# EDGAR Filing Document

**Accession Number:** 0001094885
**File Stem:** 0001410368-25-021440
**Filing Date:** 2025-11
**Character Count:** 829833
**Document Hash:** fd97d497aa0ea8f537cdbbad6bcf5a3c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-021440.hdr.sgml**: 20251107

**ACCESSION NUMBER**: 0001410368-25-021440

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251107

**DATE AS OF CHANGE**: 20251107

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09599
- **FILM NUMBER:** 251461073

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

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

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

**CIK Number of Registrant:** 0001094885

**LEI of Registrant:** 549300NPC2XKLU7VNS49

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

**LEI of Series:** 549300EG2J8MKJKUK458

**EDGAR Series Identifier:** S000010686

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 49 days

- **WAL:** 101 days

- **Total Value of Portfolio Securities:** $175512216353.87

- **Amortized Cost of Portfolio Securities:** $175477063251.17

- **Cash:** $19134692971.93

- **Total Other Assets:** $218299804.87

- **Total Liabilities:** $184988803.68

- **Net Assets of Series:** $194645067224.29

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

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-10-01 | $171689884914.24          | $172868817561.32           | 83.7800%                  | 84.3600%                   |
| 2025-10-02 | $166831524382.23          | $168010175903.10           | 83.3900%                  | 83.9800%                   |
| 2025-10-03 | $163431718826.60          | $164610498117.90           | 83.0900%                  | 83.6900%                   |
| 2025-10-06 | $164697160508.81          | $165876323124.59           | 83.2000%                  | 83.8000%                   |
| 2025-10-07 | $162387226317.48          | $163566395557.82           | 83.0000%                  | 83.6100%                   |
| 2025-10-08 | $164581720252.71          | $165960998489.61           | 83.1100%                  | 83.8100%                   |
| 2025-10-09 | $164503457523.65          | $165882841754.33           | 83.1000%                  | 83.8000%                   |
| 2025-10-10 | $160436549503.47          | $161816081255.71           | 82.6200%                  | 83.3300%                   |
| 2025-10-14 | $164733780023.27          | $166113835138.19           | 82.9200%                  | 83.6200%                   |
| 2025-10-15 | $169021218772.63          | $170201537414.70           | 83.3700%                  | 83.9500%                   |
| 2025-10-16 | $165584699319.32          | $166765164732.11           | 83.0500%                  | 83.6400%                   |
| 2025-10-17 | $157818960140.15          | $158999489368.00           | 82.3300%                  | 82.9400%                   |
| 2025-10-20 | $160183659961.30          | $162214470772.63           | 82.5400%                  | 83.5900%                   |
| 2025-10-21 | $162767773741.41          | $164798814979.20           | 82.7800%                  | 83.8100%                   |
| 2025-10-22 | $163341890093.92          | $165738074494.80           | 82.8200%                  | 84.0400%                   |
| 2025-10-23 | $157284387484.74          | $159675641601.02           | 82.2800%                  | 83.5300%                   |
| 2025-10-24 | $151398960854.43          | $152940360779.52           | 82.0800%                  | 82.9200%                   |
| 2025-10-27 | $154270645083.00          | $155812518927.68           | 82.3100%                  | 83.1300%                   |
| 2025-10-28 | $149524064691.69          | $151066111081.90           | 81.7000%                  | 82.5400%                   |
| 2025-10-29 | $152475510508.59          | $153632772167.21           | 82.1500%                  | 82.7800%                   |
| 2025-10-30 | $151282222201.70          | $152439603130.25           | 82.0400%                  | 82.6700%                   |
| 2025-10-31 | $161864448852.11          | $163021819335.38           | 83.0600%                  | 83.6600%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-10-01 | 0.0000%             |
| 2025-10-02 | 0.0000%             |
| 2025-10-03 | 0.0000%             |
| 2025-10-06 | 0.0000%             |
| 2025-10-07 | 0.0000%             |
| 2025-10-08 | 0.0000%             |
| 2025-10-09 | 0.0000%             |
| 2025-10-10 | 0.0000%             |
| 2025-10-14 | 0.0000%             |
| 2025-10-15 | 0.0000%             |
| 2025-10-16 | 0.0000%             |
| 2025-10-17 | 0.0000%             |
| 2025-10-20 | 0.0000%             |
| 2025-10-21 | 0.0000%             |
| 2025-10-22 | 0.0000%             |
| 2025-10-23 | 0.0000%             |
| 2025-10-24 | 0.0000%             |
| 2025-10-27 | 0.0000%             |
| 2025-10-28 | 0.0000%             |
| 2025-10-29 | 0.0000%             |
| 2025-10-30 | 0.0000%             |
| 2025-10-31 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-10-01 | 0.0000                      |
|  |  |
| 2025-10-02 | 0.0000                      |
|  |  |
| 2025-10-03 | 0.0000                      |
|  |  |
| 2025-10-06 | 0.0000                      |
|  |  |
| 2025-10-07 | 0.0000                      |
|  |  |
| 2025-10-08 | 0.0000                      |
|  |  |
| 2025-10-09 | 0.0000                      |
|  |  |
| 2025-10-10 | 0.0000                      |
|  |  |
| 2025-10-14 | 0.0000                      |
|  |  |
| 2025-10-15 | 0.0000                      |
|  |  |
| 2025-10-16 | 0.0000                      |
|  |  |
| 2025-10-17 | 0.0000                      |
|  |  |
| 2025-10-20 | 0.0000                      |
|  |  |
| 2025-10-21 | 0.0000                      |
|  |  |
| 2025-10-22 | 0.0000                      |
|  |  |
| 2025-10-23 | 0.0000                      |
|  |  |
| 2025-10-24 | 0.0000                      |
|  |  |
| 2025-10-27 | 0.0000                      |
|  |  |
| 2025-10-28 | 0.0000                      |
|  |  |
| 2025-10-29 | 0.0000                      |
|  |  |
| 2025-10-30 | 0.0000                      |
|  |  |
| 2025-10-31 | 0.0000                      |
|  |  |

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

### Class: Single Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $194645067224.29

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 0.0000          |
|  |  |
| 2025-10-02 | 0.0000          |
|  |  |
| 2025-10-03 | 0.0000          |
|  |  |
| 2025-10-06 | 0.0000          |
|  |  |
| 2025-10-07 | 0.0000          |
|  |  |
| 2025-10-08 | 0.0000          |
|  |  |
| 2025-10-09 | 0.0000          |
|  |  |
| 2025-10-10 | 0.0000          |
|  |  |
| 2025-10-14 | 0.0000          |
|  |  |
| 2025-10-15 | 0.0000          |
|  |  |
| 2025-10-16 | 0.0000          |
|  |  |
| 2025-10-17 | 0.0000          |
|  |  |
| 2025-10-20 | 0.0000          |
|  |  |
| 2025-10-21 | 0.0000          |
|  |  |
| 2025-10-22 | 0.0000          |
|  |  |
| 2025-10-23 | 0.0000          |
|  |  |
| 2025-10-24 | 0.0000          |
|  |  |
| 2025-10-27 | 0.0000          |
|  |  |
| 2025-10-28 | 0.0000          |
|  |  |
| 2025-10-29 | 0.0000          |
|  |  |
| 2025-10-30 | 0.0000          |
|  |  |
| 2025-10-31 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $0.00                     | $0.00                   |
| 2025-10-02 | $0.00                     | $0.00                   |
| 2025-10-03 | $0.00                     | $0.00                   |
| 2025-10-06 | $0.00                     | $0.00                   |
| 2025-10-07 | $0.00                     | $0.00                   |
| 2025-10-08 | $0.00                     | $0.00                   |
| 2025-10-09 | $0.00                     | $0.00                   |
| 2025-10-10 | $0.00                     | $0.00                   |
| 2025-10-14 | $0.00                     | $0.00                   |
| 2025-10-15 | $0.00                     | $0.00                   |
| 2025-10-16 | $0.00                     | $0.00                   |
| 2025-10-17 | $0.00                     | $0.00                   |
| 2025-10-20 | $0.00                     | $0.00                   |
| 2025-10-21 | $0.00                     | $0.00                   |
| 2025-10-22 | $0.00                     | $0.00                   |
| 2025-10-23 | $0.00                     | $0.00                   |
| 2025-10-24 | $0.00                     | $0.00                   |
| 2025-10-27 | $0.00                     | $0.00                   |
| 2025-10-28 | $0.00                     | $0.00                   |
| 2025-10-29 | $0.00                     | $0.00                   |
| 2025-10-30 | $0.00                     | $0.00                   |
| 2025-10-31 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 0.0000%           |
| 2025-10-02 | 0.0000%           |
| 2025-10-03 | 0.0000%           |
| 2025-10-06 | 0.0000%           |
| 2025-10-07 | 0.0000%           |
| 2025-10-08 | 0.0000%           |
| 2025-10-09 | 0.0000%           |
| 2025-10-10 | 0.0000%           |
| 2025-10-14 | 0.0000%           |
| 2025-10-15 | 0.0000%           |
| 2025-10-16 | 0.0000%           |
| 2025-10-17 | 0.0000%           |
| 2025-10-20 | 0.0000%           |
| 2025-10-21 | 0.0000%           |
| 2025-10-22 | 0.0000%           |
| 2025-10-23 | 0.0000%           |
| 2025-10-24 | 0.0000%           |
| 2025-10-27 | 0.0000%           |
| 2025-10-28 | 0.0000%           |
| 2025-10-29 | 0.0000%           |
| 2025-10-30 | 0.0000%           |
| 2025-10-31 | 0.0000%           |

**Beneficial/Record Owner Categories**
| Category                      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Registered investment company |  | 99.0100%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** RBC Capital Markets LLC Tri Party Repo 4.200000%
- **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: 15499Q009, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: 15499Q009_4.20_1103
- **C.18 - Value (incl. sponsor support):** $665000000.00
- **C.18.a - Value (excl. sponsor support):** $665000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                     | 2034-11-01      | 3.0000%  | 0.0000% | $550000.00         | $140028.06         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-07-01      | 3.0000%  | 0.0000% | $63591474.00       | $48661874.05       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-11-01      | 5.0000%  | 0.0000% | $77463271.00       | $71745145.89       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-07-01      | 1.5000%  | 0.0000% | $122067018.00      | $49102030.53       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-12-01      | 4.5000%  | 0.0000% | $8000.00           | $6504.67           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-04-01      | 4.0000%  | 0.0000% | $29000.00          | $26781.33          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-11-20      | 5.0000%  | 0.0000% | $80000.00          | $9078.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-09-20      | 5.5000%  | 0.0000% | $46000.00          | $7994.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-08-20      | 5.5000%  | 0.0000% | $41000.00          | $5294.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-04-20      | 6.0000%  | 0.0000% | $26000.00          | $8843.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 7.0000%  | 0.0000% | $30000.00          | $14668.94          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 8.0000%  | 0.0000% | $16000.00          | $2742.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-08-20      | 7.0000%  | 0.0000% | $20000.00          | $11060.31          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-09-20      | 5.5000%  | 0.0000% | $43000.00          | $43643.21          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-01-01      | 3.5000%  | 0.0000% | $5625000.00        | $266185.33         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-08-01      | 3.5000%  | 0.0000% | $1825000.00        | $210282.68         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-09-01      | 3.5000%  | 0.0000% | $3120000.00        | $206224.26         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-02-01      | 2.5000%  | 0.0000% | $5600000.00        | $376892.52         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-12-01      | 2.5000%  | 0.0000% | $5900000.00        | $366831.46         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-07-01      | 2.5000%  | 0.0000% | $5300000.00        | $487560.91         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-01-01      | 2.5000%  | 0.0000% | $2000000.00        | $208182.11         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-02-01      | 2.5000%  | 0.0000% | $4000000.00        | $658382.77         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2033-06-01      | 3.0000%  | 0.0000% | $1027052.00        | $122622.62         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-03-01      | 3.5000%  | 0.0000% | $2570000.00        | $151982.21         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-04-01      | 3.5000%  | 0.0000% | $2545000.00        | $183163.00         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-03-01      | 3.0000%  | 0.0000% | $2000000.00        | $151057.08         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-05-01      | 3.5000%  | 0.0000% | $2525000.00        | $173786.22         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-08-01      | 3.0000%  | 0.0000% | $2500000.00        | $220560.30         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-10-01      | 3.0000%  | 0.0000% | $3000000.00        | $280734.62         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 7.0000%  | 0.0000% | $2695745.00        | $2813638.91        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-11-20      | 5.5000%  | 0.0000% | $90000.00          | $1046.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2031-05-20      | 6.5000%  | 0.0000% | $54000.00          | $93.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2032-09-20      | 5.5000%  | 0.0000% | $36000.00          | $129.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-01-20      | 5.0000%  | 0.0000% | $25000.00          | $245.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2028-10-15      | 6.5000%  | 0.0000% | $25000.00          | $22.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2028-12-15      | 6.0000%  | 0.0000% | $25000.00          | $45.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-03-15      | 5.5000%  | 0.0000% | $25000.00          | $92.70             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-02-15      | 5.5000%  | 0.0000% | $45980.00          | $258.39            | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2030-04-30      | 3.8750%  | 0.0000% | $3035200.00        | $3058395.00        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-10-15      | 3.5000%  | 0.0000% | $670800.00         | $669918.21         | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL MORTGAGE A | 2029-06-15      | 6.0000%  | 0.0000% | $25000.00          | $26.70             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-09-01      | 3.0000%  | 0.0000% | $2500000.00        | $229276.76         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-11-01      | 3.0000%  | 0.0000% | $3000000.00        | $290043.44         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2033-01-01      | 3.0000%  | 0.0000% | $3000000.00        | $297894.53         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2033-04-01      | 3.0000%  | 0.0000% | $14000000.00       | $1556990.06        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2033-04-01      | 3.0000%  | 0.0000% | $7965000.00        | $969945.82         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-04-01      | 2.5000%  | 0.0000% | $7665000.00        | $324830.47         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-05-01      | 2.5000%  | 0.0000% | $5000000.00        | $185736.72         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-07-01      | 2.5000%  | 0.0000% | $1350000.00        | $171674.69         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-03-01      | 3.0000%  | 0.0000% | $800000.00         | $60359.16          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2033-06-01      | 3.0000%  | 0.0000% | $500000.00         | $237440.67         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-11-01      | 5.0000%  | 0.0000% | $9000.00           | $7242.69           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-11-01      | 5.5000%  | 0.0000% | $15000.00          | $13827.99          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2034-06-01      | 3.5000%  | 0.0000% | $1100000.00        | $124237.51         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2034-08-01      | 3.5000%  | 0.0000% | $2550000.00        | $376484.23         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-10-01      | 1.5000%  | 0.0000% | $1000000.00        | $444237.10         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-04-01      | 1.5000%  | 0.0000% | $1000000.00        | $360017.15         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-05-01      | 1.5000%  | 0.0000% | $2000000.00        | $762696.49         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-08-01      | 1.5000%  | 0.0000% | $2000000.00        | $832800.29         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-11-01      | 7.0000%  | 0.0000% | $13000.00          | $19.46             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-12-01      | 3.0000%  | 0.0000% | $2230000.00        | $16323.97          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-05-01      | 3.5000%  | 0.0000% | $18095865.00       | $1330496.05        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2044-10-01      | 3.0000%  | 0.0000% | $243484000.00      | $41731910.47       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-11-01      | 4.0000%  | 0.0000% | $1175000.00        | $178752.76         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-07-01      | 2.7000%  | 0.0000% | $160000.00         | $140553.15         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-09-01      | 2.1200%  | 0.0000% | $39427586.00       | $38863521.83       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-09-01      | 3.5000%  | 0.0000% | $8800000.00        | $654316.40         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-02-01      | 3.0500%  | 0.0000% | $169525750.00      | $167904179.75      | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-11-01      | 2.5000%  | 0.0000% | $3000000.00        | $88630.83          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-08-01      | 2.5000%  | 0.0000% | $5860721.00        | $322170.61         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-05-01      | 2.5000%  | 0.0000% | $2000000.00        | $221910.97         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-08-01      | 2.5000%  | 0.0000% | $5600000.00        | $269557.25         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-03-01      | 4.0000%  | 0.0000% | $1501941.00        | $348516.69         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-04-01      | 4.0000%  | 0.0000% | $2741493.00        | $496641.63         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-05-01      | 2.5000%  | 0.0000% | $15175000.00       | $2756739.71        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-11-01      | 3.0000%  | 0.0000% | $127317510.00      | $32543940.77       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-11-01      | 3.0000%  | 0.0000% | $2610000.00        | $405332.61         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-04-01      | 4.5000%  | 0.0000% | $1431452.00        | $314475.79         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-01-01      | 4.0000%  | 0.0000% | $2156483.00        | $522223.55         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-05-01      | 4.0000%  | 0.0000% | $1417542.00        | $262853.45         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-02-01      | 4.5000%  | 0.0000% | $2000000.00        | $419343.48         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-09-01      | 6.5000%  | 0.0000% | $109622188.00      | $103209909.58      | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2033-03-01      | 2.0000%  | 0.0000% | $440484.00         | $287046.72         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2032-06-01      | 3.0000%  | 0.0000% | $8926705.00        | $5490287.50        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-02-01      | 3.0000%  | 0.0000% | $27272832.00       | $23548040.11       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2032-01-01      | 1.5000%  | 0.0000% | $13164871.00       | $10338293.09       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-04-01      | 3.0000%  | 0.0000% | $37720774.00       | $32926210.30       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2045-05-01      | 3.0000%  | 0.0000% | $26638904.00       | $23724515.96       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-03-01      | 3.0000%  | 0.0000% | $801269.00         | $720187.20         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2030-04-01      | 2.5000%  | 0.0000% | $1000000.00        | $142828.68         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-04-01      | 3.5000%  | 0.0000% | $475000.00         | $96323.78          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-07-01      | 3.0000%  | 0.0000% | $500000.00         | $192230.20         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-02-01      | 3.5000%  | 0.0000% | $500000.00         | $192024.34         | Agency Mortgage-Backed Securities  |

### Security 2: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.240000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AQEQ2, C.4 - ISIN: US3130AQEQ27, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $47068112.87
- **C.18.a - Value (excl. sponsor support):** $47068112.87
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYT30, C.4 - ISIN: US3130AYT304, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $120555594.38
- **C.18.a - Value (excl. sponsor support):** $120555594.38
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYVT0, C.4 - ISIN: US3130AYVT07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $384878259.83
- **C.18.a - Value (excl. sponsor support):** $384878259.83
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10002.19
- **C.18.a - Value (excl. sponsor support):** $10002.19
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XV4, C.4 - ISIN: US3130B1XV42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100040.14
- **C.18.a - Value (excl. sponsor support):** $100040.14
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2SE6, C.4 - ISIN: US3130B2SE64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $185127167.15
- **C.18.a - Value (excl. sponsor support):** $185127167.15
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3EC3, C.4 - ISIN: US3130B3EC38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $473573775.95
- **C.18.a - Value (excl. sponsor support):** $473573775.95
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3Q30, C.4 - ISIN: US3130B3Q302, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $189758954.97
- **C.18.a - Value (excl. sponsor support):** $189758954.97
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.220000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3RU9, C.4 - ISIN: US3130B3RU98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $750058057.50
- **C.18.a - Value (excl. sponsor support):** $750058057.50
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4L74, C.4 - ISIN: US3130B4L749, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $192635582.85
- **C.18.a - Value (excl. sponsor support):** $192635582.85
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-01-19
- **C.13 - Final Legal Maturity Date:** 2027-01-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4Q20, C.4 - ISIN: US3130B4Q201, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $163730525.14
- **C.18.a - Value (excl. sponsor support):** $163730525.14
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.080000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5AF5, C.4 - ISIN: US3130B5AF52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $53404937.90
- **C.18.a - Value (excl. sponsor support):** $53404937.90
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.075000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5JE9, C.4 - ISIN: US3130B5JE96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $143013709.41
- **C.18.a - Value (excl. sponsor support):** $143013709.41
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.269300%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6FG6, C.4 - ISIN: US3130B6FG63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $970965700.00
- **C.18.a - Value (excl. sponsor support):** $970965700.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7H23, C.4 - ISIN: US3130B7H237, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145916520.26
- **C.18.a - Value (excl. sponsor support):** $145916520.26
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.126100%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7LP7, C.4 - ISIN: US3130B7LP71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $449743971.67
- **C.18.a - Value (excl. sponsor support):** $449743971.67
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.012500%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7PH1, C.4 - ISIN: US3130B7PH10, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1378767458.54
- **C.18.a - Value (excl. sponsor support):** $1378767458.54
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.065000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EA6, C.4 - ISIN: US3130B8EA68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $111698336.79
- **C.18.a - Value (excl. sponsor support):** $111698336.79
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.065000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EJ7, C.4 - ISIN: US3130B8EJ77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $342595011.74
- **C.18.a - Value (excl. sponsor support):** $342595011.74
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313PT9, C.4 - ISIN: US313313PT90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39888488.80
- **C.18.a - Value (excl. sponsor support):** $39888488.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-11-26
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 22: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes 3.940000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313TP3, C.4 - ISIN: US313313TP33, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95997285.11
- **C.18.a - Value (excl. sponsor support):** $95997285.11
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 4.110000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PN0, C.4 - ISIN: US313385PN08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $446991251.84
- **C.18.a - Value (excl. sponsor support):** $446991251.84
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 4.163000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PT7, C.4 - ISIN: US313385PT77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $45273434.79
- **C.18.a - Value (excl. sponsor support):** $45273434.79
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-11-26
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 4.110000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PV2, C.4 - ISIN: US313385PV24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $625217307.84
- **C.18.a - Value (excl. sponsor support):** $625217307.84
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 4.030000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $446304292.25
- **C.18.a - Value (excl. sponsor support):** $446304292.25
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.895000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RM0, C.4 - ISIN: US313385RM07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $321813228.21
- **C.18.a - Value (excl. sponsor support):** $321813228.21
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.870000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RP3, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $90722878.64
- **C.18.a - Value (excl. sponsor support):** $90722878.64
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.835000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SG2, C.4 - ISIN: US313385SG20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $133558829.00
- **C.18.a - Value (excl. sponsor support):** $133558829.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-26
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SL1, C.4 - ISIN: US313385SL15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $449429529.35
- **C.18.a - Value (excl. sponsor support):** $449429529.35
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ST4, C.4 - ISIN: US313385ST41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $354321052.38
- **C.18.a - Value (excl. sponsor support):** $354321052.38
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.960000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TG1, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $668724660.17
- **C.18.a - Value (excl. sponsor support):** $668724660.17
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.955000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TH9, C.4 - ISIN: US313385TH93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $445703257.56
- **C.18.a - Value (excl. sponsor support):** $445703257.56
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.940000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TM8, C.4 - ISIN: US313385TM88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $444131115.06
- **C.18.a - Value (excl. sponsor support):** $444131115.06
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.930000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TX4, C.4 - ISIN: US313385TX44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $240020768.00
- **C.18.a - Value (excl. sponsor support):** $240020768.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UY0, C.4 - ISIN: US313385UY08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $451809191.25
- **C.18.a - Value (excl. sponsor support):** $451809191.25
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VG8, C.4 - ISIN: US313385VG82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $83612835.70
- **C.18.a - Value (excl. sponsor support):** $83612835.70
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EN2Z2, C.4 - ISIN: US3133EN2Z20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14102908.83
- **C.18.a - Value (excl. sponsor support):** $14102908.83
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP3F0, C.4 - ISIN: US3133EP3F02, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65023051.60
- **C.18.a - Value (excl. sponsor support):** $65023051.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP3T0, C.4 - ISIN: US3133EP3T06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $418055655.05
- **C.18.a - Value (excl. sponsor support):** $418055655.05
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.956000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP4V4, C.4 - ISIN: US3133EP4V43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250096447.50
- **C.18.a - Value (excl. sponsor support):** $250096447.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5N1, C.4 - ISIN: US3133EP5N18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $450556171.69
- **C.18.a - Value (excl. sponsor support):** $450556171.69
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6U4, C.4 - ISIN: US3133EP6U42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $613723179.03
- **C.18.a - Value (excl. sponsor support):** $613723179.03
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.240000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP7F6, C.4 - ISIN: US3133EP7F65, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $46655958.21
- **C.18.a - Value (excl. sponsor support):** $46655958.21
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-03-29
- **C.13 - Final Legal Maturity Date:** 2027-03-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.310000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPN76, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28564853.18
- **C.18.a - Value (excl. sponsor support):** $28564853.18
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.886000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2A8, C.4 - ISIN: US3133ER2A87, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99999289.00
- **C.18.a - Value (excl. sponsor support):** $99999289.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-01-27
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $106131970.05
- **C.18.a - Value (excl. sponsor support):** $106131970.05
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.115000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Y5, C.4 - ISIN: US3133ER3Y54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $133194911.76
- **C.18.a - Value (excl. sponsor support):** $133194911.76
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Z2, C.4 - ISIN: US3133ER3Z20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $225290514.87
- **C.18.a - Value (excl. sponsor support):** $225290514.87
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.110000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $119083673.77
- **C.18.a - Value (excl. sponsor support):** $119083673.77
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB59, C.4 - ISIN: US3133ERB591, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33213545.93
- **C.18.a - Value (excl. sponsor support):** $33213545.93
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD32, C.4 - ISIN: US3133ERD324, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $243879229.17
- **C.18.a - Value (excl. sponsor support):** $243879229.17
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.235000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDR9, C.4 - ISIN: US3133ERDR94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $56538450.72
- **C.18.a - Value (excl. sponsor support):** $56538450.72
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-05-03
- **C.13 - Final Legal Maturity Date:** 2027-05-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $57329375.81
- **C.18.a - Value (excl. sponsor support):** $57329375.81
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERF97, C.4 - ISIN: US3133ERF972, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $189868603.46
- **C.18.a - Value (excl. sponsor support):** $189868603.46
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $62246641.29
- **C.18.a - Value (excl. sponsor support):** $62246641.29
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH38, C.4 - ISIN: US3133ERH382, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $66432675.44
- **C.18.a - Value (excl. sponsor support):** $66432675.44
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47420310.90
- **C.18.a - Value (excl. sponsor support):** $47420310.90
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL66, C.4 - ISIN: US3133ERL665, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $247535164.52
- **C.18.a - Value (excl. sponsor support):** $247535164.52
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLB5, C.4 - ISIN: US3133ERLB50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $270845605.43
- **C.18.a - Value (excl. sponsor support):** $270845605.43
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPE5, C.4 - ISIN: US3133ERPE53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30014039.40
- **C.18.a - Value (excl. sponsor support):** $30014039.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ95, C.4 - ISIN: US3133ERQ953, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175090350.75
- **C.18.a - Value (excl. sponsor support):** $175090350.75
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR86, C.4 - ISIN: US3133ERR860, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50022347.00
- **C.18.a - Value (excl. sponsor support):** $50022347.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $340155510.00
- **C.18.a - Value (excl. sponsor support):** $340155510.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $129397732.96
- **C.18.a - Value (excl. sponsor support):** $129397732.96
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERT68, C.4 - ISIN: US3133ERT684, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70035994.70
- **C.18.a - Value (excl. sponsor support):** $70035994.70
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-01-14
- **C.13 - Final Legal Maturity Date:** 2027-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERT76, C.4 - ISIN: US3133ERT767, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $301288507.62
- **C.18.a - Value (excl. sponsor support):** $301288507.62
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.886000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERU82, C.4 - ISIN: US3133ERU823, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99998767.00
- **C.18.a - Value (excl. sponsor support):** $99998767.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $591000875.66
- **C.18.a - Value (excl. sponsor support):** $591000875.66
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.155000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWN7, C.4 - ISIN: US3133ERWN79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28559090.89
- **C.18.a - Value (excl. sponsor support):** $28559090.89
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWZ0, C.4 - ISIN: US3133ERWZ00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95041911.15
- **C.18.a - Value (excl. sponsor support):** $95041911.15
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.886000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERX63, C.4 - ISIN: US3133ERX637, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250099990.00
- **C.18.a - Value (excl. sponsor support):** $250099990.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXK2, C.4 - ISIN: US3133ERXK22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $94729795.46
- **C.18.a - Value (excl. sponsor support):** $94729795.46
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8, C.4 - ISIN: US3133ERXV86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $247059094.95
- **C.18.a - Value (excl. sponsor support):** $247059094.95
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYD7, C.4 - ISIN: US3133ERYD79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $94944301.22
- **C.18.a - Value (excl. sponsor support):** $94944301.22
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100068229.00
- **C.18.a - Value (excl. sponsor support):** $100068229.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYK1, C.4 - ISIN: US3133ERYK13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $405254866.50
- **C.18.a - Value (excl. sponsor support):** $405254866.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYR6, C.4 - ISIN: US3133ERYR65, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $156230693.30
- **C.18.a - Value (excl. sponsor support):** $156230693.30
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33119002.38
- **C.18.a - Value (excl. sponsor support):** $33119002.38
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.920000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAB3, C.4 - ISIN: US3133ETAB36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85568188.47
- **C.18.a - Value (excl. sponsor support):** $85568188.47
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.110000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBP1, C.4 - ISIN: US3133ETBP13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $287665021.94
- **C.18.a - Value (excl. sponsor support):** $287665021.94
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65027953.90
- **C.18.a - Value (excl. sponsor support):** $65027953.90
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMJ3, C.4 - ISIN: US3133ETMJ34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $76088228.85
- **C.18.a - Value (excl. sponsor support):** $76088228.85
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTA5, C.4 - ISIN: US3133ETTA51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $119492512.13
- **C.18.a - Value (excl. sponsor support):** $119492512.13
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTP2, C.4 - ISIN: US3133ETTP21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $198386540.54
- **C.18.a - Value (excl. sponsor support):** $198386540.54
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXF9, C.4 - ISIN: US3133ETXF92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15998764.16
- **C.18.a - Value (excl. sponsor support):** $15998764.16
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-06-09
- **C.13 - Final Legal Maturity Date:** 2027-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYC5, C.4 - ISIN: US3133ETYC52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29997184.80
- **C.18.a - Value (excl. sponsor support):** $29997184.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HABP7, C.4 - ISIN: US3134HABP77, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $26105116.12
- **C.18.a - Value (excl. sponsor support):** $26105116.12
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJM6, C.4 - ISIN: US3134HAJM64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $591495631.61
- **C.18.a - Value (excl. sponsor support):** $591495631.61
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $599697317.92
- **C.18.a - Value (excl. sponsor support):** $599697317.92
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAMW0, C.4 - ISIN: US3134HAMW00, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $578406438.04
- **C.18.a - Value (excl. sponsor support):** $578406438.04
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.155000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAPV9, C.4 - ISIN: US3134HAPV99, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $705902928.20
- **C.18.a - Value (excl. sponsor support):** $705902928.20
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $416550837.40
- **C.18.a - Value (excl. sponsor support):** $416550837.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $177482576.15
- **C.18.a - Value (excl. sponsor support):** $177482576.15
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBF55, C.4 - ISIN: US3134HBF555, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $95594010.66
- **C.18.a - Value (excl. sponsor support):** $95594010.66
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBK59, C.4 - ISIN: US3134HBK597, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $143186509.13
- **C.18.a - Value (excl. sponsor support):** $143186509.13
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $476777619.01
- **C.18.a - Value (excl. sponsor support):** $476777619.01
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $478179040.49
- **C.18.a - Value (excl. sponsor support):** $478179040.49
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBX55, C.4 - ISIN: US3134HBX558, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $189992713.50
- **C.18.a - Value (excl. sponsor support):** $189992713.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $536990388.86
- **C.18.a - Value (excl. sponsor support):** $536990388.86
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $589811041.64
- **C.18.a - Value (excl. sponsor support):** $589811041.64
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $530960853.63
- **C.18.a - Value (excl. sponsor support):** $530960853.63
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $91760977.75
- **C.18.a - Value (excl. sponsor support):** $91760977.75
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $714137734.25
- **C.18.a - Value (excl. sponsor support):** $714137734.25
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $126183932.16
- **C.18.a - Value (excl. sponsor support):** $126183932.16
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: ING Financial Markets LLC Tri Party Repo

- **C.1 - Title:** ING Financial Markets LLC Tri Party Repo 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 46599J009, C.3 - LEI: N/A, C.5 - Other ID: 46599J009_4.16_1103
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2053-04-01      | 4.5000%  | 0.0000% | $10337101.00       | $8044786.48        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 6.0000%  | 0.0000% | $50000000.00       | $41304504.32       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.5000%  | 0.0000% | $2020028.00        | $1606923.33        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 5.5000%  | 0.0000% | $57243240.00       | $44020075.73       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 5.5000%  | 0.0000% | $49571787.00       | $43236285.32       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-11-01      | 6.0000%  | 0.0000% | $43389430.00       | $41276026.58       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 5.5000%  | 0.0000% | $46160000.00       | $42980284.77       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-08-01      | 4.5000%  | 0.0000% | $197931836.00      | $42533555.05       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 6.5000%  | 0.0000% | $52914904.00       | $40997558.55       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** U.S. Treasury Bill 4.152500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2816391961.23
- **C.18.a - Value (excl. sponsor support):** $2816391961.23
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.105000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2604226866.01
- **C.18.a - Value (excl. sponsor support):** $2604226866.01
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.117500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3050771559.00
- **C.18.a - Value (excl. sponsor support):** $3050771559.00
- **C.19 - Percentage of Net Assets:** 1.5700%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.945000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2410191182.56
- **C.18.a - Value (excl. sponsor support):** $2410191182.56
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.715000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1986777602.63
- **C.18.a - Value (excl. sponsor support):** $1986777602.63
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.683000%
- **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):** $1741125857.38
- **C.18.a - Value (excl. sponsor support):** $1741125857.38
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 113: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.085000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4921328410.08
- **C.18.a - Value (excl. sponsor support):** $4921328410.08
- **C.19 - Percentage of Net Assets:** 2.5300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.105000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QQ3, C.4 - ISIN: US912797QQ39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3106582869.25
- **C.18.a - Value (excl. sponsor support):** $3106582869.25
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QR1, C.4 - ISIN: US912797QR12, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1477901937.03
- **C.18.a - Value (excl. sponsor support):** $1477901937.03
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.152500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3792270980.16
- **C.18.a - Value (excl. sponsor support):** $3792270980.16
- **C.19 - Percentage of Net Assets:** 1.9500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 117: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2550894862.91
- **C.18.a - Value (excl. sponsor support):** $2550894862.91
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.155000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QZ3, C.4 - ISIN: US912797QZ38, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2995693544.79
- **C.18.a - Value (excl. sponsor support):** $2995693544.79
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.095000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $7977856437.32
- **C.18.a - Value (excl. sponsor support):** $7977856437.32
- **C.19 - Percentage of Net Assets:** 4.1000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2809531033.00
- **C.18.a - Value (excl. sponsor support):** $2809531033.00
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3808630172.88
- **C.18.a - Value (excl. sponsor support):** $3808630172.88
- **C.19 - Percentage of Net Assets:** 1.9600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.120000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2818118712.51
- **C.18.a - Value (excl. sponsor support):** $2818118712.51
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.185000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RM1, C.4 - ISIN: US912797RM16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2258740209.28
- **C.18.a - Value (excl. sponsor support):** $2258740209.28
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.230000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $856456372.71
- **C.18.a - Value (excl. sponsor support):** $856456372.71
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.225000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $959729555.30
- **C.18.a - Value (excl. sponsor support):** $959729555.30
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.210000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $498438630.00
- **C.18.a - Value (excl. sponsor support):** $498438630.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.880000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1335088995.26
- **C.18.a - Value (excl. sponsor support):** $1335088995.26
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.122000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RW9, C.4 - ISIN: US912797RW97, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2984638788.69
- **C.18.a - Value (excl. sponsor support):** $2984638788.69
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.050000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $312605055.95
- **C.18.a - Value (excl. sponsor support):** $312605055.95
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.020000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1598094688.14
- **C.18.a - Value (excl. sponsor support):** $1598094688.14
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.730000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1693824684.01
- **C.18.a - Value (excl. sponsor support):** $1693824684.01
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.705000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2410161824.75
- **C.18.a - Value (excl. sponsor support):** $2410161824.75
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.720000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2518382827.72
- **C.18.a - Value (excl. sponsor support):** $2518382827.72
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.957000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SE8, C.4 - ISIN: US912797SE80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $701992649.36
- **C.18.a - Value (excl. sponsor support):** $701992649.36
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.850000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SF5, C.4 - ISIN: US912797SF55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3007259793.77
- **C.18.a - Value (excl. sponsor support):** $3007259793.77
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.815000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SG3, C.4 - ISIN: US912797SG39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1697296853.97
- **C.18.a - Value (excl. sponsor support):** $1697296853.97
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.805000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SH1, C.4 - ISIN: US912797SH12, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1653891374.08
- **C.18.a - Value (excl. sponsor support):** $1653891374.08
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-27
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.785000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1704276895.61
- **C.18.a - Value (excl. sponsor support):** $1704276895.61
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.695000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1683466328.82
- **C.18.a - Value (excl. sponsor support):** $1683466328.82
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 140: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1627157086.81
- **C.18.a - Value (excl. sponsor support):** $1627157086.81
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 141: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30580320.70
- **C.18.a - Value (excl. sponsor support):** $30580320.70
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 142: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.775000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1444159116.34
- **C.18.a - Value (excl. sponsor support):** $1444159116.34
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 143: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.795000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2162984358.17
- **C.18.a - Value (excl. sponsor support):** $2162984358.17
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 144: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.735000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1679604100.40
- **C.18.a - Value (excl. sponsor support):** $1679604100.40
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 145: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.753300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $66172702.01
- **C.18.a - Value (excl. sponsor support):** $66172702.01
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 146: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.206100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $97151699.41
- **C.18.a - Value (excl. sponsor support):** $97151699.41
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.197100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $65767145.67
- **C.18.a - Value (excl. sponsor support):** $65767145.67
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 148: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.294200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $167931816.54
- **C.18.a - Value (excl. sponsor support):** $167931816.54
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 149: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1243901456.89
- **C.18.a - Value (excl. sponsor support):** $1243901456.89
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 150: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.016100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2603310806.03
- **C.18.a - Value (excl. sponsor support):** $2603310806.03
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.694300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $227998191.53
- **C.18.a - Value (excl. sponsor support):** $227998191.53
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 152: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.722600%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $508411696.31
- **C.18.a - Value (excl. sponsor support):** $508411696.31
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 153: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.670500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $212970293.28
- **C.18.a - Value (excl. sponsor support):** $212970293.28
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 154: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.747700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $167519430.78
- **C.18.a - Value (excl. sponsor support):** $167519430.78
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.178900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $425491584.10
- **C.18.a - Value (excl. sponsor support):** $425491584.10
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.341900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJL6, C.4 - ISIN: US91282CJL63, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $139092604.08
- **C.18.a - Value (excl. sponsor support):** $139092604.08
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.191500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $511914583.95
- **C.18.a - Value (excl. sponsor support):** $511914583.95
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.011000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $530319683.19
- **C.18.a - Value (excl. sponsor support):** $530319683.19
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.254100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $491994755.13
- **C.18.a - Value (excl. sponsor support):** $491994755.13
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.098900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1130494457.11
- **C.18.a - Value (excl. sponsor support):** $1130494457.11
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 161: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.016000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1069060084.48
- **C.18.a - Value (excl. sponsor support):** $1069060084.48
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 162: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.916000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $712044693.78
- **C.18.a - Value (excl. sponsor support):** $712044693.78
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 163: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.136800%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $613255367.37
- **C.18.a - Value (excl. sponsor support):** $613255367.37
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 164: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.948000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2084474606.68
- **C.18.a - Value (excl. sponsor support):** $2084474606.68
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 165: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.723200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $522603534.50
- **C.18.a - Value (excl. sponsor support):** $522603534.50
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 166: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.673400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $117505208.22
- **C.18.a - Value (excl. sponsor support):** $117505208.22
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 167: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.652700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8, C.4 - ISIN: US91282CLS88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $394192900.83
- **C.18.a - Value (excl. sponsor support):** $394192900.83
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 168: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.971000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1634883740.96
- **C.18.a - Value (excl. sponsor support):** $1634883740.96
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 169: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.864000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1796986108.81
- **C.18.a - Value (excl. sponsor support):** $1796986108.81
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 170: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.926000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $610894922.34
- **C.18.a - Value (excl. sponsor support):** $610894922.34
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 171: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.925000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1287219298.18
- **C.18.a - Value (excl. sponsor support):** $1287219298.18
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 172: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.956000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $504073009.44
- **C.18.a - Value (excl. sponsor support):** $504073009.44
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 173: Mizuho Securities USA Inc. Tri Party Repo

- **C.1 - Title:** Mizuho Securities USA Inc. Tri Party Repo 4.160000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 922FHA002, C.3 - LEI: N/A, C.5 - Other ID: 922FHA002_4.16_1103
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2026-06-30      | 0.8750%  | 0.0000% | $200.00            | $196.73            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-15      | 4.0000%  | 0.0000% | $48369400.00       | $49110183.67       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 1.5000%  | 0.0000% | $218060700.00      | $205978063.86      | U.S. Treasuries (including strips) |

### Security 174: Barclays Bank PLC Tri Party Repo

- **C.1 - Title:** Barclays Bank PLC Tri Party Repo 4.149900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 926SGH006, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: 926SGH006_4.15_1103
- **C.18 - Value (incl. sponsor support):** $770000000.00
- **C.18.a - Value (excl. sponsor support):** $770000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-08-15      | 6.3750%  | 0.0000% | $2295800.00        | $2435359.37        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-31      | 4.1250%  | 0.0000% | $100.00            | $103.22            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-11      | NA       | 0.0000% | $300.00            | $298.78            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-10-31      | 3.6250%  | 0.0000% | $43448000.00       | $43278031.42       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-09-30      | 3.8750%  | 0.0000% | $139060400.00      | $139422810.50      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-15      | 3.3750%  | 0.0000% | $5000.00           | $4990.62           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-07-31      | 4.0000%  | 0.0000% | $50231900.00       | $51088253.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $2500000.00        | $2574215.78        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-01-15      | 2.5000%  | 0.0000% | $300.00            | $473.76            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-08-15      | 2.7500%  | 0.0000% | $100.00            | $78.92             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2051-02-15      | 0.1250%  | 0.0000% | $100.00            | $69.87             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-31      | 2.2500%  | 0.0000% | $17447000.00       | $17369434.28       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 0.3750%  | 0.0000% | $131533400.00      | $124508003.81      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-12-31      | 0.3750%  | 0.0000% | $523900.00         | $521671.54         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2032-01-15      | 0.1250%  | 0.0000% | $27351200.00       | $29362100.79       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 3.1250%  | 0.0000% | $101600.00         | $101253.33         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-01-31      | 4.2500%  | 0.0000% | $800.00            | $809.15            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 3.8750%  | 0.0000% | $700.00            | $713.84            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2034-01-15      | 1.7500%  | 0.0000% | $107051100.00      | $113695065.02      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-31      | 4.6250%  | 0.0000% | $200.00            | $212.36            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-15      | 4.6250%  | 0.0000% | $87948300.00       | $90837975.48       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2034-07-15      | 1.8750%  | 0.0000% | $159684000.00      | $167909474.23      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.5000%  | 0.0000% | $2294700.00        | $2288354.62        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-01-02      | NA       | 0.0000% | $300.00            | $298.08            | U.S. Treasuries (including strips) |

