  | 0.0000% | $1001.00           | $679.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-10-01      | 2.2650%  | 0.0000% | $1000.00           | $680.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 2.5900%  | 0.0000% | $1000.00           | $685.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $686.93            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $1008.00           | $696.26            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $1024.00           | $707.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $1002.00           | $727.54            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $731.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $733.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $736.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $741.08            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $1000.00           | $748.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $751.69            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $1024.00           | $755.43            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $1000.00           | $763.59            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $1000.00           | $768.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-08-01      | 4.5000%  | 0.0000% | $1008.00           | $768.98            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-06-20      | 3.5000%  | 0.0000% | $1008.00           | $773.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-11-01      | 1.2200%  | 0.0000% | $1002.00           | $777.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 3.0000%  | 0.0000% | $1000.00           | $780.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $780.74            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $786.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $1045.00           | $788.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $794.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $801.54            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $1092.00           | $804.06            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $805.54            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $806.20            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $806.37            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $810.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $810.89            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $811.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $811.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $812.39            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2027-11-30      | 3.8750%  | 0.0000% | $800.00            | $814.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-01-15      | 1.7500%  | 0.0000% | $700.00            | $716.89            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2025-06-03      | N/A      | 0.0000% | $300.00            | $299.86            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-10-31      | 4.0000%  | 0.0000% | $200.00            | $200.76            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-04-15      | 0.1250%  | 0.0000% | $200.00            | $221.25            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $87.00             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2025-08-12      | N/A      | 0.0000% | $600.00            | $594.79            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-03-31      | 1.2500%  | 0.0000% | $400.00            | $372.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-01-15      | 0.3750%  | 0.0000% | $1200.00           | $1566.49           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-04-15      | 1.2500%  | 0.0000% | $100.00            | $106.14            | U.S. Treasuries (including strips) |