### Security 175: BNP Paribas Tri Party Repo

- **C.1 - Title:** BNP Paribas Tri Party Repo 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 927NEF002, C.3 - LEI: N/A, C.5 - Other ID: 927NEF002_4.14_1103
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                    | 2042-10-01      | 4.0000%  | 0.0000% | $10003.00          | $1774.97           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $165.06            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-04-01      | 4.5000%  | 0.0000% | $1000.00           | $140.29            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2043-11-01      | 5.0000%  | 0.0000% | $1000.00           | $200.94            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2044-10-01      | 4.5000%  | 0.0000% | $1000.00           | $81.56             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-11-01      | 4.5000%  | 0.0000% | $1000.00           | $198.05            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-03-01      | 4.0000%  | 0.0000% | $4014.00           | $499.47            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $315.17            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $203.14            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-01-01      | 3.0000%  | 0.0000% | $2000.00           | $575.62            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $325.60            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-07-01      | 4.5000%  | 0.0000% | $3925.00           | $507.53            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2048-04-01      | 4.0000%  | 0.0000% | $2000.00           | $668.89            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-02-01      | 4.0000%  | 0.0000% | $110000.00         | $4919.73           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $698.98            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-07-01      | 3.5000%  | 0.0000% | $1000.00           | $84.65             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-09-01      | 3.5000%  | 0.0000% | $58000.00          | $4766.20           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-01-01      | 4.0000%  | 0.0000% | $1000.00           | $164.95            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-10-01      | 3.5000%  | 0.0000% | $10000.00          | $1841.80           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2041-10-01      | 4.5000%  | 0.0000% | $11005.00          | $1373.93           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-01-01      | 4.5000%  | 0.0000% | $3668.00           | $102.55            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-12-01      | 4.0000%  | 0.0000% | $16574.00          | $2192.13           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2026-12-01      | 3.5000%  | 0.0000% | $1000.00           | $8.61              | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-01-01      | 4.0000%  | 0.0000% | $29000.00          | $3321.76           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-02-01      | 3.0000%  | 0.0000% | $38000.00          | $466.65            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-03-01      | 3.5000%  | 0.0000% | $34000.00          | $599.56            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2039-12-01      | 6.4490%  | 0.0000% | $4967.00           | $100.70            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-01-01      | 5.5000%  | 0.0000% | $5000.00           | $156.78            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-01-01      | 6.3350%  | 0.0000% | $4001.00           | $40.72             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2038-08-01      | 6.3630%  | 0.0000% | $10240.00          | $239.95            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-08-01      | 4.5000%  | 0.0000% | $9000.00           | $646.56            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2038-06-01      | 6.3060%  | 0.0000% | $32774.00          | $966.88            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-10-01      | 4.5000%  | 0.0000% | $9000.00           | $725.43            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-04-01      | 4.0000%  | 0.0000% | $1168.00           | $197.42            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-06-01      | 4.0000%  | 0.0000% | $13319.00          | $1455.01           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-11-01      | 5.5530%  | 0.0000% | $2316.00           | $1.93              | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2030-11-01      | 9.0000%  | 0.0000% | $246000.00         | $78.61             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2031-01-01      | 6.5000%  | 0.0000% | $7505740.00        | $2632.90           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-02-01      | 5.3530%  | 0.0000% | $1044.00           | $1.85              | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2031-07-01      | 6.5000%  | 0.0000% | $375000.00         | $308.64            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2030-12-01      | 7.2580%  | 0.0000% | $438417.00         | $26.63             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2031-07-01      | 6.5000%  | 0.0000% | $500000.00         | $951.66            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2031-10-01      | 7.0000%  | 0.0000% | $700000.00         | $962.89            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-03-01      | 6.5000%  | 0.0000% | $2500000.00        | $2137.96           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-08-01      | 4.2020%  | 0.0000% | $9358.00           | $0.53              | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2031-10-01      | 6.5310%  | 0.0000% | $17219.00          | $4.62              | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-02-01      | 6.5000%  | 0.0000% | $5036873.00        | $3957.01           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-09-01      | 6.5000%  | 0.0000% | $126642.00         | $526.75            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-03-01      | 6.0000%  | 0.0000% | $10035.00          | $134.80            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-02-01      | 6.5000%  | 0.0000% | $324000.00         | $459.08            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-02-01      | 6.5000%  | 0.0000% | $36000.00          | $86.15             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-04-01      | 6.5000%  | 0.0000% | $500000.00         | $697.30            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2025-12-01      | 3.5000%  | 0.0000% | $57000.00          | $21.23             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-04-01      | 3.5000%  | 0.0000% | $1109.00           | $198.72            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-06-01      | 4.0000%  | 0.0000% | $1000.00           | $184.06            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2030-08-01      | 3.5000%  | 0.0000% | $8000.00           | $859.11            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-11-01      | 4.0000%  | 0.0000% | $1000.00           | $37.35             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-06-01      | 6.5000%  | 0.0000% | $45000.00          | $499.77            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-04-01      | 6.3950%  | 0.0000% | $204667.00         | $974.74            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-12-01      | 4.0000%  | 0.0000% | $1000.00           | $85.86             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-04-01      | 4.5000%  | 0.0000% | $9538.00           | $927.58            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-10-01      | 4.5000%  | 0.0000% | $4075.00           | $578.53            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-12-01      | 3.0000%  | 0.0000% | $5247.00           | $1036.23           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-12-01      | 3.0000%  | 0.0000% | $1022.00           | $324.17            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-02-01      | 2.5000%  | 0.0000% | $1000.00           | $160.18            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-04-01      | 4.5000%  | 0.0000% | $1000.00           | $110.45            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-06-01      | 4.0000%  | 0.0000% | $2000.00           | $179.76            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-06-25      | 2.2827%  | 0.0000% | $285232142.00      | $556919.27         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-02-01      | 6.6350%  | 0.0000% | $4128.00           | $60.90             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-02-01      | 6.4650%  | 0.0000% | $1075000.00        | $2751.57           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-03-01      | 6.4650%  | 0.0000% | $205374.00         | $939.06            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-02-01      | 6.0380%  | 0.0000% | $1016.00           | $23.12             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-03-01      | 5.7950%  | 0.0000% | $490831.00         | $334.29            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-06-01      | 6.0000%  | 0.0000% | $173893.00         | $1176.38           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-11-01      | 6.0000%  | 0.0000% | $3000.00           | $2340.23           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1934.25           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $968.51            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1922.97           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-01-01      | 6.5000%  | 0.0000% | $4000.00           | $4138.22           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-01-01      | 4.5000%  | 0.0000% | $1003.00           | $970.48            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $997.74            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-01-01      | 6.0000%  | 0.0000% | $4002.00           | $3768.97           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-09-25      | 3.0000%  | 0.0000% | $7008687.00        | $723947.37         | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2032-11-25      | 0.1537%  | 0.0000% | $153504.00         | $1832.86           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-09-25      | 1.7872%  | 0.0000% | $49599983.00       | $1806619.75        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2054-11-25      | 3.0172%  | 0.0000% | $4474912.00        | $403574.73         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1258.15           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1260.47           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $593.13            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $689.41            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $644.13            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $715.23            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $712.91            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $706.66            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $692.97            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-03-01      | 6.4460%  | 0.0000% | $183742.00         | $1329.79           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-07-01      | 6.7390%  | 0.0000% | $2017.00           | $130.64            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-08-01      | 6.5580%  | 0.0000% | $2459.00           | $65.46             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-02-01      | 6.7150%  | 0.0000% | $5444.00           | $173.85            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-12-01      | 5.0000%  | 0.0000% | $11000.00          | $812.55            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-05-01      | 5.5000%  | 0.0000% | $4059.00           | $35.65             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-03-01      | 3.0000%  | 0.0000% | $2000.00           | $265.33            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-04-01      | 3.0000%  | 0.0000% | $1000.00           | $131.12            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-08-01      | 3.0000%  | 0.0000% | $1000.00           | $157.16            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-10-01      | 2.5000%  | 0.0000% | $2000.00           | $397.79            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-11-01      | 4.0000%  | 0.0000% | $6254.00           | $741.01            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-12-01      | 3.0000%  | 0.0000% | $1000.00           | $150.22            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2032-09-01      | 3.5000%  | 0.0000% | $1000.00           | $125.25            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-07-01      | 4.5000%  | 0.0000% | $2001.00           | $66.59             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2026-04-01      | 6.5000%  | 0.0000% | $1303.00           | $0.03              | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-09-01      | 3.0000%  | 0.0000% | $1000.00           | $184.59            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-06-01      | 4.0000%  | 0.0000% | $1000.00           | $195.70            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-02-01      | 3.0000%  | 0.0000% | $22000.00          | $4479.31           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2027-08-01      | 3.5000%  | 0.0000% | $17551.00          | $181.62            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-08-01      | 3.5000%  | 0.0000% | $1000.00           | $205.42            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-08-01      | 6.5000%  | 0.0000% | $1385000.00        | $2651.75           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-01-01      | 4.7730%  | 0.0000% | $23023.00          | $351.14            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-12-01      | 6.4770%  | 0.0000% | $139406.00         | $18.31             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-04-01      | 5.0000%  | 0.0000% | $230000.00         | $1805.26           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-04-01      | 6.5000%  | 0.0000% | $45000.00          | $337.28            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-05-01      | 6.5000%  | 0.0000% | $474840.00         | $3397.11           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-07-01      | 6.5000%  | 0.0000% | $433890.00         | $671.55            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-08-01      | 6.5000%  | 0.0000% | $559182.00         | $409.84            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2029-08-01      | 6.3400%  | 0.0000% | $138912.00         | $32.04             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-11-01      | 6.5000%  | 0.0000% | $37000.00          | $342.90            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-01-01      | 5.5000%  | 0.0000% | $45000.00          | $775.04            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-01-01      | 6.5000%  | 0.0000% | $20000.00          | $259.30            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2032-07-15      | 6.5000%  | 0.0000% | $1.00              | $0.03              | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-10-01      | 4.0000%  | 0.0000% | $1000.00           | $89.89             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-09-01      | 4.0000%  | 0.0000% | $2000.00           | $100.81            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-06-01      | 3.5000%  | 0.0000% | $16000.00          | $182.85            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-12-01      | 4.5000%  | 0.0000% | $1000.00           | $194.98            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2030-03-01      | 3.5000%  | 0.0000% | $2000.00           | $187.30            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-05-01      | 3.0000%  | 0.0000% | $7001.00           | $1609.10           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-10-01      | 5.0000%  | 0.0000% | $5987.00           | $4698.95           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1528.47           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1486.21           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-08-01      | 3.0000%  | 0.0000% | $2000.00           | $1478.12           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1534.36           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-08-01      | 4.0000%  | 0.0000% | $5000.00           | $3919.19           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-08-01      | 5.0000%  | 0.0000% | $4036.00           | $3045.29           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-09-01      | 3.0000%  | 0.0000% | $5025.00           | $3721.16           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $777.97            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-08-01      | 5.5000%  | 0.0000% | $3000.00           | $2189.68           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-01-01      | 3.5000%  | 0.0000% | $6000.00           | $4711.05           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-01-01      | 5.0000%  | 0.0000% | $3070.00           | $2501.50           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $804.74            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-12-01      | 4.0000%  | 0.0000% | $2000.00           | $1620.15           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-03-01      | 4.0000%  | 0.0000% | $2000.00           | $361.79            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-11-01      | 4.5000%  | 0.0000% | $1002.00           | $105.96            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2031-12-01      | 6.5000%  | 0.0000% | $2320.00           | $16.96             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-07-01      | 5.0000%  | 0.0000% | $3499.00           | $31.89             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2029-09-01      | 7.0000%  | 0.0000% | $7908.00           | $3.01              | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2032-04-01      | 7.0000%  | 0.0000% | $3167.00           | $2.52              | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-12-01      | 5.0000%  | 0.0000% | $1036.00           | $17.96             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-05-01      | 6.5000%  | 0.0000% | $4003.00           | $70.14             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-04-01      | 5.0000%  | 0.0000% | $4000.00           | $277.17            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-10-01      | 3.5000%  | 0.0000% | $1000.00           | $78.59             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $72.26             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-01-01      | 4.5000%  | 0.0000% | $2009.00           | $122.50            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-07-01      | 3.0000%  | 0.0000% | $1000.00           | $233.24            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2034-04-01      | 4.0000%  | 0.0000% | $6708.00           | $519.49            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2034-05-01      | 3.5000%  | 0.0000% | $2000.00           | $263.36            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-03-01      | 6.5000%  | 0.0000% | $133799.00         | $548.98            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-08-01      | 7.0000%  | 0.0000% | $3027.00           | $20.40             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-01-01      | 5.5000%  | 0.0000% | $5190.00           | $35.75             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-06-01      | 6.3270%  | 0.0000% | $12287.00          | $82.17             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-08-01      | 7.0000%  | 0.0000% | $1120.00           | $13.26             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-10-01      | 3.5000%  | 0.0000% | $1000.00           | $143.67            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-04-01      | 3.5000%  | 0.0000% | $2000.00           | $611.84            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $693.56            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-11-01      | 2.0000%  | 0.0000% | $2001.00           | $1049.55           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-03-01      | 5.5000%  | 0.0000% | $1006.00           | $863.20            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2031-02-01      | 5.4970%  | 0.0000% | $1745.00           | $1.56              | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-10-01      | 5.0000%  | 0.0000% | $18000.00          | $185.66            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2026-06-01      | 4.0000%  | 0.0000% | $131000.00         | $340.37            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-04-01      | 6.5900%  | 0.0000% | $12019.00          | $592.30            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-12-01      | 2.0000%  | 0.0000% | $1002.00           | $46.02             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2029-07-01      | 3.5000%  | 0.0000% | $2000.00           | $115.74            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-12-01      | 6.5160%  | 0.0000% | $1000.00           | $13.46             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $962.44            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-12-01      | 3.5000%  | 0.0000% | $1010.00           | $321.77            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $708.04            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $790.71            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-11-01      | 5.5300%  | 0.0000% | $132051.00         | $1062.02           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-02-01      | 2.0000%  | 0.0000% | $4000.00           | $2932.78           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-04-01      | 3.0000%  | 0.0000% | $1028.00           | $852.66            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-08-01      | 6.5000%  | 0.0000% | $5000.00           | $4186.24           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-09-01      | 5.5000%  | 0.0000% | $4000.00           | $3692.32           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $871.04            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-01-01      | 4.5000%  | 0.0000% | $3022.00           | $2770.80           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1855.78           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-07-01      | 3.5000%  | 0.0000% | $1003.00           | $91.61             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-08-01      | 3.0000%  | 0.0000% | $2000.00           | $218.11            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $94.65             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $251.14            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-02-01      | 2.5000%  | 0.0000% | $5000.00           | $4148.10           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-08-01      | 3.5000%  | 0.0000% | $1000.00           | $614.58            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-11-01      | 3.0000%  | 0.0000% | $5000.00           | $3258.64           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-01-01      | 3.5000%  | 0.0000% | $1000.00           | $669.15            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-07-01      | 5.0000%  | 0.0000% | $1000.00           | $620.59            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-05-01      | 2.0000%  | 0.0000% | $1000.00           | $700.97            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $440.16            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-02-01      | 3.0000%  | 0.0000% | $1000.00           | $620.66            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-07-01      | 4.0000%  | 0.0000% | $1000.00           | $425.80            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-09-01      | 2.0000%  | 0.0000% | $2016.00           | $1272.70           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-10-01      | 3.5000%  | 0.0000% | $3000.00           | $1597.82           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-09-01      | 4.5000%  | 0.0000% | $4000.00           | $2973.63           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-10-01      | 4.5000%  | 0.0000% | $5000.00           | $3939.08           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1333.43           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1380.48           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $761.59            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1464.95           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1439.26           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-04-01      | 3.5000%  | 0.0000% | $2001.00           | $1400.85           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-09-01      | 2.5000%  | 0.0000% | $6000.00           | $4197.18           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-03-01      | 5.5000%  | 0.0000% | $5000.00           | $3871.33           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $728.33            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $747.40            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $754.38            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-01-01      | 6.0000%  | 0.0000% | $4000.00           | $2870.49           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1555.99           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1500.30           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $811.38            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2031-04-01      | 6.0000%  | 0.0000% | $2676971.00        | $3162.90           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2030-06-01      | 7.5000%  | 0.0000% | $2635083.00        | $1483.71           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-12-01      | 4.9050%  | 0.0000% | $3459203.00        | $2047.46           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-07-01      | 5.1360%  | 0.0000% | $47397.00          | $135.00            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2031-11-01      | 6.5000%  | 0.0000% | $260000.00         | $229.26            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-10-01      | 6.4280%  | 0.0000% | $9216.00           | $13.25             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-09-01      | 5.9980%  | 0.0000% | $466596.00         | $288.39            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-06-01      | 5.5000%  | 0.0000% | $4017.00           | $17.15             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-09-20      | 6.5160%  | 0.0000% | $1064.00           | $177.84            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-12-20      | 4.9080%  | 0.0000% | $3000.00           | $780.16            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-10-20      | NA       | 0.0000% | $44674807.00       | $10217.15          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 6.1094%  | 0.0000% | $3538796.00        | $3712366.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-08-20      | 0.2162%  | 0.0000% | $300000000.00      | $3911187.54        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-08-20      | 2.4162%  | 0.0000% | $100113.00         | $8581.37           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-08-20      | 0.0545%  | 0.0000% | $5628291.00        | $51163.21          | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2074-08-20      | 0.8183%  | 0.0000% | $35991744.00       | $2628974.07        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2074-10-20      | 0.8572%  | 0.0000% | $39701696.00       | $2908173.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 1.6162%  | 0.0000% | $17389408.00       | $644518.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-08-20      | 3.0862%  | 0.0000% | $100000.00         | $7144.80           | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-02-20      | 0.0500%  | 0.0000% | $29880702.00       | $33896.67          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-07-01      | 5.5000%  | 0.0000% | $50000.00          | $429.59            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-09-01      | 5.9800%  | 0.0000% | $120289.00         | $56.43             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-09-01      | 6.6080%  | 0.0000% | $56702.00          | $432.21            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-11-01      | 5.4700%  | 0.0000% | $208329.00         | $193.78            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-06-01      | 5.5530%  | 0.0000% | $1068877.00        | $2506.92           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2030-10-01      | 9.0000%  | 0.0000% | $829000.00         | $605.51            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-03-25      | 0.9972%  | 0.0000% | $85459710.00       | $2933969.72        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-11-25      | 2.9672%  | 0.0000% | $7507496.00        | $527528.22         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2054-07-25      | NA       | 0.0000% | $49072192.00       | $40412029.81       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-11-25      | 0.2700%  | 0.0000% | $14295920.00       | $500914.74         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-09-01      | 7.0000%  | 0.0000% | $1554922.00        | $1864.25           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-04-01      | 6.2950%  | 0.0000% | $4689.00           | $164.33            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-10-01      | 6.5960%  | 0.0000% | $3009.00           | $138.88            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2029-12-01      | 4.8200%  | 0.0000% | $1324.00           | $443.90            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-11-01      | 4.6800%  | 0.0000% | $1000.00           | $764.12            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-03-01      | 4.8300%  | 0.0000% | $2000.00           | $1541.90           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2029-06-01      | 6.5000%  | 0.0000% | $482922.00         | $587.90            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2029-04-01      | 6.5000%  | 0.0000% | $2053912.00        | $3509.99           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2029-12-01      | 7.5000%  | 0.0000% | $26000.00          | $8.61              | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2029-12-01      | 9.0000%  | 0.0000% | $126000.00         | $1042.07           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2030-10-01      | 8.0000%  | 0.0000% | $9775111.00        | $4251.52           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2030-03-01      | 5.6660%  | 0.0000% | $84170.00          | $27.71             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-10-01      | 5.5530%  | 0.0000% | $31952.00          | $20.27             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-07-01      | 6.5510%  | 0.0000% | $548569.00         | $110.99            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-10-01      | 6.2360%  | 0.0000% | $287037.00         | $85.56             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2030-08-01      | 8.5000%  | 0.0000% | $350000.00         | $189.92            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2038-06-01      | 5.0000%  | 0.0000% | $12260.00          | $206.76            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-08-01      | 5.5000%  | 0.0000% | $53000.00          | $1793.56           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-03-01      | 7.0000%  | 0.0000% | $1175.00           | $0.13              | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-11-01      | 7.5000%  | 0.0000% | $1133368.00        | $93.36             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2029-05-01      | 6.5000%  | 0.0000% | $2824.00           | $1.69              | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-05-01      | 6.0000%  | 0.0000% | $4000.00           | $3591.37           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-05-01      | 5.5000%  | 0.0000% | $4000.00           | $3814.85           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-06-01      | 5.5000%  | 0.0000% | $5064.00           | $3898.71           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2030-06-01      | 4.6710%  | 0.0000% | $59565.00          | $17.36             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2029-06-01      | 4.2630%  | 0.0000% | $491245.00         | $199.71            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2030-11-01      | 5.4500%  | 0.0000% | $87516.00          | $11.93             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-12-01      | 3.0000%  | 0.0000% | $3000.00           | $589.04            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-03-01      | 3.2040%  | 0.0000% | $1033.00           | $138.01            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2028-04-01      | 6.4720%  | 0.0000% | $5000000.00        | $1554.79           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2028-08-01      | 4.5640%  | 0.0000% | $21705.00          | $12.15             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2030-09-01      | 6.3630%  | 0.0000% | $204465.00         | $78.17             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2034-08-01      | 6.3670%  | 0.0000% | $3866980.00        | $1880.24           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-12-01      | 6.4150%  | 0.0000% | $1073.00           | $6.80              | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-12-01      | 6.6550%  | 0.0000% | $550000.00         | $3807.21           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2034-01-01      | 4.1000%  | 0.0000% | $3000.00           | $2825.31           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-10-20      | 5.7500%  | 0.0000% | $14863.00          | $902.35            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-05-20      | 5.0000%  | 0.0000% | $1000.00           | $1003.92           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-06-20      | 6.4880%  | 0.0000% | $27146.00          | $2004.87           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-08-01      | 4.5000%  | 0.0000% | $1000.00           | $80.91             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-08-01      | 4.5000%  | 0.0000% | $1033.00           | $66.41             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-09-01      | 4.0000%  | 0.0000% | $1125.00           | $116.13            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-11-01      | 5.5000%  | 0.0000% | $4000.00           | $2693.62           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $867.32            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $673.00            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $756.50            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-08-01      | 5.0000%  | 0.0000% | $4008.00           | $3956.80           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-07-01      | 6.0000%  | 0.0000% | $3000.00           | $2651.38           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-09-01      | 5.5000%  | 0.0000% | $3000.00           | $3016.92           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-10-01      | 5.5000%  | 0.0000% | $4000.00           | $4014.80           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-10-01      | 6.0000%  | 0.0000% | $3000.00           | $3077.76           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1010.98           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.88           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-11-01      | 5.5000%  | 0.0000% | $2000.00           | $2017.42           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1890.42           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1933.67           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $349.17            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-11-01      | 5.0000%  | 0.0000% | $6205.00           | $1431.65           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-04-01      | 3.0000%  | 0.0000% | $4001.00           | $1466.09           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-09-01      | 2.5000%  | 0.0000% | $3999.00           | $1885.40           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-09-01      | 2.0000%  | 0.0000% | $4000.00           | $2103.86           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-09-01      | 2.0000%  | 0.0000% | $5003.00           | $2459.07           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-08-01      | 2.0000%  | 0.0000% | $4001.00           | $1990.08           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-01-01      | 2.5000%  | 0.0000% | $3000.00           | $1609.22           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-06-01      | 4.0000%  | 0.0000% | $1005.00           | $111.55            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-10-01      | 4.5000%  | 0.0000% | $3721.00           | $81.48             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-02-01      | 7.0000%  | 0.0000% | $2000.00           | $142.49            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-09-01      | 6.5000%  | 0.0000% | $4001.00           | $234.29            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $833.98            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $846.30            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-06-01      | 3.5000%  | 0.0000% | $4202.00           | $3434.04           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-12-01      | 3.5000%  | 0.0000% | $2000.00           | $1711.78           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-12-01      | 5.5000%  | 0.0000% | $4000.00           | $3289.86           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-05-01      | 4.5000%  | 0.0000% | $2000.00           | $1729.83           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $891.77            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-06-01      | 5.0000%  | 0.0000% | $1001.00           | $868.22            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-08-01      | 6.5740%  | 0.0000% | $7000.00           | $3041.73           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-03-01      | 4.2470%  | 0.0000% | $32295.00          | $738.24            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-08-01      | 6.6300%  | 0.0000% | $1001.00           | $14.98             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-11-01      | 6.7500%  | 0.0000% | $8373.00           | $67.32             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2032-07-01      | 6.5000%  | 0.0000% | $1398.00           | $19.40             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-01-01      | 7.0000%  | 0.0000% | $1499.00           | $17.83             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-11-01      | 6.0000%  | 0.0000% | $3215.00           | $44.34             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2026-09-01      | 4.5000%  | 0.0000% | $25715.00          | $2.34              | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-06-01      | 6.8720%  | 0.0000% | $610751.00         | $2373.26           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-06-01      | 6.2500%  | 0.0000% | $105261.00         | $549.62            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-02-01      | 6.5010%  | 0.0000% | $71521.00          | $585.83            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-03-01      | 6.5000%  | 0.0000% | $1689.00           | $12.47             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-02-01      | 6.1410%  | 0.0000% | $2151.00           | $11.63             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-12-01      | 6.0800%  | 0.0000% | $116710.00         | $379.39            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-07-01      | 6.3070%  | 0.0000% | $4395.00           | $38.60             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2028-03-01      | 2.0000%  | 0.0000% | $1000.00           | $48.99             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2028-11-01      | 6.4360%  | 0.0000% | $433498.00         | $176.77            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2029-08-01      | 6.2280%  | 0.0000% | $1382443.00        | $1174.14           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2029-12-01      | 6.6500%  | 0.0000% | $6000000.00        | $486.13            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2030-02-01      | 6.5890%  | 0.0000% | $2373695.00        | $2832.90           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2030-02-01      | 6.6880%  | 0.0000% | $26998985.00       | $1870.58           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2031-05-01      | 6.7000%  | 0.0000% | $3800000.00        | $2133.38           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-12-01      | 6.6990%  | 0.0000% | $3024.00           | $62.06             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-08-01      | 6.6970%  | 0.0000% | $14974.00          | $893.07            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-02-01      | 6.8210%  | 0.0000% | $1000.00           | $16.59             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-08-01      | 6.4260%  | 0.0000% | $5139.00           | $101.33            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2034-12-01      | 6.3540%  | 0.0000% | $85828.00          | $140.97            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-07-01      | 6.3750%  | 0.0000% | $12000.00          | $759.03            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-11-01      | 6.0000%  | 0.0000% | $1461.00           | $20.67             | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2033-09-01      | 5.0000%  | 0.0000% | $6680.00           | $158.57            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-10-01      | 5.5000%  | 0.0000% | $1568.00           | $9.14              | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-09-01      | 5.0000%  | 0.0000% | $10052.00          | $165.06            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-09-01      | 7.0000%  | 0.0000% | $3000.00           | $285.57            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-06-01      | 5.0000%  | 0.0000% | $2023.00           | $21.23             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-03-01      | 5.5000%  | 0.0000% | $75000.00          | $1394.34           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2031-02-01      | 7.0000%  | 0.0000% | $1222.00           | $10.77             | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2037-08-01      | 6.5000%  | 0.0000% | $2563.00           | $28.11             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-11-01      | 6.0000%  | 0.0000% | $1000.00           | $19.30             | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2037-12-01      | 6.5000%  | 0.0000% | $2340.00           | $37.36             | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2037-12-01      | 6.5000%  | 0.0000% | $1007.00           | $6.11              | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-09-01      | 6.5000%  | 0.0000% | $15962.00          | $304.21            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-05-01      | 5.5000%  | 0.0000% | $5031.00           | $14.92             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-05-01      | 6.1290%  | 0.0000% | $1250000.00        | $4647.15           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-12-01      | 4.0000%  | 0.0000% | $20000.00          | $2414.57           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-11-01      | 4.5000%  | 0.0000% | $4009.00           | $317.40            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-07-01      | 4.5000%  | 0.0000% | $11000.00          | $1361.43           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-04-01      | 4.5000%  | 0.0000% | $7000.00           | $894.17            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $135.79            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-06-01      | 3.5000%  | 0.0000% | $1000.00           | $184.96            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $142.60            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-08-01      | 3.5000%  | 0.0000% | $6000.00           | $924.90            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-08-01      | 4.0000%  | 0.0000% | $1000.00           | $173.84            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-10-01      | 3.5000%  | 0.0000% | $2218.00           | $35.72             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-12-01      | 4.0000%  | 0.0000% | $41000.00          | $4436.01           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-12-01      | 3.5000%  | 0.0000% | $54000.00          | $3087.14           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-03-01      | 4.0000%  | 0.0000% | $3000.00           | $429.20            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2029-03-01      | 3.5000%  | 0.0000% | $15000.00          | $591.21            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-03-01      | 4.5000%  | 0.0000% | $6000.00           | $209.58            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-06-01      | 6.2150%  | 0.0000% | $11000.00          | $228.21            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-06-01      | 4.0000%  | 0.0000% | $11000.00          | $1429.56           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-01-01      | 3.5000%  | 0.0000% | $12483.00          | $49.72             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-07-01      | 4.5000%  | 0.0000% | $5000.00           | $602.22            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-09-01      | 5.0000%  | 0.0000% | $4001.00           | $330.54            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2029-11-01      | 3.5000%  | 0.0000% | $12000.00          | $1023.65           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2029-10-01      | 3.0000%  | 0.0000% | $2001.00           | $141.31            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2031-02-01      | 3.5000%  | 0.0000% | $10000.00          | $110.08            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-08-01      | 3.5000%  | 0.0000% | $1001.00           | $172.99            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-08-01      | 4.0000%  | 0.0000% | $28000.00          | $2628.99           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-02-01      | 5.5000%  | 0.0000% | $7000.00           | $794.01            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-08-01      | 3.0000%  | 0.0000% | $13679.00          | $3067.05           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-03-01      | 2.0000%  | 0.0000% | $1000.00           | $57.89             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2030-03-01      | 4.0000%  | 0.0000% | $3009.00           | $74.00             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-03-01      | 4.5000%  | 0.0000% | $4000.00           | $535.31            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-04-01      | 4.5000%  | 0.0000% | $1000.00           | $104.89            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-02-01      | 3.0000%  | 0.0000% | $16000.00          | $3967.33           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-11-01      | 5.0000%  | 0.0000% | $3003.00           | $404.95            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2031-03-01      | 3.5000%  | 0.0000% | $3000.00           | $326.32            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-03-01      | 6.4280%  | 0.0000% | $1000.00           | $52.83             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-03-01      | 4.0000%  | 0.0000% | $1024.00           | $88.45             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-05-01      | 4.5000%  | 0.0000% | $1000.00           | $85.71             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-04-01      | 4.0000%  | 0.0000% | $5000.00           | $833.20            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-04-01      | 3.2910%  | 0.0000% | $50741.00          | $4668.68           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-04-01      | 6.4440%  | 0.0000% | $82000.00          | $1788.40           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-01-01      | 2.8700%  | 0.0000% | $8000.00           | $3600.63           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-03-01      | 6.3850%  | 0.0000% | $1029.00           | $3.26              | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-04-01      | 6.3000%  | 0.0000% | $2923.00           | $36.30             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-06-01      | 6.5000%  | 0.0000% | $1000.00           | $7.72              | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-10-01      | 6.5000%  | 0.0000% | $163067.00         | $584.23            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2029-04-01      | 6.5000%  | 0.0000% | $1254.00           | $0.01              | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-10-01      | 6.6110%  | 0.0000% | $1000000.00        | $3812.84           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-07-01      | 5.3530%  | 0.0000% | $2210.00           | $10.84             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-07-01      | 6.2520%  | 0.0000% | $289920.00         | $3820.07           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-08-01      | 6.2390%  | 0.0000% | $500000.00         | $4523.89           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-09-01      | 5.3530%  | 0.0000% | $1000.00           | $9.37              | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-10-01      | 5.3530%  | 0.0000% | $8688.00           | $139.13            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-10-01      | 5.3530%  | 0.0000% | $11085.00          | $114.38            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-06-01      | 6.0000%  | 0.0000% | $5066.00           | $54.77             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-06-01      | 5.0000%  | 0.0000% | $106994.00         | $1017.45           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-08-01      | 5.3530%  | 0.0000% | $12000.00          | $137.60            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-07-01      | 6.3910%  | 0.0000% | $1000.00           | $7.64              | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-07-01      | 6.0000%  | 0.0000% | $722916.00         | $4484.61           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-10-01      | 5.0000%  | 0.0000% | $33000.00          | $324.48            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-02-01      | 5.5000%  | 0.0000% | $28001.00          | $217.31            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-09-01      | 6.5000%  | 0.0000% | $61690.00          | $661.06            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-08-01      | 6.2110%  | 0.0000% | $15843.00          | $120.58            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-09-01      | 6.5000%  | 0.0000% | $41000.00          | $598.36            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-02-01      | 5.0000%  | 0.0000% | $13000.00          | $126.00            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-11-01      | 6.0000%  | 0.0000% | $268030.00         | $772.46            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-04-01      | 5.5000%  | 0.0000% | $4005.00           | $31.46             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-03-01      | 6.1900%  | 0.0000% | $32298.00          | $283.40            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-05-01      | 5.5000%  | 0.0000% | $263000.00         | $2076.40           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-06-01      | 6.1240%  | 0.0000% | $5130000.00        | $228.44            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-08-01      | 6.0390%  | 0.0000% | $16315.00          | $226.19            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-08-01      | 6.1880%  | 0.0000% | $2609.00           | $50.08             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2039-09-01      | 4.2150%  | 0.0000% | $7723.00           | $40.34             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-07-01      | 5.0000%  | 0.0000% | $60000.00          | $498.34            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-11-01      | 5.1860%  | 0.0000% | $1004.00           | $5.19              | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-12-01      | 6.2480%  | 0.0000% | $10915.00          | $22.82             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-12-01      | 5.5000%  | 0.0000% | $45000.00          | $1009.97           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-04-01      | 5.0000%  | 0.0000% | $29000.00          | $249.36            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-08-01      | 6.0000%  | 0.0000% | $544004.00         | $3597.19           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-10-01      | 5.5000%  | 0.0000% | $419000.00         | $1961.13           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-10-01      | 6.5000%  | 0.0000% | $34296.00          | $285.85            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-07-01      | 6.0000%  | 0.0000% | $156896.00         | $1002.62           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-06-01      | 6.5650%  | 0.0000% | $36410.00          | $244.72            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-08-01      | 6.3400%  | 0.0000% | $500000.00         | $662.12            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-08-01      | 4.5000%  | 0.0000% | $945505.00         | $4158.29           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1614.79           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1571.63           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-01-01      | 3.0000%  | 0.0000% | $2000.00           | $1529.49           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1569.78           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-09-01      | 5.5000%  | 0.0000% | $2068.00           | $6.65              | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-06-01      | 4.5000%  | 0.0000% | $1000.00           | $80.44             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2029-09-01      | 6.5000%  | 0.0000% | $40249723.00       | $4533.37           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2026-09-01      | 3.0000%  | 0.0000% | $2312.00           | $10.23             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-09-01      | 5.8850%  | 0.0000% | $2543.00           | $82.63             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-07-01      | 6.4150%  | 0.0000% | $1000.00           | $103.87            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-11-01      | 6.8990%  | 0.0000% | $51518.00          | $470.29            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-12-01      | 6.7970%  | 0.0000% | $271000.00         | $1358.55           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-09-01      | 6.4580%  | 0.0000% | $5092.00           | $60.87             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-01-01      | 6.4760%  | 0.0000% | $175000.00         | $1144.85           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-09-01      | 6.6630%  | 0.0000% | $116236.00         | $2179.02           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-08-01      | 3.0000%  | 0.0000% | $1070.00           | $318.42            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-10-01      | 4.0000%  | 0.0000% | $1097.00           | $79.17             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $786.31            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-04-01      | 5.5000%  | 0.0000% | $1021.00           | $934.71            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $743.37            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-03-01      | 3.5000%  | 0.0000% | $2000.00           | $1588.31           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $743.17            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $709.13            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $762.76            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-06-01      | 5.5000%  | 0.0000% | $1040.00           | $881.89            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $752.76            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-03-01      | 3.5000%  | 0.0000% | $2000.00           | $1616.84           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $833.94            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-04-01      | 5.0000%  | 0.0000% | $1001.00           | $832.16            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-08-01      | 6.0000%  | 0.0000% | $3000.00           | $2296.39           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-04-01      | 3.5000%  | 0.0000% | $6000.00           | $4683.24           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-06-01      | 5.0000%  | 0.0000% | $1007.00           | $850.54            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-06-01      | 6.0000%  | 0.0000% | $3000.00           | $2285.99           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-04-01      | 3.5000%  | 0.0000% | $4000.00           | $3250.38           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-07-01      | 5.0000%  | 0.0000% | $3000.00           | $2554.62           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-05-01      | 4.0000%  | 0.0000% | $15000.00          | $3340.28           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $276.44            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-09-01      | 2.0000%  | 0.0000% | $10000.00          | $4833.23           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $915.72            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $965.83            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $625.04            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $479.45            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $526.47            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $535.64            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-05-01      | 2.0000%  | 0.0000% | $2013.00           | $1165.88           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $651.53            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-05-01      | 6.5000%  | 0.0000% | $3000.00           | $2504.53           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-11-01      | 2.5000%  | 0.0000% | $4000.00           | $1746.34           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-11-01      | 3.0000%  | 0.0000% | $1000.00           | $360.07            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $543.33            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $589.13            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $633.89            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-01-01      | 3.5000%  | 0.0000% | $5000.00           | $2979.38           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-02-01      | 3.5000%  | 0.0000% | $5999.00           | $3701.44           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1231.16           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1247.10           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-11-01      | 1.5000%  | 0.0000% | $2000.00           | $1242.14           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-11-01      | 2.0000%  | 0.0000% | $3000.00           | $1925.51           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-12-01      | 2.0000%  | 0.0000% | $3000.00           | $1941.99           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-12-01      | 3.5000%  | 0.0000% | $3000.00           | $1855.90           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-11-01      | 3.5000%  | 0.0000% | $1001.00           | $522.88            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-06-01      | 3.5000%  | 0.0000% | $1001.00           | $745.43            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-07-01      | 2.5000%  | 0.0000% | $3000.00           | $2146.40           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $662.81            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-06-01      | 5.0000%  | 0.0000% | $1000.00           | $9.66              | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-09-01      | 6.4140%  | 0.0000% | $4892.00           | $15.43             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-11-01      | 6.5000%  | 0.0000% | $50999.00          | $294.55            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-10-01      | 6.5000%  | 0.0000% | $1998.00           | $11.43             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-11-01      | 6.6200%  | 0.0000% | $15427.00          | $133.59            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-01-01      | 5.5000%  | 0.0000% | $21751.00          | $640.40            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-03-01      | 6.1970%  | 0.0000% | $64666.00          | $177.73            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-01-01      | 6.6250%  | 0.0000% | $5002.00           | $33.54             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-08-01      | 5.5000%  | 0.0000% | $4000.00           | $621.66            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-07-01      | 3.0000%  | 0.0000% | $2000.00           | $374.67            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-07-01      | 3.0000%  | 0.0000% | $2000.00           | $384.15            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2030-04-01      | 6.7370%  | 0.0000% | $2473.00           | $2.55              | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-10-01      | 6.4270%  | 0.0000% | $1000000.00        | $4006.33           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2029-01-01      | 6.9690%  | 0.0000% | $396937.00         | $101.83            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-01-01      | 3.0000%  | 0.0000% | $2000.00           | $705.66            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $428.04            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-09-01      | 2.5000%  | 0.0000% | $2000.00           | $812.76            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-09-01      | 2.0000%  | 0.0000% | $9000.00           | $4175.71           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $524.23            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-09-01      | 5.0000%  | 0.0000% | $4000.00           | $2209.33           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-01-01      | 2.0000%  | 0.0000% | $1002.00           | $564.86            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-06-01      | 3.0000%  | 0.0000% | $2011.00           | $1112.06           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-08-01      | 2.5000%  | 0.0000% | $4000.00           | $2457.10           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-07-01      | 5.5000%  | 0.0000% | $1000.00           | $714.94            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-05-01      | 2.5000%  | 0.0000% | $1000.00           | $274.50            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2028-08-15      | 4.4019%  | 0.0000% | $9.00              | $0.00              | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $700.86            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1652.48           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $687.64            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-04-01      | 4.5000%  | 0.0000% | $1000.00           | $473.57            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-04-01      | 5.0000%  | 0.0000% | $1001.00           | $728.66            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-05-01      | 5.0000%  | 0.0000% | $3001.00           | $2484.15           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $786.51            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1524.43           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-07-01      | 3.0000%  | 0.0000% | $6000.00           | $4592.06           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $742.99            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1567.24           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-08-01      | 6.0000%  | 0.0000% | $3000.00           | $2390.94           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-09-01      | 6.0000%  | 0.0000% | $4000.00           | $3358.60           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1436.46           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-10-01      | 5.0000%  | 0.0000% | $3000.00           | $2530.14           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-08-01      | 4.5000%  | 0.0000% | $4663.00           | $4021.94           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-12-01      | 5.0000%  | 0.0000% | $4630.00           | $4201.11           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-10-01      | 4.5000%  | 0.0000% | $3000.00           | $2616.59           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-10-01      | 6.0000%  | 0.0000% | $3000.00           | $2313.48           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1671.79           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-04-01      | 5.5000%  | 0.0000% | $2038.00           | $1749.18           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-01-01      | 4.5000%  | 0.0000% | $3000.00           | $2657.21           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1583.60           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $921.70            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $870.17            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $811.83            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-09-01      | 7.5000%  | 0.0000% | $1000.00           | $624.15            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $894.07            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-10-01      | 5.0000%  | 0.0000% | $3000.00           | $2795.62           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-10-01      | 6.0000%  | 0.0000% | $4000.00           | $3446.22           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-01-01      | 6.5000%  | 0.0000% | $3002.00           | $2448.55           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-12-01      | 4.0000%  | 0.0000% | $4000.00           | $3655.94           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1855.15           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-12-01      | 6.0000%  | 0.0000% | $4439.00           | $3883.73           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $845.45            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-03-01      | 3.5000%  | 0.0000% | $1000.00           | $882.71            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-04-01      | 6.0000%  | 0.0000% | $3000.00           | $2791.36           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-03-01      | 3.5000%  | 0.0000% | $5000.00           | $4346.38           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1907.97           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-01-01      | 5.0000%  | 0.0000% | $5000.00           | $4533.49           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-01-01      | 5.5000%  | 0.0000% | $3000.00           | $2578.45           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-02-01      | 6.5000%  | 0.0000% | $1028.00           | $623.36            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-07-01      | 5.5000%  | 0.0000% | $1005.00           | $901.43            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-03-01      | 4.0000%  | 0.0000% | $3000.00           | $2701.16           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-04-01      | 3.0000%  | 0.0000% | $4008.00           | $2827.48           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-04-01      | 3.5000%  | 0.0000% | $2987.00           | $2110.75           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-11-01      | 2.5000%  | 0.0000% | $1001.00           | $519.69            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $708.84            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-02-01      | 2.0000%  | 0.0000% | $3478.00           | $1924.26           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1117.08           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1128.05           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $550.98            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $556.88            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-05-01      | 2.0000%  | 0.0000% | $2000.00           | $1143.09           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-03-25      | 2.2027%  | 0.0000% | $109345.00         | $959.20            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-05-25      | 1.8027%  | 0.0000% | $1117724.00        | $46.00             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-02-25      | 1.8728%  | 0.0000% | $471645.00         | $4363.36           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $686.62            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-06-01      | 3.0000%  | 0.0000% | $1000.00           | $745.95            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-03-01      | 5.5000%  | 0.0000% | $1073.00           | $978.06            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $165.40            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-04-01      | 6.1940%  | 0.0000% | $1023.00           | $114.28            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-05-01      | 2.2670%  | 0.0000% | $1351.00           | $985.70            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2050-04-01      | 6.6180%  | 0.0000% | $3000.00           | $2871.55           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-02-01      | 5.5000%  | 0.0000% | $1000.00           | $254.40            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $129.33            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $294.33            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-01-01      | 4.0000%  | 0.0000% | $3000.00           | $568.18            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-07-01      | 4.5310%  | 0.0000% | $1730.00           | $394.74            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $182.11            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-05-01      | 3.0000%  | 0.0000% | $3000.00           | $1295.43           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $557.79            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1683.28           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.45           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-01-01      | 4.5000%  | 0.0000% | $1001.00           | $969.54            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-01-01      | 4.5000%  | 0.0000% | $4000.00           | $3883.67           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.55           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $2023.12           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-06-01      | 5.5000%  | 0.0000% | $1001.00           | $1007.70           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-03-01      | 6.5000%  | 0.0000% | $2000.00           | $1971.71           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-02-01      | 6.0000%  | 0.0000% | $1104.00           | $1130.16           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1992.98           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $988.79            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-04-01      | 5.5000%  | 0.0000% | $3004.00           | $3042.34           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-05-01      | 5.5000%  | 0.0000% | $2000.00           | $2027.70           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $989.77            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-05-01      | 5.0000%  | 0.0000% | $6842.00           | $4966.04           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 5.5000%  | 0.0000% | $1001.00           | $1026.49           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.09           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-07-01      | 6.0000%  | 0.0000% | $24480.00          | $25019.51          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 6.0000%  | 0.0000% | $4000.00           | $4143.85           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1010.00           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $4025.00           | $4160.19           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1058.02           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $1007.00           | $1042.25           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-06-01      | 6.1510%  | 0.0000% | $75204.00          | $841.29            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-02-01      | 6.0000%  | 0.0000% | $4414.00           | $16.50             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-11-01      | 6.5000%  | 0.0000% | $3021.00           | $14.98             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-08-01      | 6.4700%  | 0.0000% | $1000.00           | $4.94              | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-10-01      | 6.5610%  | 0.0000% | $8196.00           | $26.01             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-10-01      | 6.2520%  | 0.0000% | $6985.00           | $49.52             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-10-01      | 6.0940%  | 0.0000% | $5006.00           | $33.77             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-11-01      | 6.4920%  | 0.0000% | $18249.00          | $154.83            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-08-01      | 6.1700%  | 0.0000% | $33152.00          | $167.37            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-09-01      | 6.1830%  | 0.0000% | $6118.00           | $81.51             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-09-01      | 6.1750%  | 0.0000% | $275915.00         | $2187.05           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-11-01      | 6.0720%  | 0.0000% | $9224.00           | $73.63             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-11-01      | 5.9840%  | 0.0000% | $25290.00          | $199.37            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-11-01      | 6.3380%  | 0.0000% | $11260.00          | $31.35             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-11-01      | 5.9990%  | 0.0000% | $1008631.00        | $4049.86           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-01-01      | 6.1630%  | 0.0000% | $900000.00         | $2062.18           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-11-01      | 6.1500%  | 0.0000% | $4001.00           | $22.07             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-04-01      | 5.5000%  | 0.0000% | $1000.00           | $56.78             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-12-01      | 6.6050%  | 0.0000% | $8035.00           | $126.04            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-05-01      | 6.8770%  | 0.0000% | $31597.00          | $261.53            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-05-01      | 6.7340%  | 0.0000% | $37000.00          | $129.70            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $743.66            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $875.69            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2998.24           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1853.26           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1035.03           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1793.53           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $946.95            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-11-01      | 6.5000%  | 0.0000% | $3001.00           | $2616.93           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-04-01      | 6.0000%  | 0.0000% | $7699.00           | $71.90             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-05-01      | 5.0000%  | 0.0000% | $15038.00          | $148.76            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-03-01      | 6.7500%  | 0.0000% | $20087.00          | $391.57            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-05-01      | 6.5000%  | 0.0000% | $29000.00          | $378.62            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-07-01      | 6.0000%  | 0.0000% | $69006.00          | $461.26            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-11-01      | 5.5000%  | 0.0000% | $37000.00          | $372.54            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-11-01      | 6.5000%  | 0.0000% | $9226.00           | $88.33             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-07-01      | 6.0000%  | 0.0000% | $5000.00           | $20.50             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-09-01      | 6.5000%  | 0.0000% | $3659.00           | $12.66             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-05-01      | 5.5000%  | 0.0000% | $1035.00           | $683.09            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-06-01      | 5.0000%  | 0.0000% | $4000.00           | $3754.02           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $2049.42           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1807.57           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2039-01-01      | 4.8900%  | 0.0000% | $1000.00           | $1012.81           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-02-01      | 4.7600%  | 0.0000% | $3000.00           | $3094.18           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-05-01      | 5.6700%  | 0.0000% | $1000.00           | $1084.96           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2035-02-01      | 4.9300%  | 0.0000% | $1000.00           | $1037.79           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-09-01      | 2.0000%  | 0.0000% | $5000.00           | $2745.99           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-06-01      | 3.0000%  | 0.0000% | $2000.00           | $605.85            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $592.24            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-02-01      | 2.0000%  | 0.0000% | $4000.00           | $1935.65           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-04-01      | 4.6800%  | 0.0000% | $1000.00           | $1025.64           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2029-04-01      | 5.3100%  | 0.0000% | $1000.00           | $1025.43           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-11-01      | 5.7600%  | 0.0000% | $3000.00           | $3151.01           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-11-01      | 5.8500%  | 0.0000% | $1000.00           | $1052.98           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $595.82            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-10-01      | 2.0000%  | 0.0000% | $2000.00           | $1327.56           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-11-01      | 6.0000%  | 0.0000% | $5000.00           | $4335.94           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $977.17            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-01-01      | 3.5000%  | 0.0000% | $1001.00           | $688.61            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-06-01      | 5.0000%  | 0.0000% | $4000.00           | $3070.95           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-02-01      | 1.8390%  | 0.0000% | $1004.00           | $744.85            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-01-01      | 2.0000%  | 0.0000% | $1930.00           | $1254.79           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $639.78            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 5.0000%  | 0.0000% | $4000.00           | $2518.68           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 5.0000%  | 0.0000% | $2217.00           | $1749.34           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-08-01      | 5.0000%  | 0.0000% | $4000.00           | $2680.16           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-10-01      | 4.0000%  | 0.0000% | $4000.00           | $3185.10           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-02-01      | 4.0000%  | 0.0000% | $5000.00           | $649.75            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-07-01      | 4.5000%  | 0.0000% | $150609.00         | $2181.21           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-08-01      | 4.5000%  | 0.0000% | $708116.00         | $3612.31           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2034-01-01      | 6.6150%  | 0.0000% | $8795.00           | $217.54            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2034-02-01      | 6.5000%  | 0.0000% | $525000.00         | $3160.00           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2034-05-01      | 6.4450%  | 0.0000% | $308000.00         | $2127.42           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-11-01      | 6.3810%  | 0.0000% | $271000.00         | $869.46            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2034-11-01      | 6.5010%  | 0.0000% | $3092.00           | $19.66             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2029-09-01      | 5.7500%  | 0.0000% | $253223.00         | $30.42             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2039-09-01      | 5.0000%  | 0.0000% | $90000.00          | $1550.98           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-08-01      | 2.5000%  | 0.0000% | $2000.00           | $1254.92           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $669.34            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1274.84           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-09-01      | 3.0000%  | 0.0000% | $8000.00           | $4871.42           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $633.12            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-11-01      | 2.5000%  | 0.0000% | $2000.00           | $1286.89           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $640.34            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-12-01      | 2.5000%  | 0.0000% | $3045.00           | $2112.07           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-02-01      | 2.0000%  | 0.0000% | $5000.00           | $3168.10           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1356.64           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-02-01      | 2.5000%  | 0.0000% | $3007.00           | $1942.04           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $748.08            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1634.18           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-05-01      | 3.5000%  | 0.0000% | $4000.00           | $2972.34           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-05-01      | 3.0000%  | 0.0000% | $2000.00           | $1450.15           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $679.76            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $865.53            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-07-01      | 4.0000%  | 0.0000% | $4000.00           | $3129.33           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-08-01      | 5.0000%  | 0.0000% | $8000.00           | $3318.20           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $917.41            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-10-01      | 4.5000%  | 0.0000% | $1032.00           | $717.80            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $800.80            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1553.72           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-02-01      | 5.0000%  | 0.0000% | $5000.00           | $3107.51           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2053-01-01      | 5.5000%  | 0.0000% | $3000.00           | $2535.51           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1713.76           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-10-01      | 3.0000%  | 0.0000% | $1000.00           | $805.54            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-07-01      | 3.0000%  | 0.0000% | $1000.00           | $141.54            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-07-01      | 4.0000%  | 0.0000% | $2000.00           | $258.26            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-08-01      | 4.5000%  | 0.0000% | $10000.00          | $2629.18           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-08-01      | 6.5360%  | 0.0000% | $8279.00           | $51.37             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-10-01      | 6.8850%  | 0.0000% | $11258.00          | $65.71             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-02-01      | 6.5250%  | 0.0000% | $2000000.00        | $4090.28           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-09-01      | 6.4200%  | 0.0000% | $23714.00          | $595.90            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-01-01      | 6.3800%  | 0.0000% | $145000.00         | $1307.55           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-03-01      | 6.4950%  | 0.0000% | $424000.00         | $4957.39           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-10-01      | 6.5390%  | 0.0000% | $32636.00          | $247.83            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-05-01      | 6.6400%  | 0.0000% | $1540.00           | $32.27             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-05-01      | 6.8590%  | 0.0000% | $374010.00         | $2103.48           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-12-01      | 6.4350%  | 0.0000% | $33633.00          | $451.71            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-09-01      | 6.4520%  | 0.0000% | $35681.00          | $604.02            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-11-01      | 6.6150%  | 0.0000% | $74621.00          | $533.07            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-11-01      | 2.0000%  | 0.0000% | $4000.00           | $2397.81           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-03-01      | 2.0000%  | 0.0000% | $1744.00           | $1086.24           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $723.41            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-04-01      | 4.0000%  | 0.0000% | $3004.00           | $2135.22           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $710.10            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1505.25           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-12-01      | 2.5000%  | 0.0000% | $1001.00           | $621.32            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-01-01      | 3.5000%  | 0.0000% | $6000.00           | $3745.15           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-02-01      | 3.0000%  | 0.0000% | $5000.00           | $3565.75           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2029-08-01      | 6.5000%  | 0.0000% | $511880.00         | $437.79            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-05-01      | 6.5000%  | 0.0000% | $110000.00         | $331.63            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-03-01      | 5.0000%  | 0.0000% | $21000.00          | $304.74            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-05-01      | 6.4600%  | 0.0000% | $242056.00         | $53.05             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-06-01      | 5.5000%  | 0.0000% | $1963.00           | $1631.47           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2026-06-01      | 2.6400%  | 0.0000% | $4000.00           | $3967.66           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-06-01      | 4.0000%  | 0.0000% | $16000.00          | $2031.87           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-09-01      | 2.5000%  | 0.0000% | $20743.00          | $493.33            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $156.89            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-07-01      | 3.5000%  | 0.0000% | $4000.00           | $135.14            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2029-02-01      | 3.5000%  | 0.0000% | $4000.00           | $132.95            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-11-01      | 3.5000%  | 0.0000% | $1000.00           | $35.68             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-11-01      | 4.5000%  | 0.0000% | $1000.00           | $48.10             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-04-01      | 4.5000%  | 0.0000% | $1003.00           | $143.95            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-10-01      | 6.5540%  | 0.0000% | $4672.00           | $216.10            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-11-01      | 4.5000%  | 0.0000% | $22006.00          | $2248.43           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-05-01      | 6.3840%  | 0.0000% | $1210.00           | $36.81             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-06-01      | 6.3790%  | 0.0000% | $3160.00           | $150.37            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-06-01      | 4.5000%  | 0.0000% | $3000.00           | $419.58            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-04-01      | 4.5000%  | 0.0000% | $2000.00           | $150.49            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-06-01      | 3.5000%  | 0.0000% | $113000.00         | $1161.60           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-06-01      | 4.0000%  | 0.0000% | $8351.00           | $1048.98           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2030-07-01      | 3.0000%  | 0.0000% | $6078.00           | $625.45            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-01-01      | 4.5000%  | 0.0000% | $14849.00          | $1154.69           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-03-01      | 4.5000%  | 0.0000% | $6000.00           | $793.18            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-05-01      | 6.2950%  | 0.0000% | $4001.00           | $121.34            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-08-01      | 4.5000%  | 0.0000% | $6040.00           | $4649.33           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-07-01      | 5.5000%  | 0.0000% | $1008.00           | $824.24            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-07-01      | 5.0000%  | 0.0000% | $8000.00           | $1982.19           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $280.08            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2030-03-01      | 3.0000%  | 0.0000% | $11405.00          | $1280.36           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-05-01      | 5.5000%  | 0.0000% | $7001.00           | $1879.41           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-07-01      | 6.0000%  | 0.0000% | $13000.00          | $3578.78           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2038-11-01      | 4.0000%  | 0.0000% | $3000.00           | $545.29            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-12-01      | 5.0000%  | 0.0000% | $4009.00           | $577.14            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-11-01      | 4.5000%  | 0.0000% | $1008.00           | $61.43             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-05-01      | 3.0000%  | 0.0000% | $1107.00           | $282.44            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-09-01      | 3.0000%  | 0.0000% | $6000.00           | $1074.54           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-09-01      | 3.0000%  | 0.0000% | $18351.00          | $4244.09           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-07-01      | 4.5000%  | 0.0000% | $2888.00           | $522.16            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-02-01      | 3.0000%  | 0.0000% | $2000.00           | $460.59            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-08-01      | 3.0000%  | 0.0000% | $1000.00           | $290.37            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-12-01      | 4.0000%  | 0.0000% | $2000.00           | $422.98            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-08-01      | 4.0000%  | 0.0000% | $1000.00           | $66.51             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-06-01      | 5.0000%  | 0.0000% | $10000.00          | $1927.76           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $669.93            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $701.92            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-01      | 4.0000%  | 0.0000% | $2000.00           | $1435.01           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-05-01      | 5.0000%  | 0.0000% | $1000.00           | $733.15            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-05-01      | 4.0000%  | 0.0000% | $2001.00           | $1588.20           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-06-01      | 3.5000%  | 0.0000% | $4100.00           | $3019.44           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-06-01      | 4.0000%  | 0.0000% | $6000.00           | $4430.94           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $752.58            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-06-01      | 4.0000%  | 0.0000% | $5000.00           | $3845.59           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2031-01-01      | 5.2600%  | 0.0000% | $1000.00           | $1046.99           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2030-09-01      | 4.7100%  | 0.0000% | $2000.00           | $2051.13           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-10-01      | 4.0000%  | 0.0000% | $4871.00           | $352.73            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-02-01      | 3.5000%  | 0.0000% | $2047.00           | $478.88            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $114.88            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-08-01      | 4.5000%  | 0.0000% | $3008.00           | $618.49            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-08-01      | 5.0000%  | 0.0000% | $1999.00           | $297.07            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-09-01      | 5.0000%  | 0.0000% | $11267.00          | $1714.87           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-11-01      | 4.5000%  | 0.0000% | $3000.00           | $220.54            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-12-01      | 5.5000%  | 0.0000% | $1684.00           | $309.30            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-12-01      | 5.0000%  | 0.0000% | $1000.00           | $118.61            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-07-01      | 4.0000%  | 0.0000% | $3000.00           | $857.84            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-07-01      | 3.5000%  | 0.0000% | $15000.00          | $1769.97           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-08-01      | 3.5000%  | 0.0000% | $2000.00           | $284.53            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-09-01      | 3.0000%  | 0.0000% | $13000.00          | $3535.28           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-03-01      | 3.0000%  | 0.0000% | $2000.00           | $798.51            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $504.64            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $504.94            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-10-01      | 2.0000%  | 0.0000% | $3072.00           | $1591.79           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-10-01      | 2.5000%  | 0.0000% | $2999.00           | $1222.32           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-10-01      | 3.0000%  | 0.0000% | $2000.00           | $711.82            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-02-01      | 2.0000%  | 0.0000% | $1000.00           | $478.88            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-10-01      | 5.0000%  | 0.0000% | $1008.00           | $1008.37           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-12-01      | 4.0000%  | 0.0000% | $3000.00           | $2229.58           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-09-01      | 3.0000%  | 0.0000% | $1000.00           | $844.63            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $840.20            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-12-01      | 3.0000%  | 0.0000% | $1000.00           | $847.68            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-05-01      | 5.5000%  | 0.0000% | $3000.00           | $2973.62           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $777.59            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1433.58           | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-10-25      | 0.4872%  | 0.0000% | $902749.00         | $26412.50          | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2052-08-25      | 5.5000%  | 0.0000% | $9978123.00        | $1169448.64        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2026-05-01      | 6.5000%  | 0.0000% | $240288.00         | $13.22             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-10-01      | 6.0000%  | 0.0000% | $13733.00          | $15.00             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2029-11-01      | 7.5000%  | 0.0000% | $526267.00         | $234.82            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-12-01      | 7.0000%  | 0.0000% | $5355.00           | $5.20              | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2029-08-01      | 7.5000%  | 0.0000% | $4279131.00        | $1753.26           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2030-07-01      | 7.5000%  | 0.0000% | $561082.00         | $181.14            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2031-09-01      | 7.5000%  | 0.0000% | $3030.00           | $1.88              | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2031-12-01      | 6.5000%  | 0.0000% | $350000.00         | $552.05            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-04-01      | 6.5000%  | 0.0000% | $175000.00         | $282.79            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-12-01      | 6.5000%  | 0.0000% | $26125.00          | $59.71             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-11-01      | 6.3530%  | 0.0000% | $6414.00           | $278.82            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $887.54            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-07-01      | 4.0000%  | 0.0000% | $1258.00           | $1123.01           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $857.35            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-10-01      | 6.5000%  | 0.0000% | $12627997.00       | $9809808.72        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-04-01      | 4.5000%  | 0.0000% | $1000.00           | $788.85            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $975.13            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $943.63            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-12-01      | 4.5000%  | 0.0000% | $3437.00           | $3126.19           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1883.16           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-04-01      | 5.0000%  | 0.0000% | $3000.00           | $2832.45           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-05-01      | 2.5000%  | 0.0000% | $2000.00           | $1637.93           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $1014.46           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $3071.00           | $3203.69           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-07-01      | 6.0000%  | 0.0000% | $4776842.00        | $4977397.71        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-02-01      | 3.0000%  | 0.0000% | $1020.00           | $673.07            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $596.80            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-07-01      | 6.0000%  | 0.0000% | $1001.00           | $703.20            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-07-01      | 6.4080%  | 0.0000% | $6601.00           | $34.33             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-06-01      | 6.0560%  | 0.0000% | $2000.00           | $24.80             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-06-01      | 6.2700%  | 0.0000% | $99000.00          | $1102.43           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-02-01      | 6.4250%  | 0.0000% | $443000.00         | $2884.05           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-01-01      | 6.5290%  | 0.0000% | $194785.00         | $206.27            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-09-01      | 6.3450%  | 0.0000% | $51694.00          | $562.85            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-11-01      | 6.5320%  | 0.0000% | $3278.00           | $6.76              | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-06-01      | 6.3790%  | 0.0000% | $8000.00           | $47.06             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-10-01      | 6.5690%  | 0.0000% | $2834.00           | $35.44             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-02-01      | 6.6340%  | 0.0000% | $135000.00         | $903.23            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-01-01      | 5.9980%  | 0.0000% | $476435.00         | $4475.94           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1483.12           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1503.31           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 4.5000%  | 0.0000% | $1009.00           | $798.70            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-12-01      | 6.0000%  | 0.0000% | $3001.00           | $2362.83           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $767.59            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-09-01      | 4.5000%  | 0.0000% | $6005.00           | $4554.17           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $769.43            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-09-01      | 6.0000%  | 0.0000% | $1000.00           | $695.57            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1678.81           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-11-01      | 6.0000%  | 0.0000% | $3000.00           | $2434.47           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-01-01      | 5.0000%  | 0.0000% | $3000.00           | $2492.50           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-03-01      | 5.0000%  | 0.0000% | $4000.00           | $3435.62           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-03-01      | 5.5000%  | 0.0000% | $772000.00         | $1084.06           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-06-01      | 5.5000%  | 0.0000% | $807000.00         | $1464.85           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2038-04-01      | 6.0000%  | 0.0000% | $1000.00           | $7.34              | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2029-01-01      | 5.0000%  | 0.0000% | $214945.00         | $760.89            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-10-01      | 4.6370%  | 0.0000% | $5139.00           | $6.59              | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2031-02-01      | 5.0600%  | 0.0000% | $5133.00           | $4.15              | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-08-01      | 6.5000%  | 0.0000% | $7192.00           | $287.93            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2038-10-01      | 6.5000%  | 0.0000% | $75000.00          | $492.25            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-10-25      | 2.5000%  | 0.0000% | $100001.00         | $11449.66          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-05-25      | 2.5000%  | 0.0000% | $1005000.00        | $101234.07         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-06-25      | 3.0000%  | 0.0000% | $100000.00         | $4765.20           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-04-25      | 2.5000%  | 0.0000% | $1635000.00        | $213388.30         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-09-25      | 1.7172%  | 0.0000% | $100005.00         | $6047.74           | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-05-25      | 1.7672%  | 0.0000% | $69434564.00       | $4660137.79        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2051-03-25      | 2.5000%  | 0.0000% | $21519073.00       | $3268216.82        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-04-01      | 6.6250%  | 0.0000% | $51377.00          | $47.32             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-07-01      | 6.1450%  | 0.0000% | $9084.00           | $10.04             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-08-01      | 6.4970%  | 0.0000% | $600000.00         | $2469.16           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2038-07-01      | 6.3080%  | 0.0000% | $208737.00         | $124.12            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2027-01-15      | 2.3019%  | 0.0000% | $18935753.00       | $2497.42           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-03-15      | 1.8552%  | 0.0000% | $100001.00         | $809.87            | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2030-12-25      | 0.7645%  | 0.0000% | $6299232.00        | $204183.87         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-02-25      | 3.0000%  | 0.0000% | $616955.00         | $57861.47          | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2026-07-25      | 1.2569%  | 0.0000% | $877252.00         | $4700.52           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-12-01      | 4.0000%  | 0.0000% | $9000.00           | $1150.03           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2030-12-01      | 4.0000%  | 0.0000% | $6213.00           | $188.21            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-02-01      | 5.0000%  | 0.0000% | $3300.00           | $266.40            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2026-04-01      | 4.5000%  | 0.0000% | $6528.00           | $7.38              | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-08-01      | 4.5000%  | 0.0000% | $3556.00           | $69.48             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2038-10-01      | 6.6990%  | 0.0000% | $27250.00          | $100.26            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2038-03-01      | 6.4810%  | 0.0000% | $9435.00           | $39.93             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2039-10-01      | 5.0000%  | 0.0000% | $10945.00          | $622.10            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $4000.00           | $2617.70           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-02-01      | 3.0000%  | 0.0000% | $5000.00           | $3223.65           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $640.19            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-06-01      | 4.0000%  | 0.0000% | $5000.00           | $3554.27           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $716.76            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-07-01      | 4.5000%  | 0.0000% | $3000.00           | $2401.20           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-08-01      | 4.0000%  | 0.0000% | $5000.00           | $3869.63           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-08-01      | 3.0000%  | 0.0000% | $3000.00           | $2283.14           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-08-01      | 4.5000%  | 0.0000% | $3700.00           | $2729.68           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1602.74           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1647.85           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-04-01      | 5.0000%  | 0.0000% | $3000.00           | $2433.41           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1712.72           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-01-01      | 6.6800%  | 0.0000% | $5056.00           | $140.67            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-02-01      | 6.3780%  | 0.0000% | $58746.00          | $3243.52           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-04-01      | 6.4900%  | 0.0000% | $4000.00           | $1831.58           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-06-01      | 5.0000%  | 0.0000% | $3000.00           | $2353.85           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $848.60            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $948.46            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $975.78            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-08-01      | 6.5000%  | 0.0000% | $1010.00           | $742.95            | Agency Mortgage-Backed Securities |

### Security 176: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 4.149900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930PNG000, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNG000_4.15_1103
- **C.18 - Value (incl. sponsor support):** $1280000000.00
- **C.18.a - Value (excl. sponsor support):** $1280000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                | 2044-04-01      | 6.4260%  | 0.0000% | $975000.00         | $46706.08          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2033-08-01      | 6.2570%  | 0.0000% | $750000.00         | $6143.44           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-06-01      | 3.4910%  | 0.0000% | $180000.00         | $130530.61         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2033-08-01      | 5.0000%  | 0.0000% | $11760000.00       | $12205547.20       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2035-08-01      | 4.5000%  | 0.0000% | $968112.00         | $907771.56         | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2031-10-01      | 8.5000%  | 0.0000% | $5472767.00        | $7158.34           | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2035-05-01      | 5.0000%  | 0.0000% | $2600000.00        | $29731.97          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2045-05-01      | 3.4500%  | 0.0000% | $1700000.00        | $1437294.36        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2027-04-01      | 3.2400%  | 0.0000% | $1600000.00        | $1277260.60        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2037-07-01      | 3.2100%  | 0.0000% | $21647808.00       | $18824782.30       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2029-12-01      | 2.9800%  | 0.0000% | $4993432.00        | $4478679.85        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2030-03-01      | 3.4000%  | 0.0000% | $1500000.00        | $1418260.74        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2033-06-01      | 3.6700%  | 0.0000% | $13149000.00       | $10898689.48       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2046-11-01      | 3.0000%  | 0.0000% | $2644024.00        | $1135785.78        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2033-07-01      | 5.0000%  | 0.0000% | $1904668.00        | $75302.67          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2033-12-01      | 6.3580%  | 0.0000% | $12000000.00       | $102016.72         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2036-05-01      | 7.5000%  | 0.0000% | $701797.00         | $26089.90          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-09-01      | 7.0000%  | 0.0000% | $1438102.00        | $787302.47         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-12-01      | 4.5000%  | 0.0000% | $863700.00         | $840433.81         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-03-01      | 5.9130%  | 0.0000% | $18267168.00       | $16726429.93       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-04-01      | 5.5000%  | 0.0000% | $2381404.00        | $2413221.69        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-04-01      | 5.5000%  | 0.0000% | $1215996.00        | $1237628.67        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-08-01      | 7.0000%  | 0.0000% | $1095542.00        | $1183879.30        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-06-01      | 5.5000%  | 0.0000% | $6242712.00        | $6370005.37        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2031-11-01      | 3.5000%  | 0.0000% | $1544000.00        | $50637.62          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2046-12-01      | 3.0000%  | 0.0000% | $6117000.00        | $634798.36         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2047-01-01      | 3.0000%  | 0.0000% | $225000.00         | $27002.79          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2037-02-01      | 3.5000%  | 0.0000% | $47000.00          | $7386.45           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2047-10-01      | 3.5000%  | 0.0000% | $1048328.00        | $274033.59         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2032-09-01      | 3.5000%  | 0.0000% | $497759.00         | $114693.61         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2034-03-01      | 4.0000%  | 0.0000% | $1440000.00        | $108483.68         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2049-06-01      | 4.5000%  | 0.0000% | $440000.00         | $40128.57          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2040-12-01      | 1.5000%  | 0.0000% | $1000000.00        | $539680.50         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2041-06-01      | 2.5000%  | 0.0000% | $100000.00         | $57969.73          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-03-01      | 5.0000%  | 0.0000% | $25000.00          | $22559.18          | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2054-08-01      | 6.0220%  | 0.0000% | $32235.00          | $30987.40          | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2034-10-01      | 6.7430%  | 0.0000% | $2132420.00        | $27216.21          | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2046-09-01      | 3.0000%  | 0.0000% | $409063000.00      | $64188923.63       | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2038-04-01      | 5.1050%  | 0.0000% | $13613808.00       | $145655.79         | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2035-09-01      | 6.3750%  | 0.0000% | $110055424.00      | $490585.53         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL          | 2030-08-01      | 3.7500%  | 0.0000% | $160147000.00      | $157537564.78      | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2033-09-01      | 3.1800%  | 0.0000% | $6424544.00        | $5369863.14        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2030-09-01      | 3.7300%  | 0.0000% | $10312000.00       | $10103154.50       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2048-04-01      | 6.0000%  | 0.0000% | $3106576.00        | $46718.72          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2038-09-01      | 3.8800%  | 0.0000% | $909298.00         | $812613.58         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2030-07-01      | 3.6800%  | 0.0000% | $24756672.00       | $24406901.49       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2037-02-01      | 3.0000%  | 0.0000% | $314181.00         | $178690.80         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2037-05-01      | 3.0000%  | 0.0000% | $14930896.00       | $9005404.76        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-10-01      | 4.5000%  | 0.0000% | $3903144.00        | $3017552.27        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-08-01      | 4.5000%  | 0.0000% | $2740656.00        | $2361898.68        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-10-01      | 6.0000%  | 0.0000% | $2200000.00        | $1646244.89        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2038-09-01      | 6.0000%  | 0.0000% | $1495000.00        | $882353.61         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2043-12-01      | 6.5000%  | 0.0000% | $343710.00         | $153584.03         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-07-01      | 5.5000%  | 0.0000% | $238587.00         | $210092.77         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2055-01-01      | 5.5000%  | 0.0000% | $473681408.00      | $445904899.73      | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2045-01-01      | 5.0000%  | 0.0000% | $754211.00         | $703098.80         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2040-07-01      | 6.0000%  | 0.0000% | $13813280.00       | $13256831.70       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2040-09-01      | 4.0000%  | 0.0000% | $10006272.00       | $9803246.59        | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL | 2055-08-01      | 5.2990%  | 0.0000% | $1467520.00        | $1489054.10        | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2054-05-01      | 6.2530%  | 0.0000% | $5114536.00        | $4285905.90        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-07-01      | 5.5000%  | 0.0000% | $10779696.00       | $10542958.48       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-07-01      | 6.5000%  | 0.0000% | $1315954.00        | $1391054.36        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2040-07-01      | 5.5000%  | 0.0000% | $1773000.00        | $1799617.72        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2029-07-01      | 4.8400%  | 0.0000% | $16474000.00       | $16965952.07       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-08-01      | 6.0000%  | 0.0000% | $4930130.00        | $4664601.68        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-09-01      | 4.5000%  | 0.0000% | $3072732.00        | $3017584.83        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2040-11-01      | 5.0000%  | 0.0000% | $1018336.00        | $1034879.55        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-10-01      | 5.0000%  | 0.0000% | $3481332.00        | $3497700.06        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2046-07-01      | 3.5000%  | 0.0000% | $180000.00         | $32061.25          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2046-11-01      | 3.0000%  | 0.0000% | $2719150.00        | $705627.93         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2049-04-01      | 3.5000%  | 0.0000% | $3511636.00        | $488629.16         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2048-08-01      | 4.0000%  | 0.0000% | $2857740.00        | $405922.58         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2033-12-01      | 4.2250%  | 0.0000% | $2616508.00        | $2604544.89        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2033-11-01      | 3.8400%  | 0.0000% | $2860852.00        | $2772923.71        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2028-12-01      | 3.9550%  | 0.0000% | $1366000.00        | $1368290.55        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2049-04-01      | 4.0800%  | 0.0000% | $3104976.00        | $2711442.03        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2050-11-01      | 2.1700%  | 0.0000% | $1182552.00        | $778235.15         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2048-05-01      | 4.0000%  | 0.0000% | $430000.00         | $400221.95         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2049-01-01      | 4.5000%  | 0.0000% | $10034448.00       | $511926.34         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2049-11-01      | 2.5000%  | 0.0000% | $16430000.00       | $4527454.98        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2051-12-01      | 2.0000%  | 0.0000% | $5000000.00        | $3139286.62        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2051-02-01      | 2.0000%  | 0.0000% | $100000.00         | $55395.75          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2037-02-01      | 2.5700%  | 0.0000% | $675143.00         | $554892.38         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-03-01      | 5.5000%  | 0.0000% | $1160838.00        | $455142.76         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2051-11-01      | 2.0000%  | 0.0000% | $31277.00          | $20210.05          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-05-01      | 3.5000%  | 0.0000% | $3220132.00        | $2442125.07        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-04-01      | 3.0000%  | 0.0000% | $21166.00          | $17603.83          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-07-01      | 3.5000%  | 0.0000% | $27185.00          | $20999.99          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-06-01      | 3.0000%  | 0.0000% | $2662848.00        | $2006212.24        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2040-09-01      | 6.0000%  | 0.0000% | $1252244.00        | $1302895.94        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-07-01      | 4.0790%  | 0.0000% | $33181696.00       | $20461722.17       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-04-01      | 4.5000%  | 0.0000% | $64360.00          | $50691.41          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-06-01      | 5.0000%  | 0.0000% | $411874.00         | $272182.45         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2029-01-01      | 5.0900%  | 0.0000% | $48906100.00       | $50525462.50       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2034-09-01      | 4.6800%  | 0.0000% | $30751000.00       | $31627095.99       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2029-08-01      | 4.3700%  | 0.0000% | $710000.00         | $719053.68         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2035-04-01      | 4.6400%  | 0.0000% | $44200000.00       | $44913240.68       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2035-09-01      | 4.8200%  | 0.0000% | $8240000.00        | $8474062.70        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2048-11-01      | 4.0000%  | 0.0000% | $211773.00         | $57244.24          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2034-04-01      | 4.0000%  | 0.0000% | $56000.00          | $11248.20          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2050-07-01      | 2.5000%  | 0.0000% | $75197696.00       | $38107990.33       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2050-06-01      | 4.0000%  | 0.0000% | $500487.00         | $113524.61         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2051-11-01      | 2.0000%  | 0.0000% | $996156.00         | $650385.44         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-04-01      | 3.0000%  | 0.0000% | $5650000.00        | $4045743.78        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-05-01      | 4.0000%  | 0.0000% | $681360.00         | $538062.84         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2051-02-01      | 3.5000%  | 0.0000% | $13988944.00       | $12805636.41       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-02-01      | 5.5000%  | 0.0000% | $16729376.00       | $16072997.02       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-07-01      | 5.5000%  | 0.0000% | $17630304.00       | $18186105.20       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-11-01      | 5.5000%  | 0.0000% | $51134336.00       | $52714966.49       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-09-01      | 5.5000%  | 0.0000% | $45073216.00       | $46141195.79       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-05-01      | 5.5000%  | 0.0000% | $26657984.00       | $27114884.06       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2048-11-01      | 4.0000%  | 0.0000% | $448000.00         | $44204.80          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2050-04-01      | 3.0000%  | 0.0000% | $3500000.00        | $1152667.88        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2040-12-01      | 2.0000%  | 0.0000% | $500000.00         | $276566.62         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2051-01-01      | 1.5000%  | 0.0000% | $322802.00         | $182263.47         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-01-01      | 2.0000%  | 0.0000% | $18000.00          | $11906.86          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-08-01      | 3.5000%  | 0.0000% | $10747536.00       | $8382518.56        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-09-01      | 5.0000%  | 0.0000% | $12500000.00       | $8657635.49        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-03-01      | 2.5000%  | 0.0000% | $100000.00         | $68324.93          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2036-09-01      | 2.5000%  | 0.0000% | $60000.00          | $36628.89          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-05-01      | 6.5000%  | 0.0000% | $1036846.00        | $767527.57         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-07-01      | 3.5000%  | 0.0000% | $727157.00         | $586391.31         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-09-01      | 6.0000%  | 0.0000% | $46298.00          | $36814.62          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2042-05-01      | 2.0000%  | 0.0000% | $400000.00         | $299719.56         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2037-02-01      | 1.5000%  | 0.0000% | $110000.00         | $75789.29          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-02-01      | 5.0000%  | 0.0000% | $43453.00          | $38765.29          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2036-11-01      | 6.0000%  | 0.0000% | $29263744.00       | $595403.16         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2039-07-01      | 5.0000%  | 0.0000% | $1938000.00        | $43912.43          | Agency Mortgage-Backed Securities |

### Security 177: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 4.050000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930PNJ004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNJ004_4.05_1124
- **C.18 - Value (incl. sponsor support):** $365000000.00
- **C.18.a - Value (excl. sponsor support):** $365000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2028-04-15      | 1.2500%  | 0.0000% | $344699200.00      | $372300020.06      | U.S. Treasuries (including strips) |

### Security 178: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930PNJ004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNJ004_4.14_1103
- **C.18 - Value (incl. sponsor support):** $943000000.00
- **C.18.a - Value (excl. sponsor support):** $943000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2031-08-31      | 3.7500%  | 0.0000% | $763229600.00      | $766100152.91      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-15      | 1.3750%  | 0.0000% | $223595600.00      | $195759856.87      | U.S. Treasuries (including strips) |

### Security 179: Wells Fargo Bank Tri Party Repo

- **C.1 - Title:** Wells Fargo Bank Tri Party Repo 4.149900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930REQ004, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 930REQ004_4.15_1103
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2042-02-15      | 0.7500%  | 0.0000% | $13723100.00       | $15704422.26       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2047-02-15      | 0.8750%  | 0.0000% | $15534400.00       | $15602763.55       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2048-02-15      | 1.0000%  | 0.0000% | $4051900.00        | $4042482.94        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2050-02-15      | 0.2500%  | 0.0000% | $11423700.00       | $8635716.12        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2052-02-15      | 0.1250%  | 0.0000% | $7893400.00        | $5069037.48        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2053-02-15      | 1.5000%  | 0.0000% | $165747300.00      | $146982566.26      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-04-15      | 3.6250%  | 0.0000% | $16189000.00       | $34317388.46       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-04-15      | 3.8750%  | 0.0000% | $16010000.00       | $34307231.60       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-01-15      | 2.0000%  | 0.0000% | $12092200.00       | $19844777.51       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-01-15      | 2.3750%  | 0.0000% | $14295500.00       | $23420257.97       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-01-15      | 1.7500%  | 0.0000% | $7014100.00        | $11022055.75       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-01-15      | 2.5000%  | 0.0000% | $20179200.00       | $31849610.44       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2040-02-15      | 2.1250%  | 0.0000% | $25706100.00       | $39024400.55       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2041-02-15      | 2.1250%  | 0.0000% | $7297000.00        | $10847040.93       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2044-02-15      | 1.3750%  | 0.0000% | $793400.00         | $953229.59         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2045-02-15      | 0.7500%  | 0.0000% | $6277500.00        | $6518126.43        | U.S. Treasuries (including strips) |

### Security 180: Wells Fargo Bank Tri Party Repo

- **C.1 - Title:** Wells Fargo Bank Tri Party Repo 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930RFC004, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 930RFC004_4.16_1103
- **C.18 - Value (incl. sponsor support):** $860000000.00
- **C.18.a - Value (excl. sponsor support):** $860000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                    | 2051-07-01      | 3.0000%  | 0.0000% | $11000.00          | $5757.08           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-11-01      | 3.5000%  | 0.0000% | $21000.00          | $10969.58          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-05-01      | 5.0000%  | 0.0000% | $3226827.00        | $2904459.46        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-02-01      | 6.0000%  | 0.0000% | $90260539.00       | $81701708.23       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-09-01      | 4.5000%  | 0.0000% | $15000.00          | $11250.35          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-08-01      | 5.0000%  | 0.0000% | $11025442.00       | $9420746.24        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-09-01      | 6.0000%  | 0.0000% | $2079650.00        | $1924049.05        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-11-01      | 4.5000%  | 0.0000% | $493646.00         | $474221.12         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-11-01      | 5.5000%  | 0.0000% | $1853649.00        | $1875499.18        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2034-08-01      | 3.5000%  | 0.0000% | $2601210.00        | $322309.67         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-11-01      | 2.0000%  | 0.0000% | $264987.00         | $157071.23         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-07-01      | 2.5000%  | 0.0000% | $910000.00         | $442311.93         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-07-01      | 2.5000%  | 0.0000% | $3000000.00        | $1438664.80        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-07-01      | 3.0000%  | 0.0000% | $119250.00         | $52096.26          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-09-01      | 2.0000%  | 0.0000% | $1324966.00        | $870951.65         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-05-01      | 6.5000%  | 0.0000% | $1700000.00        | $1254412.89        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-11-01      | 6.0000%  | 0.0000% | $1667569.00        | $1082767.54        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2039-10-01      | 5.0000%  | 0.0000% | $2055001.00        | $1591661.23        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-06-01      | 6.0000%  | 0.0000% | $1344500.00        | $1249709.32        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-12-01      | 4.0000%  | 0.0000% | $122315.00         | $104660.67         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-06-01      | 4.5000%  | 0.0000% | $270784.00         | $266997.52         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2040-08-01      | 6.0000%  | 0.0000% | $1132964.00        | $1167768.05        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2040-09-01      | 5.0000%  | 0.0000% | $1023568.00        | $1037862.69        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-11-01      | 5.0000%  | 0.0000% | $3221630.00        | $3039006.58        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-03-01      | 6.5000%  | 0.0000% | $20050138.00       | $16149344.29       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-04-01      | 6.5000%  | 0.0000% | $2973103.00        | $3132580.88        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-04-01      | 6.5000%  | 0.0000% | $1263933.00        | $1329579.43        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-05-01      | 6.0000%  | 0.0000% | $1459581.00        | $1500040.54        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-06-01      | 6.5000%  | 0.0000% | $1095953.00        | $1153005.57        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-06-01      | 6.5000%  | 0.0000% | $1739559.00        | $1375409.73        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-06-01      | 6.5000%  | 0.0000% | $1621392.00        | $1719313.90        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-09-01      | 6.5000%  | 0.0000% | $1487700.00        | $28020.23          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-05-01      | 3.0000%  | 0.0000% | $5071221.00        | $664897.55         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-08-01      | 5.5000%  | 0.0000% | $11000.00          | $501.83            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-08-01      | 4.0000%  | 0.0000% | $109000.00         | $7707.59           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-02-01      | 3.0000%  | 0.0000% | $5000.00           | $718.13            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-11-01      | 3.5000%  | 0.0000% | $1219826.00        | $150473.75         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-08-01      | 4.0000%  | 0.0000% | $528000.00         | $39372.97          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-04-01      | 3.5000%  | 0.0000% | $43496014.00       | $12086332.35       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-04-01      | 4.5000%  | 0.0000% | $1878000.00        | $483621.76         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-06-01      | 3.0000%  | 0.0000% | $25000.00          | $2609.70           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-02-01      | 6.0000%  | 0.0000% | $25508674.00       | $22709627.75       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-05-01      | 5.0000%  | 0.0000% | $27000.00          | $19621.98          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-06-01      | 5.5000%  | 0.0000% | $41797219.00       | $27610412.12       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-02-01      | 2.0000%  | 0.0000% | $5000.00           | $3354.19           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-10-01      | 4.0000%  | 0.0000% | $767998.00         | $644715.48         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-10-01      | 4.5000%  | 0.0000% | $150200.00         | $118500.37         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-02-01      | 6.0000%  | 0.0000% | $23000.00          | $15192.06          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-10-01      | 5.0000%  | 0.0000% | $3250000.00        | $2863007.32        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-03-01      | 2.5000%  | 0.0000% | $140000.00         | $100908.43         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-03-01      | 5.0000%  | 0.0000% | $25000.00          | $19939.53          | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-01-20      | 5.5838%  | 0.0000% | $97546855.00       | $87578103.47       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-12-20      | 3.5000%  | 0.0000% | $35989846.00       | $4479602.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-20      | 2.0662%  | 0.0000% | $26119996.00       | $1471309.58        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-10-20      | 1.2662%  | 0.0000% | $67000000.00       | $3054642.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 1.8232%  | 0.0000% | $120000000.00      | $7269843.70        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-06-01      | 6.5000%  | 0.0000% | $1116250.00        | $1180990.59        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-07-01      | 5.5000%  | 0.0000% | $1050044.00        | $1079478.71        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-08-01      | 6.0000%  | 0.0000% | $5617123.00        | $5766924.88        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-08-01      | 4.5000%  | 0.0000% | $712591.00         | $695255.40         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-08-01      | 5.5000%  | 0.0000% | $1121575.00        | $1151089.41        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-09-01      | 6.0000%  | 0.0000% | $20108879.00       | $20552300.57       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 6.0000%  | 0.0000% | $5608575.00        | $5815741.00        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-09-01      | 5.5000%  | 0.0000% | $13864504.00       | $13944058.17       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 6.0000%  | 0.0000% | $4297803.00        | $4491943.52        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 6.0000%  | 0.0000% | $1506220.00        | $1493751.47        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 6.0000%  | 0.0000% | $2385572.00        | $2473194.06        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-10-01      | 6.0000%  | 0.0000% | $1325649.00        | $1380714.43        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-10-01      | 6.5000%  | 0.0000% | $1005831.00        | $1069712.37        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-10-01      | 5.5000%  | 0.0000% | $2247591.00        | $2316471.95        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-10-01      | 5.5000%  | 0.0000% | $8188131.00        | $8330582.64        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-10-01      | 5.0000%  | 0.0000% | $2478341.00        | $2507639.12        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 5.5000%  | 0.0000% | $1106704.00        | $1132927.72        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-11-01      | 5.5000%  | 0.0000% | $1943700.00        | $1976619.15        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-10-01      | 3.0000%  | 0.0000% | $380002.00         | $333373.49         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-05-01      | 5.5000%  | 0.0000% | $29456433.00       | $29034460.42       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-07-01      | 5.5000%  | 0.0000% | $2114889.00        | $2088393.46        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-07-01      | 6.5000%  | 0.0000% | $173099210.00      | $176174920.72      | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-06-01      | 5.0000%  | 0.0000% | $14180787.00       | $12985214.32       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-02-01      | 6.5000%  | 0.0000% | $2200000.00        | $1661185.82        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-05-01      | 6.0000%  | 0.0000% | $2000000.00        | $1659591.77        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-08-01      | 5.5000%  | 0.0000% | $65205550.00       | $61832131.46       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-01-01      | 6.5000%  | 0.0000% | $26000000.00       | $26054194.45       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-04-01      | 5.5000%  | 0.0000% | $67121643.00       | $66656006.05       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-11-01      | 4.5000%  | 0.0000% | $100000.00         | $8608.95           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-08-01      | 4.5000%  | 0.0000% | $157039.00         | $641.14            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-02-01      | 4.5000%  | 0.0000% | $1819556.00        | $148412.77         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-10-01      | 3.5000%  | 0.0000% | $747971.00         | $213156.75         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2047-12-01      | 3.5000%  | 0.0000% | $85310.00          | $11949.16          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-03-01      | 5.5000%  | 0.0000% | $197762.00         | $1059.38           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-10-01      | 4.5000%  | 0.0000% | $945000.00         | $27394.32          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-03-15      | 11.2500% | 0.0000% | $4552625.00        | $4681232.10        | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL              | 2067-01-15      | 11.7000% | 0.0000% | $7837499.00        | $8133442.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-09-20      | 2.0545%  | 0.0000% | $61040367.00       | $935200.14         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-06-16      | 1.1128%  | 0.0000% | $6200000.00        | $467325.91         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2057-12-16      | 3.2500%  | 0.0000% | $15000000.00       | $12409899.55       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-09-16      | 0.7192%  | 0.0000% | $202239194.00      | $12456839.20       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-10-01      | 5.0000%  | 0.0000% | $5751486.00        | $5129014.17        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-03-01      | 5.5000%  | 0.0000% | $84653627.00       | $73468896.29       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-08-01      | 4.0000%  | 0.0000% | $12000.00          | $2491.83           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-01-01      | 5.0000%  | 0.0000% | $680000.00         | $609483.80         | Agency Mortgage-Backed Securities |