### Security 248: Natixis SA

- **C.1 - Title:** Natixis SA 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PNV5, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP18PNV5_4.36_0602
- **C.18 - Value (incl. sponsor support):** $1900000000.00
- **C.18.a - Value (excl. sponsor support):** $1900000000.00
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $2031382.00        | $2100231.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.76           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1084.00           | $1125.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $1261445.00        | $1308441.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $9202264.00        | $8660609.26        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $9435437.00        | $6158983.54        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $5593802.00        | $3593517.57        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $248983.00         | $252005.77         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $2241.00           | $2271.07           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $6874508.00        | $6984314.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1015500.00        | $1034013.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1014.28           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $13263760.00       | $12730861.54       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $21982727.00       | $18184835.68       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $44161610.00       | $44542432.72       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.26           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1002.00           | $1033.70           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1785156.00        | $1844711.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.55           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1016.25           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $7024.00           | $6996.01           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $13548501.00       | $13713757.00       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1003.00           | $1017.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1077614.00        | $1094426.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1048784.00        | $1064990.81        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $2479232.00        | $2519261.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $119560.00         | $121221.95         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $6381020.00        | $6437675.59        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $13927918.00       | $14014863.57       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1156.00           | $1143.50           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $996.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $995.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $980.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $769.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $58031121.00       | $48559588.59       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1022.22           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $428842.00         | $379362.55         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-10-01      | 2.5000%  | 0.0000% | $79127720.00       | $46115543.14       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $394.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $5832656.00        | $1846411.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $2109.00           | $436.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $15982075.00       | $15325416.66       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $291050.00         | $257918.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $234811.00         | $227941.20         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $875.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $983.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1076.00           | $1031.87           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 4.8130%  | 0.0000% | $939836.00         | $827866.19         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-07-01      | 2.0000%  | 0.0000% | $81169363.00       | $45961166.39       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-09-01      | 2.0000%  | 0.0000% | $15429504.00       | $9014414.71        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-12-01      | 2.0000%  | 0.0000% | $77487032.00       | $47445936.04       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 2.5000%  | 0.0000% | $355000.00         | $235734.27         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 2.5000%  | 0.0000% | $341000.00         | $234906.16         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $598.16            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-06-01      | 2.5000%  | 0.0000% | $149000.00         | $63241.81          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-01-01      | 3.0000%  | 0.0000% | $54001.00          | $10180.86          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $595.38            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $22156407.00       | $15016845.05       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 3.0000%  | 0.0000% | $10498554.00       | $5872379.13        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-03-01      | 3.5000%  | 0.0000% | $535244.00         | $39313.02          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-03-01      | 3.5000%  | 0.0000% | $1331.00           | $198.02            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-09-01      | 3.5000%  | 0.0000% | $188686.00         | $28724.68          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2038-06-01      | 4.1500%  | 0.0000% | $1980000.00        | $1817047.43        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-07-13      | 2.1500%  | 0.0000% | $2196000.00        | $1489616.95        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-04-01      | 4.4400%  | 0.0000% | $1100.00           | $1104.69           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-04-01      | 4.5200%  | 0.0000% | $1000.00           | $1007.86           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-04-01      | 4.7200%  | 0.0000% | $21612873.00       | $21957538.28       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-03-01      | 5.0600%  | 0.0000% | $1000.00           | $1023.81           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-07-01      | 2.0000%  | 0.0000% | $400000.00         | $234656.25         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-07-01      | 2.0000%  | 0.0000% | $39246740.00       | $22704091.24       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1365880.00        | $1384117.51        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $2922800.00        | $2964556.10        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.59           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-02-01      | 3.5000%  | 0.0000% | $615000.00         | $53638.15          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-01-01      | 3.5000%  | 0.0000% | $540000.00         | $73619.27          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-04-01      | 3.5000%  | 0.0000% | $440399.00         | $53662.25          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-04-01      | 3.5000%  | 0.0000% | $77002.00          | $8469.13           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-08-01      | 4.0000%  | 0.0000% | $100000.00         | $13681.39          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-08-01      | 4.5000%  | 0.0000% | $933929.00         | $40129.99          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-12-01      | 5.5000%  | 0.0000% | $2195000.00        | $70787.29          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $78540585.00       | $65469876.12       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.5000%  | 0.0000% | $5542984.00        | $4579885.47        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-04-01      | 6.0000%  | 0.0000% | $350000.00         | $41877.87          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-07-01      | 6.0000%  | 0.0000% | $37000.00          | $27592.05          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 6.0000%  | 0.0000% | $37550595.00       | $33794999.26       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $909.27            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $4104630.00        | $3380138.80        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-03-01      | 5.0000%  | 0.0000% | $7000.00           | $6732.23           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.0000%  | 0.0000% | $10807641.00       | $9749889.52        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $34464889.00       | $32608703.36       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $3004770.00        | $2901122.27        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $84992531.00       | $71576053.85       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.0000%  | 0.0000% | $2759.00           | $2631.21           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.0000%  | 0.0000% | $2060.00           | $1955.56           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.0000%  | 0.0000% | $2900524.00        | $2792157.19        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-09-01      | 5.5000%  | 0.0000% | $42000.00          | $32149.97          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 5.5000%  | 0.0000% | $1024.00           | $909.45            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-08-01      | 4.0000%  | 0.0000% | $569000.00         | $59109.72          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 4.0000%  | 0.0000% | $5893315.00        | $4473302.63        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 4.0000%  | 0.0000% | $2210695.00        | $1688954.77        