### Security 181: Wells Fargo Bank Tri Party Repo

- **C.1 - Title:** Wells Fargo Bank Tri Party Repo 4.260000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930RFC004, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 930RFC004_4.26_1128
- **C.18 - Value (incl. sponsor support):** $360000000.00
- **C.18.a - Value (excl. sponsor support):** $360000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL | 2055-04-01      | 6.0000%  | 0.0000% | $8144741.00        | $8087937.29        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-04-01      | 5.0000%  | 0.0000% | $3400384.00        | $2632818.23        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-04-01      | 5.0000%  | 0.0000% | $179535.00         | $178448.19         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-05-01      | 6.0000%  | 0.0000% | $1677350.00        | $1748833.50        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-10-01      | 5.0000%  | 0.0000% | $1308807.00        | $1324279.28        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-08-01      | 6.0000%  | 0.0000% | $1666755.00        | $1366875.01        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-06-01      | 6.5000%  | 0.0000% | $5474471.00        | $5382893.64        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-07-01      | 5.0000%  | 0.0000% | $1776200.00        | $1780650.29        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2028-12-01      | 5.5000%  | 0.0000% | $639477.00         | $1631.45           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2033-03-01      | 6.0000%  | 0.0000% | $535000.00         | $1316.23           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-11-01      | 7.5000%  | 0.0000% | $432432.00         | $229800.89         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2045-08-01      | 5.0000%  | 0.0000% | $15000000.00       | $14735236.64       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-05-01      | 5.5000%  | 0.0000% | $50868.00          | $1808.82           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2039-09-01      | 6.0000%  | 0.0000% | $705000.00         | $15364.84          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-11-01      | 4.5000%  | 0.0000% | $42000.00          | $1460.19           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-05-01      | 2.5000%  | 0.0000% | $755807.00         | $464108.72         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-10-01      | 2.5000%  | 0.0000% | $239910.00         | $161479.14         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-01-01      | 3.0000%  | 0.0000% | $2000.00           | $1430.45           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-02-01      | 4.0000%  | 0.0000% | $72000.00          | $59923.81          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-02-01      | 6.0000%  | 0.0000% | $24689629.00       | $19813866.31       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-11-01      | 5.5000%  | 0.0000% | $150133.00         | $131586.84         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2039-04-01      | 5.0000%  | 0.0000% | $3218077.00        | $2254658.23        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-05-01      | 5.5000%  | 0.0000% | $83902793.00       | $77399034.30       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-11-01      | 4.5000%  | 0.0000% | $1984857.00        | $1889088.00        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2052-07-01      | 4.5000%  | 0.0000% | $6458212.00        | $5726629.14        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-09-01      | 3.5000%  | 0.0000% | $846500.00         | $739285.35         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2039-08-01      | 6.0000%  | 0.0000% | $167057.00         | $124358.37         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2039-08-01      | 6.5000%  | 0.0000% | $30994846.00       | $31134504.91       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-08-01      | 6.5000%  | 0.0000% | $12010000.00       | $12669121.85       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-06-01      | 3.0000%  | 0.0000% | $172000.00         | $42925.42          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-02-01      | 4.5000%  | 0.0000% | $462016.00         | $84573.66          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2047-05-01      | 4.5000%  | 0.0000% | $3979942.00        | $1573107.76        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-02-01      | 2.5000%  | 0.0000% | $100000.00         | $52270.55          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-06-01      | 3.5000%  | 0.0000% | $28000.00          | $9168.93           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-03-01      | 2.0000%  | 0.0000% | $200000.00         | $110731.22         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-05-01      | 3.5000%  | 0.0000% | $35000.00          | $13099.86          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-11-01      | 3.0000%  | 0.0000% | $8000.00           | $4114.54           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-02-01      | 4.0000%  | 0.0000% | $321000.00         | $208129.69         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1204.80           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2053-03-01      | 5.5000%  | 0.0000% | $5697875.00        | $4966847.84        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-03-01      | 5.0000%  | 0.0000% | $1523000.00        | $1234936.88        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-04-01      | 5.0000%  | 0.0000% | $160000.00         | $124148.32         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-07-01      | 2.5000%  | 0.0000% | $121000.00         | $90922.80          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-05-01      | 5.5000%  | 0.0000% | $30000.00          | $27924.84          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-10-01      | 5.0000%  | 0.0000% | $1669941.00        | $1670556.65        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-05-01      | 6.5000%  | 0.0000% | $1042995.00        | $1104401.01        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-05-01      | 6.0000%  | 0.0000% | $1813706.00        | $1885519.34        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-05-01      | 6.5000%  | 0.0000% | $5972100.00        | $6191157.38        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-06-01      | 6.0000%  | 0.0000% | $3655960.00        | $3750517.39        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-07-01      | 6.0000%  | 0.0000% | $1601782.00        | $1614001.16        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-07-01      | 5.0000%  | 0.0000% | $1569166.00        | $1572276.63        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-08-01      | 6.0000%  | 0.0000% | $1046777.00        | $1094911.77        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-08-01      | 5.0000%  | 0.0000% | $1419374.00        | $1423289.58        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-10-01      | 5.5000%  | 0.0000% | $1814257.00        | $1864866.10        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-09-01      | 6.5000%  | 0.0000% | $6165196.00        | $6490565.28        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-11-01      | 6.0000%  | 0.0000% | $1041000.00        | $1085191.49        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2046-02-01      | 4.0000%  | 0.0000% | $105938.00         | $7987.57           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-02-01      | 2.0000%  | 0.0000% | $60000.00          | $44713.52          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-08-01      | 6.5000%  | 0.0000% | $58554955.00       | $60859589.99       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-03-01      | 5.5000%  | 0.0000% | $410000.00         | $402038.84         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-12-01      | 6.0000%  | 0.0000% | $125000.00         | $1326.22           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-11-01      | 5.5000%  | 0.0000% | $1894103.00        | $113705.35         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2028-10-01      | 6.5000%  | 0.0000% | $1441240.00        | $7731.07           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2043-03-01      | 3.0000%  | 0.0000% | $227000.00         | $46030.48          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-11-01      | 3.5000%  | 0.0000% | $37581914.00       | $3715208.61        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-10-01      | 4.0000%  | 0.0000% | $56000.00          | $4209.45           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2033-04-01      | 3.0000%  | 0.0000% | $46000.00          | $5290.42           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-05-01      | 4.0000%  | 0.0000% | $25838.00          | $2970.50           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-03-01      | 4.0000%  | 0.0000% | $6000.00           | $904.45            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-06-01      | 3.5000%  | 0.0000% | $99000.00          | $22034.07          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-11-01      | 2.0000%  | 0.0000% | $1400000.00        | $399710.49         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-01-01      | 2.5000%  | 0.0000% | $5000.00           | $2372.49           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-01-01      | 3.5000%  | 0.0000% | $6000.00           | $3521.42           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-03-01      | 2.5000%  | 0.0000% | $207000.00         | $138861.23         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2042-02-01      | 2.0000%  | 0.0000% | $25016047.00       | $15963612.61       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-09-01      | 3.0000%  | 0.0000% | $85000.00          | $63811.21          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-01-01      | 3.5000%  | 0.0000% | $2000.00           | $1324.13           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2047-12-01      | 5.0000%  | 0.0000% | $190000.00         | $39789.51          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-01-01      | 4.0000%  | 0.0000% | $99000.00          | $14517.89          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-05-01      | 3.5000%  | 0.0000% | $5048927.00        | $310285.65         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-03-01      | 2.5000%  | 0.0000% | $290000.00         | $93614.66          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2036-03-01      | 2.0000%  | 0.0000% | $1000000.00        | $537527.83         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2042-02-01      | 2.0000%  | 0.0000% | $6014524.00        | $4072750.34        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-11-01      | 2.0000%  | 0.0000% | $1558864.00        | $1047137.38        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-12-01      | 2.5000%  | 0.0000% | $167074.00         | $120298.12         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-06-01      | 5.5000%  | 0.0000% | $2611950.00        | $2683498.68        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-04-01      | 6.0000%  | 0.0000% | $2812526.00        | $2672240.66        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $869.22            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-07-01      | 4.5000%  | 0.0000% | $2214684.00        | $1769420.09        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-02-01      | 4.5000%  | 0.0000% | $560548.00         | $352258.96         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-03-01      | 6.0000%  | 0.0000% | $700000.00         | $460845.72         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-06-01      | 4.0000%  | 0.0000% | $543000.00         | $162820.34         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-07-01      | 3.5000%  | 0.0000% | $315000.00         | $37169.40          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2036-02-01      | 2.5000%  | 0.0000% | $200000.00         | $95308.84          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2031-02-01      | 7.5000%  | 0.0000% | $148603.00         | $1873.04           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2045-02-01      | 3.5000%  | 0.0000% | $7800000.00        | $1655190.93        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2046-06-01      | 3.5000%  | 0.0000% | $4249148.00        | $927690.42         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2042-06-01      | 4.0000%  | 0.0000% | $602000.00         | $76448.98          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2042-11-01      | 3.5000%  | 0.0000% | $2084979.00        | $352758.29         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2046-03-01      | 3.5000%  | 0.0000% | $82000.00          | $11010.18          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2032-06-01      | 7.5000%  | 0.0000% | $130732.00         | $2870.79           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2033-04-01      | 5.5000%  | 0.0000% | $235000.00         | $32120.64          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2036-04-01      | 6.0000%  | 0.0000% | $420542.00         | $5387.04           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-02-01      | 5.5000%  | 0.0000% | $10191000.00       | $8159210.95        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-01-01      | 5.0000%  | 0.0000% | $1362794.00        | $1234586.57        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-12-01      | 5.5000%  | 0.0000% | $1176717.00        | $1197077.15        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-08-01      | 5.5000%  | 0.0000% | $1203150.00        | $1094136.94        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-08-01      | 6.0000%  | 0.0000% | $17773580.00       | $16491923.16       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-11-01      | 6.0000%  | 0.0000% | $100000.00         | $83044.98          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-12-01      | 5.5000%  | 0.0000% | $1123521.00        | $904455.80         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-12-01      | 5.5000%  | 0.0000% | $2017964.00        | $2011478.88        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-01-01      | 5.5000%  | 0.0000% | $7462178.00        | $7102821.11        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-04-01      | 6.5000%  | 0.0000% | $1005627.00        | $1058521.06        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-02-01      | 5.5000%  | 0.0000% | $1825310.00        | $1848370.83        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-03-01      | 6.0000%  | 0.0000% | $1537080.00        | $1305152.92        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-02-01      | 5.0000%  | 0.0000% | $1105633.00        | $1101259.77        | Agency Mortgage-Backed Securities |

### Security 182: MUFG Securities Repo

- **C.1 - Title:** MUFG Securities Repo 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 931NXA006, C.3 - LEI: N/A, C.5 - Other ID: 931NXA006_4.14_1103
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2031-10-31      | 4.1250%  | 0.0000% | $4999900.00        | $5082710.84        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 4.2500%  | 0.0000% | $5019900.00        | $5136145.92        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $819900.00         | $847361.61         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $3405900.00        | $3476528.46        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-31      | 4.1250%  | 0.0000% | $4998900.00        | $5160083.79        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $4999900.00        | $5147566.10        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-15      | 3.8750%  | 0.0000% | $199999900.00      | $204297029.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-15      | 6.1250%  | 0.0000% | $3933900.00        | $4317468.61        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 3.0000%  | 0.0000% | $1452900.00        | $1169169.95        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-05-15      | 1.2500%  | 0.0000% | $48653800.00       | $24499766.42       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-05-15      | 4.6250%  | 0.0000% | $12999900.00       | $13190703.56       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $5999900.00        | $5886117.93        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-01-31      | 2.6250%  | 0.0000% | $4198900.00        | $4212841.66        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-15      | 0.6250%  | 0.0000% | $799900.00         | $700458.63         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-15      | 0.6250%  | 0.0000% | $369900.00         | $320620.63         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 0.6250%  | 0.0000% | $804900.00         | $759400.68         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 0.7500%  | 0.0000% | $3234900.00        | $3160516.71        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 1.1250%  | 0.0000% | $576900.00         | $562162.01         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.2500%  | 0.0000% | $4999900.00        | $4881925.12        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 3.1250%  | 0.0000% | $4999900.00        | $4982284.46        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.1250%  | 0.0000% | $399900.00         | $394351.49         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 3.8750%  | 0.0000% | $627900.00         | $636558.15         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 3.6250%  | 0.0000% | $3733900.00        | $3742706.12        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-09-30      | 3.8750%  | 0.0000% | $977900.00         | $980363.22         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-15      | 3.5000%  | 0.0000% | $630900.00         | $629997.63         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 3.5000%  | 0.0000% | $99999900.00       | $99788962.71       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.0000%  | 0.0000% | $244999900.00      | $247985836.28      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 4.0000%  | 0.0000% | $710900.00         | $721856.54         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 4.0000%  | 0.0000% | $1374900.00        | $1406923.40        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $102913000.00      | $107759453.65      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 4.1250%  | 0.0000% | $3169900.00        | $3180920.36        | U.S. Treasuries (including strips) |

### Security 183: Prudential Legacy Insurance Company of New Jersey Repo

- **C.1 - Title:** Prudential Legacy Insurance Company of New Jersey Repo 4.169900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 932HJC000, C.3 - LEI: 5493005NCNV4ZW27HH91, C.5 - Other ID: 932HJC000_4.17_1103
- **C.18 - Value (incl. sponsor support):** $175528750.00
- **C.18.a - Value (excl. sponsor support):** $175528750.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2054-11-15      | 4.5000%  | 0.0000% | $25000000.00       | $24876019.02       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $25000000.00       | $25480404.36       | U.S. Treasuries (including strips) |
| STRIPS          | 2040-02-15      | NA       | 0.0000% | $20000000.00       | $10389280.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2042-02-15      | NA       | 0.0000% | $50000000.00       | $23194550.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2045-11-15      | NA       | 0.0000% | $50000000.00       | $19055200.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-05-15      | 4.6250%  | 0.0000% | $24000000.00       | $24359755.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-11-15      | 4.7500%  | 0.0000% | $50000000.00       | $51762567.93       | U.S. Treasuries (including strips) |

### Security 184: Fixed Income Clearing Corp. Tri Party Repo - JPM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - JPM 4.149900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 932KXR004, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 932KXR004_4.15_1103
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae      | 2031-11-01      | 4.0000%  | 0.0000% | $1956442.00        | $93535.66          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2043-08-01      | 3.5000%  | 0.0000% | $5914288.00        | $1001906.33        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2029-05-01      | 3.5000%  | 0.0000% | $190000.00         | $10427.39          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2047-01-01      | 3.0000%  | 0.0000% | $1500000.00        | $252689.09         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-10-01      | 2.5000%  | 0.0000% | $12309808.00       | $8266124.73        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-12-01      | 3.5000%  | 0.0000% | $21000.00          | $13407.16          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-11-01      | 2.5000%  | 0.0000% | $1148202.00        | $834441.53         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-03-01      | 4.5000%  | 0.0000% | $1505200.00        | $1251059.50        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2043-03-01      | 5.0000%  | 0.0000% | $8000.00           | $5815.84           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-04-01      | 4.0000%  | 0.0000% | $18000.00          | $11728.35          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2047-09-01      | 4.0000%  | 0.0000% | $132929.00         | $39313.06          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-10-01      | 4.5000%  | 0.0000% | $4569888.00        | $4422152.19        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-11-01      | 6.0000%  | 0.0000% | $1873408.00        | $1935712.55        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-10-01      | 5.5000%  | 0.0000% | $3228388.00        | $3236990.44        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-01-01      | 5.5000%  | 0.0000% | $251239.00         | $238748.28         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-12-01      | 5.0000%  | 0.0000% | $5039544.00        | $4769918.76        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-12-01      | 5.0000%  | 0.0000% | $8501008.00        | $8232246.77        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-01-01      | 6.0000%  | 0.0000% | $14885264.00       | $13649746.37       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-12-01      | 5.5000%  | 0.0000% | $1148368.00        | $1165768.26        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-01-01      | 5.0000%  | 0.0000% | $3045488.00        | $3044325.86        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-04-01      | 6.0000%  | 0.0000% | $2014080.00        | $2078084.73        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-05-01      | 5.5000%  | 0.0000% | $8493856.00        | $8588617.87        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-03-01      | 5.0000%  | 0.0000% | $3394676.00        | $3401920.80        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2028-08-01      | 3.0000%  | 0.0000% | $1000000.00        | $40570.29          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2044-05-01      | 6.5000%  | 0.0000% | $5796128.00        | $3062143.46        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-01-01      | 2.5000%  | 0.0000% | $8000.00           | $5239.42           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-02-01      | 2.0000%  | 0.0000% | $5218456.00        | $3105248.15        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-04-01      | 6.5000%  | 0.0000% | $14000.00          | $12230.42          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-10-01      | 4.0000%  | 0.0000% | $432433.00         | $367707.01         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-12-01      | 4.5000%  | 0.0000% | $99400.00          | $88972.57          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-07-01      | 6.0000%  | 0.0000% | $850000.00         | $623232.62         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-10-01      | 5.5000%  | 0.0000% | $7225330.00        | $6499129.79        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-08-01      | 2.5000%  | 0.0000% | $6241080.00        | $5202739.23        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-07-01      | 6.5000%  | 0.0000% | $1632912.00        | $1435445.86        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-10-01      | 5.5000%  | 0.0000% | $14061800.00       | $14516394.55       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-10-01      | 6.0000%  | 0.0000% | $9463440.00        | $9873235.34        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-02-01      | 5.0000%  | 0.0000% | $1325050.00        | $828828.29         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-01-01      | 5.5000%  | 0.0000% | $1337000.00        | $19802.40          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-10-01      | 7.5000%  | 0.0000% | $3505496.00        | $21124.36          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2029-06-01      | 4.0000%  | 0.0000% | $674000.00         | $29644.37          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-02-01      | 6.0000%  | 0.0000% | $14697792.00       | $101284.05         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2036-12-01      | 5.5000%  | 0.0000% | $400000.00         | $15139.56          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2039-05-01      | 5.0000%  | 0.0000% | $7500000.00        | $314510.95         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-07-01      | 6.0000%  | 0.0000% | $11313888.00       | $204746.79         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-06-01      | 6.7450%  | 0.0000% | $2279952.00        | $71952.20          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-07-01      | 5.5000%  | 0.0000% | $32089728.00       | $275251.04         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2028-01-01      | 2.0000%  | 0.0000% | $3000000.00        | $113123.66         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2043-03-01      | 3.0000%  | 0.0000% | $67502.00          | $14132.60          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2043-04-01      | 3.0000%  | 0.0000% | $272561.00         | $55096.53          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-05-01      | 5.5000%  | 0.0000% | $583458.00         | $18735.06          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-12-01      | 5.0000%  | 0.0000% | $1500000.00        | $72535.51          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2043-12-01      | 3.5000%  | 0.0000% | $12000000.00       | $593953.76         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-06-01      | 5.0000%  | 0.0000% | $670000.00         | $562796.66         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-07-01      | 4.0000%  | 0.0000% | $546879.00         | $452461.08         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-09-01      | 4.5000%  | 0.0000% | $2689764.00        | $2360100.59        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-11-01      | 5.5000%  | 0.0000% | $27000.00          | $16523.65          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2039-01-01      | 6.0000%  | 0.0000% | $6603584.00        | $3108568.91        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-05-01      | 5.5000%  | 0.0000% | $15000000.00       | $13836289.28       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-05-01      | 4.5000%  | 0.0000% | $37179776.00       | $34490635.13       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-06-01      | 7.5000%  | 0.0000% | $1716142.00        | $1591454.47        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-10-01      | 3.5000%  | 0.0000% | $2425012.00        | $2356492.48        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2045-10-01      | 5.0000%  | 0.0000% | $35415762.00       | $35736510.76       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2030-05-01      | 5.0000%  | 0.0000% | $986875.00         | $24420.31          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-03-01      | 5.5000%  | 0.0000% | $3352060.00        | $3426435.56        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-04-01      | 6.5000%  | 0.0000% | $2632500.00        | $2749452.19        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-03-01      | 6.5000%  | 0.0000% | $3800116.00        | $3645086.55        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-04-01      | 5.0000%  | 0.0000% | $4233552.00        | $4217415.63        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-04-01      | 5.5000%  | 0.0000% | $2126470.00        | $2178723.32        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-05-01      | 5.5000%  | 0.0000% | $7511376.00        | $7607193.42        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-06-01      | 5.0000%  | 0.0000% | $3284452.00        | $3186567.03        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-10-01      | 5.5000%  | 0.0000% | $2771752.00        | $2847654.58        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-06-01      | 5.5000%  | 0.0000% | $2651352.00        | $2698892.87        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-05-01      | 4.5000%  | 0.0000% | $4622690.00        | $4505295.19        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-08-01      | 6.5000%  | 0.0000% | $3391824.00        | $3558369.46        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-09-01      | 5.0000%  | 0.0000% | $1683902.00        | $1697012.03        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-07-01      | 5.5000%  | 0.0000% | $2386692.00        | $2418293.30        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-08-01      | 6.0000%  | 0.0000% | $1060460.00        | $1090736.54        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-08-01      | 5.0000%  | 0.0000% | $1010330.00        | $1014116.24        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-09-01      | 5.0000%  | 0.0000% | $1681712.00        | $1695540.16        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-09-01      | 6.0000%  | 0.0000% | $13684880.00       | $14057552.62       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-10-01      | 5.0000%  | 0.0000% | $4022008.00        | $4085498.08        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2032-05-01      | 3.5000%  | 0.0000% | $94000.00          | $11568.48          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2047-05-01      | 4.5000%  | 0.0000% | $50034368.00       | $13306103.65       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2028-07-01      | 2.0000%  | 0.0000% | $703581.00         | $18249.39          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2043-06-01      | 6.2800%  | 0.0000% | $49858880.00       | $723502.74         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2026-12-01      | 2.0000%  | 0.0000% | $617626.00         | $6970.55           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2030-05-01      | 2.5000%  | 0.0000% | $192102.00         | $13058.82          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2030-03-01      | 2.0000%  | 0.0000% | $25000.00          | $7785.24           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2045-07-01      | 3.0000%  | 0.0000% | $3407692.00        | $31735.17          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2030-07-01      | 2.5000%  | 0.0000% | $172000.00         | $18343.19          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2045-07-01      | 4.0000%  | 0.0000% | $2638964.00        | $478914.45         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2046-01-01      | 2.5000%  | 0.0000% | $52842.00          | $11493.52          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-04-01      | 5.5000%  | 0.0000% | $557413376.00      | $3832576.80        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2036-06-01      | 5.0000%  | 0.0000% | $1600000.00        | $15456.32          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-11-01      | 5.5000%  | 0.0000% | $2140056.00        | $1691577.74        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-11-01      | 5.5000%  | 0.0000% | $2944208.00        | $2081980.10        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-04-01      | 5.5000%  | 0.0000% | $28147.00          | $25089.87          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-03-01      | 5.5000%  | 0.0000% | $334079.00         | $233140.70         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-03-01      | 6.0000%  | 0.0000% | $1523938.00        | $1295628.67        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-04-01      | 5.5000%  | 0.0000% | $2097476.00        | $1446262.71        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-03-01      | 4.5000%  | 0.0000% | $1349566.00        | $1057672.63        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-07-01      | 5.5000%  | 0.0000% | $681056.00         | $673681.06         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-04-01      | 6.5000%  | 0.0000% | $45576.00          | $30688.81          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-05-01      | 5.5000%  | 0.0000% | $359251.00         | $339149.70         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-07-01      | 6.5000%  | 0.0000% | $1292900.00        | $1333652.73        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-08-01      | 6.5000%  | 0.0000% | $1401533.00        | $1428685.00        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-09-01      | 5.0000%  | 0.0000% | $10207824.00       | $9823826.76        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-11-01      | 5.5000%  | 0.0000% | $3021196.00        | $2585447.23        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-10-01      | 5.0000%  | 0.0000% | $2284350.00        | $2261559.84        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-10-01      | 4.5000%  | 0.0000% | $1091550.00        | $1056259.43        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-10-01      | 5.5000%  | 0.0000% | $1408338.00        | $1449123.94        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-10-01      | 6.0000%  | 0.0000% | $1359252.00        | $1414449.86        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-09-01      | 7.0000%  | 0.0000% | $2518672.00        | $2661656.80        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2045-11-01      | 3.5000%  | 0.0000% | $19000000.00       | $2129039.11        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2046-02-01      | 3.5000%  | 0.0000% | $49481.00          | $6549.83           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2046-12-01      | 3.5000%  | 0.0000% | $100000.00         | $24753.72          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2047-02-01      | 6.5440%  | 0.0000% | $3005000.00        | $121671.71         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2031-10-01      | 2.0000%  | 0.0000% | $30022.00          | $5975.47           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2046-09-01      | 3.0000%  | 0.0000% | $2991592.00        | $304805.24         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2047-05-01      | 4.0000%  | 0.0000% | $1000000.00        | $150204.09         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-09-01      | 4.5000%  | 0.0000% | $967195.00         | $308683.57         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2042-06-01      | 3.5000%  | 0.0000% | $1519000.00        | $442321.15         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-07-01      | 4.5000%  | 0.0000% | $456000.00         | $184910.44         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2044-12-01      | 3.0000%  | 0.0000% | $2927416.00        | $1228314.32        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2047-11-01      | 3.5000%  | 0.0000% | $194976.00         | $68206.26          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2047-05-01      | 4.0000%  | 0.0000% | $201530.00         | $44044.51          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2047-07-01      | 4.5000%  | 0.0000% | $95306.00          | $14245.69          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-01-01      | 3.5000%  | 0.0000% | $1688000.00        | $499436.35         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2047-12-01      | 3.5000%  | 0.0000% | $972627.00         | $162553.04         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-02-01      | 4.0000%  | 0.0000% | $1099820.00        | $173035.62         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2033-05-01      | 4.0000%  | 0.0000% | $1046310.00        | $112158.56         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-04-01      | 4.0000%  | 0.0000% | $2310000.00        | $322214.38         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-05-01      | 5.5000%  | 0.0000% | $1300682.00        | $214815.79         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-10-01      | 2.0000%  | 0.0000% | $330000.00         | $144177.22         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-09-01      | 4.0000%  | 0.0000% | $226966.00         | $20574.25          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-05-01      | 3.3400%  | 0.0000% | $4000000.00        | $3652526.78        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-05-01      | 3.8300%  | 0.0000% | $2924996.00        | $2497849.44        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2039-06-01      | 3.3700%  | 0.0000% | $5014960.00        | $4401606.99        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2046-11-01      | 4.0000%  | 0.0000% | $50000.00          | $11816.19          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-09-01      | 6.4470%  | 0.0000% | $797000.00         | $145440.77         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2033-12-01      | 4.0000%  | 0.0000% | $474080.00         | $66382.83          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-10-01      | 4.0000%  | 0.0000% | $575000.00         | $118761.11         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-08-01      | 5.5060%  | 0.0000% | $81333248.00       | $81835808.34       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-10-01      | 4.0000%  | 0.0000% | $67113.00          | $6749.43           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-06-01      | 3.5000%  | 0.0000% | $6300416.00        | $1437522.57        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-09-01      | 2.5000%  | 0.0000% | $300000.00         | $67814.60          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-11-01      | 3.5000%  | 0.0000% | $4695000.00        | $1252213.44        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-02-01      | 3.5000%  | 0.0000% | $26971.00          | $7080.95           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2036-05-01      | 2.5000%  | 0.0000% | $1440000.00        | $781286.33         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2036-02-01      | 1.5000%  | 0.0000% | $1000000.00        | $452887.65         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2028-02-01      | 1.0000%  | 0.0000% | $18817900.00       | $15814688.72       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-03-01      | 2.1700%  | 0.0000% | $163590.00         | $110983.70         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-10-01      | 2.1500%  | 0.0000% | $9624000.00        | $7198922.03        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2041-10-01      | 2.3100%  | 0.0000% | $2530000.00        | $1811555.90        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-02-01      | 1.9500%  | 0.0000% | $6000000.00        | $5004450.00        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2029-12-01      | 4.9700%  | 0.0000% | $4364376.00        | $4431005.48        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-02-01      | 4.9200%  | 0.0000% | $2868000.00        | $2950245.64        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-01-01      | 2.5000%  | 0.0000% | $1383762.00        | $1012435.05        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-05-01      | 3.5000%  | 0.0000% | $100038.00         | $74129.06          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-08-01      | 3.0000%  | 0.0000% | $1000000.00        | $704696.79         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-11-01      | 3.5000%  | 0.0000% | $965000.00         | $803586.95         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-12-01      | 4.5000%  | 0.0000% | $3533884.00        | $3296823.86        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-03-01      | 5.5000%  | 0.0000% | $245000.00         | $241688.58         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-12-01      | 3.0000%  | 0.0000% | $1035342.00        | $768557.96         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-01-01      | 3.5000%  | 0.0000% | $6651730.00        | $3273191.83        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-09-01      | 4.5000%  | 0.0000% | $367305.00         | $269805.87         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-02-01      | 4.0000%  | 0.0000% | $1575184.00        | $1512284.27        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-01-01      | 3.5000%  | 0.0000% | $2597804.00        | $1341975.71        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-03-01      | 3.0000%  | 0.0000% | $2092500.00        | $1464552.47        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-03-01      | 3.5000%  | 0.0000% | $177933.00         | $142078.20         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-08-01      | 4.0000%  | 0.0000% | $1197574.00        | $910014.83         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-10-01      | 6.0000%  | 0.0000% | $1071134.00        | $1117848.30        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-09-01      | 6.0000%  | 0.0000% | $1924058.00        | $1999322.58        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-09-01      | 5.5000%  | 0.0000% | $1862446.00        | $1911258.59        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-07-01      | 4.5000%  | 0.0000% | $295000.00         | $226482.48         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-02-01      | 3.0000%  | 0.0000% | $740000.00         | $515333.25         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-07-01      | 5.0000%  | 0.0000% | $63832.00          | $47852.17          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-11-01      | 6.5000%  | 0.0000% | $72188.00          | $53173.49          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-11-01      | 3.5000%  | 0.0000% | $1605112.00        | $1220982.74        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-06-01      | 3.5000%  | 0.0000% | $478000.00         | $350611.28         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-08-01      | 2.0000%  | 0.0000% | $936000.00         | $328417.04         | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2028-08-01      | 4.5640%  | 0.0000% | $23321575.00       | $13055.74          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-12-01      | 6.0000%  | 0.0000% | $21435424.00       | $18378691.46       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2042-04-01      | 3.5000%  | 0.0000% | $800000.00         | $511665.63         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-02-01      | 3.0000%  | 0.0000% | $524000.00         | $339818.66         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-03-01      | 2.5000%  | 0.0000% | $10804640.00       | $6471700.59        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-04-01      | 2.5000%  | 0.0000% | $17892704.00       | $11006617.87       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-07-01      | 3.5000%  | 0.0000% | $30253760.00       | $22866602.55       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-06-01      | 3.5000%  | 0.0000% | $1019000.00        | $588510.21         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-07-01      | 2.5000%  | 0.0000% | $24649024.00       | $15445742.03       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-07-01      | 5.0000%  | 0.0000% | $800000.00         | $654938.63         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-07-01      | 4.0000%  | 0.0000% | $37142.00          | $21245.98          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-10-01      | 3.5000%  | 0.0000% | $250000.00         | $30789.45          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-07-01      | 4.5000%  | 0.0000% | $77000.00          | $8198.25           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-08-01      | 3.5000%  | 0.0000% | $429000.00         | $44348.20          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-10-01      | 2.5000%  | 0.0000% | $149000.00         | $21668.30          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-11-01      | 2.0000%  | 0.0000% | $1934000.00        | $459890.46         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2039-09-01      | 5.0000%  | 0.0000% | $1126990.00        | $228605.61         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-01-01      | 3.0000%  | 0.0000% | $163647.00         | $25759.77          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-05-01      | 3.0000%  | 0.0000% | $44000.00          | $11947.66          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-06-01      | 2.5000%  | 0.0000% | $56000.00          | $15949.80          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-08-01      | 2.5000%  | 0.0000% | $67000.00          | $21876.43          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-10-01      | 2.0000%  | 0.0000% | $1393376.00        | $686288.29         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-05-01      | 3.0000%  | 0.0000% | $2769084.00        | $1268110.47        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-02-01      | 5.0000%  | 0.0000% | $18824500.00       | $17005031.15       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-02-01      | 5.5000%  | 0.0000% | $1993592.00        | $1702876.56        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2044-01-01      | 7.5000%  | 0.0000% | $1115634.00        | $451647.74         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-03-01      | 5.5000%  | 0.0000% | $275000.00         | $233787.96         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-04-01      | 5.5000%  | 0.0000% | $1534662.00        | $1328763.44        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-04-01      | 2.5000%  | 0.0000% | $6515000.00        | $4353069.54        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-05-01      | 3.5000%  | 0.0000% | $84527.00          | $61642.27          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-05-01      | 3.0000%  | 0.0000% | $600000.00         | $433837.25         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-04-01      | 2.5000%  | 0.0000% | $158765.00         | $121097.06         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-07-01      | 4.0000%  | 0.0000% | $11417440.00       | $7598191.05        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-05-01      | 4.5000%  | 0.0000% | $2319160.00        | $1772418.88        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-06-01      | 4.0000%  | 0.0000% | $700000.00         | $495154.20         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-05-01      | 4.5000%  | 0.0000% | $36039.00          | $23302.58          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-08-01      | 5.0000%  | 0.0000% | $5980000.00        | $3854250.04        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-11-01      | 5.0000%  | 0.0000% | $14870032.00       | $11314860.25       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-11-01      | 5.0000%  | 0.0000% | $1000000.00        | $762018.10         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-10-01      | 4.0000%  | 0.0000% | $32647.00          | $21994.11          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-09-01      | 6.5000%  | 0.0000% | $7934090.00        | $2655153.16        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-03-01      | 4.0000%  | 0.0000% | $3045224.00        | $1784420.34        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-04-01      | 7.0000%  | 0.0000% | $3204940.00        | $1330897.04        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-04-01      | 4.0000%  | 0.0000% | $1790228.00        | $1222399.61        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-05-01      | 5.5000%  | 0.0000% | $1016068.00        | $779549.20         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-12-01      | 3.5000%  | 0.0000% | $324021.00         | $262865.46         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-06-01      | 4.5000%  | 0.0000% | $47928.00          | $33167.40          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-05-01      | 6.5000%  | 0.0000% | $1013864.00        | $1043299.41        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-06-01      | 6.0000%  | 0.0000% | $1283286.00        | $563110.65         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-06-01      | 5.5000%  | 0.0000% | $70000.00          | $67942.68          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-06-01      | 5.5000%  | 0.0000% | $2457580.00        | $1779981.24        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-08-01      | 4.5000%  | 0.0000% | $3887484.00        | $3388150.39        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-08-01      | 5.5000%  | 0.0000% | $1180984.00        | $965639.17         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-08-01      | 5.5000%  | 0.0000% | $3278060.00        | $2473468.95        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2033-12-01      | 5.5000%  | 0.0000% | $18261000.00       | $19346494.70       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2031-06-01      | 5.8100%  | 0.0000% | $319000.00         | $333011.01         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2028-06-01      | 2.6500%  | 0.0000% | $1000000.00        | $223786.14         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2027-07-01      | 2.5000%  | 0.0000% | $3000000.00        | $76153.51          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2032-12-01      | 3.5000%  | 0.0000% | $1300000.00        | $118554.01         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2027-12-01      | 2.5000%  | 0.0000% | $12818240.00       | $382725.91         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2042-12-01      | 3.0000%  | 0.0000% | $35633.00          | $5395.69           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2028-01-01      | 2.5000%  | 0.0000% | $1300000.00        | $47625.82          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2028-04-01      | 2.5000%  | 0.0000% | $5000000.00        | $367043.13         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2028-02-01      | 2.0000%  | 0.0000% | $1000000.00        | $41712.56          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2043-06-01      | 3.0000%  | 0.0000% | $75000.00          | $10435.55          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2043-04-01      | 3.0000%  | 0.0000% | $26053.00          | $6728.13           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2028-11-01      | 3.5000%  | 0.0000% | $625000.00         | $22302.78          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2045-07-01      | 3.5000%  | 0.0000% | $180000.00         | $29583.12          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2045-08-01      | 3.5000%  | 0.0000% | $90000.00          | $11707.26          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2031-10-01      | 2.5000%  | 0.0000% | $775511.00         | $119766.19         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2046-09-01      | 3.5000%  | 0.0000% | $50033792.00       | $13306117.79       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2031-11-01      | 2.5000%  | 0.0000% | $536711.00         | $75506.35          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2044-02-01      | 3.0000%  | 0.0000% | $78000.00          | $8249.84           | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2037-06-01      | 6.4070%  | 0.0000% | $25037120.00       | $225783.01         | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2035-10-01      | 6.3730%  | 0.0000% | $120195968.00      | $307598.24         | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2029-08-01      | 2.5500%  | 0.0000% | $4587000.00        | $4157754.39        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2030-08-01      | 3.8600%  | 0.0000% | $3515000.00        | $3432350.63        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2029-04-01      | 6.5000%  | 0.0000% | $4066240.00        | $10717.85          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2027-03-01      | 7.0000%  | 0.0000% | $1785162.00        | $15729.98          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2027-01-01      | 3.8800%  | 0.0000% | $3181876.00        | $2578644.96        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-08-01      | 5.0000%  | 0.0000% | $400000.00         | $312133.29         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-05-01      | 2.5000%  | 0.0000% | $392354.00         | $286634.42         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-05-01      | 3.5000%  | 0.0000% | $280000.00         | $202702.41         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-06-01      | 3.5000%  | 0.0000% | $5208100.00        | $3941150.44        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-07-01      | 4.5000%  | 0.0000% | $1652694.00        | $1308229.51        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-09-01      | 5.0000%  | 0.0000% | $1000000.00        | $775632.65         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-11-01      | 2.5000%  | 0.0000% | $1268054.00        | $848558.61         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2033-04-01      | 5.0000%  | 0.0000% | $289058.00         | $152146.43         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-09-01      | 6.5000%  | 0.0000% | $33711.00          | $23359.13          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-06-01      | 5.0000%  | 0.0000% | $69833.00          | $61979.70          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-08-01      | 4.5000%  | 0.0000% | $241000.00         | $205018.02         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-09-01      | 4.0000%  | 0.0000% | $6955280.00        | $4690325.29        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2053-11-01      | 6.5000%  | 0.0000% | $1826100.00        | $1711061.52        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-03-01      | 5.5000%  | 0.0000% | $10000.00          | $8815.09           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2044-03-01      | 7.0000%  | 0.0000% | $1057308.00        | $893284.33         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-04-01      | 6.5000%  | 0.0000% | $58000.00          | $41584.91          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-03-01      | 6.5000%  | 0.0000% | $1276732.00        | $868067.36         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2039-09-01      | 6.5000%  | 0.0000% | $2759236.00        | $2161719.17        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-10-01      | 7.0000%  | 0.0000% | $56946176.00       | $39467931.22       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-01-01      | 5.5000%  | 0.0000% | $64983.00          | $62055.68          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-12-01      | 5.0000%  | 0.0000% | $11919216.00       | $11157342.93       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2039-09-25      | 6.0000%  | 0.0000% | $12765936.00       | $10790927.23       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-08-01      | 6.0000%  | 0.0000% | $62765824.00       | $64512041.32       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-01-01      | 5.0000%  | 0.0000% | $303011840.00      | $304498618.20      | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-02-01      | 6.5000%  | 0.0000% | $44160080.00       | $46837402.62       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-03-01      | 4.0000%  | 0.0000% | $550000.00         | $55080.78          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-05-01      | 2.5000%  | 0.0000% | $775000.00         | $276463.28         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-07-01      | 3.0000%  | 0.0000% | $4115672.00        | $1308748.05        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-01-01      | 6.5000%  | 0.0000% | $137000.00         | $103819.52         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-06-01      | 5.5000%  | 0.0000% | $200000.00         | $182656.34         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-06-01      | 2.5000%  | 0.0000% | $1740000.00        | $1308283.32        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-11-01      | 4.5000%  | 0.0000% | $236000.00         | $139084.12         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-07-01      | 2.5000%  | 0.0000% | $1000000.00        | $720229.98         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-02-01      | 6.5000%  | 0.0000% | $10000000.00       | $6943950.56        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-01-01      | 4.5000%  | 0.0000% | $740000.00         | $553207.51         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2036-07-01      | 2.5000%  | 0.0000% | $2275000.00        | $1559741.95        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-10-01      | 3.0000%  | 0.0000% | $122722.00         | $83360.73          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-05-01      | 4.0000%  | 0.0000% | $1270000.00        | $723919.13         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-09-01      | 3.5000%  | 0.0000% | $515000.00         | $377196.99         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-07-01      | 5.5000%  | 0.0000% | $200000.00         | $173726.02         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-05-01      | 4.5000%  | 0.0000% | $682166.00         | $516870.94         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-05-01      | 6.5000%  | 0.0000% | $850000.00         | $566507.81         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-06-01      | 4.5000%  | 0.0000% | $1260000.00        | $1007568.22        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2043-06-01      | 5.0000%  | 0.0000% | $400000.00         | $289157.75         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-12-01      | 3.5000%  | 0.0000% | $2000000.00        | $1483651.44        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-05-01      | 2.5000%  | 0.0000% | $100000.00         | $73605.73          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-04-01      | 4.5000%  | 0.0000% | $944000.00         | $781580.52         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-02-01      | 6.5000%  | 0.0000% | $88000.00          | $71321.46          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2043-11-01      | 5.0000%  | 0.0000% | $86000.00          | $64513.12          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-04-01      | 2.5000%  | 0.0000% | $1711146.00        | $1222158.96        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-11-01      | 6.5000%  | 0.0000% | $34373.00          | $26195.39          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-10-01      | 5.0000%  | 0.0000% | $397331.00         | $308993.75         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-09-01      | 4.5000%  | 0.0000% | $12797824.00       | $11277013.83       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-02-01      | 2.0000%  | 0.0000% | $63673.00          | $47292.60          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-11-01      | 5.5000%  | 0.0000% | $38730000.00       | $35775682.51       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-06-01      | 4.8300%  | 0.0000% | $26023000.00       | $26406469.15       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-03-01      | 6.0000%  | 0.0000% | $1600036.00        | $1661774.40        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-08-01      | 3.0000%  | 0.0000% | $1339396.00        | $603802.29         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-10-01      | 2.5000%  | 0.0000% | $4920000.00        | $2365606.60        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-03-01      | 4.0000%  | 0.0000% | $27569792.00       | $5456011.36        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-12-01      | 3.0000%  | 0.0000% | $641765.00         | $226945.70         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-01-01      | 4.0000%  | 0.0000% | $1800000.00        | $669976.99         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2039-08-01      | 3.5000%  | 0.0000% | $300000.00         | $108586.23         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-02-01      | 2.5000%  | 0.0000% | $1075000.00        | $672317.77         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-02-01      | 3.5000%  | 0.0000% | $22000.00          | $9698.22           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-08-01      | 2.5000%  | 0.0000% | $1435000.00        | $916816.48         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-09-01      | 3.0000%  | 0.0000% | $700000.00         | $410944.57         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2041-10-01      | 2.0000%  | 0.0000% | $500000.00         | $313369.79         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $69856.76          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2042-03-01      | 2.5000%  | 0.0000% | $800000.00         | $522043.70         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $71977.51          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-03-01      | 3.5000%  | 0.0000% | $5618000.00        | $3781559.91        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-01-01      | 3.5000%  | 0.0000% | $300000.00         | $197367.09         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2042-04-01      | 2.5000%  | 0.0000% | $2485000.00        | $1711874.62        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-05-01      | 3.5000%  | 0.0000% | $1900000.00        | $1345823.39        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-05-01      | 3.5000%  | 0.0000% | $300000.00         | $212395.90         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-08-01      | 4.5000%  | 0.0000% | $159750.00         | $108322.79         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-07-01      | 4.5000%  | 0.0000% | $2130000.00        | $1620831.37        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-06-01      | 5.0000%  | 0.0000% | $58000.00          | $45027.51          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2027-03-01      | 4.5000%  | 0.0000% | $2200000.00        | $6737.53           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-11-01      | 6.0000%  | 0.0000% | $3000000.00        | $231492.48         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2045-08-01      | 3.5000%  | 0.0000% | $36000.00          | $6221.41           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2045-06-01      | 4.5000%  | 0.0000% | $253225.00         | $45651.95          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2027-01-01      | 4.0000%  | 0.0000% | $20000000.00       | $99845.19          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2045-11-01      | 4.0000%  | 0.0000% | $425000.00         | $48270.87          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-11-01      | 4.7800%  | 0.0000% | $25755000.00       | $26398626.03       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-12-01      | 5.2000%  | 0.0000% | $52066000.00       | $54678741.28       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-03-01      | 5.0600%  | 0.0000% | $28790000.00       | $29985552.74       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2032-12-01      | 4.0000%  | 0.0000% | $1396216.00        | $76098.82          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-06-01      | 4.0000%  | 0.0000% | $475000.00         | $49238.13          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-07-01      | 4.5000%  | 0.0000% | $27000.00          | $5896.12           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-10-01      | 4.0000%  | 0.0000% | $3900960.00        | $304728.56         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-04-01      | 5.0000%  | 0.0000% | $400000.00         | $90024.67          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-08-01      | 3.0000%  | 0.0000% | $98000.00          | $23184.70          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-09-01      | 3.5000%  | 0.0000% | $550000.00         | $110430.24         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-02-01      | 3.5000%  | 0.0000% | $1370386.00        | $702675.06         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-12-01      | 3.0000%  | 0.0000% | $55000.00          | $13308.15          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-04-01      | 3.0000%  | 0.0000% | $377000.00         | $92337.10          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-04-01      | 3.5000%  | 0.0000% | $500000.00         | $180476.04         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-04-01      | 2.5000%  | 0.0000% | $101000.00         | $34094.34          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-08-01      | 3.0000%  | 0.0000% | $630652.00         | $209648.63         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-10-01      | 2.5000%  | 0.0000% | $174200000.00      | $91662033.00       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2036-04-01      | 1.5000%  | 0.0000% | $7577000.00        | $4008299.97        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-05-01      | 2.5000%  | 0.0000% | $2907000.00        | $1837705.71        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-08-01      | 2.5000%  | 0.0000% | $6365000.00        | $4079870.98        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-12-01      | 2.0000%  | 0.0000% | $25000000.00       | $16366015.10       | Agency Mortgage-Backed Securities |

### Security 185: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 932KXR004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 932KXR004_4.19_0213
- **C.18 - Value (incl. sponsor support):** $3250000000.00
- **C.18.a - Value (excl. sponsor support):** $3250000000.00
- **C.19 - Percentage of Net Assets:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GINNIE MAE                     | 2054-07-20      | 5.1838%  | 0.0000% | $50000000.00       | $41773517.07       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-09-20      | 5.3538%  | 0.0000% | $30000000.00       | $27075388.41       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-11-20      | 1.7662%  | 0.0000% | $83339136.00       | $3869255.29        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-10-20      | 0.5662%  | 0.0000% | $30000000.00       | $1475999.45        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-12-20      | 1.1162%  | 0.0000% | $50000000.00       | $908911.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-12-20      | 5.3838%  | 0.0000% | $40000000.00       | $38374011.09       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-07-20      | 5.2338%  | 0.0000% | $4112170.00        | $3618560.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 5.2500%  | 0.0000% | $7661328.00        | $7748414.32        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2048-01-20      | 3.0000%  | 0.0000% | $3082072.00        | $2765417.18        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 0.3162%  | 0.0000% | $200000000.00      | $2780623.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2032-07-15      | 6.5000%  | 0.0000% | $1061274.00        | $5796.64           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-04-20      | 2.5000%  | 0.0000% | $82035328.00       | $60381406.34       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-10-20      | 5.5000%  | 0.0000% | $108624512.00      | $110832775.88      | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2039-04-25      | 5.0000%  | 0.0000% | $10467216.00       | $913879.66         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2039-04-25      | 5.5000%  | 0.0000% | $8567232.00        | $747044.74         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-06-01      | 5.0000%  | 0.0000% | $4388408.00        | $4316800.15        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-06-01      | 5.5000%  | 0.0000% | $147628544.00      | $144438087.52      | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-10-01      | 5.5000%  | 0.0000% | $118032896.00      | $118496647.90      | Agency Mortgage-Backed Securities |
| FREDDIE MAC - SLST             | 2060-04-26      | 4.7500%  | 0.0000% | $340000.00         | $88781.89          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 7.0000%  | 0.0000% | $27785536.00       | $29541937.05       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-08-20      | 7.0000%  | 0.0000% | $2860570.00        | $2955161.94        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-01-01      | 5.5000%  | 0.0000% | $93424000.00       | $90641087.31       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-08-01      | 6.5000%  | 0.0000% | $13230048.00       | $11777866.36       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-01-01      | 7.0000%  | 0.0000% | $72431872.00       | $76272451.27       | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2053-01-25      | 5.0000%  | 0.0000% | $2500000.00        | $436450.34         | Agency Mortgage-Backed Securities |
| FREDDIE MAC STRIPS             | 2039-02-25      | 6.5000%  | 0.0000% | $1019396.00        | $72702.13          | Agency Mortgage-Backed Securities |
| FREDDIE MAC STRIPS             | 2044-03-25      | 6.0000%  | 0.0000% | $434614.00         | $47117.65          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-10-20      | 1.0000%  | 0.0000% | $39756544.00       | $384976.13         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-01-20      | NA       | 0.0000% | $100000000.00      | $221106.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-03-20      | 0.1000%  | 0.0000% | $14208592.00       | $21141.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | 1.0000%  | 0.0000% | $50000.00          | $20027.61          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 1.5000%  | 0.0000% | $2500000.00        | $1051045.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | 3.0000%  | 0.0000% | $30072832.00       | $1089358.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | 2.0000%  | 0.0000% | $6794632.00        | $3754038.71        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-10-20      | 5.4634%  | 0.0000% | $90000000.00       | $90323762.67       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-10-20      | 5.0000%  | 0.0000% | $18829600.00       | $18729665.02       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-04-20      | 5.0000%  | 0.0000% | $5000000.00        | $2577321.29        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-08-20      | 6.0000%  | 0.0000% | $245398.00         | $250560.44         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-09-20      | 5.0000%  | 0.0000% | $460699.00         | $459276.67         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-08-20      | 4.0000%  | 0.0000% | $230735.00         | $220891.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-11-20      | 4.0000%  | 0.0000% | $888509.00         | $817841.99         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 5.0000%  | 0.0000% | $40338304.00       | $40159289.67       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-03-20      | 5.5000%  | 0.0000% | $908301.00         | $893617.70         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-08-20      | 3.5000%  | 0.0000% | $1546930.00        | $1515340.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-07-16      | 0.7499%  | 0.0000% | $3066000.00        | $172946.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-02-16      | 0.4332%  | 0.0000% | $100000000.00      | $4887198.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-04-16      | 3.5000%  | 0.0000% | $10000000.00       | $8394246.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-03-16      | 5.0000%  | 0.0000% | $9615000.00        | $9575328.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-02-16      | 5.0000%  | 0.0000% | $20000000.00       | $19467533.32       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2065-06-20      | 2.2662%  | 0.0000% | $103511040.00      | $3148052.20        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-06-20      | 5.8838%  | 0.0000% | $100000000.00      | $99826449.32       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-07-20      | 0.1912%  | 0.0000% | $80000000.00       | $1002837.11        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-08-20      | 5.2838%  | 0.0000% | $6959048.00        | $6963013.64        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2046-11-20      | 3.5000%  | 0.0000% | $10949616.00       | $10386024.58       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2044-11-20      | 4.5000%  | 0.0000% | $27377632.00       | $27312321.97       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 4.5000%  | 0.0000% | $71170560.00       | $64788220.12       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-12-20      | 4.5000%  | 0.0000% | $135341.00         | $105732.54         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 2.0000%  | 0.0000% | $1359154.00        | $762231.21         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-08-20      | 4.5000%  | 0.0000% | $2500000.00        | $1926171.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2032-07-20      | 7.0000%  | 0.0000% | $51069.00          | $24909.10          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2028-02-20      | 2.0000%  | 0.0000% | $88242.00          | $15624.89          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 5.5000%  | 0.0000% | $71382912.00       | $52729621.43       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 3.5000%  | 0.0000% | $1045000.00        | $731709.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 6.0000%  | 0.0000% | $5193160.00        | $3268167.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-08-15      | 3.2300%  | 0.0000% | $49051.00          | $43371.87          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-03-15      | 3.5000%  | 0.0000% | $519556.00         | $50966.57          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-03-20      | 5.0000%  | 0.0000% | $1219314.00        | $96581.82          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-05-15      | 3.5000%  | 0.0000% | $200000.00         | $60837.98          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-06-20      | 6.5000%  | 0.0000% | $1183072.00        | $713544.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-09-20      | 2.5000%  | 0.0000% | $128058.00         | $79649.86          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-09-20      | 7.0000%  | 0.0000% | $503368704.00      | $288266951.30      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-04-20      | 2.0000%  | 0.0000% | $1318252.00        | $591338.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 6.5000%  | 0.0000% | $4964976.00        | $4270436.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 7.5000%  | 0.0000% | $8369072.00        | $6883772.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-11-16      | 4.2500%  | 0.0000% | $12828500.00       | $1174443.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-02-20      | 3.5000%  | 0.0000% | $8444576.00        | $2682201.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-05-20      | 2.0545%  | 0.0000% | $28603872.00       | $106238.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-09-16      | 4.4463%  | 0.0000% | $65000000.00       | $8110989.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-08-20      | 4.0000%  | 0.0000% | $700000.00         | $621245.61         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-04-16      | 0.5273%  | 0.0000% | $106105472.00      | $166095.84         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-11-16      | 1.4037%  | 0.0000% | $66782592.00       | $500710.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-03-20      | 4.4455%  | 0.0000% | $115260928.00      | $9909722.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-01-20      | 3.5000%  | 0.0000% | $2922000.00        | $1349286.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2059-02-16      | 0.5443%  | 0.0000% | $72000000.00       | $797921.48         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2057-02-16      | 0.6764%  | 0.0000% | $74070000.00       | $968550.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2057-12-16      | 0.7856%  | 0.0000% | $104310144.00      | $856553.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-05-16      | 0.8795%  | 0.0000% | $151204000.00      | $1673108.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-09-20      | 1.9545%  | 0.0000% | $20257568.00       | $579510.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-09-16      | 3.0000%  | 0.0000% | $8150000.00        | $3092860.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-10-16      | 0.8039%  | 0.0000% | $11670000.00       | $225058.65         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2054-12-20      | 6.5000%  | 0.0000% | $1688610.00        | $1753960.33        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-08-20      | 6.5000%  | 0.0000% | $180776.00         | $186931.68         | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL              | 2060-10-15      | 5.4700%  | 0.0000% | $5400000.00        | $5620100.40        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-04-20      | 2.5000%  | 0.0000% | $327828.00         | $269239.22         | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL              | 2060-11-15      | 5.2700%  | 0.0000% | $10646640.00       | $10920042.17       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-07-20      | 6.5000%  | 0.0000% | $1147012.00        | $1198219.50        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-06-20      | 5.5000%  | 0.0000% | $1376514.00        | $1399433.08        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-06-20      | 5.5000%  | 0.0000% | $1296578.00        | $1318038.12        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-06-20      | 7.0000%  | 0.0000% | $2032728.00        | $2119146.41        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-06-20      | 7.0000%  | 0.0000% | $17299392.00       | $18377602.90       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-05-20      | 0.1000%  | 0.0000% | $44600000.00       | $74500.88          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 3.0162%  | 0.0000% | $87638272.00       | $8461532.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-01-15      | 6.0000%  | 0.0000% | $399678.00         | $7331.68           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-08-20      | 5.0000%  | 0.0000% | $9501056.00        | $1502537.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-11-16      | 5.5000%  | 0.0000% | $25374000.00       | $3284988.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2034-10-20      | 3.9090%  | 0.0000% | $8346160.00        | $202229.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-04-20      | 4.2455%  | 0.0000% | $351272960.00      | $8558.66           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-10-16      | 2.5000%  | 0.0000% | $21603200.00       | $18483164.25       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-06-16      | 1.9737%  | 0.0000% | $38063744.00       | $178189.75         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2035-05-20      | 2.0545%  | 0.0000% | $16790688.00       | $63735.11          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-05-20      | 3.5000%  | 0.0000% | $3434000.00        | $1218453.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-02-16      | NA       | 0.0000% | $4166664.00        | $202795.21         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 4.0000%  | 0.0000% | $60465024.00       | $59254674.86       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-03-20      | 4.5000%  | 0.0000% | $100000000.00      | $22232105.59       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-09-20      | 0.1250%  | 0.0000% | $23185728.00       | $17966660.59       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 6.0000%  | 0.0000% | $8210976.00        | $1350426.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-06-20      | 4.0000%  | 0.0000% | $150000000.00      | $29601689.26       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-08-20      | NA       | 0.0000% | $66411904.00       | $394417.71         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2054-04-25      | 5.0000%  | 0.0000% | $2814460.00        | $521802.96         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2054-04-25      | 5.5000%  | 0.0000% | $4896104.00        | $597034.36         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2039-04-25      | 4.5000%  | 0.0000% | $10600560.00       | $910801.97         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2044-04-25      | 6.5000%  | 0.0000% | $698354.00         | $60687.39          | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2042-01-25      | 2.5000%  | 0.0000% | $1087486.00        | $99725.14          | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2044-04-25      | 5.0000%  | 0.0000% | $724211.00         | $86053.87          | Agency Mortgage-Backed Securities |
| FREDDIE MAC STRIPS             | 2044-04-25      | 5.5000%  | 0.0000% | $1354662.00        | $122303.25         | Agency Mortgage-Backed Securities |
| FREDDIE MAC STRIPS             | 2039-04-25      | 6.0000%  | 0.0000% | $8217792.00        | $659830.13         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2054-04-25      | 6.0000%  | 0.0000% | $3127064.00        | $358260.44         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2054-05-25      | 6.5000%  | 0.0000% | $3222988.00        | $229964.02         | Agency Mortgage-Backed Securities |
| FREDDIE MAC STRIPS             | 2054-03-25      | 7.0000%  | 0.0000% | $1753958.00        | $97395.83          | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2054-01-25      | 7.5000%  | 0.0000% | $717305.00         | $26269.59          | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2037-11-25      | 2.5000%  | 0.0000% | $2574304.00        | $142841.76         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2054-04-25      | 7.0000%  | 0.0000% | $42897472.00       | $4787024.31        | Agency Mortgage-Backed Securities |
| FREDDIE MAC STRIPS             | 2054-03-25      | 7.5000%  | 0.0000% | $15874768.00       | $1678140.66        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-10-20      | 6.5000%  | 0.0000% | $4914560.00        | $5149926.47        | Agency Mortgage-Backed Securities |
| FREDDIE MAC - SLST             | 2060-04-26      | 6.5000%  | 0.0000% | $63276416.00       | $53776833.08       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-03-15      | 3.3750%  | 0.0000% | $2491950.00        | $114036.76         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-12-20      | 2.5000%  | 0.0000% | $5269072.00        | $682244.46         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2032-05-20      | 3.0000%  | 0.0000% | $900000.00         | $93097.99          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-01-20      | 2.5000%  | 0.0000% | $72300000.00       | $11983419.07       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-06-20      | 4.0000%  | 0.0000% | $2271448.00        | $92338.29          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-11-20      | 1.5000%  | 0.0000% | $117395.00         | $58044.27          | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2049-08-01      | 5.0000%  | 0.0000% | $1946256.00        | $150555.57         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2052-06-01      | 2.5000%  | 0.0000% | $26262240.00       | $2952044.70        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2053-11-01      | 6.0000%  | 0.0000% | $117361024.00      | $16445646.40       | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2053-05-01      | 4.5000%  | 0.0000% | $6171088.00        | $992328.64         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-11-20      | 2.5000%  | 0.0000% | $412702.00         | $252855.64         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-05-20      | NA       | 0.0000% | $61177216.00       | $550643.77         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-10-20      | 5.0000%  | 0.0000% | $5795344.00        | $132739.15         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 0.0500%  | 0.0000% | $96972800.00       | $72156.88          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 4.9838%  | 0.0000% | $20000000.00       | $13850473.26       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 6.0338%  | 0.0000% | $100000000.00      | $37672357.74       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 6.0838%  | 0.0000% | $26748000.00       | $10053581.88       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 0.0500%  | 0.0000% | $65921024.00       | $40843.33          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 5.3338%  | 0.0000% | $100000000.00      | $46248500.22       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 1.8662%  | 0.0000% | $50209152.00       | $1245795.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 0.1250%  | 0.0000% | $82660500.00       | $58581855.67       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-02-20      | 1.7162%  | 0.0000% | $75000000.00       | $959652.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-07-20      | 5.5000%  | 0.0000% | $1881590.00        | $1969684.79        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-07-20      | 6.5000%  | 0.0000% | $4691200.00        | $4675106.43        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-07-20      | 5.5000%  | 0.0000% | $467485.00         | $471713.31         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-08-20      | 5.5000%  | 0.0000% | $10767216.00       | $10854134.10       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-08-20      | 6.5000%  | 0.0000% | $1433132.00        | $1501541.70        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-10-20      | 6.0000%  | 0.0000% | $1973610.00        | $2044091.56        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2052-04-01      | 2.0000%  | 0.0000% | $6087336.00        | $616112.18         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2052-05-01      | 2.5000%  | 0.0000% | $3610372.00        | $354327.22         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2053-09-01      | 5.0000%  | 0.0000% | $100000000.00      | $18564181.16       | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2053-05-01      | 5.0000%  | 0.0000% | $12730816.00       | $2316169.26        | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2039-11-01      | 4.5000%  | 0.0000% | $3792024.00        | $448679.06         | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2039-11-01      | 5.5000%  | 0.0000% | $2033252.00        | $238405.16         | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2039-11-01      | 4.5749%  | 0.0000% | $335553.00         | $31722.01          | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2039-06-01      | 4.0000%  | 0.0000% | $7585928.00        | $768279.92         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2039-06-01      | 5.0000%  | 0.0000% | $7242008.00        | $732353.42         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2054-06-01      | 6.5000%  | 0.0000% | $71235800.00       | $8690510.00        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2054-06-01      | 5.8023%  | 0.0000% | $1936574.00        | $320387.32         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2055-03-01      | 1.1672%  | 0.0000% | $2000000.00        | $73009.68          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 8.0000%  | 0.0000% | $954835.00         | $1026119.28        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2063-11-20      | 7.5000%  | 0.0000% | $200739.00         | $206854.22         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-08-20      | 7.0000%  | 0.0000% | $1344988.00        | $1448675.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-01-20      | 6.0000%  | 0.0000% | $1509830.00        | $1535998.19        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 7.0000%  | 0.0000% | $2673548.00        | $2844961.95        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-11-01      | 6.0000%  | 0.0000% | $1530630.00        | $1585832.17        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2055-03-01      | 1.0172%  | 0.0000% | $2450000.00        | $83010.55          | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2040-05-01      | 4.5000%  | 0.0000% | $20614016.00       | $2482044.49        | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2040-05-01      | 5.0000%  | 0.0000% | $33432000.00       | $3590566.13        | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2040-05-01      | 6.0000%  | 0.0000% | $6114400.00        | $621446.32         | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2055-05-01      | 6.5000%  | 0.0000% | $37326976.00       | $5502635.62        | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2055-05-01      | 7.0000%  | 0.0000% | $9131600.00        | $1220714.47        | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2055-05-01      | 4.5000%  | 0.0000% | $90006784.00       | $19810167.87       | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2055-05-01      | 5.0000%  | 0.0000% | $100000000.00      | $21333754.53       | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2055-05-01      | 5.5000%  | 0.0000% | $150000000.00      | $27244870.12       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-11-01      | 5.0000%  | 0.0000% | $5341464.00        | $4812017.05        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-03-01      | 7.5000%  | 0.0000% | $2048310.00        | $2003900.96        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-06-01      | 5.0000%  | 0.0000% | $1329320.00        | $1325338.77        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-10-15      | 0.1500%  | 0.0000% | $9122704.00        | $12660.03          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-10-25      | 0.4662%  | 0.0000% | $27424224.00       | $107993.05         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-02-25      | 0.2885%  | 0.0000% | $9983856.00        | $29278.11          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-09-25      | 1.5000%  | 0.0000% | $11262448.00       | $1440455.08        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-12-15      | 1.0000%  | 0.0000% | $46480576.00       | $12852101.29       | Agency Mortgage-Backed Securities |
| FREDDIE MAC WHOLE LOAN SECURIT | 2047-05-25      | 3.0000%  | 0.0000% | $6500000.00        | $3526403.47        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-06-25      | 3.5000%  | 0.0000% | $73432704.00       | $6455002.61        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2061-03-25      | NA       | 0.0000% | $119399296.00      | $158484.89         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2061-10-15      | NA       | 0.0000% | $58032128.00       | $15802.58          | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2031-11-25      | 2.0910%  | 0.0000% | $300000.00         | $268672.65         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-03-25      | 6.0000%  | 0.0000% | $6500000.00        | $4686997.62        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-07-25      | 0.0500%  | 0.0000% | $132077824.00      | $183159.88         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-06-25      | NA       | 0.0000% | $900000.00         | $507345.13         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-07-25      | 2.3672%  | 0.0000% | $25756500.00       | $1210706.53        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2054-07-25      | 0.8672%  | 0.0000% | $50000000.00       | $884872.85         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2054-07-25      | 6.5000%  | 0.0000% | $60444992.00       | $6312578.91        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2054-07-25      | 0.9672%  | 0.0000% | $140664576.00      | $5904618.33        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2054-11-25      | 1.0672%  | 0.0000% | $66055552.00       | $2585886.90        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2054-12-25      | 0.1000%  | 0.0000% | $55000000.00       | $189261.41         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-01-25      | 0.6172%  | 0.0000% | $82000000.00       | $2708583.45        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2054-10-25      | 0.1000%  | 0.0000% | $20070624.00       | $62355.49          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-11-25      | 0.1172%  | 0.0000% | $2259000000.00     | $33619647.21       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2052-11-25      | 5.0000%  | 0.0000% | $1309064.00        | $1285109.00        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-08-25      | 0.1172%  | 0.0000% | $150000000.00      | $2654486.89        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-09-25      | 0.1172%  | 0.0000% | $187500000.00      | $3114634.61        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-09-25      | 1.0172%  | 0.0000% | $50000000.00       | $1907128.78        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-06-25      | 5.5000%  | 0.0000% | $15000000.00       | $8451301.39        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-10-25      | 5.0828%  | 0.0000% | $50066560.00       | $45999430.73       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2044-07-25      | 6.5000%  | 0.0000% | $18846144.00       | $5945945.81        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-10-25      | 4.5000%  | 0.0000% | $3656550.00        | $3309948.77        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-12-25      | 4.5973%  | 0.0000% | $112355000.00      | $902499.33         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-07-15      | 2.9274%  | 0.0000% | $1314286.00        | $121624.89         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-03-25      | 5.5000%  | 0.0000% | $400000.00         | $99819.60          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-03-25      | 1.1287%  | 0.0000% | $6022664.00        | $182644.30         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-05-25      | 6.3431%  | 0.0000% | $51100000.00       | $709225.27         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-03-25      | 9.2109%  | 0.0000% | $1000000.00        | $969124.73         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-02-25      | 6.0000%  | 0.0000% | $4192000.00        | $972556.71         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2034-04-01      | 3.5000%  | 0.0000% | $37744640.00       | $352422.78         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2043-02-01      | 4.0000%  | 0.0000% | $27689856.00       | $366190.11         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2032-04-01      | 3.5000%  | 0.0000% | $32097152.00       | $88620.78          | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2042-08-01      | 3.0000%  | 0.0000% | $35844864.00       | $2921122.22        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2042-07-01      | 3.5000%  | 0.0000% | $50402752.00       | $684064.47         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-12-25      | 14.2694% | 0.0000% | $10000000.00       | $1054829.05        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-02-25      | 5.5000%  | 0.0000% | $2808000.00        | $512159.67         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-07-15      | 6.0000%  | 0.0000% | $12085000.00       | $2523958.12        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-08-20      | 4.5000%  | 0.0000% | $4007728.00        | $3914248.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-09-20      | 7.0000%  | 0.0000% | $1000000.00        | $1033988.33        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-09-20      | 4.5000%  | 0.0000% | $190845.00         | $185971.58         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-10-20      | 7.0000%  | 0.0000% | $1234548.00        | $1295317.80        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-10-20      | 6.0000%  | 0.0000% | $11143520.00       | $11547606.32       | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2026-09-25      | 2.4994%  | 0.0000% | $240000.00         | $119474.72         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-11-25      | 3.0000%  | 0.0000% | $17056096.00       | $1304945.89        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-08-25      | NA       | 0.0000% | $100000000.00      | $654046.65         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-01-25      | 3.0000%  | 0.0000% | $4824000.00        | $4082078.45        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-02-25      | 2.5000%  | 0.0000% | $144902000.00      | $18316194.51       | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2030-05-25      | 0.4416%  | 0.0000% | $67000000.00       | $223964.02         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-09-25      | 4.8328%  | 0.0000% | $50505088.00       | $31426032.22       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-09-25      | 4.8828%  | 0.0000% | $22423000.00       | $15639881.42       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-08-25      | 4.8828%  | 0.0000% | $321600.00         | $219801.79         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-11-25      | 5.0000%  | 0.0000% | $5000000.00        | $5474068.95        | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST           | 2053-05-25      | 0.1000%  | 0.0000% | $121286400.00      | $491371.72         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2036-01-15      | 5.0000%  | 0.0000% | $173746176.00      | $214470.13         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-06-01      | 4.0000%  | 0.0000% | $4410352.00        | $1054767.40        | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2043-11-15      | 4.0000%  | 0.0000% | $11375568.00       | $190448.10         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2036-11-15      | 3.5000%  | 0.0000% | $8902736.00        | $190229.20         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2048-09-15      | 4.0000%  | 0.0000% | $44457408.00       | $1782605.78        | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2045-09-15      | 3.5000%  | 0.0000% | $113294560.00      | $2430979.01        | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2037-10-15      | 3.0000%  | 0.0000% | $18623616.00       | $514620.52         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2037-10-15      | 4.0000%  | 0.0000% | $2014452.00        | $149803.89         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2052-11-15      | 5.5000%  | 0.0000% | $26062400.00       | $3828011.16        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-02-01      | 4.5000%  | 0.0000% | $3200000.00        | $559936.06         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-06-01      | 1.5000%  | 0.0000% | $230238.00         | $150761.80         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-06-01      | 3.5000%  | 0.0000% | $1564908.00        | $1232620.54        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-06-01      | 3.5000%  | 0.0000% | $516000.00         | $389858.85         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-03-01      | 4.5000%  | 0.0000% | $11062048.00       | $9998020.08        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-05-01      | 5.0000%  | 0.0000% | $20642176.00       | $18514769.04       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-09-01      | 4.5000%  | 0.0000% | $25133360.00       | $19765687.33       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-11-01      | 5.5000%  | 0.0000% | $1625000.00        | $1392385.76        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-08-01      | 6.5000%  | 0.0000% | $951731.00         | $689161.04         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-09-01      | 5.5000%  | 0.0000% | $53316000.00       | $48358126.25       | Agency Mortgage-Backed Securities |
| FANNIEMAE WHOLE LOAN           | 2043-08-25      | 5.7500%  | 0.0000% | $8000000.00        | $1619984.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-03-20      | 4.5000%  | 0.0000% | $646198.00         | $626465.48         | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST           | 2030-06-25      | 0.1000%  | 0.0000% | $549980000.00      | $1945123.95        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-08-01      | 3.5000%  | 0.0000% | $275792.00         | $254653.19         | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST           | 2029-10-25      | 0.1000%  | 0.0000% | $255243008.00      | $872505.85         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-07-01      | 7.5000%  | 0.0000% | $2648364.00        | $2812682.81        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 7.0000%  | 0.0000% | $5323296.00        | $5443977.15        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-09-20      | 6.5000%  | 0.0000% | $959237.00         | $1007226.80        | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST           | 2051-01-25      | 0.1000%  | 0.0000% | $262379520.00      | $796671.86         | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST           | 2051-11-25      | 0.1000%  | 0.0000% | $275055104.00      | $756768.18         | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST           | 2026-01-25      | 4.3982%  | 0.0000% | $725000.00         | $722445.97         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-05-16      | 0.8359%  | 0.0000% | $11800000.00       | $550501.60         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-04-16      | 0.8155%  | 0.0000% | $26286112.00       | $1425792.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-05-16      | 0.8262%  | 0.0000% | $25000000.00       | $1345633.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-03-16      | 0.9923%  | 0.0000% | $18625000.00       | $1152932.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-06-16      | 0.8202%  | 0.0000% | $37000000.00       | $1752258.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-01-16      | 1.0535%  | 0.0000% | $17500000.00       | $1188623.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-05-16      | 0.9729%  | 0.0000% | $14450000.00       | $869068.77         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-10-16      | 0.8638%  | 0.0000% | $8200000.00        | $460201.24         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-08-16      | 1.1500%  | 0.0000% | $20000000.00       | $13228464.20       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-03-16      | 1.2877%  | 0.0000% | $17950000.00       | $1218120.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-10-20      | 3.0000%  | 0.0000% | $4600000.00        | $897705.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-06-20      | 2.1045%  | 0.0000% | $14500000.00       | $326705.43         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-02-20      | 3.5000%  | 0.0000% | $1055000.00        | $922757.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-02-20      | 5.0000%  | 0.0000% | $1015530.00        | $1042353.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-06-16      | 0.9827%  | 0.0000% | $267966000.00      | $17304868.54       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-10-16      | 2.0000%  | 0.0000% | $475000.00         | $245115.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-03-16      | 0.7559%  | 0.0000% | $118679000.00      | $5721618.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-02-16      | 0.8082%  | 0.0000% | $15100000.00       | $811249.41         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-04-25      | 5.0000%  | 0.0000% | $20888384.00       | $18663721.91       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-07-25      | 5.0000%  | 0.0000% | $12269888.00       | $11651022.20       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-06-25      | 2.8172%  | 0.0000% | $150000000.00      | $17577926.77       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-10-25      | 5.0000%  | 0.0000% | $69275008.00       | $67353155.13       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-10-25      | 6.0000%  | 0.0000% | $46375616.00       | $37999177.18       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2052-03-25      | 5.0000%  | 0.0000% | $10714368.00       | $9695226.37        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-10-25      | 1.0004%  | 0.0000% | $293681664.00      | $21615775.16       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-09-25      | 4.9614%  | 0.0000% | $10336784.00       | $10345424.57       | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2036-07-01      | 6.5000%  | 0.0000% | $148754432.00      | $176122.09         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2038-10-25      | 6.0000%  | 0.0000% | $173948402.00      | $239257.20         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2038-03-25      | 6.0000%  | 0.0000% | $165686784.00      | $176014.31         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2038-08-01      | 6.0000%  | 0.0000% | $248662528.00      | $301228.75         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2039-11-01      | 4.5000%  | 0.0000% | $65549952.00       | $181080.70         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2040-05-01      | NA       | 0.0000% | $36033280.00       | $782927.47         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-02-15      | 4.0000%  | 0.0000% | $9937152.00        | $1184130.29        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-06-15      | NA       | 0.0000% | $12660592.00       | $2070285.11        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-08-15      | 2.0000%  | 0.0000% | $1010000.00        | $828210.77         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-09-15      | 0.0405%  | 0.0000% | $1934900.00        | $215038.37         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2028-08-15      | 2.5000%  | 0.0000% | $2137988.00        | $562136.87         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-10-15      | 2.2500%  | 0.0000% | $73921000.00       | $1327850.21        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-08-15      | 4.5000%  | 0.0000% | $19743072.00       | $128936.78         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-08-15      | 1.7019%  | 0.0000% | $13148352.00       | $92849.88          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-05-15      | 4.7482%  | 0.0000% | $76421120.00       | $5317906.72        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-04-15      | 2.5000%  | 0.0000% | $1100000.00        | $75458.84          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-04-15      | 2.5000%  | 0.0000% | $20000000.00       | $1611788.58        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-01-15      | 1.7519%  | 0.0000% | $187089664.00      | $2651175.44        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-02-15      | 3.0000%  | 0.0000% | $65240000.00       | $17455961.28       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-07-15      | 3.5000%  | 0.0000% | $2300000.00        | $235299.18         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-11-25      | 2.5000%  | 0.0000% | $75000000.00       | $8857446.99        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 0.1000%  | 0.0000% | $5000000.00        | $12976.83          | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-07-20      | 5.0000%  | 0.0000% | $9024000.00        | $7865497.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 6.6357%  | 0.0000% | $100000.00         | $99601.73          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-09-20      | 3.5000%  | 0.0000% | $18987000.00       | $17956931.70       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-08-20      | 5.0000%  | 0.0000% | $14350000.00       | $13462168.05       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 5.2338%  | 0.0000% | $154000.00         | $149305.84         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 0.1662%  | 0.0000% | $156250000.00      | $1866693.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 5.2338%  | 0.0000% | $36022400.00       | $35454860.97       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 5.2338%  | 0.0000% | $33215500.00       | $32348633.47       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-06-20      | 5.0000%  | 0.0000% | $7049208.00        | $7038589.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 0.9162%  | 0.0000% | $135000000.00      | $4435833.93        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-06-20      | 5.0000%  | 0.0000% | $1201570.00        | $1195496.87        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2050-01-20      | 5.0000%  | 0.0000% | $1733252.00        | $1741730.49        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | 5.9338%  | 0.0000% | $89428000.00       | $88970344.76       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | 0.0662%  | 0.0000% | $200000000.00      | $2760339.54        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | 5.9838%  | 0.0000% | $200000000.00      | $198916878.39      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 5.0000%  | 0.0000% | $50969216.00       | $50131958.06       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-06-01      | 2.0000%  | 0.0000% | $200000.00         | $121367.67         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-04-01      | 5.0000%  | 0.0000% | $1784040.00        | $1513436.65        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2040-10-01      | 5.0000%  | 0.0000% | $4006360.00        | $4067916.39        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-08-25      | 1.9124%  | 0.0000% | $191234046.00      | $9775.23           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-09-25      | NA       | 0.0000% | $100000.00         | $75985.80          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-08-25      | 4.0000%  | 0.0000% | $18413000.00       | $5330352.58        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-04-25      | 3.5000%  | 0.0000% | $6900000.00        | $1569973.38        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-12-25      | 1.7500%  | 0.0000% | $29743296.00       | $3307239.40        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-01-25      | 4.0000%  | 0.0000% | $15762496.00       | $411073.30         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-09-25      | 2.7500%  | 0.0000% | $1040000.00        | $73406.44          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-07-25      | 2.5000%  | 0.0000% | $7522264.00        | $7081191.03        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-12-25      | NA       | 0.0000% | $2675000.00        | $283200.25         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-08-25      | 5.0000%  | 0.0000% | $31474800.00       | $293479.25         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-05-25      | 2.5000%  | 0.0000% | $25000000.00       | $1625921.29        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-10-25      | 3.0000%  | 0.0000% | $7622000.00        | $1511636.35        | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2026-03-25      | 2.5760%  | 0.0000% | $125000.00         | $63569.74          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-11-15      | 5.7500%  | 0.0000% | $8261664.00        | $3213192.84        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-06-15      | 4.6882%  | 0.0000% | $25000000.00       | $250483.12         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-07-25      | 4.0000%  | 0.0000% | $5000000.00        | $522720.33         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2048-01-01      | 3.5000%  | 0.0000% | $12803504.00       | $149551.67         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2039-06-01      | 6.0000%  | 0.0000% | $14505904.00       | $218200.82         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-10-25      | 5.0000%  | 0.0000% | $71002624.00       | $332352.54         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-06-25      | 5.0000%  | 0.0000% | $465000.00         | $461276.83         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2051-03-01      | 2.0000%  | 0.0000% | $1650000.00        | $174750.01         | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2052-07-01      | 3.0000%  | 0.0000% | $117710.00         | $14810.04          | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2052-04-01      | 3.0000%  | 0.0000% | $100299.00         | $11720.47          | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2033-05-01      | 2.5000%  | 0.0000% | $6554848.00        | $141798.58         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2033-06-01      | 3.5000%  | 0.0000% | $2623356.00        | $76752.03          | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2053-04-01      | 5.0000%  | 0.0000% | $18591264.00       | $3006290.92        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-04-01      | 3.0000%  | 0.0000% | $500000.00         | $367489.13         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-09-01      | 5.0000%  | 0.0000% | $205000.00         | $168419.21         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2044-03-15      | NA       | 0.0000% | $10000000.00       | $1055343.77        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-08-01      | 4.5000%  | 0.0000% | $160000.00         | $117209.65         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-11-01      | 5.0000%  | 0.0000% | $1661840.00        | $1387478.13        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-05-01      | 6.0000%  | 0.0000% | $1021802.00        | $923837.92         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-10-01      | 5.5000%  | 0.0000% | $4004312.00        | $3533220.80        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-07-01      | 6.0000%  | 0.0000% | $2889000.00        | $2902995.65        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2028-10-25      | 4.0600%  | 0.0000% | $289000.00         | $290851.72         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-01-15      | 6.0000%  | 0.0000% | $26603424.00       | $1256178.25        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-03-15      | 1.7019%  | 0.0000% | $15546760.00       | $379486.21         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-09-25      | 3.5000%  | 0.0000% | $12464448.00       | $429930.17         | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Bank of Montreal Tri Party Repo 4.149900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 934EEG001, C.3 - LEI: N/A, C.5 - Other ID: 934EEG001_4.15_1103
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GINNIE MAE II POOL             | 2064-12-20      | 3.0000%  | 0.0000% | $171962.00         | $151244.84         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-01-20      | 4.0000%  | 0.0000% | $383521.00         | $359747.26         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-01-20      | 3.5000%  | 0.0000% | $216802.00         | $194237.69         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-05-20      | 3.0000%  | 0.0000% | $155091.00         | $136784.91         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-04-20      | 4.0000%  | 0.0000% | $173602.00         | $163358.36         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-05-20      | 4.0000%  | 0.0000% | $190618.00         | $179494.08         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-05-20      | 3.5000%  | 0.0000% | $134449.00         | $121665.38         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-04-20      | 3.0000%  | 0.0000% | $297199.00         | $262423.91         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-04-20      | 4.5000%  | 0.0000% | $263987.00         | $256075.71         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2062-04-20      | 3.5000%  | 0.0000% | $204945.00         | $184337.48         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2063-12-20      | 8.0000%  | 0.0000% | $105394.00         | $95545.63          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2063-11-20      | 7.5000%  | 0.0000% | $69594.00          | $71806.15          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2063-04-20      | 6.0000%  | 0.0000% | $318725.00         | $324469.57         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-05-20      | 3.5000%  | 0.0000% | $303222.00         | $272842.76         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-05-20      | 6.0000%  | 0.0000% | $142546.00         | $145419.03         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-05-20      | 6.0000%  | 0.0000% | $87103.00          | $88860.24          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2062-05-20      | 4.0000%  | 0.0000% | $335937.00         | $313628.00         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2062-05-20      | 4.5000%  | 0.0000% | $240792.00         | $232935.17         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2062-08-20      | 5.0000%  | 0.0000% | $158166.00         | $157211.18         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-07-20      | 6.0000%  | 0.0000% | $354259.00         | $361412.42         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-06-20      | 4.5000%  | 0.0000% | $152303.00         | $147878.50         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-07-20      | 6.5000%  | 0.0000% | $142740.00         | $147605.48         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-08-20      | 6.5000%  | 0.0000% | $351996.00         | $363667.08         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-08-20      | 6.5000%  | 0.0000% | $95602.00          | $98861.38          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-09-20      | 6.5000%  | 0.0000% | $151405.00         | $156566.57         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2062-11-20      | 6.0000%  | 0.0000% | $192957.00         | $196681.77         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-08-20      | 2.5000%  | 0.0000% | $327081.00         | $270098.72         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-09-20      | 6.0000%  | 0.0000% | $326838.00         | $333572.52         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-08-20      | 2.0000%  | 0.0000% | $349719.00         | $275639.93         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-09-20      | 7.0000%  | 0.0000% | $382926.00         | $395941.02         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-09-20      | 6.5000%  | 0.0000% | $197051.00         | $203761.02         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-09-20      | 7.0000%  | 0.0000% | $276696.00         | $285998.05         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-09-20      | 6.5000%  | 0.0000% | $102848.00         | $106354.21         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-08-20      | 6.5000%  | 0.0000% | $162959.00         | $168392.12         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-08-20      | 7.0000%  | 0.0000% | $169917.00         | $175629.89         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-08-20      | 6.5000%  | 0.0000% | $355315.00         | $367265.45         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-09-20      | 6.5000%  | 0.0000% | $56239.00          | $58156.25          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-09-20      | 7.0000%  | 0.0000% | $222128.00         | $229595.99         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-01-20      | 7.0000%  | 0.0000% | $81930.00          | $84683.68          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-09-20      | 6.5000%  | 0.0000% | $107767.00         | $111481.80         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-08-20      | 6.5000%  | 0.0000% | $356559.00         | $368674.46         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-07-20      | 6.5000%  | 0.0000% | $17439.00          | $18027.23          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-07-20      | 7.5000%  | 0.0000% | $120232.00         | $124341.80         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-04-20      | 3.0000%  | 0.0000% | $257546.00         | $228022.74         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-04-20      | 5.5000%  | 0.0000% | $265013.00         | $267393.77         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-04-20      | 6.5000%  | 0.0000% | $80085.00          | $82813.01          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-05-20      | 7.0000%  | 0.0000% | $80655.00          | $82981.31          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-06-20      | 5.5000%  | 0.0000% | $219005.00         | $220966.94         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2061-05-20      | 3.5000%  | 0.0000% | $258618.00         | $229881.16         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-09-20      | 4.6250%  | 0.0000% | $19000000.00       | $434865.35         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-09-20      | 3.5000%  | 0.0000% | $152428.00         | $136814.52         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-04-20      | 4.5000%  | 0.0000% | $243862.00         | $236701.85         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-04-20      | 4.0000%  | 0.0000% | $163053.00         | $153450.33         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-05-20      | 4.5000%  | 0.0000% | $71748.00          | $69506.16          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-09-20      | 5.0000%  | 0.0000% | $358538.00         | $354940.25         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2062-05-20      | 4.0000%  | 0.0000% | $100334.00         | $92925.55          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2062-05-20      | 4.5000%  | 0.0000% | $117419.00         | $112880.60         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2062-04-20      | 3.5000%  | 0.0000% | $56898.00          | $50767.53          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2062-04-20      | 3.5000%  | 0.0000% | $77562.00          | $69123.36          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2062-05-20      | 4.0000%  | 0.0000% | $250110.00         | $231974.36         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2062-09-20      | 5.0000%  | 0.0000% | $502346.00         | $283142.65         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-10-20      | 4.0000%  | 0.0000% | $285259.00         | $266971.98         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2063-12-20      | 7.5000%  | 0.0000% | $182463.00         | $188191.75         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2062-05-20      | 4.5000%  | 0.0000% | $181572.00         | $174848.27         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-08-20      | 4.5000%  | 0.0000% | $134242.00         | $129829.68         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-12-20      | 5.0000%  | 0.0000% | $169754.00         | $168363.24         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-10-20      | 5.0000%  | 0.0000% | $130551.00         | $129325.30         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-11-20      | 5.0000%  | 0.0000% | $216292.00         | $214078.58         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-12-20      | 4.0000%  | 0.0000% | $290206.00         | $271930.39         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-08-20      | 6.0000%  | 0.0000% | $130085.00         | $132765.08         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-07-20      | 4.0000%  | 0.0000% | $167321.00         | $158047.62         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-08-20      | 7.0000%  | 0.0000% | $320276.00         | $331041.31         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-07-20      | 5.0000%  | 0.0000% | $292535.00         | $291468.13         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-09-20      | 7.0000%  | 0.0000% | $376165.00         | $388817.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-10-20      | 6.5000%  | 0.0000% | $270582.00         | $279909.68         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-07-20      | 7.0000%  | 0.0000% | $104646.00         | $108117.69         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-04-20      | 6.0000%  | 0.0000% | $363678.00         | $371121.05         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-05-20      | 7.5000%  | 0.0000% | $186893.00         | $192506.70         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-04-20      | 7.5000%  | 0.0000% | $138677.00         | $142806.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-05-20      | 7.5000%  | 0.0000% | $435366.00         | $154500.89         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-03-20      | 7.5000%  | 0.0000% | $154776.00         | $159359.69         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-04-20      | 7.5000%  | 0.0000% | $112244.00         | $115585.96         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-04-20      | 7.5000%  | 0.0000% | $271714.00         | $279725.75         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-04-20      | 7.5000%  | 0.0000% | $118734.00         | $122255.94         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2063-12-20      | 7.5000%  | 0.0000% | $258150.00         | $265872.65         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-04-20      | 7.5000%  | 0.0000% | $272540.00         | $280502.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-05-20      | 7.5000%  | 0.0000% | $586123.00         | $239033.55         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-04-20      | 7.5000%  | 0.0000% | $542085.00         | $272474.96         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2063-12-20      | 7.5000%  | 0.0000% | $200620.00         | $206475.71         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2063-12-20      | 7.5000%  | 0.0000% | $129765.00         | $132715.67         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-06-20      | 7.5000%  | 0.0000% | $511538.00         | $251416.80         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2062-04-20      | 3.5000%  | 0.0000% | $240604.00         | $212362.84         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2062-09-20      | 5.0000%  | 0.0000% | $295920.00         | $292450.08         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-03-20      | 7.5000%  | 0.0000% | $65105.00          | $67036.11          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-06-20      | 4.5000%  | 0.0000% | $178152.00         | $171787.77         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-01-20      | 7.5000%  | 0.0000% | $315652.00         | $325091.31         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-06-20      | 7.5000%  | 0.0000% | $306452.00         | $315448.91         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-08-20      | 5.0000%  | 0.0000% | $104148.00         | $103051.18         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-08-20      | 4.0000%  | 0.0000% | $100293.00         | $93829.89          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-08-20      | 5.0000%  | 0.0000% | $403900.00         | $265349.21         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-08-20      | 5.0000%  | 0.0000% | $279136.00         | $276056.60         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-08-20      | 4.0000%  | 0.0000% | $182009.00         | $170279.86         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-08-20      | 4.5000%  | 0.0000% | $226088.00         | $218343.88         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2062-09-20      | 5.0000%  | 0.0000% | $271999.00         | $268113.43         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-06-20      | 7.5000%  | 0.0000% | $284645.00         | $292960.67         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-01-20      | 6.0000%  | 0.0000% | $287654.00         | $293565.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-12-20      | 3.0000%  | 0.0000% | $8764.00           | $7620.27           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-03-20      | 7.5000%  | 0.0000% | $273814.00         | $281957.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-12-20      | 8.0000%  | 0.0000% | $973507.00         | $118290.15         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-02-20      | 7.5000%  | 0.0000% | $507456.00         | $275531.22         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-05-20      | 7.5000%  | 0.0000% | $575702.00         | $333524.06         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-04-20      | 7.5000%  | 0.0000% | $129217.00         | $132966.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-12-20      | 4.5000%  | 0.0000% | $339298.00         | $326153.45         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-04-20      | 7.5000%  | 0.0000% | $143305.00         | $147508.44         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2062-04-20      | 3.0000%  | 0.0000% | $6807.00           | $5907.52           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2062-06-20      | 4.0000%  | 0.0000% | $389129.00         | $203331.58         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-06-20      | 7.5000%  | 0.0000% | $584840.00         | $315711.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-12-20      | 8.0000%  | 0.0000% | $178115.00         | $185585.76         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2063-12-20      | 8.0000%  | 0.0000% | $97294.00          | $101315.40         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2063-12-20      | 8.0000%  | 0.0000% | $216605.00         | $127450.72         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-05-20      | 8.0000%  | 0.0000% | $135729.00         | $60972.78          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-05-20      | 7.5000%  | 0.0000% | $87530.00          | $90117.30          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-06-20      | 7.5000%  | 0.0000% | $405913.00         | $230278.79         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2060-01-20      | 5.0000%  | 0.0000% | $116204.00         | $114308.67         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2063-12-20      | 7.5000%  | 0.0000% | $96492.00          | $99378.25          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-09-20      | 5.0000%  | 0.0000% | $83337.00          | $82063.59          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2063-10-20      | 7.5000%  | 0.0000% | $43370.00          | $44616.75          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-05-20      | 7.5000%  | 0.0000% | $721029.00         | $313569.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-12-20      | 7.5000%  | 0.0000% | $798059.00         | $332687.62         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-03-20      | 4.0000%  | 0.0000% | $218157.00         | $205109.41         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-02-20      | 5.0000%  | 0.0000% | $374850.00         | $372333.10         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-03-20      | 4.0000%  | 0.0000% | $316728.00         | $297759.51         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-03-20      | 3.0000%  | 0.0000% | $308496.00         | $271807.63         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-02-20      | 3.0000%  | 0.0000% | $382947.00         | $336849.41         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-01-20      | 3.5000%  | 0.0000% | $199373.00         | $178502.02         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-03-20      | 3.5000%  | 0.0000% | $277454.00         | $249025.02         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-06-20      | 6.0000%  | 0.0000% | $124574.00         | $127109.65         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-10-20      | 6.5000%  | 0.0000% | $85969.00          | $88606.59          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-04-20      | 5.0000%  | 0.0000% | $188952.00         | $187754.80         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-06-20      | 3.5000%  | 0.0000% | $221838.00         | $199659.83         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-12-20      | 4.5000%  | 0.0000% | $161636.00         | $156823.94         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-03-20      | 4.5000%  | 0.0000% | $95783.00          | $92948.65          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-03-20      | 5.0000%  | 0.0000% | $376767.00         | $374189.46         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-04-20      | 5.0000%  | 0.0000% | $107710.00         | $106977.85         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-03-20      | 3.0000%  | 0.0000% | $235939.00         | $207882.29         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-02-20      | 5.0000%  | 0.0000% | $184246.00         | $182986.73         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-11-20      | 4.5000%  | 0.0000% | $131036.00         | $127007.96         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-01-20      | 4.0000%  | 0.0000% | $349246.00         | $328053.00         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-09-20      | 7.0000%  | 0.0000% | $166383.00         | $171977.56         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-08-20      | 7.0000%  | 0.0000% | $33766.00          | $34888.79          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-08-20      | 7.0000%  | 0.0000% | $397330.00         | $410540.24         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-07-20      | 6.0000%  | 0.0000% | $375058.00         | $382632.40         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-11-20      | 5.5000%  | 0.0000% | $187587.00         | $189179.47         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-02-20      | 5.5000%  | 0.0000% | $130464.00         | $131639.84         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-04-20      | 7.0000%  | 0.0000% | $311805.00         | $322288.61         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-08-20      | 7.0000%  | 0.0000% | $149093.00         | $154017.59         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-08-20      | 7.0000%  | 0.0000% | $228260.00         | $235849.65         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-07-20      | 7.0000%  | 0.0000% | $195517.00         | $202022.44         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-01-20      | 4.5000%  | 0.0000% | $185785.00         | $180091.07         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-05-20      | 5.0000%  | 0.0000% | $146079.00         | $144961.78         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-09-20      | 6.5000%  | 0.0000% | $279934.00         | $289936.79         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-08-20      | 5.0000%  | 0.0000% | $338888.00         | $337841.74         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-03-20      | 5.0000%  | 0.0000% | $230439.00         | $229586.93         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-02-20      | 7.0000%  | 0.0000% | $79265.00          | $81929.62          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2062-12-20      | 7.0000%  | 0.0000% | $28933.00          | $29130.82          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-08-20      | 3.5000%  | 0.0000% | $363721.00         | $328188.93         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-09-20      | 6.5000%  | 0.0000% | $147249.00         | $152270.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-07-20      | 7.0000%  | 0.0000% | $108786.00         | $112854.74         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-09-20      | 7.0000%  | 0.0000% | $71087.00          | $73742.83          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-09-20      | 7.0000%  | 0.0000% | $106509.00         | $110129.06         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-10-20      | 6.5000%  | 0.0000% | $313948.00         | $324770.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-10-20      | 6.5000%  | 0.0000% | $167749.00         | $173342.70         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-09-20      | 6.5000%  | 0.0000% | $153494.00         | $158612.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-10-20      | 7.0000%  | 0.0000% | $287338.00         | $297104.14         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-09-20      | 7.0000%  | 0.0000% | $368414.00         | $380935.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-09-20      | 7.0000%  | 0.0000% | $128693.00         | $133501.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-09-20      | 7.0000%  | 0.0000% | $289437.00         | $299274.48         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-09-20      | 6.5000%  | 0.0000% | $197606.00         | $204343.71         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-02-20      | 3.0000%  | 0.0000% | $300532.00         | $264534.03         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-03-20      | 4.0000%  | 0.0000% | $369685.00         | $347299.92         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-03-20      | 5.0000%  | 0.0000% | $148992.00         | $147926.53         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-03-20      | 4.0000%  | 0.0000% | $308286.00         | $289592.82         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-08-20      | 6.0000%  | 0.0000% | $188016.00         | $191857.54         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-08-20      | 6.5000%  | 0.0000% | $159208.00         | $164696.32         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-09-20      | 6.0000%  | 0.0000% | $158997.00         | $162341.82         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-09-20      | 7.0000%  | 0.0000% | $310133.00         | $320673.59         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-10-20      | 6.5000%  | 0.0000% | $373360.00         | $386230.34         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-08-20      | 7.0000%  | 0.0000% | $195180.00         | $204162.64         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-10-20      | 5.5000%  | 0.0000% | $295676.00         | $298673.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-10-20      | 7.0000%  | 0.0000% | $223138.00         | $230722.09         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-07-20      | 7.0000%  | 0.0000% | $100000.00         | $103427.83         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-06-20      | 5.5000%  | 0.0000% | $377626.00         | $381221.88         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-08-20      | 7.0000%  | 0.0000% | $123864.00         | $128164.48         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-09-20      | 6.0000%  | 0.0000% | $289895.00         | $295283.86         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-10-20      | 5.5000%  | 0.0000% | $229738.00         | $232309.53         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-09-20      | 6.0000%  | 0.0000% | $391886.00         | $400130.11         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-08-20      | 5.5000%  | 0.0000% | $383323.00         | $387207.34         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2062-04-20      | 3.5000%  | 0.0000% | $155551.00         | $139324.15         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2062-09-20      | 5.0000%  | 0.0000% | $287408.00         | $285156.66         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2062-05-20      | 4.0000%  | 0.0000% | $117016.00         | $108766.97         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2062-09-20      | 5.0000%  | 0.0000% | $46268.00          | $45925.13          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2062-09-20      | 4.5000%  | 0.0000% | $152075.00         | $147001.31         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-02-20      | 5.0000%  | 0.0000% | $272269.00         | $270241.28         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-01-20      | 3.0000%  | 0.0000% | $361027.00         | $317968.64         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-01-20      | 3.0000%  | 0.0000% | $287040.00         | $252938.71         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-03-20      | 3.5000%  | 0.0000% | $429886.00         | $386135.60         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-07-20      | 6.0000%  | 0.0000% | $223550.00         | $227231.10         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-07-20      | 6.0000%  | 0.0000% | $366179.00         | $373722.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-08-20      | 4.6250%  | 0.0000% | $28860026.00       | $799090.13         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-07-20      | 4.6250%  | 0.0000% | $4053712.00        | $409106.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-09-20      | 4.6250%  | 0.0000% | $44659976.00       | $421390.34         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-11-20      | 4.7500%  | 0.0000% | $22580105.00       | $406583.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-01-20      | 5.6250%  | 0.0000% | $10925814.00       | $316075.87         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-08-20      | 7.0000%  | 0.0000% | $243165.00         | $251429.53         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2063-12-20      | 6.0000%  | 0.0000% | $250630.00         | $256189.98         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-09-20      | 2.5000%  | 0.0000% | $92023.00          | $81370.72          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-08-20      | 5.5000%  | 0.0000% | $261830.00         | $264759.44         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-08-20      | 6.0000%  | 0.0000% | $303988.00         | $310382.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-08-20      | 6.5000%  | 0.0000% | $151675.00         | $156903.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-09-20      | 6.5000%  | 0.0000% | $383469.00         | $396688.20         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-07-20      | 7.0000%  | 0.0000% | $289402.00         | $298491.16         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-03-20      | 6.0000%  | 0.0000% | $243235.00         | $245393.66         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-08-20      | 7.0000%  | 0.0000% | $136437.00         | $141025.84         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-09-20      | 6.5000%  | 0.0000% | $226911.00         | $234733.00         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-10-20      | 6.5000%  | 0.0000% | $343790.00         | $355641.01         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-09-20      | 5.5000%  | 0.0000% | $328363.00         | $331691.73         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-07-20      | 7.0000%  | 0.0000% | $29722.00          | $30707.20          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-07-20      | 7.0000%  | 0.0000% | $34846.00          | $35993.00          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-06-20      | 7.0000%  | 0.0000% | $63597.00          | $65674.24          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-08-20      | 7.0000%  | 0.0000% | $102261.00         | $105663.68         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-07-20      | 7.0000%  | 0.0000% | $142276.00         | $147003.37         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2062-04-20      | 3.5000%  | 0.0000% | $66476.00          | $59917.94          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-09-20      | 6.5000%  | 0.0000% | $261067.00         | $269967.08         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-09-20      | 6.5000%  | 0.0000% | $385241.00         | $398274.03         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-07-20      | 7.0000%  | 0.0000% | $52891.00          | $54650.83          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-08-20      | 6.5000%  | 0.0000% | $164023.00         | $169610.77         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-08-20      | 7.0000%  | 0.0000% | $119257.00         | $123267.81         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-04-20      | 6.0000%  | 0.0000% | $114589.00         | $116944.91         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-02-20      | 3.0000%  | 0.0000% | $237463.00         | $210229.49         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-05-20      | 5.5000%  | 0.0000% | $273756.00         | $276098.71         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-04-20      | 4.5000%  | 0.0000% | $393502.00         | $382793.37         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-05-20      | 6.5000%  | 0.0000% | $100933.00         | $104332.17         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-02-20      | 3.0000%  | 0.0000% | $301855.00         | $266959.36         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-01-20      | 4.0000%  | 0.0000% | $322443.00         | $304603.63         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-05-20      | 6.5000%  | 0.0000% | $98066.00          | $101370.23         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-09-20      | 7.0000%  | 0.0000% | $71745.00          | $74146.33          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-09-20      | 7.0000%  | 0.0000% | $176159.00         | $181993.86         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-07-20      | 7.0000%  | 0.0000% | $227391.00         | $234626.66         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-08-20      | 6.0000%  | 0.0000% | $162672.00         | $165953.23         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-09-20      | 6.5000%  | 0.0000% | $60265.00          | $62319.70          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-09-20      | 6.5000%  | 0.0000% | $379775.00         | $392605.47         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-03-20      | 4.0000%  | 0.0000% | $262330.00         | $246917.17         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-03-20      | 4.5000%  | 0.0000% | $122012.00         | $118542.94         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-10-20      | 5.5000%  | 0.0000% | $161424.00         | $163366.95         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-08-20      | 7.5000%  | 0.0000% | $396685.00         | $407231.94         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2063-12-20      | 7.5000%  | 0.0000% | $234509.00         | $241760.04         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-09-20      | 7.5000%  | 0.0000% | $98844.00          | $101886.24         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-11-20      | 3.5000%  | 0.0000% | $341900.00         | $306191.58         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2063-05-20      | 5.0000%  | 0.0000% | $143472.00         | $142103.86         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-12-20      | 3.0000%  | 0.0000% | $168031.00         | $147532.77         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-09-20      | 5.0000%  | 0.0000% | $68385.00          | $67689.44          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-10-20      | 7.5000%  | 0.0000% | $220193.00         | $226790.15         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2060-02-20      | 5.0000%  | 0.0000% | $94534.00          | $93373.81          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-04-20      | 5.0000%  | 0.0000% | $619052.00         | $195666.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 7.0000%  | 0.0000% | $731061.00         | $58691.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 7.0000%  | 0.0000% | $1048000.00        | $272666.24         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 6.5000%  | 0.0000% | $862643.00         | $364858.57         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 7.0000%  | 0.0000% | $995000.00         | $399151.04         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-03-20      | 4.0000%  | 0.0000% | $68552.00          | $63903.57          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2061-08-20      | 3.5000%  | 0.0000% | $301096.00         | $266479.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-03-20      | 2.5000%  | 0.0000% | $29965.00          | $14497.08          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-01-20      | 7.5000%  | 0.0000% | $415761.00         | $220076.33         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-09-20      | 5.0000%  | 0.0000% | $206186.00         | $205381.42         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-12-20      | 6.0000%  | 0.0000% | $234165.00         | $237750.82         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-08-20      | 6.0000%  | 0.0000% | $380522.00         | $388358.19         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-06-20      | 5.5000%  | 0.0000% | $357074.00         | $359923.95         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-08-20      | 7.0000%  | 0.0000% | $112110.00         | $115838.62         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-10-20      | 7.0000%  | 0.0000% | $153927.00         | $159158.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-08-20      | 7.0000%  | 0.0000% | $261110.00         | $269538.40         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-08-20      | 6.5000%  | 0.0000% | $245886.00         | $252784.00         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-08-20      | 7.0000%  | 0.0000% | $183997.00         | $190117.72         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-08-20      | 6.0000%  | 0.0000% | $314616.00         | $321097.88         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-08-20      | 7.0000%  | 0.0000% | $34070.00          | $35215.83          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-08-20      | 6.0000%  | 0.0000% | $205246.00         | $209464.70         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-08-20      | 7.0000%  | 0.0000% | $253217.00         | $261638.02         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-08-20      | 7.0000%  | 0.0000% | $124998.00         | $129154.59         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-02-20      | 5.0000%  | 0.0000% | $339624.00         | $336894.48         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2063-11-20      | 7.5000%  | 0.0000% | $194414.00         | $200548.32         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-11-20      | 5.0000%  | 0.0000% | $217178.00         | $214977.05         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-11-20      | 4.0000%  | 0.0000% | $132475.00         | $124258.73         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-02-20      | 3.0000%  | 0.0000% | $201540.00         | $177363.67         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-03-20      | 3.5000%  | 0.0000% | $102368.00         | $91861.62          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-01-20      | 5.0000%  | 0.0000% | $78091.00          | $77412.33          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-01-20      | 5.0000%  | 0.0000% | $117910.00         | $116957.88         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-11-20      | 3.5000%  | 0.0000% | $282196.00         | $253672.16         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-12-20      | 4.0000%  | 0.0000% | $388544.00         | $365680.10         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-12-20      | 4.5000%  | 0.0000% | $202346.00         | $196453.46         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-05-20      | 4.0000%  | 0.0000% | $322508.00         | $303929.91         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-03-20      | 3.0000%  | 0.0000% | $312668.00         | $276524.03         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-03-20      | 5.5000%  | 0.0000% | $251443.00         | $253563.03         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-11-20      | 3.5000%  | 0.0000% | $241641.00         | $217274.63         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-01-20      | 4.0000%  | 0.0000% | $411497.00         | $387238.07         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-11-20      | 4.5000%  | 0.0000% | $375257.00         | $364254.92         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-04-20      | 3.0000%  | 0.0000% | $155899.00         | $137452.74         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-02-20      | 4.0000%  | 0.0000% | $326927.00         | $67670.92          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-06-20      | 5.0000%  | 0.0000% | $204777.00         | $202597.62         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-02-20      | 5.0000%  | 0.0000% | $186973.00         | $185882.13         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-04-20      | 3.0000%  | 0.0000% | $163569.00         | $144217.28         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-03-20      | 3.0000%  | 0.0000% | $363840.00         | $320569.71         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-03-20      | 3.0000%  | 0.0000% | $240022.00         | $211682.67         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-12-20      | 2.5000%  | 0.0000% | $222117.00         | $182436.37         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-08-20      | 4.0000%  | 0.0000% | $231420.00         | $217786.91         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-05-20      | 4.5000%  | 0.0000% | $168712.00         | $163775.99         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-03-20      | 4.0000%  | 0.0000% | $295645.00         | $278228.82         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-03-20      | 5.0000%  | 0.0000% | $279081.00         | $277306.95         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-03-20      | 4.5000%  | 0.0000% | $108154.00         | $104730.25         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-04-20      | 3.0000%  | 0.0000% | $370702.00         | $326940.25         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-03-20      | 4.0000%  | 0.0000% | $185018.00         | $174097.93         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-12-20      | 4.0000%  | 0.0000% | $160221.00         | $150135.38         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2063-12-20      | 7.5000%  | 0.0000% | $323204.00         | $333289.14         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-12-20      | 3.5000%  | 0.0000% | $238984.00         | $213859.78         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-01-20      | 5.0000%  | 0.0000% | $365218.00         | $362080.95         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2063-11-20      | 7.5000%  | 0.0000% | $121033.00         | $124889.38         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-10-20      | 3.0000%  | 0.0000% | $396450.00         | $348242.13         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-11-20      | 4.0000%  | 0.0000% | $69408.00          | $65066.52          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-01-20      | 4.5000%  | 0.0000% | $247363.00         | $239553.86         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-12-20      | 5.0000%  | 0.0000% | $85708.00          | $84976.23          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-12-20      | 4.5000%  | 0.0000% | $412996.00         | $399856.65         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-11-20      | 3.0000%  | 0.0000% | $324427.00         | $285066.34         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-01-20      | 5.0000%  | 0.0000% | $52565.00          | $52126.76          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-11-20      | 7.5000%  | 0.0000% | $271043.00         | $279570.76         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-11-20      | 5.0000%  | 0.0000% | $106872.00         | $105923.66         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-01-20      | 4.5000%  | 0.0000% | $201030.00         | $195009.39         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-12-20      | 5.0000%  | 0.0000% | $142799.00         | $141551.68         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-01-20      | 4.5000%  | 0.0000% | $122942.00         | $119105.92         | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 934QAM005, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 934QAM005_4.16_1103
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae       | 2053-03-01      | 5.5000%  | 0.0000% | $36054318.00       | $28198043.70       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-03-01      | 6.5000%  | 0.0000% | $31796288.00       | $23187174.02       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-07-01      | 4.5000%  | 0.0000% | $24649680.00       | $21669069.61       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-11-01      | 6.0000%  | 0.0000% | $25507238.00       | $21087573.74       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-08-01      | 6.0000%  | 0.0000% | $77353984.00       | $79421709.64       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-06-01      | 5.5000%  | 0.0000% | $3484000.00        | $3526205.39        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 6.5000%  | 0.0000% | $26980319.00       | $28104616.64       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-10-01      | 5.5000%  | 0.0000% | $80783491.00       | $83216864.90       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 5.5000%  | 0.0000% | $27272530.00       | $28048606.20       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-11-01      | 3.0000%  | 0.0000% | $1707148.00        | $1059558.82        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-07-01      | 5.0000%  | 0.0000% | $6000.00           | $5139.52           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-07-01      | 5.0000%  | 0.0000% | $998096.00         | $857163.88         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-12-01      | 5.5000%  | 0.0000% | $49743900.00       | $46092871.47       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-02-01      | 7.0000%  | 0.0000% | $1035998.00        | $1096698.93        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 6.0000%  | 0.0000% | $18277408.00       | $18529304.72       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 5.5000%  | 0.0000% | $21433360.00       | $21738940.73       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-08-01      | 3.5000%  | 0.0000% | $1669062.00        | $485410.27         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-06-01      | 4.0000%  | 0.0000% | $1470714.00        | $667753.24         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2062-03-01      | 2.5000%  | 0.0000% | $137514.00         | $93020.46          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 5.0000%  | 0.0000% | $6444143.00        | $4901751.40        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-08-01      | 5.0000%  | 0.0000% | $1145808.00        | $1101172.84        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-10-01      | 5.0000%  | 0.0000% | $1633062.00        | $1341390.12        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2042-06-01      | 4.0000%  | 0.0000% | $194788327.00      | $17994171.46       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2049-02-01      | 5.0000%  | 0.0000% | $2341476.00        | $796994.51         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2049-04-01      | 4.5000%  | 0.0000% | $3544256.00        | $1034987.82        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2049-04-01      | 4.0000%  | 0.0000% | $1611920.00        | $692264.84         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2049-05-01      | 4.0000%  | 0.0000% | $1046978.00        | $387279.97         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2046-11-01      | 4.0000%  | 0.0000% | $3359676.00        | $869387.46         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2048-06-01      | 4.5000%  | 0.0000% | $1099300.00        | $480654.55         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-12-01      | 5.5000%  | 0.0000% | $22830720.00       | $21947474.78       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-01-01      | 6.0000%  | 0.0000% | $21810760.00       | $21226621.97       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2046-06-01      | 4.5000%  | 0.0000% | $5027495.00        | $4673657.93        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-01-01      | 5.0000%  | 0.0000% | $3666812.00        | $3527051.92        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-01-01      | 5.5000%  | 0.0000% | $21713312.00       | $21086591.24       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-08-01      | 5.5000%  | 0.0000% | $118975337.00      | $120044591.15      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-07-01      | 5.5000%  | 0.0000% | $36491613.00       | $36954757.52       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-07-01      | 4.0000%  | 0.0000% | $6444700.00        | $6099612.91        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-11-01      | 4.5000%  | 0.0000% | $19292735.00       | $19364253.17       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-02-01      | 6.0000%  | 0.0000% | $24996000.00       | $21689053.58       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-09-01      | 5.5000%  | 0.0000% | $7314064.00        | $6244568.89        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 3.0000%  | 0.0000% | $38999.00          | $32147.39          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-10-01      | 5.5000%  | 0.0000% | $47509920.00       | $47415628.36       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-08-01      | 5.0000%  | 0.0000% | $1027304.00        | $980505.69         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-01-01      | 6.0000%  | 0.0000% | $1121038.00        | $795996.48         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-07-01      | 5.0000%  | 0.0000% | $199606.00         | $194376.83         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-08-01      | 6.0000%  | 0.0000% | $1020254.00        | $1032645.40        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-09-01      | 6.5000%  | 0.0000% | $1204150.00        | $752156.10         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-03-01      | 4.0000%  | 0.0000% | $22029883.00       | $17159054.34       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-06-01      | 6.0000%  | 0.0000% | $56793417.00       | $88185.29          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-05-01      | 4.0000%  | 0.0000% | $146472.00         | $15099.26          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-01-01      | 6.0000%  | 0.0000% | $44762425.00       | $427733.58         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-09-01      | 5.5000%  | 0.0000% | $22954752.00       | $21111460.44       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-03-01      | 5.5000%  | 0.0000% | $17574368.00       | $13567511.82       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $773.66            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $962.50            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-02-01      | 5.5000%  | 0.0000% | $21523360.00       | $21030524.13       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-05-01      | 5.5000%  | 0.0000% | $21560032.00       | $21294336.50       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-09-01      | 6.0000%  | 0.0000% | $20870816.00       | $21709534.26       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-01-01      | 3.0000%  | 0.0000% | $4440007.00        | $2247607.80        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-10-01      | 4.5500%  | 0.0000% | $13525000.00       | $13593743.07       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2035-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1030.10           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-10-01      | 4.7450%  | 0.0000% | $32194000.00       | $32863479.61       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-06-01      | 3.5000%  | 0.0000% | $40551041.00       | $24519497.69       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-06-01      | 3.0000%  | 0.0000% | $41583616.00       | $24363735.99       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-03-01      | 5.5000%  | 0.0000% | $4484308.00        | $4411838.63        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $967.25            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 5.0000%  | 0.0000% | $18000.00          | $12738.72          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-02-01      | 4.0000%  | 0.0000% | $10885461.00       | $3311781.64        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-12-01      | 2.0000%  | 0.0000% | $41357104.00       | $23303614.76       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 4.5000%  | 0.0000% | $5676344.00        | $4218251.83        | Agency Mortgage-Backed Securities |