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $665.52            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-05-01      | 4.5000%  | 0.0000% | $85302591.00       | $19417322.38       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 4.5000%  | 0.0000% | $6000.00           | $5148.43           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 4.5000%  | 0.0000% | $101418.00         | $67860.33          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $868.10            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 4.5000%  | 0.0000% | $1079.00           | $857.27            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 5.0000%  | 0.0000% | $455000.00         | $43594.70          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-11-01      | 3.5000%  | 0.0000% | $312000.00         | $37788.30          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-11-01      | 3.5000%  | 0.0000% | $202428.00         | $27226.96          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-06-01      | 3.5000%  | 0.0000% | $410000.00         | $40392.91          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-01-01      | 3.5000%  | 0.0000% | $22000.00          | $15190.28          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-08-01      | 4.0000%  | 0.0000% | $566000.00         | $71009.25          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-05-01      | 4.0000%  | 0.0000% | $790000.00         | $62380.19          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 4.0000%  | 0.0000% | $128554.00         | $48541.07          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.0000%  | 0.0000% | $169275.00         | $127650.96         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.25           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.5000%  | 0.0000% | $30471997.00       | $27123716.08       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1035.88           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 7.0000%  | 0.0000% | $29405380.00       | $26363883.10       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1040.57           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 7.0000%  | 0.0000% | $44327.00          | $41321.07          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1062.57           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-10-01      | 2.5000%  | 0.0000% | $290000.00         | $44103.38          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-10-01      | 3.0000%  | 0.0000% | $181715.00         | $25458.02          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-07-01      | 3.5000%  | 0.0000% | $2222.00           | $88.30             | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2042-11-15      | 2.7500%  | 0.0000% | $6076800.00        | $4525896.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2047-11-15      | 2.7500%  | 0.0000% | $300.00            | $208.30            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2052-08-15      | 3.0000%  | 0.0000% | $1000.00           | $712.93            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2039-02-15      | 3.5000%  | 0.0000% | $100.00            | $89.25             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-02-15      | 3.6250%  | 0.0000% | $100.00            | $84.71             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-11-15      | 3.7500%  | 0.0000% | $1200.00           | $1027.11           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $90.41             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2039-08-15      | 4.5000%  | 0.0000% | $1037600.00        | $1025704.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $96.02             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-11-15      | 4.7500%  | 0.0000% | $100.00            | $97.97             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2028-11-15      | 5.2500%  | 0.0000% | $999900.00         | $1043573.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2028-08-15      | 5.5000%  | 0.0000% | $3998400.00        | $4258220.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2027-11-15      | 6.1250%  | 0.0000% | $620700.00         | $654225.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-10-31      | 0.2500%  | 0.0000% | $79999100.00       | $78646619.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-01-31      | 0.3750%  | 0.0000% | $100.00            | $97.54             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-10-31      | 0.5000%  | 0.0000% | $20929400.00       | $19293005.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-03-31      | 0.7500%  | 0.0000% | $9999800.00        | $9729120.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-06-30      | 3.2500%  | 0.0000% | $400.00            | $394.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-04-30      | 3.5000%  | 0.0000% | $8334900.00        | $8263330.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-08-31      | 3.7500%  | 0.0000% | $435000.00         | $437115.45         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-04-15      | 3.7500%  | 0.0000% | $300.00            | $300.07            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-03-31      | 3.8750%  | 0.0000% | $14257500.00       | $14320838.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-04-30      | 3.8750%  | 0.0000% | $100.00            | $99.75             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-07-31      | 4.0000%  | 0.0000% | $200.00            | $202.29            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-07-31      | 4.0000%  | 0.0000% | $100.00            | $101.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-03-31      | 4.1250%  | 0.0000% | $388974400.00      | $393930826.54      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-10-31      | 4.1250%  | 0.0000% | $26600.00          | $26634.39          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-04-30      | 0.7500%  | 0.0000% | $700.00            | $678.72            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-08-31      | 0.7500%  | 0.0000% | $3310300.00        | $3181445.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-11-15      | 0.8750%  | 0.0000% | $21165400.00       | $17896544.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-02-15      | 1.1250%  | 0.0000% | $33374000.00       | $28555830.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-02-29      | 1.1250%  | 0.0000% | $100.00            | $93.05             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-07-31      | 1.8750%  | 0.0000% | $4999200.00        | $4901913.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-08-15      | 2.2500%  | 0.0000% | $700.00            | $679.66            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-11-15      | 2.2500%  | 0.0000% | $44880900.00       | $43159992.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-02-15      | 2.7500%  | 0.0000% | $1000.00           | $977.85            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-08-15      | 2.7500%  | 0.0000% | $50000000.00       | $45839127.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-11-30      | 4.2500%  | 0.0000% | $164331000.00      | $168265616.89      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-07-15      | 4.3750%  | 0.0000% | $100.00            | $102.50            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-03-31      | 4.5000%  | 0.0000% | $3860700.00        | $3897816.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-10-31      | 5.0000%  | 0.0000% | $1000.00           | $1006.46           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2048-05-15      | N/A      | 0.0000% | $209.59            | $63.67             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-07-15      | 0.7500%  | 0.0000% | $300.00            | $376.77            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-07-15      | 1.8750%  | 0.0000% | $5586200.00        | $5659758.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-01-15      | 2.1250%  | 0.0000% | $28445700.00       | $29110229.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2025-06-12      | N/A      | 0.0000% | $224546000.00      | $224202444.60      | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2025-08-07      | N/A      | 0.0000% | $500.00            | $495.96            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2025-09-04      | N/A      | 0.0000% | $500.00            | $494.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2025-10-02      | N/A      | 0.0000% | $100.00            | $98.54             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2025-10-30      | N/A      | 0.0000% | $3993700.00        | $3922692.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-01-22      | N/A      | 0.0000% | $200.00            | $194.68            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2025-07-31      | N/A      | 0.0000% | $16907600.00       | $16784580.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2025-09-11      | N/A      | 0.0000% | $700.00            | $691.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2025-09-25      | N/A      | 0.0000% | $1600.00           | $1578.05           | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-04-16      | N/A      | 0.0000% | $24621200.00       | $23749609.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2040-08-15      | 1.1250%  | 0.0000% | $200.00            | $120.54            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $67.74             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2046-08-15      | 2.2500%  | 0.0000% | $300.00            | $193.27            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2052-02-15      | 2.2500%  | 0.0000% | $17794500.00       | $10699531.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2049-11-15      | 2.3750%  | 0.0000% | $56906400.00       | $35710818.68       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Morgan Stanley Institutional Liquidity Funds

**Date:** 2025-06-06

**By:** Lonnie Bae

**Name of Signing Officer:** Lonnie Bae

**Title of Signing Officer:** Vice President