### Security 188: Prudential Insurance Company of America Repo

- **C.1 - Title:** Prudential Insurance Company of America Repo 4.169900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 934QUK007, C.3 - LEI: N/A, C.5 - Other ID: 934QUK007_4.17_1103
- **C.18 - Value (incl. sponsor support):** $500776250.00
- **C.18.a - Value (excl. sponsor support):** $500776250.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIPS          | 2052-08-15      | NA       | 0.0000% | $100000000.00      | $27886000.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 3.6250%  | 0.0000% | $100000000.00      | $100220217.54      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 4.3750%  | 0.0000% | $50000000.00       | $50781250.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-11-15      | 4.0000%  | 0.0000% | $49000000.00       | $44778077.45       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-05-15      | 2.8750%  | 0.0000% | $20000000.00       | $15035937.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-05-15      | 3.0000%  | 0.0000% | $20000000.00       | $15697418.48       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2050-08-15      | NA       | 0.0000% | $50000000.00       | $15445700.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2050-02-15      | NA       | 0.0000% | $100000000.00      | $31504800.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2049-11-15      | NA       | 0.0000% | $100000000.00      | $31881500.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2048-02-15      | NA       | 0.0000% | $250000000.00      | $86563500.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2041-08-15      | NA       | 0.0000% | $15000000.00       | $7334040.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2046-11-15      | NA       | 0.0000% | $33000000.00       | $12000186.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2042-05-15      | NA       | 0.0000% | $25000000.00       | $11424400.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2041-11-15      | NA       | 0.0000% | $14000000.00       | $6592096.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2039-11-15      | NA       | 0.0000% | $50000000.00       | $26341100.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2037-02-15      | NA       | 0.0000% | $45000000.00       | $27581175.00       | U.S. Treasuries (including strips) |

### Security 189: Fixed Income Clearing Corp. Tri Party Repo - BNYM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 4.149900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 934QYA005, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 934QYA005_4.15_1103
- **C.18 - Value (incl. sponsor support):** $1420000000.00
- **C.18.a - Value (excl. sponsor support):** $1420000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $15316500.00       | $15731768.61       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 4.2500%  | 0.0000% | $625739600.00      | $647268272.95      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-01-22      | NA       | 0.0000% | $110000000.00      | $109000000.00      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-10-01      | NA       | 0.0000% | $125000000.00      | $121000000.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 1.6250%  | 0.0000% | $125000000.00      | $123000000.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-15      | 2.7500%  | 0.0000% | $118000000.00      | $111000000.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-09-30      | 3.6250%  | 0.0000% | $122000000.00      | $121000000.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $77700000.00       | $79500000.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-12-31      | 4.5000%  | 0.0000% | $115000000.00      | $121000000.00      | U.S. Treasuries (including strips) |

### Security 190: National Australia Bank Ltd. Repo

- **C.1 - Title:** National Australia Bank Ltd. Repo 4.149900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 935EJW000, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: 935EJW000_4.15_1103
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $571905000.00      | $561059396.69      | U.S. Treasuries (including strips) |

### Security 191: Standard Chartered Bank Tri Party Repo

- **C.1 - Title:** Standard Chartered Bank Tri Party Repo 4.149900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 935MKJ009, C.3 - LEI: N/A, C.5 - Other ID: 935MKJ009_4.15_1103
- **C.18 - Value (incl. sponsor support):** $115000000.00
- **C.18.a - Value (excl. sponsor support):** $115000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-08-31      | 3.6250%  | 0.0000% | $4165700.00        | $4191620.76        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-11      | NA       | 0.0000% | $113572000.00      | $113108399.10      | U.S. Treasuries (including strips) |

### Security 192: Banco Santander SA Tri Party Repo

- **C.1 - Title:** Banco Santander SA Tri Party Repo 4.169900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 936TGF006, C.3 - LEI: N/A, C.5 - Other ID: 936TGF006_4.17_1103
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                     | 2054-12-01      | 5.5000%  | 0.0000% | $7296512.00        | $6817975.50        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-03-01      | 5.5000%  | 0.0000% | $3088.00           | $188.10            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-01-01      | 6.0000%  | 0.0000% | $3000.00           | $3014.92           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-01-01      | 6.5000%  | 0.0000% | $17828190.00       | $17681925.31       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $998.79            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $662.03            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-01-01      | 2.0000%  | 0.0000% | $846760.00         | $572812.35         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-03-01      | 3.5000%  | 0.0000% | $2240.00           | $1538.30           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $694.28            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-05-20      | 5.5000%  | 0.0000% | $73000.00          | $6268.84           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-06-20      | 5.5000%  | 0.0000% | $9013.00           | $961.52            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-05-20      | 5.5000%  | 0.0000% | $45000.00          | $4132.48           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-07-20      | 3.0000%  | 0.0000% | $471296.00         | $64461.30          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-09-20      | 5.0000%  | 0.0000% | $1000.00           | $126.43            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-01-20      | 2.0000%  | 0.0000% | $15000.00          | $6302.65           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-01-20      | 2.5000%  | 0.0000% | $1000.00           | $376.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 3.5000%  | 0.0000% | $1462285.00        | $546491.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-06-20      | 2.5000%  | 0.0000% | $1000.00           | $397.70            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2035-04-20      | 2.5000%  | 0.0000% | $1000.00           | $128.99            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-10-20      | 6.0000%  | 0.0000% | $10000.00          | $2509.74           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-05-20      | 5.5000%  | 0.0000% | $9001.00           | $2348.64           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | 6.0000%  | 0.0000% | $24000.00          | $6384.15           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-05-20      | 1.5000%  | 0.0000% | $1000.00           | $607.96            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-05-20      | 4.0000%  | 0.0000% | $11619088.00       | $8479622.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 2.5000%  | 0.0000% | $1000.00           | $530.22            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-06-20      | 2.0000%  | 0.0000% | $1000.00           | $468.25            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 3.5000%  | 0.0000% | $1024.00           | $477.33            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 4.0000%  | 0.0000% | $2246.00           | $1005.19           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 4.0000%  | 0.0000% | $1032.00           | $484.08            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | 5.0000%  | 0.0000% | $20000.00          | $5983.91           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 4.0000%  | 0.0000% | $295921.00         | $160994.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | 5.0000%  | 0.0000% | $31924.00          | $12681.74          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | 3.5000%  | 0.0000% | $2462680.00        | $1601559.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 4.5000%  | 0.0000% | $1001.00           | $767.15            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 2.5000%  | 0.0000% | $1024.00           | $641.34            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | 2.0000%  | 0.0000% | $96394.00          | $55820.54          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-11-20      | 3.5000%  | 0.0000% | $50267.00          | $37628.55          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-20      | 5.5000%  | 0.0000% | $138669.00         | $96895.12          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 4.5000%  | 0.0000% | $1000.00           | $867.88            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 4.0000%  | 0.0000% | $314484.00         | $293336.15         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | 4.0000%  | 0.0000% | $423778.00         | $395996.07         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-04-01      | 7.0000%  | 0.0000% | $2763227.00        | $2902365.52        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-06-01      | 6.0000%  | 0.0000% | $3452776.00        | $3516740.72        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-07-01      | 6.0000%  | 0.0000% | $5951024.00        | $6061890.87        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-07-01      | 6.5000%  | 0.0000% | $2008.00           | $2053.33           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-07-01      | 5.5000%  | 0.0000% | $3000.00           | $3055.06           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-07-01      | 6.0000%  | 0.0000% | $1008.00           | $952.90            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-08-01      | 5.5000%  | 0.0000% | $3255297.00        | $3291917.47        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-08-01      | 6.5000%  | 0.0000% | $1329166.00        | $1399692.68        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-08-01      | 6.5000%  | 0.0000% | $527258.00         | $560456.94         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 6.5000%  | 0.0000% | $1101912.00        | $1169262.30        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 6.0000%  | 0.0000% | $13501800.00       | $14004088.49       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-08-01      | 6.5000%  | 0.0000% | $2000.00           | $2103.50           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-05-01      | 6.0000%  | 0.0000% | $1184000.00        | $1142825.94        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-08-01      | 6.5000%  | 0.0000% | $1014200.00        | $1016293.75        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-10-01      | 4.5000%  | 0.0000% | $698000.00         | $124736.72         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-05-01      | 4.0000%  | 0.0000% | $2048.00           | $615.13            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-03-01      | 5.0000%  | 0.0000% | $3048.00           | $928.30            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-04-01      | 4.0000%  | 0.0000% | $3865.00           | $768.65            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-06-01      | 2.0000%  | 0.0000% | $2000.00           | $978.63            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-06-01      | 2.0000%  | 0.0000% | $8773632.00        | $3760924.06        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $569.72            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-10-01      | 2.5000%  | 0.0000% | $3904262.00        | $2063415.42        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-10-01      | 2.5000%  | 0.0000% | $8821047.00        | $4628942.42        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-01-01      | 6.0000%  | 0.0000% | $9350384.00        | $8724903.32        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-02-01      | 6.5000%  | 0.0000% | $1543476.00        | $1339359.09        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-02-01      | 7.0000%  | 0.0000% | $1224282.00        | $1155626.29        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.61           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-05-01      | 4.5000%  | 0.0000% | $200228.00         | $195449.91         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $2059.19           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 6.0000%  | 0.0000% | $2734369.00        | $2824808.46        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-08-01      | 5.5000%  | 0.0000% | $3190519.00        | $2762103.94        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-10-01      | 6.0000%  | 0.0000% | $2042900.00        | $2114095.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-08-20      | 3.0000%  | 0.0000% | $1301770.00        | $81603.81          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-09-20      | 3.5000%  | 0.0000% | $323787.00         | $28310.36          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-11-20      | 4.0000%  | 0.0000% | $1000.00           | $82.39             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-04-20      | 4.0000%  | 0.0000% | $7531.00           | $619.93            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2028-10-20      | 2.5000%  | 0.0000% | $1496001.00        | $77969.88          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-03-20      | 4.0000%  | 0.0000% | $1000.00           | $85.86             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-04-20      | 3.0000%  | 0.0000% | $1711588.00        | $176692.14         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-08-20      | 4.0000%  | 0.0000% | $429996.00         | $30152.74          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-04-20      | 4.0000%  | 0.0000% | $129881115.00      | $11681954.86       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-05-20      | 4.0000%  | 0.0000% | $900000.00         | $84815.48          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-11-20      | 3.0000%  | 0.0000% | $994000.00         | $138042.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-03-20      | 4.0000%  | 0.0000% | $954892.00         | $84693.19          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-07-20      | 4.5000%  | 0.0000% | $86069931.00       | $7754871.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-10-20      | 3.0000%  | 0.0000% | $1478000.00        | $199713.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-02-20      | 4.0000%  | 0.0000% | $30676710.00       | $3080090.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-04-20      | 3.0000%  | 0.0000% | $205000.00         | $32033.75          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-06-20      | 6.0000%  | 0.0000% | $2501273.00        | $294258.21         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-09-20      | 4.0000%  | 0.0000% | $1733143.00        | $163782.95         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-09-20      | 5.0000%  | 0.0000% | $2000.00           | $154.61            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-02-20      | 6.0000%  | 0.0000% | $201515.00         | $35620.99          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-10-20      | 4.0000%  | 0.0000% | $1000.00           | $92.48             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-09-20      | 6.0000%  | 0.0000% | $39000.00          | $6366.46           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-12-20      | 4.5000%  | 0.0000% | $1026.00           | $70.06             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-01-20      | 4.5000%  | 0.0000% | $300001.00         | $19683.01          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-03-20      | 5.5000%  | 0.0000% | $2000.00           | $181.79            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-05-20      | 4.5000%  | 0.0000% | $1039.00           | $100.49            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-10-01      | 3.0000%  | 0.0000% | $1024.00           | $638.00            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-03-01      | 5.5000%  | 0.0000% | $2750056.00        | $2282687.05        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-10-01      | 6.5000%  | 0.0000% | $2594480.00        | $2074404.21        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1599.23           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-06-01      | 4.0000%  | 0.0000% | $3362376.00        | $2129905.69        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-12-01      | 4.5000%  | 0.0000% | $4323952.00        | $3640577.54        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-09-01      | 4.5000%  | 0.0000% | $5477320.00        | $4805003.64        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-09-01      | 5.0000%  | 0.0000% | $4222619.00        | $3119622.41        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-09-01      | 5.0000%  | 0.0000% | $1008.00           | $732.64            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-04-01      | 5.0000%  | 0.0000% | $4032.00           | $3626.93           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $643.56            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $794.03            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-11-01      | 5.5000%  | 0.0000% | $5568.00           | $5347.96           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-12-01      | 5.5000%  | 0.0000% | $4720050.00        | $4542511.22        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-01-01      | 5.0000%  | 0.0000% | $1024.00           | $981.72            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $921.20            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $967.51            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-09-01      | 5.5000%  | 0.0000% | $955072.00         | $939619.36         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-06-01      | 6.5000%  | 0.0000% | $3000.00           | $2537.62           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-08-01      | 3.5000%  | 0.0000% | $1024.00           | $887.98            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-01-01      | 3.5000%  | 0.0000% | $2006.00           | $679.86            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-01-01      | 3.0000%  | 0.0000% | $1000.00           | $470.54            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-09-01      | 3.0000%  | 0.0000% | $26390203.00       | $14465917.28       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-05-01      | 3.5000%  | 0.0000% | $36427079.00       | $25739601.11       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-02-01      | 6.0000%  | 0.0000% | $2721129.00        | $2028566.73        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-03-01      | 5.0000%  | 0.0000% | $2048.00           | $1651.73           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-02-01      | 6.0000%  | 0.0000% | $3514184.00        | $2477329.56        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-01      | 6.5000%  | 0.0000% | $3088.00           | $2470.72           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-08-01      | 4.0000%  | 0.0000% | $2080.00           | $1569.88           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1672.95           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-08-01      | 6.0000%  | 0.0000% | $46512.00          | $48266.33          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $3000.00           | $3108.37           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-10-01      | 5.5000%  | 0.0000% | $4932344.00        | $5012096.71        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-10-01      | 5.0000%  | 0.0000% | $1867000.00        | $1870808.06        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-10-01      | 4.0000%  | 0.0000% | $1583538.00        | $1509656.98        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-10-01      | 5.5000%  | 0.0000% | $6372536.00        | $6475575.66        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-10-01      | 6.5000%  | 0.0000% | $910796.00         | $960210.02         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-02-01      | 3.0000%  | 0.0000% | $2367000.00        | $523783.35         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-02-01      | 4.0000%  | 0.0000% | $14456312.00       | $3208991.04        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-12-01      | 3.0000%  | 0.0000% | $228707.00         | $53768.39          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2056-08-01      | 3.5000%  | 0.0000% | $56569586.00       | $16740622.92       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2057-01-01      | 4.0000%  | 0.0000% | $57899160.00       | $20381816.03       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2057-09-01      | 3.5000%  | 0.0000% | $1999608.00        | $716852.39         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 3.5000%  | 0.0000% | $61768086.00       | $22526586.49       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-03-01      | 4.0000%  | 0.0000% | $9517904.00        | $3095097.41        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-08-01      | 3.5000%  | 0.0000% | $37550327.00       | $5775032.10        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-05-01      | 2.5000%  | 0.0000% | $60086.00          | $24799.46          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-08-01      | 4.5000%  | 0.0000% | $2150232.00        | $778516.07         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-10-01      | 4.0000%  | 0.0000% | $596998.00         | $64705.80          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-05-01      | 4.5000%  | 0.0000% | $176000.00         | $35177.62          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $742.81            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1406.61           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-12-01      | 5.0000%  | 0.0000% | $153340.00         | $129480.37         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1569.30           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $802.29            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $819.52            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-03-01      | 5.5000%  | 0.0000% | $3000.00           | $2734.54           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-04-01      | 5.5000%  | 0.0000% | $4080.00           | $3090.37           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-04-01      | 5.0000%  | 0.0000% | $1029.00           | $802.58            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-04-01      | 6.0000%  | 0.0000% | $6393970.00        | $5271004.47        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-04-01      | 6.0000%  | 0.0000% | $2317040.00        | $1834930.48        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $828.54            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-06-01      | 5.5000%  | 0.0000% | $3072.00           | $2823.41           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $965.71            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-05-01      | 5.0000%  | 0.0000% | $911129.00         | $679479.06         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-02-01      | 5.0000%  | 0.0000% | $996000.00         | $916685.40         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-10-01      | 5.5000%  | 0.0000% | $4056.00           | $3621.37           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-10-01      | 6.0000%  | 0.0000% | $6148.00           | $5319.17           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-01      | 6.0000%  | 0.0000% | $2024.00           | $1712.49           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-02-01      | 4.5000%  | 0.0000% | $3092272.00        | $2660626.75        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-07-01      | 6.5000%  | 0.0000% | $1787.00           | $1615.74           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-05-01      | 6.5000%  | 0.0000% | $921850.00         | $824566.50         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-06-01      | 5.5000%  | 0.0000% | $342779.00         | $331131.90         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $966.98            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $972.89            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-10-01      | 5.5000%  | 0.0000% | $1040.00           | $1005.25           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-05-01      | 3.5000%  | 0.0000% | $1001.00           | $398.75            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-12-01      | 3.5000%  | 0.0000% | $29623436.00       | $5738154.45        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-06-01      | 2.5000%  | 0.0000% | $2057.00           | $1018.31           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-02-01      | 2.0000%  | 0.0000% | $1993000.00        | $1177485.15        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-12-01      | 2.0000%  | 0.0000% | $76850.00          | $30391.48          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-05-01      | 2.0000%  | 0.0000% | $43000.00          | $18805.53          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-04-01      | 4.5000%  | 0.0000% | $33132771.00       | $6971153.54        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-05-01      | 4.0000%  | 0.0000% | $62891184.00       | $14289151.93       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-02-01      | 4.5000%  | 0.0000% | $16980904.00       | $3463698.62        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-02-01      | 4.5000%  | 0.0000% | $2075.00           | $384.39            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $146.46            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-02-01      | 6.5000%  | 0.0000% | $3026092.00        | $2444386.11        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-09-01      | 6.0000%  | 0.0000% | $3524030.00        | $3295746.14        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-01-01      | 5.5000%  | 0.0000% | $5733.00           | $5532.11           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-01-01      | 2.5000%  | 0.0000% | $219904.00         | $143114.50         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-01-01      | 5.5000%  | 0.0000% | $2715948.00        | $2119559.18        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-11-01      | 4.0000%  | 0.0000% | $76694.00          | $61491.38          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $824.06            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $810.89            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-11-01      | 6.0000%  | 0.0000% | $2233978.00        | $1900212.96        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-04-01      | 5.0000%  | 0.0000% | $1000.00           | $127.56            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-04-01      | 5.0000%  | 0.0000% | $1017364.00        | $127022.55         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-07-01      | 5.0000%  | 0.0000% | $2374980.00        | $176565.47         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $982.42            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 5.5000%  | 0.0000% | $896587.00         | $909176.96         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-09-01      | 6.5000%  | 0.0000% | $1008.00           | $1012.34           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-06-01      | 5.0000%  | 0.0000% | $7676416.00        | $7551156.08        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-06-01      | 4.5000%  | 0.0000% | $20987488.00       | $2871168.01        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-09-01      | 4.0000%  | 0.0000% | $27322134.00       | $6845187.75        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-05-01      | 4.0000%  | 0.0000% | $8022296.00        | $1575931.48        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-05-01      | 4.0000%  | 0.0000% | $2000.00           | $284.13            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-07-01      | 4.0000%  | 0.0000% | $1024.00           | $160.01            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-02-01      | 3.5000%  | 0.0000% | $2320.00           | $568.76            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-08-01      | 4.0000%  | 0.0000% | $6369136.00        | $1706765.71        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-07-01      | 4.0000%  | 0.0000% | $2048.00           | $561.51            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-05-01      | 4.5000%  | 0.0000% | $1124402.00        | $249843.43         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-05-01      | 3.5000%  | 0.0000% | $1000.00           | $255.40            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $439.04            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-10-01      | 3.5000%  | 0.0000% | $1000.00           | $177.74            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $523.50            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $2016.00           | $1379.06           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $1691532.00        | $1162625.23        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $25400795.00       | $18203817.76       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $5004986.00        | $3442505.80        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $2024.00           | $1410.27           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $1024.00           | $699.16            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 6.5000%  | 0.0000% | $942491.00         | $997995.31         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 6.5000%  | 0.0000% | $1315982.00        | $1392914.49        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-08-01      | 6.5000%  | 0.0000% | $2201555.00        | $2315654.64        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 6.5000%  | 0.0000% | $1580645.00        | $1662331.04        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-10-01      | 5.0000%  | 0.0000% | $4030.00           | $4027.91           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-10-01      | 5.5000%  | 0.0000% | $231539.00         | $232710.19         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-10-01      | 5.5000%  | 0.0000% | $2024.00           | $2046.31           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-11-01      | 5.0000%  | 0.0000% | $1024.00           | $1024.38           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-10-01      | 6.0000%  | 0.0000% | $1871956.00        | $1933460.99        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-02-01      | 5.5000%  | 0.0000% | $2080.00           | $2013.99           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-12-01      | 5.5000%  | 0.0000% | $9519727.00        | $9164777.68        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1714.48           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-03-15      | 4.0000%  | 0.0000% | $31916.00          | $1297.07           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-05-20      | 4.0000%  | 0.0000% | $23960.00          | $2695.07           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-01-15      | 4.0000%  | 0.0000% | $4000.00           | $303.29            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2027-06-15      | 2.5000%  | 0.0000% | $2307373.00        | $32993.65          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-11-15      | 3.7500%  | 0.0000% | $275050.00         | $30842.74          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-02-20      | 2.5000%  | 0.0000% | $478805.00         | $65423.99          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-07-20      | 4.0000%  | 0.0000% | $597999.00         | $35994.69          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-02-01      | 3.5000%  | 0.0000% | $83839.00          | $5109.24           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-03-01      | 5.0000%  | 0.0000% | $1000.00           | $79.86             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-04-01      | 5.0000%  | 0.0000% | $2348577.00        | $64955.63          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-05-01      | 5.0000%  | 0.0000% | $2382605.00        | $76315.74          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-06-01      | 4.5000%  | 0.0000% | $3078.00           | $784.58            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-02-01      | 4.5000%  | 0.0000% | $6273985.00        | $1856890.53        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-12-01      | 3.5000%  | 0.0000% | $5856248.00        | $2531935.59        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-02-01      | 3.5000%  | 0.0000% | $21600607.00       | $9508899.52        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $1851053.00        | $1449628.74        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-01-01      | 5.5000%  | 0.0000% | $3694959.00        | $3278375.78        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-05-01      | 6.5000%  | 0.0000% | $10087219.00       | $8576777.34        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-03-01      | 5.5000%  | 0.0000% | $210191.00         | $164462.87         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-02-01      | 2.5000%  | 0.0000% | $3963512.00        | $2679457.65        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-04-01      | 6.0000%  | 0.0000% | $2080.00           | $1863.81           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1693.86           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-12-01      | 6.0000%  | 0.0000% | $1008.00           | $835.55            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-05-01      | 6.0000%  | 0.0000% | $8594616.00        | $7599678.94        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-02-01      | 3.0000%  | 0.0000% | $28961184.00       | $21984534.17       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-04-01      | 3.5000%  | 0.0000% | $3072.00           | $2157.58           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-05-01      | 4.0000%  | 0.0000% | $4078096.00        | $2404935.04        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-08-01      | 5.0000%  | 0.0000% | $822389.00         | $614093.23         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $681.85            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $942.12            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1423.98           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-08-01      | 5.0000%  | 0.0000% | $3688274.00        | $2796178.05        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $7659.00           | $5875.65           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $313000.00         | $274841.99         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $14485850.00       | $10519634.77       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-01-01      | 5.0000%  | 0.0000% | $30000.00          | $25983.96          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-09-01      | 2.0000%  | 0.0000% | $313903.00         | $123896.14         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $741.96            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2040-11-01      | 4.0000%  | 0.0000% | $1051937.00        | $1039586.56        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-04-01      | 4.0000%  | 0.0000% | $45736794.00       | $7443317.25        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2030-05-01      | 2.5000%  | 0.0000% | $3000000.00        | $115107.86         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-03-01      | 3.0000%  | 0.0000% | $1414290.00        | $305568.91         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-07-01      | 4.0000%  | 0.0000% | $7728784.00        | $1334584.87        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-10-01      | 3.5000%  | 0.0000% | $1120.00           | $292.70            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $208.24            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-06-01      | 4.5000%  | 0.0000% | $1024.00           | $274.64            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-01      | 5.0000%  | 0.0000% | $3328.00           | $2941.25           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $930.44            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-08-01      | 5.5000%  | 0.0000% | $4078.00           | $4061.09           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-08-01      | 6.0000%  | 0.0000% | $23791360.00       | $3678323.56        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-02-01      | 5.5000%  | 0.0000% | $55670400.00       | $811549.10         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-11-01      | 4.0000%  | 0.0000% | $1000.00           | $54.84             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-08-01      | 4.0000%  | 0.0000% | $2177.00           | $127.61            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-01-01      | 5.5000%  | 0.0000% | $22699680.00       | $1053855.87        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-10-01      | 4.5000%  | 0.0000% | $1040.00           | $804.03            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-12-01      | 5.0000%  | 0.0000% | $4662280.00        | $3715199.65        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-01-01      | 5.0000%  | 0.0000% | $16273702.00       | $13193246.24       | Agency Mortgage-Backed Securities |

### Security 193: MUFG Securities Canada Ltd. Tri Party Repo

- **C.1 - Title:** MUFG Securities Canada Ltd. Tri Party Repo 4.149900%
- **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: 937KFE008, C.3 - LEI: N/A, C.5 - Other ID: 937KFE008_4.15_1103
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                    | 2055-02-01      | 5.5000%  | 0.0000% | $1251160.00        | $1206410.67        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2045-02-15      | 4.7500%  | 0.0000% | $12178500.00       | $12463645.68       | U.S. Treasuries (including strips) |
| Fannie Mae                     | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $837.02            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $819.77            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-12-01      | 3.0300%  | 0.0000% | $638353.00         | $597149.38         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-07-01      | 4.0000%  | 0.0000% | $101950.00         | $15682.49          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-02-07      | 4.2500%  | 0.0000% | $14997000.00       | $15131128.17       | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2027-12-15      | 4.0000%  | 0.0000% | $4288400.00        | $4388889.94        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2034-11-15      | 4.2500%  | 0.0000% | $11970100.00       | $12382932.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-07-31      | 2.7500%  | 0.0000% | $832000.00         | $825528.70         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-11-30      | 1.2500%  | 0.0000% | $1000.00           | $979.39            | U.S. Treasuries (including strips) |
| Freddie Mac                    | 2055-05-01      | 6.0000%  | 0.0000% | $56047616.00       | $55576282.73       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.44           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-07-01      | 6.0000%  | 0.0000% | $218160.00         | $213644.53         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 5.5000%  | 0.0000% | $114827.00         | $90365.40          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 5.0000%  | 0.0000% | $13801090.00       | $11844424.09       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-12-20      | 3.5000%  | 0.0000% | $601754.00         | $497208.65         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 5.5000%  | 0.0000% | $118007197.00      | $110960775.47      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 7.0000%  | 0.0000% | $1000.00           | $159.68            | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2049-08-15      | 2.2500%  | 0.0000% | $28742900.00       | $18685295.97       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2050-05-15      | 1.2500%  | 0.0000% | $11600000.00       | $5828251.67        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2051-05-15      | 2.3750%  | 0.0000% | $83536000.00       | $55262316.00       | U.S. Treasuries (including strips) |
| Fannie Mae                     | 2053-10-01      | 5.5000%  | 0.0000% | $31579.00          | $26227.61          | Agency Mortgage-Backed Securities  |

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

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BoA 4.149900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942NHH006, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 942NHH006_4.15_1103
- **C.18 - Value (incl. sponsor support):** $6750000000.00
- **C.18.a - Value (excl. sponsor support):** $6750000000.00
- **C.19 - Percentage of Net Assets:** 3.4700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-04-15      | 3.7500%  | 0.0000% | $157236000.00      | $158033084.58      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $100.00            | $102.09            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $174672500.00      | $179857882.24      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $386766800.00      | $389105074.55      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 3.5000%  | 0.0000% | $3487000.00        | $3490601.27        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-10-31      | 3.6250%  | 0.0000% | $735572300.00      | $732694741.16      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-30      | 0.7500%  | 0.0000% | $100.00            | $98.50             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-29      | 4.1250%  | 0.0000% | $96201400.00       | $98377953.49       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-01-22      | NA       | 0.0000% | $248800.00         | $246724.01         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-02-19      | NA       | 0.0000% | $9013500.00        | $8912575.84        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-11-25      | NA       | 0.0000% | $13130000.00       | $13098868.77       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-16      | NA       | 0.0000% | $100.00            | $99.54             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.0000%  | 0.0000% | $23199700.00       | $19259907.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-02-15      | 3.1250%  | 0.0000% | $189811200.00      | $157214110.77      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 2.5000%  | 0.0000% | $79941400.00       | $58251138.02       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-02-15      | 3.0000%  | 0.0000% | $5142300.00        | $3954136.48        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $76.55             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-11-15      | 3.3750%  | 0.0000% | $1244400.00        | $1028387.49        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-08-15      | 1.1250%  | 0.0000% | $198598000.00      | $126665593.93      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-05-15      | 2.2500%  | 0.0000% | $610000.00         | $461343.54         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 3.8750%  | 0.0000% | $1000.00           | $930.67            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-11-15      | 4.7500%  | 0.0000% | $2500.00           | $2582.22           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 4.7500%  | 0.0000% | $1524506000.00     | $1584926530.88     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-02-15      | 4.5000%  | 0.0000% | $1232423000.00     | $1225877306.74     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 4.6250%  | 0.0000% | $185187200.00      | $189107392.61      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $94.40             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-12-31      | 2.6250%  | 0.0000% | $316900.00         | $319024.43         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-15      | 1.6250%  | 0.0000% | $292100.00         | $290897.32         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 1.6250%  | 0.0000% | $24000000.00       | $23579974.29       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.7500%  | 0.0000% | $67300.00          | $66206.32          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-15      | 1.5000%  | 0.0000% | $9683700.00        | $8888538.34        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 0.5000%  | 0.0000% | $11250500.00       | $10741111.11       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 0.5000%  | 0.0000% | $4821600.00        | $4602285.49        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 0.3750%  | 0.0000% | $38168800.00       | $36130147.14       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $94.08             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 0.7500%  | 0.0000% | $393000.00         | $383983.33         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 1.5000%  | 0.0000% | $2145400.00        | $2027509.18        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.1250%  | 0.0000% | $100.00            | $98.63             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 3.8750%  | 0.0000% | $15414000.00       | $15748618.99       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 3.5000%  | 0.0000% | $229954000.00      | $230347221.34      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-15      | 4.0000%  | 0.0000% | $10000000.00       | $10084435.65       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 3.6250%  | 0.0000% | $38635000.00       | $38779735.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $97.94             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 3.6250%  | 0.0000% | $309000.00         | $313870.98         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 4.0000%  | 0.0000% | $95599900.00       | $97849515.28       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 4.1250%  | 0.0000% | $59430800.00       | $60846946.82       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 4.1250%  | 0.0000% | $870000.00         | $891505.50         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-10-31      | 4.8750%  | 0.0000% | $3720000.00        | $3914157.96        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $87877100.00       | $92900221.90       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-15      | 4.3750%  | 0.0000% | $100.00            | $102.35            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-15      | 4.0000%  | 0.0000% | $100.00            | $101.52            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 4.0000%  | 0.0000% | $382707200.00      | $390852740.04      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-28      | 4.2500%  | 0.0000% | $14180400.00       | $14623503.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 4.8750%  | 0.0000% | $49802800.00       | $51106642.20       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 3.7500%  | 0.0000% | $5279700.00        | $5332668.42        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 3.7500%  | 0.0000% | $1755000.00        | $1765849.52        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 4.2500%  | 0.0000% | $101421800.00      | $103787604.81      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 4.1250%  | 0.0000% | $300.00            | $304.62            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-15      | 3.8750%  | 0.0000% | $4000.00           | $4045.90           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 4.0000%  | 0.0000% | $106539600.00      | $108242485.65      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 3.8750%  | 0.0000% | $7960800.00        | $8010468.52        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2038-02-15      | 4.3750%  | 0.0000% | $860000.00         | $879968.52         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-02-15      | 4.6250%  | 0.0000% | $2326800.00        | $2400541.67        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-05-15      | 4.3750%  | 0.0000% | $281413100.00      | $283281039.10      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $46618200.00       | $46208892.20       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-10-29      | NA       | 0.0000% | $173389600.00      | $167225946.50      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-01-22      | NA       | 0.0000% | $1035000.00        | $1026363.96        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-05-15      | 4.3750%  | 0.0000% | $109477600.00      | $110977302.11      | U.S. Treasuries (including strips) |

### Security 195: Fixed Income Clearing Corp. Tri Party Repo - BoA

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BoA 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942NHH006, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 942NHH006_4.15_0102
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY FRN | 2027-01-31      | 3.8635%  | 0.0000% | $146927800.00      | $146751780.50      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-08-15      | 2.7500%  | 0.0000% | $400.00            | $315.67            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-10-29      | NA       | 0.0000% | $2254900.00        | $2174742.81        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 2.5000%  | 0.0000% | $48681000.00       | $48009013.36       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 2.2500%  | 0.0000% | $50000000.00       | $49196444.02       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 4.8750%  | 0.0000% | $50526700.00       | $52543392.77       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $400.00            | $407.81            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $300.00            | $282.39            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-02-15      | 4.5000%  | 0.0000% | $52944000.00       | $52662801.76       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-02-15      | 1.8750%  | 0.0000% | $77251900.00       | $55019980.01       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $77730000.00       | $78324012.66       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-15      | 3.8750%  | 0.0000% | $13908800.00       | $14068403.94       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-15      | 3.8750%  | 0.0000% | $400.00            | $402.70            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $856800.00         | $896530.43         | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2026-04-30      | 3.9155%  | 0.0000% | $100.00            | $99.97             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-30      | 4.8750%  | 0.0000% | $95000.00          | $95463.89          | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2026-01-31      | 4.0105%  | 0.0000% | $2637900.00        | $2638111.03        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.7500%  | 0.0000% | $100.00            | $101.33            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-15      | 4.6250%  | 0.0000% | $361700.00         | $366458.19         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 4.1250%  | 0.0000% | $5995500.00        | $6143702.57        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-02-17      | NA       | 0.0000% | $1120000.00        | $1107601.60        | U.S. Treasuries (including strips) |

### Security 196: Australia & New Zealand Banking Group Ltd. Repo

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. Repo 4.169900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 943BACII1, C.3 - LEI: N/A, C.5 - Other ID: 943BACII1_4.17_1103
- **C.18 - Value (incl. sponsor support):** $2275000000.00
- **C.18.a - Value (excl. sponsor support):** $2275000000.00
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $125000000.00      | $117791270.38      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $90000000.00       | $92636949.28       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $103000000.00      | $105119826.77      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $285000000.00      | $291591720.03      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $73500000.00       | $75927345.03       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $51347656.25       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 4.0000%  | 0.0000% | $205447000.00      | $209828799.30      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-31      | 4.6250%  | 0.0000% | $87000000.00       | $92338778.18       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $95000000.00       | $96773583.45       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 4.1250%  | 0.0000% | $97000000.00       | $98356319.63       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 3.7500%  | 0.0000% | $113000000.00      | $102869150.82      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-11-15      | 3.3750%  | 0.0000% | $100000000.00      | $82721807.07       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-08-15      | 1.1250%  | 0.0000% | $70000000.00       | $44680400.82       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.2500%  | 0.0000% | $80000000.00       | $68994021.74       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-08-15      | 4.1250%  | 0.0000% | $70000000.00       | $64511990.49       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-15      | 3.3750%  | 0.0000% | $3000000.00        | $2993412.90        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $70000000.00       | $71399286.68       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-02-15      | 4.6250%  | 0.0000% | $100000000.00      | $100295855.98      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $100000000.00      | $103587635.87      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-08-15      | 4.7500%  | 0.0000% | $85000000.00       | $87079959.24       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-02-15      | 3.5000%  | 0.0000% | $250000000.00      | $245229279.89      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $21480000.00       | $22705906.79       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $90000000.00       | $91437432.07       | U.S. Treasuries (including strips) |

### Security 197: Fixed Income Clearing Corp. Repo - UBS

- **C.1 - Title:** Fixed Income Clearing Corp. Repo - UBS 4.160000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 944DQXII3, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 944DQXII3_4.16_1103
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 2.0600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-07-31      | 4.1250%  | 0.0000% | $200000000.00      | $204750000.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $268830000.00      | $274086387.69      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $300000000.00      | $314174692.62      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-31      | 4.6250%  | 0.0000% | $250000000.00      | $265517097.85      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-08-15      | 3.8750%  | 0.0000% | $230000000.00      | $229349218.75      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.1250%  | 0.0000% | $280000000.00      | $284746875.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 4.1250%  | 0.0000% | $200000000.00      | $205788722.83      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-29      | 4.1250%  | 0.0000% | $290000000.00      | $296682967.89      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-31      | 4.1250%  | 0.0000% | $220000000.00      | $227162397.54      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $310000000.00      | $319228137.81      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-15      | 3.8750%  | 0.0000% | $200000000.00      | $204312756.15      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.7500%  | 0.0000% | $250000000.00      | $253612007.47      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 3.8750%  | 0.0000% | $190000000.00      | $193265625.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-08-15      | 3.8750%  | 0.0000% | $267000000.00      | $267996715.35      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-02-15      | 3.5000%  | 0.0000% | $270000000.00      | $265058559.78      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-01-15      | 0.6250%  | 0.0000% | $200000000.00      | $272387957.88      | U.S. Treasuries (including strips) |

### Security 198: Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley 4.019900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 944JXD905, C.3 - LEI: N/A, C.5 - Other ID: 944JXD905_4.02_1103
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2026-12-31      | 1.2500%  | 0.0000% | $362998500.00      | $354444799.40      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-10-29      | NA       | 0.0000% | $29300.00          | $28258.44          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 3.1250%  | 0.0000% | $667805600.00      | $665526969.81      | U.S. Treasuries (including strips) |

### Security 199: Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley 4.149900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 944JXD905, C.3 - LEI: N/A, C.5 - Other ID: 944JXD905_4.15_1103
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2032-09-30      | 3.8750%  | 0.0000% | $400.00            | $401.04            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 1.5000%  | 0.0000% | $55068800.00       | $52042741.45       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-30      | 0.7500%  | 0.0000% | $2136700.00        | $2104675.14        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 1.1250%  | 0.0000% | $3200.00           | $3031.08           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-15      | 0.8750%  | 0.0000% | $700.00            | $612.22            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 3.7500%  | 0.0000% | $100.00            | $101.78            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.7500%  | 0.0000% | $2000.00           | $2029.11           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 4.6250%  | 0.0000% | $3674600.00        | $3792014.03        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-15      | 4.2500%  | 0.0000% | $100.00            | $101.32            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 4.2500%  | 0.0000% | $1000.00           | $1023.03           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 3.8750%  | 0.0000% | $193745600.00      | $197052934.26      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $94.75             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-15      | 2.3750%  | 0.0000% | $100.00            | $99.21             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 2.8750%  | 0.0000% | $200.00            | $197.35            | U.S. Treasuries (including strips) |

### Security 200: Fixed Income Clearing Corp. Tri Party Repo - JPM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - JPM 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: 952JMUII9, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 952JMUII9_4.14_1103
- **C.18 - Value (incl. sponsor support):** $4750000000.00
- **C.18.a - Value (excl. sponsor support):** $4750000000.00
- **C.19 - Percentage of Net Assets:** 2.4400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2030-01-31      | 3.5000%  | 0.0000% | $245654000.00      | $246074068.34      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-04-16      | NA       | 0.0000% | $987950000.00      | $971275379.90      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-28      | 2.5000%  | 0.0000% | $3972100.00        | $3971522.88        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 1.7500%  | 0.0000% | $881436800.00      | $835146383.57      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 3.5000%  | 0.0000% | $1555372800.00     | $1552335156.92     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 4.0000%  | 0.0000% | $894392000.00      | $913428239.33      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 4.0000%  | 0.0000% | $93705000.00       | $95758826.19       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 3.5000%  | 0.0000% | $27508000.00       | $27529229.83       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 3.6250%  | 0.0000% | $197847200.00      | $199481203.90      | U.S. Treasuries (including strips) |

### Security 201: Fixed Income Clearing Corp. Tri Party Repo - Citi

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Citi 4.149900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 956ZCJ003, C.3 - LEI: N/A, C.5 - Other ID: 956ZCJ003_4.15_1103
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-03-31      | 0.6250%  | 0.0000% | $1609000.00        | $1543634.83        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-30      | 1.2500%  | 0.0000% | $400.00            | $377.74            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-30      | 4.3750%  | 0.0000% | $300.00            | $314.35            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-28      | 4.6250%  | 0.0000% | $3950500.00        | $3989643.56        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-11-15      | 4.7500%  | 0.0000% | $83106100.00       | $85839364.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-31      | 3.7500%  | 0.0000% | $1000.00           | $1003.76           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-31      | 4.1250%  | 0.0000% | $400.00            | $407.62            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 2.1250%  | 0.0000% | $10071000.00       | $10063509.16       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-01-22      | NA       | 0.0000% | $29600.00          | $29353.02          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $508400.00         | $532427.23         | U.S. Treasuries (including strips) |

### Security 202: TD Securities USA LLC Tri Party Repo

- **C.1 - Title:** TD Securities USA LLC Tri Party Repo 4.149900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 976GZD009, C.3 - LEI: N/A, C.5 - Other ID: 976GZD009_4.15_1103
- **C.18 - Value (incl. sponsor support):** $285000000.00
- **C.18.a - Value (excl. sponsor support):** $285000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 1.3162%  | 0.0000% | $34493453.00       | $1964204.87        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-10-20      | 1.2662%  | 0.0000% | $81863342.00       | $3979708.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-06-16      | 2.6537%  | 0.0000% | $54541566.00       | $590840.14         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-05-20      | 2.0045%  | 0.0000% | $42262930.00       | $1463030.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-08-16      | 2.1037%  | 0.0000% | $19327981.00       | $466445.48         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-03-20      | 2.4545%  | 0.0000% | $20000000.00       | $557270.75         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 2.2162%  | 0.0000% | $26245389.00       | $1414815.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 1.9662%  | 0.0000% | $7503563.00        | $395402.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 1.2162%  | 0.0000% | $60933192.00       | $2327063.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-09-20      | 1.0162%  | 0.0000% | $132565800.00      | $4687629.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 2.0662%  | 0.0000% | $177430035.00      | $10714562.45       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 1.8162%  | 0.0000% | $51407236.00       | $2747708.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 1.6162%  | 0.0000% | $103620690.00      | $4122087.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-08-20      | 2.0162%  | 0.0000% | $31904761.00       | $2792550.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-07-20      | 2.4162%  | 0.0000% | $14883076.00       | $1029888.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-08-20      | 2.4662%  | 0.0000% | $30000000.00       | $3570207.94        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-09-20      | 1.7062%  | 0.0000% | $100000000.00      | $5257501.70        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2052-11-20      | 0.3662%  | 0.0000% | $18653942.00       | $385231.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-11-20      | 1.8162%  | 0.0000% | $19535580.00       | $1229370.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 1.3362%  | 0.0000% | $60000000.00       | $2855424.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-11-20      | 2.4162%  | 0.0000% | $7629641.00        | $497076.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 2.2662%  | 0.0000% | $22807423.00       | $1873481.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 1.1162%  | 0.0000% | $75000000.00       | $2720057.58        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2064-03-20      | 1.1162%  | 0.0000% | $100000000.00      | $990502.48         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 0.9662%  | 0.0000% | $50000000.00       | $1781689.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 3.0162%  | 0.0000% | $50000000.00       | $5304216.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 1.2662%  | 0.0000% | $296996288.00      | $11218731.01       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-05-20      | 1.0162%  | 0.0000% | $200000000.00      | $2477724.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 5.3338%  | 0.0000% | $100000000.00      | $56095613.61       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 3.0662%  | 0.0000% | $42708333.00       | $3488050.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-12-20      | 1.7162%  | 0.0000% | $28950646.00       | $1689930.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-12-20      | 2.4662%  | 0.0000% | $18058427.00       | $1583727.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 1.7762%  | 0.0000% | $40532251.00       | $3258218.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 2.3962%  | 0.0000% | $6500000.00        | $387192.66         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-04-20      | NA       | 0.0000% | $50000000.00       | $425649.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 1.6162%  | 0.0000% | $18252054.00       | $1267371.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 1.9662%  | 0.0000% | $17633700.00       | $1665181.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.3662%  | 0.0000% | $110913710.00      | $3809153.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 2.0662%  | 0.0000% | $21165334.00       | $1992147.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 0.5162%  | 0.0000% | $15500000.00       | $440383.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.3162%  | 0.0000% | $11583727.00       | $504699.24         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-10-20      | 1.8545%  | 0.0000% | $30731485.00       | $3726050.18        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-06-20      | 1.7662%  | 0.0000% | $50000000.00       | $4357540.95        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-06-20      | 2.2662%  | 0.0000% | $36964348.00       | $2846451.39        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2065-08-20      | 1.7662%  | 0.0000% | $153173021.00      | $4843496.29        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-07-20      | 2.3162%  | 0.0000% | $5629979.00        | $482830.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 0.1000%  | 0.0000% | $169486772.00      | $508015.97         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-08-20      | 1.7662%  | 0.0000% | $50000000.00       | $4796011.76        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-09-20      | 5.0000%  | 0.0000% | $13479161.00       | $13388825.35       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-08-20      | 0.4162%  | 0.0000% | $110000000.00      | $4371587.75        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-09-20      | 1.7162%  | 0.0000% | $43246524.00       | $3561959.18        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-09-20      | 2.4662%  | 0.0000% | $24320909.00       | $2296461.18        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-09-20      | 2.4662%  | 0.0000% | $20679545.00       | $1867011.31        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-09-20      | NA       | 0.0000% | $100000000.00      | $2290151.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-06-20      | 2.0045%  | 0.0000% | $30000000.00       | $429444.74         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-12-20      | 1.8545%  | 0.0000% | $38950437.00       | $1927796.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 2.1545%  | 0.0000% | $8841295.00        | $474985.39         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | NA       | 0.0000% | $50877247.00       | $578650.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | NA       | 0.0000% | $83953899.00       | $861280.17         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-10-20      | 0.4254%  | 0.0000% | $100000000.00      | $4500299.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-12-20      | NA       | 0.0000% | $73110457.00       | $995400.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-12-20      | 2.6662%  | 0.0000% | $32632614.00       | $3255371.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-12-20      | 2.0662%  | 0.0000% | $11750000.00       | $1122538.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-11-20      | 0.4162%  | 0.0000% | $50000000.00       | $933606.70         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | 1.9662%  | 0.0000% | $10195615.00       | $751324.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-04-20      | NA       | 0.0000% | $100000000.00      | $2148462.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-20      | 1.9362%  | 0.0000% | $20743500.00       | $610465.13         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | 2.0162%  | 0.0000% | $15346397.00       | $1395130.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-08-20      | 0.5662%  | 0.0000% | $50000000.00       | $988014.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-20      | 2.0162%  | 0.0000% | $55555555.00       | $2949246.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-20      | 2.0662%  | 0.0000% | $74687171.00       | $4737712.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 2.1162%  | 0.0000% | $17642164.00       | $931541.11         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 0.8662%  | 0.0000% | $50000000.00       | $1529835.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 2.0962%  | 0.0000% | $30000000.00       | $2419903.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 1.4162%  | 0.0000% | $50000000.00       | $1459843.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 1.4162%  | 0.0000% | $50000000.00       | $1638318.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 5.0338%  | 0.0000% | $48182556.00       | $26269419.82       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 7.0261%  | 0.0000% | $5499086.00        | $4670637.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.9662%  | 0.0000% | $56699998.00       | $2885020.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.2162%  | 0.0000% | $200000000.00      | $3663002.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 1.8662%  | 0.0000% | $29039582.00       | $1404605.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 1.8662%  | 0.0000% | $25771448.00       | $1477246.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-20      | 2.0662%  | 0.0000% | $40260220.00       | $2904058.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 2.5162%  | 0.0000% | $20593000.00       | $1846004.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-20      | 1.4162%  | 0.0000% | $61391018.00       | $2691697.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 1.8062%  | 0.0000% | $41496655.00       | $1362771.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 1.6162%  | 0.0000% | $138461538.00      | $2821801.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 1.6162%  | 0.0000% | $36933332.00       | $1800164.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 2.3162%  | 0.0000% | $103858665.00      | $5081342.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 1.5662%  | 0.0000% | $75000000.00       | $1628904.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-09-20      | 2.2662%  | 0.0000% | $64892616.00       | $1574397.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 1.3162%  | 0.0000% | $45000000.00       | $1842375.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 1.9662%  | 0.0000% | $28997426.00       | $1879242.09        | Agency Mortgage-Backed Securities |

### Security 203: Federal Reserve Bank of New York Tri Party Repo

- **C.1 - Title:** Federal Reserve Bank of New York Tri Party Repo 3.749900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 984CCH004, C.3 - LEI: N/A, C.5 - Other ID: 984CCH004_3.75_1103
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2031-05-15      | 1.6250%  | 0.0000% | $555271000.00      | $500156264.16      | U.S. Treasuries (including strips) |

### Security 204: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 985SRR000, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985SRR000_4.00_0109
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL | 2026-04-30      | NA       | 0.0000% | $154500.00         | $151677.44         | U.S. Treasuries (including strips) |
| TREASURY BILL | 2026-10-29      | NA       | 0.0000% | $414743200.00      | $399999908.73      | U.S. Treasuries (including strips) |
| TREASURY BILL | 2026-03-26      | NA       | 0.0000% | $3100.00           | $3054.23           | U.S. Treasuries (including strips) |
| TREASURY BILL | 2026-10-01      | NA       | 0.0000% | $8113600.00        | $7845364.38        | U.S. Treasuries (including strips) |

### Security 205: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 4.149900%
- **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: 985TJA004, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJA004_4.15_1103
- **C.18 - Value (incl. sponsor support):** $55690000.00
- **C.18.a - Value (excl. sponsor support):** $55690000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Farm Credit Bank | 2030-10-21      | 4.1200%  | 0.0000% | $47166000.00       | $47125316.70       | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2028-10-30      | 4.0500%  | 0.0000% | $4000.00           | $3997.47           | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2030-09-30      | 4.4500%  | 0.0000% | $921000.00         | $924053.42         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2040-10-22      | 5.4200%  | 0.0000% | $8760000.00        | $8736172.80        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2030-02-11      | 4.9000%  | 0.0000% | $15000.00          | $15189.64          | Agency Mortgage-Backed Securities |

### Security 206: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 4.040000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 985TJG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_4.04_0107
- **C.18 - Value (incl. sponsor support):** $385000000.00
- **C.18.a - Value (excl. sponsor support):** $385000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                     | 2054-12-25      | 2.4672%  | 0.0000% | $25000000.00       | $1805475.66        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-11-25      | 0.3172%  | 0.0000% | $226602094.00      | $4520931.77        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-10-25      | 6.6000%  | 0.0000% | $3169000.00        | $2355836.55        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-12-25      | 1.7172%  | 0.0000% | $69000000.00       | $3126370.22        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-03-25      | 1.0172%  | 0.0000% | $358040417.00      | $11184810.76       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-10-25      | 2.5000%  | 0.0000% | $700000.00         | $98595.77          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-25      | 1.8172%  | 0.0000% | $102069815.00      | $6012802.42        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-06-25      | 1.2372%  | 0.0000% | $105253578.00      | $3645002.01        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-04-25      | 1.8672%  | 0.0000% | $50000000.00       | $2617273.43        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-04-25      | 1.6172%  | 0.0000% | $50000000.00       | $2587963.87        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-05-25      | 2.0000%  | 0.0000% | $11262003.00       | $1243424.28        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-03-25      | 2.1672%  | 0.0000% | $67728750.00       | $3225289.39        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-12-25      | 3.5000%  | 0.0000% | $37983982.00       | $3420276.00        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-25      | 1.6172%  | 0.0000% | $26900000.00       | $983220.91         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-25      | 1.5172%  | 0.0000% | $16881144.00       | $592611.35         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-25      | 1.7172%  | 0.0000% | $56495885.00       | $2678446.01        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2057-12-25      | 1.7027%  | 0.0000% | $149720538.00      | $13100629.58       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-10-25      | NA       | 0.0000% | $18782859.00       | $10939885.82       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-10-25      | 1.5172%  | 0.0000% | $234686628.00      | $9232628.99        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-25      | NA       | 0.0000% | $7042858.00        | $3059127.47        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-25      | NA       | 0.0000% | $11438462.00       | $5845249.44        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-25      | 7.8688%  | 0.0000% | $3490757.00        | $2269231.69        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-02-25      | 2.4172%  | 0.0000% | $58919417.00       | $4048463.01        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-25      | 0.8513%  | 0.0000% | $105500000.00      | $3097539.61        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-25      | 1.8172%  | 0.0000% | $77150725.00       | $2198137.92        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-12-25      | 0.7172%  | 0.0000% | $50000000.00       | $831924.62         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-12-25      | 1.4672%  | 0.0000% | $27593482.00       | $1293019.81        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-06-25      | 2.8672%  | 0.0000% | $55273530.00       | $3446041.06        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-05-25      | 2.3172%  | 0.0000% | $35968856.00       | $1630473.59        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-06-25      | 6.0000%  | 0.0000% | $2929798.00        | $502138.79         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-25      | 2.8172%  | 0.0000% | $25000000.00       | $1348228.20        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-25      | 2.1672%  | 0.0000% | $9000000.00        | $400609.41         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-11-25      | 1.2012%  | 0.0000% | $65947698.00       | $3475192.64        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-09-25      | 0.9672%  | 0.0000% | $185000000.00      | $9064894.37        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-10-25      | 1.1672%  | 0.0000% | $122904561.00      | $5017231.00        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-10-25      | 1.1672%  | 0.0000% | $132276468.00      | $5662497.80        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-01-25      | 6.0000%  | 0.0000% | $833333.00         | $149847.62         | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2026-09-25      | 0.7277%  | 0.0000% | $100500000.00      | $524120.79         | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2057-02-25      | 5.2566%  | 0.0000% | $5274001.00        | $1442652.73        | Agency Mortgage-Backed Securities |
| FANNIEMAE GRANTOR TRUST        | 2032-07-25      | 4.3255%  | 0.0000% | $69094861.00       | $114445.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-03-20      | 0.3423%  | 0.0000% | $60209342.00       | $2339098.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 1.1162%  | 0.0000% | $49562160.00       | $1290878.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 1.1616%  | 0.0000% | $162000000.00      | $1714422.30        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-11-20      | 0.9162%  | 0.0000% | $199444064.00      | $2056742.64        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-09-25      | 6.0000%  | 0.0000% | $11573710.00       | $657274.48         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-03-25      | 2.9172%  | 0.0000% | $42187540.00       | $3111628.82        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-03-25      | 0.9672%  | 0.0000% | $204396700.00      | $7480657.43        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2053-11-25      | 13.1328% | 0.0000% | $5472135.00        | $1502350.15        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2053-11-25      | NA       | 0.0000% | $5472135.00        | $4030349.41        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-01-25      | 1.7672%  | 0.0000% | $30000000.00       | $1363813.45        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-01-25      | 2.9172%  | 0.0000% | $56375000.00       | $4219951.41        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-01-25      | 0.5000%  | 0.0000% | $50000000.00       | $769462.12         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-01-25      | 0.0500%  | 0.0000% | $66000000.00       | $69660.29          | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-01-25      | 0.8672%  | 0.0000% | $142001999.00      | $3165457.69        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-01-25      | 1.6672%  | 0.0000% | $70000000.00       | $3148454.81        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-10-25      | 2.5000%  | 0.0000% | $41426042.00       | $3635592.81        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-25      | 2.1672%  | 0.0000% | $40000000.00       | $1780486.24        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-25      | 1.6672%  | 0.0000% | $13000000.00       | $484566.27         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-25      | 2.1672%  | 0.0000% | $13000000.00       | $578658.03         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-25      | 1.5672%  | 0.0000% | $26000000.00       | $931517.55         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-25      | 2.8172%  | 0.0000% | $6500000.00        | $350539.33         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-04-25      | 2.3672%  | 0.0000% | $50000000.00       | $2092402.46        | Agency Mortgage-Backed Securities |
| FRESB MULTIFAMILY MORTGAGE PAS | 2038-05-25      | NA       | 0.0000% | $507844849.00      | $769485.07         | Agency Mortgage-Backed Securities |
| FRESB MULTIFAMILY MORTGAGE PAS | 2039-07-25      | 0.8129%  | 0.0000% | $136317425.00      | $2589941.33        | Agency Mortgage-Backed Securities |
| FRESB MULTIFAMILY MORTGAGE PAS | 2040-06-25      | 0.3642%  | 0.0000% | $123517243.00      | $3253899.78        | Agency Mortgage-Backed Securities |
| FRESB MULTIFAMILY MORTGAGE PAS | 2040-10-25      | 0.9228%  | 0.0000% | $66385013.00       | $916019.49         | Agency Mortgage-Backed Securities |
| FRESB MULTIFAMILY MORTGAGE PAS | 2041-11-25      | 0.0268%  | 0.0000% | $133557760.00      | $1247831.72        | Agency Mortgage-Backed Securities |
| FRESB MULTIFAMILY MORTGAGE PAS | 2043-01-25      | 0.1609%  | 0.0000% | $85000000.00       | $1868423.50        | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2052-03-15      | 2.5000%  | 0.0000% | $2215699.00        | $235294.94         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2059-07-25      | 1.5262%  | 0.0000% | $48223087.00       | $575374.16         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2060-03-25      | 1.5879%  | 0.0000% | $39101267.00       | $523184.22         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2057-01-25      | 2.5000%  | 0.0000% | $16150551.00       | $1598988.61        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2060-10-25      | 1.9027%  | 0.0000% | $24212379.00       | $1700094.37        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-08-25      | 2.5000%  | 0.0000% | $16198800.00       | $1655179.32        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-05-25      | NA       | 0.0000% | $4800000.00        | $1016653.13        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-06-25      | 3.0000%  | 0.0000% | $36961750.00       | $3556639.87        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-05-25      | 2.5000%  | 0.0000% | $100000.00         | $6820.23           | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2051-08-25      | 3.0000%  | 0.0000% | $68166297.00       | $5154069.09        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-05-25      | 3.0000%  | 0.0000% | $439169.00         | $36216.21          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-02-25      | 3.0000%  | 0.0000% | $38712820.00       | $4220342.22        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-12-25      | NA       | 0.0000% | $105000000.00      | $192077.40         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-02-25      | NA       | 0.0000% | $316158218.00      | $922654.73         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-11-25      | 2.5000%  | 0.0000% | $14605459.00       | $1039207.59        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-01-25      | 0.6000%  | 0.0000% | $35611679.00       | $365139.51         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-02-25      | 0.9672%  | 0.0000% | $80991317.00       | $2609171.94        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-01-25      | 0.0500%  | 0.0000% | $193060287.00      | $162842.09         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-02-25      | NA       | 0.0000% | $250000000.00      | $3145419.15        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-06-25      | 0.8172%  | 0.0000% | $100000000.00      | $3253981.90        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-06-25      | 0.1000%  | 0.0000% | $50000000.00       | $159304.65         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-06-25      | 0.1000%  | 0.0000% | $50000000.00       | $159027.73         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-06-25      | 0.0500%  | 0.0000% | $50000000.00       | $79444.66          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-06-25      | 0.0500%  | 0.0000% | $50000000.00       | $79352.36          | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-03-25      | 2.8672%  | 0.0000% | $93625698.00       | $7071246.76        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-09-25      | 6.0000%  | 0.0000% | $37800000.00       | $5864749.93        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-04-25      | 1.7172%  | 0.0000% | $50000000.00       | $3112013.95        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-04-25      | 3.0172%  | 0.0000% | $23859314.00       | $1813599.62        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-05-25      | 0.0672%  | 0.0000% | $125500000.00      | $1984402.74        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-05-25      | NA       | 0.0000% | $200000000.00      | $2539665.66        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-06-25      | 1.0172%  | 0.0000% | $176260657.00      | $5138486.05        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-06-25      | 0.6672%  | 0.0000% | $50000000.00       | $1188148.04        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-01-25      | 6.0000%  | 0.0000% | $5563012.00        | $1295139.30        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-08-25      | 1.6172%  | 0.0000% | $175000000.00      | $9658052.75        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-08-25      | 1.6172%  | 0.0000% | $186153863.00      | $11852184.47       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-01-25      | 2.9672%  | 0.0000% | $56131568.00       | $7149158.81        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-25      | 3.0000%  | 0.0000% | $76171975.00       | $11671870.56       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-08-25      | 2.9172%  | 0.0000% | $49161846.00       | $4247161.50        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-05-25      | 2.8672%  | 0.0000% | $22000000.00       | $1149257.52        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-05-25      | 3.0172%  | 0.0000% | $26000000.00       | $1422719.01        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-05-25      | 2.9172%  | 0.0000% | $50000000.00       | $2979469.84        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-10-25      | 1.0672%  | 0.0000% | $189471440.00      | $6463466.22        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-06-25      | 1.5472%  | 0.0000% | $50000000.00       | $1579892.03        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-06-25      | 0.1000%  | 0.0000% | $49766702.00       | $72848.51          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-12-25      | 2.9172%  | 0.0000% | $150000000.00      | $7443452.81        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-09-25      | 1.0072%  | 0.0000% | $122000000.00      | $4468716.32        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-09-25      | 1.0172%  | 0.0000% | $124249327.00      | $3484750.81        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-09-25      | 4.2478%  | 0.0000% | $5613077.00        | $751552.95         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-07-25      | 2.9172%  | 0.0000% | $88367871.00       | $4299286.30        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-09-25      | 1.7172%  | 0.0000% | $108000000.00      | $4415783.92        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-08-25      | 0.9672%  | 0.0000% | $106712043.00      | $3400706.87        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-08-25      | 0.8172%  | 0.0000% | $46000000.00       | $1256546.47        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-08-25      | 1.0172%  | 0.0000% | $190887053.00      | $7130784.09        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-10-25      | 6.0000%  | 0.0000% | $2915577.00        | $508242.06         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-12-25      | 0.9397%  | 0.0000% | $74000000.00       | $2070152.67        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-10-25      | 1.0672%  | 0.0000% | $100000000.00      | $3487422.04        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-10-25      | 1.2172%  | 0.0000% | $17023597.00       | $1233204.66        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-11-25      | 1.0000%  | 0.0000% | $50000000.00       | $1547730.98        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-12-25      | 0.9172%  | 0.0000% | $100000000.00      | $2348588.26        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-10-25      | 2.0000%  | 0.0000% | $48308624.00       | $5223562.64        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-01-25      | 3.0000%  | 0.0000% | $36592573.00       | $6083733.61        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-12-25      | 2.5000%  | 0.0000% | $19156678.00       | $2533121.04        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-10-25      | 2.5000%  | 0.0000% | $60499833.00       | $9057720.24        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-11-25      | 1.2172%  | 0.0000% | $100586844.00      | $3353685.84        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-12-25      | 0.8672%  | 0.0000% | $106617472.00      | $3276175.25        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-11-25      | 1.0672%  | 0.0000% | $35000000.00       | $1695570.38        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-11-25      | 0.4000%  | 0.0000% | $50000000.00       | $567389.48         | Agency Mortgage-Backed Securities |

### Security 207: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 985TJG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_4.13_0218
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GINNIE MAE 2025-106            | 2067-07-16      | 0.7358%  | 0.0000% | $124671442.00      | $8800785.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-03-16      | 0.7518%  | 0.0000% | $155440894.00      | $10708885.41       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 2.6662%  | 0.0000% | $173368195.00      | $12703933.86       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 1.1162%  | 0.0000% | $260399885.00      | $10226515.82       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-06-20      | 1.6362%  | 0.0000% | $122670979.00      | $10203471.61       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 1.7162%  | 0.0000% | $150000000.00      | $9127929.84        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-08-20      | 1.0312%  | 0.0000% | $200000000.00      | $8371328.68        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-07-20      | 6.5000%  | 0.0000% | $20655164.00       | $13889128.12       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 0.3162%  | 0.0000% | $830000000.00      | $11718353.52       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-05-16      | 0.7685%  | 0.0000% | $150000000.00      | $10423437.02       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-06-20      | 1.9045%  | 0.0000% | $128484230.00      | $15270284.30       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 3.5000%  | 0.0000% | $72836094.00       | $8389610.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 2.5000%  | 0.0000% | $91634590.00       | $8781255.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-03-20      | 0.8342%  | 0.0000% | $129750000.00      | $9265329.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-03-20      | 0.3560%  | 0.0000% | $343149989.00      | $13595491.04       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-05-20      | 0.5535%  | 0.0000% | $297253054.00      | $18112063.04       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-06-20      | 0.5993%  | 0.0000% | $262029452.00      | $16989826.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-01-20      | 0.4385%  | 0.0000% | $269339702.00      | $11790871.61       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-08-20      | 0.1345%  | 0.0000% | $280738893.00      | $7704338.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-02-20      | 0.8912%  | 0.0000% | $144543252.00      | $11128625.93       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-04-20      | 0.6601%  | 0.0000% | $254875473.00      | $14271970.82       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-09-20      | 0.6785%  | 0.0000% | $145915621.00      | $9269784.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-10-20      | 0.6098%  | 0.0000% | $132611160.00      | $7861009.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2075-01-20      | 0.7771%  | 0.0000% | $190031326.00      | $13482592.79       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-12-20      | 0.7381%  | 0.0000% | $100000000.00      | $8009606.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-08-20      | 0.7921%  | 0.0000% | $112355085.00      | $9189708.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-08-20      | 0.7854%  | 0.0000% | $153062227.00      | $11565622.09       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-09-20      | 0.7081%  | 0.0000% | $119230504.00      | $8693114.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-08-20      | 0.6940%  | 0.0000% | $252746636.00      | $18891216.51       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-10-20      | 0.7001%  | 0.0000% | $150034242.00      | $10142378.82       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-11-20      | 0.5873%  | 0.0000% | $258663185.00      | $17043291.37       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-09-20      | 0.7466%  | 0.0000% | $150943962.00      | $12178324.30       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2074-09-20      | 0.7646%  | 0.0000% | $153245629.00      | $9562628.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-12-20      | 0.7529%  | 0.0000% | $105282741.00      | $7629436.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-01-20      | 0.7692%  | 0.0000% | $173057386.00      | $13110984.19       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-10-20      | 0.6622%  | 0.0000% | $163517817.00      | $12631717.35       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-07-20      | 0.7185%  | 0.0000% | $145141290.00      | $11372099.72       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-07-20      | 0.6737%  | 0.0000% | $245000000.00      | $17394369.34       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-05-20      | NA       | 0.0000% | $18287585.00       | $10742748.60       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 6.2207%  | 0.0000% | $15972658.00       | $13223843.59       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | NA       | 0.0000% | $31768000.00       | $14015254.25       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-06-20      | 4.0000%  | 0.0000% | $73700800.00       | $11660864.49       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 5.7268%  | 0.0000% | $35722240.00       | $29012775.86       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-05-16      | 0.6042%  | 0.0000% | $45476871.00       | $2688533.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-16      | 4.0138%  | 0.0000% | $7719393.00        | $8800916.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-12-20      | 1.7090%  | 0.0000% | $28490000.00       | $8031726.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-08-20      | 3.5000%  | 0.0000% | $34955246.00       | $34210500.82       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-04-16      | 3.5000%  | 0.0000% | $16583130.00       | $22276764.45       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-09-16      | 0.5101%  | 0.0000% | $195125821.00      | $8275519.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-04-16      | 0.8573%  | 0.0000% | $155846914.00      | $10236427.19       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-01-16      | 0.8265%  | 0.0000% | $150000000.00      | $7974714.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-06-16      | 0.5016%  | 0.0000% | $192794554.00      | $8693435.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-01-16      | 0.6903%  | 0.0000% | $261800000.00      | $12693491.34       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-04-16      | 0.9508%  | 0.0000% | $200000000.00      | $13400777.99       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-06-16      | 0.7500%  | 0.0000% | $585190581.00      | $29013845.41       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-09-16      | 0.6799%  | 0.0000% | $128321316.00      | $8221197.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-11-16      | 0.9983%  | 0.0000% | $225000000.00      | $16004816.59       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 19.7135% | 0.0000% | $9653237.00        | $11870329.07       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 3.0000%  | 0.0000% | $111719330.00      | $15702584.97       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-03-20      | 1.5148%  | 0.0000% | $119892148.00      | $8468787.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2075-04-20      | 0.7332%  | 0.0000% | $140241879.00      | $10876436.68       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-04-20      | 0.4734%  | 0.0000% | $234828282.00      | $16018691.96       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-04-20      | 0.5358%  | 0.0000% | $204180986.00      | $9612897.10        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-05-20      | 0.6334%  | 0.0000% | $161775940.00      | $12307235.35       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2075-06-20      | 0.9177%  | 0.0000% | $137773463.00      | $10241395.89       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2075-07-20      | 0.7647%  | 0.0000% | $93862111.00       | $7855629.06        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-08-20      | 0.5723%  | 0.0000% | $171672724.00      | $12647623.14       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-02-20      | 4.0000%  | 0.0000% | $41856841.00       | $7822809.12        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-08-20      | 7.0000%  | 0.0000% | $58229187.00       | $13357169.85       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-03-20      | 6.0000%  | 0.0000% | $13081887.00       | $14365036.15       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-09-20      | 1.7162%  | 0.0000% | $99900000.00       | $7611589.03        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-01-20      | 5.5000%  | 0.0000% | $9348274.00        | $9947757.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 2.4662%  | 0.0000% | $81347145.00       | $8511435.45        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-02-20      | 2.4662%  | 0.0000% | $132528715.00      | $11081419.43       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 1.1662%  | 0.0000% | $301072000.00      | $7684319.58        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 5.0000%  | 0.0000% | $9667970.00        | $9585338.35        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 2.9162%  | 0.0000% | $105000000.00      | $11499926.09       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 2.8662%  | 0.0000% | $93306057.00       | $10733830.61       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-10-20      | 3.5000%  | 0.0000% | $58573914.00       | $9438895.32        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2067-04-16      | 0.8125%  | 0.0000% | $171736842.00      | $11798349.99       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-02-16      | 0.8326%  | 0.0000% | $278703841.00      | $20781034.98       | Agency Mortgage-Backed Securities |

### Security 208: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 985TJG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_4.16_1103
- **C.18 - Value (incl. sponsor support):** $440000000.00
- **C.18.a - Value (excl. sponsor support):** $440000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.2162%  | 0.0000% | $114387549.00      | $3665338.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 1.8162%  | 0.0000% | $125000000.00      | $2818686.30        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-06-20      | 1.1162%  | 0.0000% | $100000000.00      | $2532407.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 1.7662%  | 0.0000% | $150000000.00      | $4762451.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 0.8662%  | 0.0000% | $85875000.00       | $2392583.43        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-07-20      | 0.8162%  | 0.0000% | $180000000.00      | $3509820.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 2.2462%  | 0.0000% | $100000000.00      | $4224787.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 14.6654% | 0.0000% | $6203251.00        | $3778069.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 1.7562%  | 0.0000% | $150000000.00      | $2827619.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 2.8662%  | 0.0000% | $18430589.00       | $732183.95         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 2.2162%  | 0.0000% | $75000000.00       | $2545140.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 2.7662%  | 0.0000% | $110000000.00      | $4622447.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 1.7162%  | 0.0000% | $75000000.00       | $2755942.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-02-20      | 3.5000%  | 0.0000% | $31300538.00       | $3613142.98        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2066-12-20      | 1.7891%  | 0.0000% | $125129269.00      | $3362557.45        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-05-20      | 1.6555%  | 0.0000% | $96435714.00       | $3271602.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2075-06-20      | 0.7171%  | 0.0000% | $30144219.00       | $2440264.68        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2071-07-20      | 1.3838%  | 0.0000% | $48327160.00       | $3190472.11        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2073-09-20      | 1.8688%  | 0.0000% | $89413609.00       | $3429003.86        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-10-20      | 0.8696%  | 0.0000% | $57061414.00       | $4748861.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-20      | NA       | 0.0000% | $100000000.00      | $2722630.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-20      | 1.8662%  | 0.0000% | $42307692.00       | $2550365.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-08-20      | 1.8162%  | 0.0000% | $34894270.00       | $2445704.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-20      | 2.7162%  | 0.0000% | $59688105.00       | $2589375.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 1.6162%  | 0.0000% | $110000000.00      | $3867733.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 1.5662%  | 0.0000% | $166970000.00      | $3892900.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | 3.0000%  | 0.0000% | $28157352.00       | $3837002.05        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-03-20      | 1.9162%  | 0.0000% | $100000000.00      | $3138327.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 1.4162%  | 0.0000% | $150000000.00      | $2997974.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-04-16      | 0.7825%  | 0.0000% | $80000000.00       | $4753723.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 0.3662%  | 0.0000% | $150000000.00      | $4366214.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 0.3662%  | 0.0000% | $130000000.00      | $4546059.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-11-20      | 4.0000%  | 0.0000% | $45158236.00       | $4157491.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-06-20      | 3.5000%  | 0.0000% | $50703921.00       | $3694637.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-09-20      | 3.0000%  | 0.0000% | $40337355.00       | $3133399.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 2.5000%  | 0.0000% | $45988001.00       | $4611463.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-03-20      | 2.5000%  | 0.0000% | $33574039.00       | $2793177.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 2.5000%  | 0.0000% | $40575448.00       | $3003440.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-10-20      | 0.6579%  | 0.0000% | $58480020.00       | $3489534.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-12-20      | 1.2567%  | 0.0000% | $50209180.00       | $4172052.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-12-20      | 1.4202%  | 0.0000% | $50029030.00       | $4004124.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-12-20      | 1.1503%  | 0.0000% | $50661679.00       | $3918305.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-02-20      | 1.4383%  | 0.0000% | $54701150.00       | $4391029.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | NA       | 0.0000% | $187482306.00      | $4758567.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 3.0000%  | 0.0000% | $32106666.00       | $3405600.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | 3.5000%  | 0.0000% | $58609000.00       | $4614403.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | 3.0000%  | 0.0000% | $43048333.00       | $3478778.70        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2052-12-20      | 1.7162%  | 0.0000% | $100000000.00      | $3505448.32        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2074-10-20      | 0.2959%  | 0.0000% | $119121673.00      | $2706030.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-12-20      | 2.1792%  | 0.0000% | $92866611.00       | $2738252.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-12-20      | 0.7611%  | 0.0000% | $39344744.00       | $2493940.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-06-20      | 0.4749%  | 0.0000% | $101269253.00      | $4820889.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-07-20      | 0.7305%  | 0.0000% | $50000000.00       | $3234317.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-09-20      | 0.5385%  | 0.0000% | $57054461.00       | $2892226.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-09-20      | 0.6991%  | 0.0000% | $71306322.00       | $4375063.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-03-20      | 0.8549%  | 0.0000% | $48510292.00       | $2723319.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-05-20      | 0.7883%  | 0.0000% | $62700513.00       | $4736274.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-05-20      | 0.6654%  | 0.0000% | $45294920.00       | $2794681.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-07-20      | 0.8346%  | 0.0000% | $51900346.00       | $4331963.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-08-20      | NA       | 0.0000% | $100000000.00      | $2518645.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 3.0000%  | 0.0000% | $51887506.00       | $4539574.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-05-20      | 1.3262%  | 0.0000% | $54862753.00       | $4174158.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | 1.5162%  | 0.0000% | $50000000.00       | $3537460.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 1.7862%  | 0.0000% | $100000000.00      | $4681758.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.8962%  | 0.0000% | $91300568.00       | $3315499.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-11-20      | 6.5000%  | 0.0000% | $12187703.00       | $2425647.54        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-12-20      | 1.2162%  | 0.0000% | $118297992.00      | $3818087.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-12-20      | 1.9162%  | 0.0000% | $50000000.00       | $3065238.85        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-12-20      | 1.8662%  | 0.0000% | $100000000.00      | $4764375.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 2.4662%  | 0.0000% | $40217423.00       | $3861427.65        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-02-20      | 7.0000%  | 0.0000% | $16850242.00       | $3215513.06        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2050-04-20      | 4.0000%  | 0.0000% | $24131714.00       | $4738338.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 1.7662%  | 0.0000% | $40727305.00       | $2803484.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-12-20      | 1.3057%  | 0.0000% | $78800583.00       | $2934904.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-08-20      | 1.1103%  | 0.0000% | $86681134.00       | $2473529.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-07-16      | 0.8948%  | 0.0000% | $179111909.00      | $3739886.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-10-20      | 1.2211%  | 0.0000% | $88586088.00       | $3360772.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-12-20      | 1.0011%  | 0.0000% | $69071282.00       | $2527396.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-08-16      | 0.8261%  | 0.0000% | $123770784.00      | $4564444.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-10-16      | 1.0184%  | 0.0000% | $80000000.00       | $4514625.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-03-16      | 0.2000%  | 0.0000% | $532854143.00      | $3891623.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-10-16      | 0.9897%  | 0.0000% | $78300000.00       | $4179787.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-02-16      | 0.7307%  | 0.0000% | $50000000.00       | $2635023.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-02-16      | 0.5400%  | 0.0000% | $88552213.00       | $3453661.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-06-16      | 0.6998%  | 0.0000% | $29822544.00       | $1442860.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-05-16      | 0.7941%  | 0.0000% | $41772526.00       | $2615172.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-06-16      | 0.8292%  | 0.0000% | $75411759.00       | $4801786.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-08-16      | 0.2546%  | 0.0000% | $77781585.00       | $2910729.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-03-16      | 0.6780%  | 0.0000% | $39888999.00       | $2543211.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-07-16      | 0.5932%  | 0.0000% | $100000000.00      | $3691795.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-02-16      | 0.7190%  | 0.0000% | $72841515.00       | $3707975.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-07-16      | 0.6767%  | 0.0000% | $55425770.00       | $3493927.00        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2066-10-16      | 0.8611%  | 0.0000% | $51858754.00       | $3718215.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 1.8162%  | 0.0000% | $65879676.00       | $3100600.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-06-20      | 0.0662%  | 0.0000% | $450000000.00      | $4529768.81        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-07-20      | 1.1662%  | 0.0000% | $52703413.00       | $3406663.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 1.7162%  | 0.0000% | $50000000.00       | $3381206.12        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-08-20      | 2.3162%  | 0.0000% | $53219918.00       | $3352586.81        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-09-20      | 1.0462%  | 0.0000% | $100000000.00      | $4030036.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-12-20      | 3.5000%  | 0.0000% | $86999066.00       | $4097879.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-03-20      | 1.9045%  | 0.0000% | $58333333.00       | $2645205.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-05-20      | 1.9545%  | 0.0000% | $46753246.00       | $2565897.75        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-11-20      | 1.8162%  | 0.0000% | $100000000.00      | $2783891.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-02-16      | 1.2074%  | 0.0000% | $15000000.00       | $3376434.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-08-20      | NA       | 0.0000% | $3934450.00        | $2408684.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-09-20      | 1.8917%  | 0.0000% | $122402019.00      | $2546781.33        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-10-20      | 0.6260%  | 0.0000% | $92929269.00       | $4694291.82        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-10-20      | 1.7142%  | 0.0000% | $52790059.00       | $3902265.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 1.1629%  | 0.0000% | $150000000.00      | $4711366.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 1.2162%  | 0.0000% | $132397189.00      | $3078266.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 1.2662%  | 0.0000% | $100000000.00      | $3777397.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 3.0662%  | 0.0000% | $38420804.00       | $3820712.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 1.1362%  | 0.0000% | $90000000.00       | $2493773.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 1.1162%  | 0.0000% | $75000000.00       | $2397950.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 1.7162%  | 0.0000% | $100000000.00      | $2452704.16        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-06-20      | 2.9162%  | 0.0000% | $26962927.00       | $4195445.52        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-04-20      | 1.0162%  | 0.0000% | $117922779.00      | $2987405.69        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-05-20      | 1.8162%  | 0.0000% | $90000000.00       | $4172160.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-07-20      | 1.1162%  | 0.0000% | $80000000.00       | $2642085.71        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-07-20      | 1.7162%  | 0.0000% | $57668708.00       | $2437294.75        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-08-20      | 2.4662%  | 0.0000% | $70929155.00       | $4513685.87        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-10-20      | 1.3162%  | 0.0000% | $100000000.00      | $4683113.69        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-09-20      | 1.1662%  | 0.0000% | $100000000.00      | $2417903.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-09-20      | 1.1362%  | 0.0000% | $100000000.00      | $4022583.45        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-09-20      | 6.0000%  | 0.0000% | $27777777.00       | $3635771.52        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2047-02-16      | 1.9537%  | 0.0000% | $36876188.00       | $3356201.80        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-11-20      | 1.6662%  | 0.0000% | $100000000.00      | $3303408.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | 2.0000%  | 0.0000% | $27337372.00       | $3140799.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | 2.5000%  | 0.0000% | $21978059.00       | $2678955.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 7.0000%  | 0.0000% | $22560384.00       | $3593322.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 7.0000%  | 0.0000% | $14454550.00       | $3295145.73        | Agency Mortgage-Backed Securities |

### Security 209: Credit Agricole Corporate and Investment Bank Tri Party Repo

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank Tri Party Repo 4.149900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 996JWN000, C.3 - LEI: N/A, C.5 - Other ID: 996JWN000_4.15_1103
- **C.18 - Value (incl. sponsor support):** $160000000.00
- **C.18.a - Value (excl. sponsor support):** $160000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2032-04-30      | 4.0000%  | 0.0000% | $148586200.00      | $149835215.60      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $2992900.00        | $3093074.91        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 4.1250%  | 0.0000% | $100.00            | $101.29            | U.S. Treasuries (including strips) |
| Fannie Mae      | 2055-08-01      | 5.0000%  | 0.0000% | $72470.00          | $71607.96          | Agency Mortgage-Backed Securities  |
| US TREASURY N/B | 2035-05-15      | 4.2500%  | 0.0000% | $9876500.00        | $10200040.94       | U.S. Treasuries (including strips) |

### Security 210: Deutsche Bank Securities Inc. Tri Party Repo

- **C.1 - Title:** Deutsche Bank Securities Inc. Tri Party Repo 4.149900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDGG008, C.3 - LEI: N/A, C.5 - Other ID: 99VDGG008_4.15_1103
- **C.18 - Value (incl. sponsor support):** $370000000.00
- **C.18.a - Value (excl. sponsor support):** $370000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2044-11-15      | 3.0000%  | 0.0000% | $97211600.00       | $78111190.10       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 4.7500%  | 0.0000% | $67737600.00       | $69323598.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-02-15      | 3.6250%  | 0.0000% | $137043600.00      | $115405774.82      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-02-15      | 3.0000%  | 0.0000% | $148983100.00      | $114559537.77      | U.S. Treasuries (including strips) |

### Security 211: Goldman Sachs & Co. LLC Tri Party Repo

- **C.1 - Title:** Goldman Sachs & Co. LLC Tri Party Repo 3.000000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDJN000, C.3 - LEI: N/A, C.5 - Other ID: 99VDJN000_3.00_1103
- **C.18 - Value (incl. sponsor support):** $2750000000.00
- **C.18.a - Value (excl. sponsor support):** $2750000000.00
- **C.19 - Percentage of Net Assets:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 3.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2031-10-31      | 4.1250%  | 0.0000% | $100.00            | $101.66            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 4.2500%  | 0.0000% | $14973500.00       | $15322777.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $7048000.00        | $7283902.57        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-12-31      | 4.5000%  | 0.0000% | $2600000.00        | $2734190.58        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 4.3750%  | 0.0000% | $11792700.00       | $12281023.47       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2035-01-15      | 2.1250%  | 0.0000% | $1187000.00        | $1259609.59        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-29      | 4.1250%  | 0.0000% | $4000000.00        | $4090499.87        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 2.2500%  | 0.0000% | $829700.00         | $816365.79         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-15      | 5.3750%  | 0.0000% | $30730900.00       | $33436466.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2036-02-15      | 4.5000%  | 0.0000% | $13785900.00       | $14412300.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2037-02-15      | 4.7500%  | 0.0000% | $5988500.00        | $6372703.35        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $11840000.00       | $12087378.65       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2038-05-15      | 4.5000%  | 0.0000% | $30452600.00       | $31871227.09       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-01-15      | 1.7500%  | 0.0000% | $967000.00         | $1520050.85        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-02-15      | 3.5000%  | 0.0000% | $10674900.00       | $9895999.19        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-02-15      | 4.7500%  | 0.0000% | $12010000.00       | $12493124.57       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 2.8750%  | 0.0000% | $15483400.00       | $12421946.67       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-02-15      | 3.6250%  | 0.0000% | $1470700.00        | $1297610.25        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-11-15      | 3.0000%  | 0.0000% | $1500000.00        | $1192819.76        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2046-02-15      | 1.0000%  | 0.0000% | $660000.00         | $702562.21         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-08-15      | 2.2500%  | 0.0000% | $12700000.00       | $8622447.58        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-02-15      | 3.0000%  | 0.0000% | $2000000.00        | $1555282.35        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-08-15      | 2.7500%  | 0.0000% | $37673900.00       | $27803830.82       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-11-15      | 2.7500%  | 0.0000% | $10133500.00       | $7529110.20        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-02-15      | 3.0000%  | 0.0000% | $6975000.00        | $5363378.64        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-05-15      | 3.1250%  | 0.0000% | $12098400.00       | $9594191.18        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-05-15      | 2.8750%  | 0.0000% | $14349000.00       | $10759929.48       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-05-15      | 1.2500%  | 0.0000% | $56532600.00       | $28403984.54       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2039-08-15      | NA       | 0.0000% | $131600.00         | $71592.11          | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2040-05-15      | NA       | 0.0000% | $77500.00          | $40454.69          | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2041-08-15      | NA       | 0.0000% | $528400.00         | $256816.67         | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2043-11-15      | NA       | 0.0000% | $440900.00         | $188760.75         | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2045-08-15      | NA       | 0.0000% | $3600200.00        | $1409204.68        | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2049-02-15      | NA       | 0.0000% | $437636800.00      | $143319487.45      | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2049-11-15      | NA       | 0.0000% | $748500.00         | $236793.96         | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2040-05-15      | NA       | 0.0000% | $21999000.00       | $11456419.23       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2051-08-15      | NA       | 0.0000% | $3894500.00        | $1135640.09        | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2042-05-15      | NA       | 0.0000% | $487000.00         | $226676.59         | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2043-02-15      | NA       | 0.0000% | $247000.00         | $110424.07         | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2053-05-15      | NA       | 0.0000% | $543400.00         | $147259.77         | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2043-08-15      | NA       | 0.0000% | $243000.00         | $105655.43         | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2053-11-15      | NA       | 0.0000% | $105580000.00      | $28265877.60       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2044-05-15      | NA       | 0.0000% | $95000.00          | $39694.99          | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-11      | NA       | 0.0000% | $3990700.00        | $3974409.96        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-02-05      | NA       | 0.0000% | $170000.00         | $168335.53         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-02      | NA       | 0.0000% | $3363200.00        | $3352750.54        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-30      | NA       | 0.0000% | $12436800.00       | $12361383.24       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-01-13      | NA       | 0.0000% | $195000.00         | $193576.11         | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2027-08-15      | NA       | 0.0000% | $6105600.00        | $5728487.62        | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2029-02-15      | NA       | 0.0000% | $2914000.00        | $2595832.00        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-04-30      | 4.0000%  | 0.0000% | $20367500.00       | $20538709.20       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-05-15      | 4.2500%  | 0.0000% | $2201600.00        | $2273721.47        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-15      | 3.8750%  | 0.0000% | $16800000.00       | $16992780.56       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-31      | 4.1250%  | 0.0000% | $6650000.00        | $6776742.68        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 3.8750%  | 0.0000% | $250000.00         | $251559.78         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-10-15      | 2.3750%  | 0.0000% | $121000.00         | $132703.62         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-15      | 1.7500%  | 0.0000% | $21385800.00       | $20063616.17       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.7500%  | 0.0000% | $1114500.00        | $1096388.47        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 0.6250%  | 0.0000% | $13604900.00       | $13052204.76       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 0.5000%  | 0.0000% | $3690400.00        | $3523309.76        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 0.5000%  | 0.0000% | $147000.00         | $139919.77         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 0.5000%  | 0.0000% | $5449000.00        | $5126593.57        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-15      | 0.8750%  | 0.0000% | $5321000.00        | $4653780.34        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 1.2500%  | 0.0000% | $296700.00         | $281056.36         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 1.2500%  | 0.0000% | $27960700.00       | $26499177.71       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.2500%  | 0.0000% | $2886000.00        | $2817994.26        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 1.7500%  | 0.0000% | $19551800.00       | $18524998.12       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2032-01-15      | 0.1250%  | 0.0000% | $3392000.00        | $3641384.87        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 2.3750%  | 0.0000% | $154862300.00      | $148968653.55      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-04-15      | 0.1250%  | 0.0000% | $20000000.00       | $22547886.61       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-15      | 2.8750%  | 0.0000% | $8923500.00        | $8534034.96        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 2.6250%  | 0.0000% | $99200.00          | $98750.66          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.2500%  | 0.0000% | $5000.00           | $5024.24           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-11-15      | 4.1250%  | 0.0000% | $1800.00           | $1859.73           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-11-15      | 4.5000%  | 0.0000% | $325000.00         | $331768.05         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 3.8750%  | 0.0000% | $9398000.00        | $9602019.03        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 3.5000%  | 0.0000% | $18868300.00       | $18992830.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 3.6250%  | 0.0000% | $5300000.00        | $5319854.99        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-04-15      | 1.2500%  | 0.0000% | $8000.00           | $8640.58           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 3.6250%  | 0.0000% | $2000000.00        | $2031527.38        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-15      | 4.1250%  | 0.0000% | $2359000.00        | $2400851.68        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.7500%  | 0.0000% | $1902000.00        | $1929681.65        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 4.0000%  | 0.0000% | $16475900.00       | $16848057.63       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 4.1250%  | 0.0000% | $15619800.00       | $16005905.32       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-15      | 4.6250%  | 0.0000% | $3914000.00        | $3965488.95        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-11-15      | 1.6250%  | 0.0000% | $23600.00          | $12999.56          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-02-15      | 1.8750%  | 0.0000% | $47606100.00       | $27698763.50       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2051-02-15      | 0.1250%  | 0.0000% | $14103000.00       | $9854140.12        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 2.3750%  | 0.0000% | $837465600.00      | $629614534.84      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-11-15      | 4.0000%  | 0.0000% | $28791100.00       | $26247192.26       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-05-15      | 3.6250%  | 0.0000% | $4135400.00        | $3516444.01        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 3.8750%  | 0.0000% | $21922100.00       | $20402164.44       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-11-15      | 4.7500%  | 0.0000% | $14659800.00       | $15141944.09       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-02-15      | 4.2500%  | 0.0000% | $17432800.00       | $16398837.33       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2054-02-15      | 2.1250%  | 0.0000% | $10800000.00       | $10671505.48       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 4.1250%  | 0.0000% | $3900400.00        | $3681884.44        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-11-15      | 4.5000%  | 0.0000% | $11134100.00       | $11058107.10       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-02-15      | 4.6250%  | 0.0000% | $28619100.00       | $28683559.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $15708700.00       | $16255454.80       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-08-15      | 4.7500%  | 0.0000% | $14434800.00       | $14771071.06       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2027-11-15      | NA       | 0.0000% | $814000.00         | $756621.14         | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2030-05-15      | NA       | 0.0000% | $762200.00         | $645193.15         | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2034-02-15      | NA       | 0.0000% | $184000.00         | $132356.54         | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2034-11-15      | NA       | 0.0000% | $10797000.00       | $7469699.31        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-15      | 1.6250%  | 0.0000% | $943200.00         | $940381.85         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-07-15      | 0.1250%  | 0.0000% | $9701400.00        | $13040754.70       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 2.2500%  | 0.0000% | $13500000.00       | $13322554.39       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-15      | 1.6250%  | 0.0000% | $3956500.00        | $3693610.90        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 6.5000%  | 0.0000% | $155000.00         | $164404.40         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 5.2500%  | 0.0000% | $341100.00         | $362632.30         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-04-15      | 3.8750%  | 0.0000% | $3066000.00        | $6573599.40        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-15      | 3.7500%  | 0.0000% | $14571100.00       | $14644966.03       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 3.8750%  | 0.0000% | $3501600.00        | $3570832.83        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-31      | 4.1250%  | 0.0000% | $9299400.00        | $9598913.71        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-15      | 3.8750%  | 0.0000% | $24600700.00       | $25052351.20       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 3.8750%  | 0.0000% | $6176000.00        | $6281427.41        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-07-31      | 4.0000%  | 0.0000% | $28606000.00       | $29093675.09       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2035-07-15      | 1.8750%  | 0.0000% | $9891000.00        | $10103141.91       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-08-15      | 4.2500%  | 0.0000% | $10119300.00       | $10332591.20       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 3.6250%  | 0.0000% | $8750000.00        | $8822265.54        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 3.6250%  | 0.0000% | $23836500.00       | $23984820.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $100.00            | $100.60            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-09-30      | 3.6250%  | 0.0000% | $10628500.00       | $10620669.19       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $21614400.00       | $21424625.57       | U.S. Treasuries (including strips) |
| STRIPS          | 2031-11-15      | NA       | 0.0000% | $25761.00          | $20338.26          | U.S. Treasuries (including strips) |
| STRIPS          | 2027-11-15      | NA       | 0.0000% | $8043264.00        | $7467269.78        | U.S. Treasuries (including strips) |
| STRIPS          | 2031-02-15      | NA       | 0.0000% | $5262694.40        | $4293400.82        | U.S. Treasuries (including strips) |
| STRIPS          | 2037-11-15      | NA       | 0.0000% | $163.84            | $95.93             | U.S. Treasuries (including strips) |
| STRIPS          | 2052-02-15      | NA       | 0.0000% | $1953700.00        | $545207.34         | U.S. Treasuries (including strips) |
| STRIPS          | 2039-11-15      | NA       | 0.0000% | $33432739.84       | $17472819.09       | U.S. Treasuries (including strips) |
| STRIPS          | 2041-08-15      | NA       | 0.0000% | $5062435.84        | $2393129.86        | U.S. Treasuries (including strips) |
| STRIPS          | 2043-08-15      | NA       | 0.0000% | $25327820.80       | $10694039.14       | U.S. Treasuries (including strips) |
| STRIPS          | 2049-11-15      | NA       | 0.0000% | $17967600.00       | $5562625.22        | U.S. Treasuries (including strips) |
| STRIPS          | 2054-11-15      | NA       | 0.0000% | $17345904.64       | $4407577.02        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 4.6250%  | 0.0000% | $583510000.00      | $601003518.81      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-11-30      | 4.8750%  | 0.0000% | $2725500.00        | $2782645.83        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-30      | 4.3750%  | 0.0000% | $1100100.00        | $1152716.61        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 4.3750%  | 0.0000% | $5982300.00        | $6222518.86        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-15      | 4.3750%  | 0.0000% | $18639300.00       | $19077657.23       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 4.0000%  | 0.0000% | $2931700.00        | $2994098.30        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-01-31      | 4.0000%  | 0.0000% | $7299900.00        | $7461957.78        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-15      | 4.2500%  | 0.0000% | $13700000.00       | $13880409.17       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $18504800.00       | $18859574.94       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $15835900.00       | $16570221.96       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-31      | 4.6250%  | 0.0000% | $20000000.00       | $21235900.33       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-15      | 4.6250%  | 0.0000% | $9357000.00        | $9664438.50        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-15      | 4.3750%  | 0.0000% | $25077900.00       | $25705491.35       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 4.0000%  | 0.0000% | $22220000.00       | $22707017.96       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 3.7500%  | 0.0000% | $22200000.00       | $22422720.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 3.7500%  | 0.0000% | $5239600.00        | $5271991.52        | U.S. Treasuries (including strips) |

### Security 212: Goldman Sachs & Co. LLC Tri Party Repo

- **C.1 - Title:** Goldman Sachs & Co. LLC Tri Party Repo 4.149900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDJN000, C.3 - LEI: N/A, C.5 - Other ID: 99VDJN000_4.15_1103
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIP PRINC   | 2026-02-15      | NA       | 0.0000% | $102000.00         | $100900.85         | U.S. Treasuries (including strips) |
| STRIP PRINC   | 2026-05-15      | NA       | 0.0000% | $34900.00          | $34199.77          | U.S. Treasuries (including strips) |
| STRIPS        | 2026-08-15      | NA       | 0.0000% | $41859614.65       | $40664899.39       | U.S. Treasuries (including strips) |

### Security 213: Goldman Sachs & Co. LLC Tri Party Repo

- **C.1 - Title:** Goldman Sachs & Co. LLC Tri Party Repo 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDKE008, C.3 - LEI: N/A, C.5 - Other ID: 99VDKE008_4.16_1103
- **C.18 - Value (incl. sponsor support):** $390000000.00
- **C.18.a - Value (excl. sponsor support):** $390000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE A | 2061-02-16      | 0.6397%  | 0.0000% | $2400000.00        | $103937.92         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-04-20      | 6.5000%  | 0.0000% | $3536188.00        | $3678896.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-02-16      | 0.5400%  | 0.0000% | $27047000.00       | $1054871.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-05-16      | 0.6213%  | 0.0000% | $23308800.00       | $1057963.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-11-16      | 0.1567%  | 0.0000% | $121897344.00      | $993384.43         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-09-16      | 1.4245%  | 0.0000% | $1901718.00        | $150130.47         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-07-16      | 0.2822%  | 0.0000% | $115942656.00      | $3092872.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-07-16      | 0.2841%  | 0.0000% | $101556864.00      | $2693044.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-11-16      | 0.2435%  | 0.0000% | $129872640.00      | $4075532.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-03-16      | 0.7414%  | 0.0000% | $102208256.00      | $6035295.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-03-16      | 0.2544%  | 0.0000% | $145425920.00      | $4888568.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-11-16      | 0.2444%  | 0.0000% | $153472000.00      | $5077123.05        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-07-20      | 5.3038%  | 0.0000% | $100000000.00      | $99705600.98       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 5.1838%  | 0.0000% | $9386700.00        | $8001513.37        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | 5.5838%  | 0.0000% | $2575900.00        | $2565739.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-16      | 0.3462%  | 0.0000% | $230690560.00      | $343726.74         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-01-20      | 4.0000%  | 0.0000% | $135000.00         | $194482.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2057-09-16      | 0.6222%  | 0.0000% | $1790812.00        | $13592.56          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-08-16      | 3.0000%  | 0.0000% | $6512872.00        | $176961.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-11-16      | 0.2500%  | 0.0000% | $5285960.00        | $29169.69          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-16      | 3.2500%  | 0.0000% | $1384614.00        | $10415.38          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-16      | 3.0000%  | 0.0000% | $6083320.00        | $400496.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2059-10-16      | 2.0000%  | 0.0000% | $250000.00         | $22984.19          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-10-16      | 0.9490%  | 0.0000% | $10600000.00       | $672256.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-09-16      | 0.6669%  | 0.0000% | $136572416.00      | $6367992.39        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2035-06-01      | 6.0000%  | 0.0000% | $17162000.00       | $179573.09         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-09-01      | 3.0000%  | 0.0000% | $3439360.00        | $752247.05         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-07-01      | 6.0000%  | 0.0000% | $13434048.00       | $11524292.23       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-07-01      | 6.0000%  | 0.0000% | $244108.00         | $232379.57         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2030-12-01      | 5.4500%  | 0.0000% | $8011000.00        | $8446299.05        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-05-01      | 5.0000%  | 0.0000% | $7662300.00        | $6459521.15        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-06-01      | 6.0000%  | 0.0000% | $50071.00          | $48262.16          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-09-01      | 5.5000%  | 0.0000% | $52525120.00       | $49934627.67       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-07-01      | 3.0000%  | 0.0000% | $47326000.00       | $4766129.71        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-01      | 5.0000%  | 0.0000% | $177225.00         | $159922.05         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-04-01      | 6.0000%  | 0.0000% | $515619.00         | $520142.19         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-04-01      | 4.5000%  | 0.0000% | $289381.00         | $281332.36         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-10-01      | 5.0000%  | 0.0000% | $400000.00         | $387140.54         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-10-01      | 6.5000%  | 0.0000% | $441314.00         | $459661.92         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-12-20      | 4.5000%  | 0.0000% | $39000.00          | $30966.81          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 5.5000%  | 0.0000% | $206610688.00      | $146984194.06      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-08-20      | 5.0000%  | 0.0000% | $223371.00         | $211075.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 6.5000%  | 0.0000% | $1244000.00        | $628047.32         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-03-20      | 6.5000%  | 0.0000% | $8783968.00        | $9146943.63        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-01-20      | 5.0000%  | 0.0000% | $1167029.00        | $1165805.07        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-08-20      | 5.5000%  | 0.0000% | $3642364.00        | $3709588.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2034-08-16      | 4.4463%  | 0.0000% | $160000000.00      | $1710621.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-06-16      | 0.6111%  | 0.0000% | $2000000.00        | $106565.69         | Agency Mortgage-Backed Securities |

### Security 214: HSBC Securities USA Inc. Tri Party Repo

- **C.1 - Title:** HSBC Securities USA Inc. Tri Party Repo 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDKY004, C.3 - LEI: 549300LBOHZ4QSIWU288, C.5 - Other ID: 99VDKY004_4.16_1103
- **C.18 - Value (incl. sponsor support):** $230000000.00
- **C.18.a - Value (excl. sponsor support):** $230000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC POOL          | 2055-10-01      | 6.5000%  | 0.0000% | $232565.00         | $247440.48         | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2053-11-01      | 6.0000%  | 0.0000% | $164999.00         | $141460.20         | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL | 2053-04-01      | 3.8010%  | 0.0000% | $75899392.00       | $67677551.62       | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2034-01-01      | 4.5000%  | 0.0000% | $1000000.00        | $115692.84         | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2052-03-01      | 3.0000%  | 0.0000% | $8000000.00        | $5643396.56        | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2052-01-01      | 2.5000%  | 0.0000% | $2187000.00        | $1406033.01        | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2054-01-01      | 6.5000%  | 0.0000% | $1795362.00        | $1791269.11        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2029-08-01      | 7.5000%  | 0.0000% | $210660583.00      | $213679.67         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2033-04-01      | 3.7200%  | 0.0000% | $4366000.00        | $4001403.18        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2033-06-01      | 3.8000%  | 0.0000% | $6905760.00        | $6575883.36        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2033-06-01      | 3.6200%  | 0.0000% | $8066496.00        | $7740542.34        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2030-06-01      | 3.6000%  | 0.0000% | $21226200.00       | $20723059.93       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2033-06-01      | 3.6700%  | 0.0000% | $10252000.00       | $8497480.10        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-05-01      | 5.5000%  | 0.0000% | $1831956.00        | $1851278.66        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-05-01      | 5.0000%  | 0.0000% | $1066054.00        | $1042152.63        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2051-03-01      | 2.0000%  | 0.0000% | $60000.00          | $34320.54          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-10-01      | 6.5000%  | 0.0000% | $452489.00         | $476056.29         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2051-02-01      | 3.0000%  | 0.0000% | $80151.00          | $44954.26          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-09-01      | 5.0000%  | 0.0000% | $500000.00         | $402206.43         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-06-01      | 4.5000%  | 0.0000% | $18371580.00       | $13183776.54       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-04-01      | 3.5000%  | 0.0000% | $1364000.00        | $1064025.28        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL          | 2055-09-01      | 5.0000%  | 0.0000% | $5326776.00        | $5351013.33        | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL | 2052-05-01      | 1.9170%  | 0.0000% | $101670656.00      | $86375323.80       | Agency Mortgage-Backed Securities |

### Security 215: Bank of America Tri Party Repo

- **C.1 - Title:** Bank of America Tri Party Repo 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDNE005, C.3 - LEI: N/A, C.5 - Other ID: 99VDNE005_4.16_1103
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                     | 2053-09-01      | 6.5000%  | 0.0000% | $80000.00          | $42300.75          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-06-01      | 2.0000%  | 0.0000% | $1000000.00        | $380677.53         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-02-01      | 7.0000%  | 0.0000% | $273474560.00      | $133748608.03      | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-10-01      | 5.0000%  | 0.0000% | $26748192.00       | $27137556.52       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-07-01      | 6.0000%  | 0.0000% | $12754736.00       | $12952977.08       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 6.5000%  | 0.0000% | $3001243.00        | $3156996.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-15      | 4.5000%  | 0.0000% | $1000.00           | $789.76            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-12-15      | 5.4500%  | 0.0000% | $1000.00           | $1038.12           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-10-20      | 5.5000%  | 0.0000% | $1056816.00        | $1079055.99        | Agency Mortgage-Backed Securities |

### Security 216: UBS Securities LLC Tri Party Repo

- **C.1 - Title:** UBS Securities LLC Tri Party Repo 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDQX000, C.3 - LEI: N/A, C.5 - Other ID: 99VDQX000_4.16_1103
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B          | 2029-07-15      | 0.2500%  | 0.0000% | $905000.00         | $1108851.54        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-02-28      | 0.5000%  | 0.0000% | $2200.00           | $2177.96           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-12-31      | 3.8750%  | 0.0000% | $100.00            | $102.05            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2053-11-15      | 4.7500%  | 0.0000% | $800.00            | $826.31            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2054-02-15      | 2.1250%  | 0.0000% | $2257800.00        | $2230937.51        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2055-02-15      | 2.3750%  | 0.0000% | $1436100.00        | $1459946.85        | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2026-05-15      | NA       | 0.0000% | $100.00            | $97.99             | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2027-05-15      | NA       | 0.0000% | $100.00            | $94.58             | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2025-11-15      | NA       | 0.0000% | $159000.00         | $158792.51         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-11-15      | 2.2500%  | 0.0000% | $48700.00          | $47917.34          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2028-01-15      | 0.5000%  | 0.0000% | $616000.00         | $797560.36         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-05-15      | 2.8750%  | 0.0000% | $400.00            | $398.25            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-08-15      | 2.8750%  | 0.0000% | $6900.00           | $6808.50           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-11-30      | 2.8750%  | 0.0000% | $297200.00         | $300499.65         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-12-31      | 2.6250%  | 0.0000% | $296200.00         | $298185.66         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-01-31      | 2.6250%  | 0.0000% | $2000.00           | $2006.80           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-02-28      | 2.5000%  | 0.0000% | $99600.00          | $99585.53          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-05-31      | 2.1250%  | 0.0000% | $300.00            | $299.78            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-11-15      | 2.2500%  | 0.0000% | $600.00            | $605.85            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-02-15      | 1.6250%  | 0.0000% | $309600.00         | $308674.96         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-11-15      | 2.0000%  | 0.0000% | $1600.00           | $1586.62           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2027-01-15      | 0.3750%  | 0.0000% | $1149900.00        | $1526872.13        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2028-07-15      | 0.7500%  | 0.0000% | $525000.00         | $673008.06         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-07-31      | 1.8750%  | 0.0000% | $500.00            | $495.38            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2046-11-15      | 2.8750%  | 0.0000% | $8400.00           | $6464.99           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $78.29             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2048-08-15      | 3.0000%  | 0.0000% | $1000.00           | $765.52            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2048-11-15      | 3.3750%  | 0.0000% | $800.00            | $661.13            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2049-02-15      | 1.0000%  | 0.0000% | $20800.00          | $19977.52          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2049-11-15      | 2.3750%  | 0.0000% | $300.00            | $201.69            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2050-05-15      | 1.2500%  | 0.0000% | $600.00            | $301.46            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2040-05-15      | 1.1250%  | 0.0000% | $400.00            | $259.05            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2051-02-15      | 0.1250%  | 0.0000% | $3347800.00        | $2339196.64        | U.S. Treasuries (including strips) |
| STRIPS                   | 2031-08-15      | NA       | 0.0000% | $1991.91           | $1590.73           | U.S. Treasuries (including strips) |
| STRIPS                   | 2032-02-15      | NA       | 0.0000% | $650.28            | $507.66            | U.S. Treasuries (including strips) |
| STRIPS                   | 2033-02-15      | NA       | 0.0000% | $24999.97          | $18639.35          | U.S. Treasuries (including strips) |
| STRIPS                   | 2033-08-15      | NA       | 0.0000% | $8000.00           | $5824.71           | U.S. Treasuries (including strips) |
| STRIPS                   | 2034-02-15      | NA       | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| STRIPS                   | 2035-02-15      | NA       | 0.0000% | $6276.33           | $4241.07           | U.S. Treasuries (including strips) |
| STRIPS                   | 2037-02-15      | NA       | 0.0000% | $17972.33          | $10952.41          | U.S. Treasuries (including strips) |
| STRIPS                   | 2030-11-15      | NA       | 0.0000% | $9781.48           | $8066.40           | U.S. Treasuries (including strips) |
| STRIPS                   | 2031-11-15      | NA       | 0.0000% | $1007.26           | $795.23            | U.S. Treasuries (including strips) |
| STRIPS                   | 2032-11-15      | NA       | 0.0000% | $10000.00          | $7546.70           | U.S. Treasuries (including strips) |
| STRIPS                   | 2033-05-15      | NA       | 0.0000% | $129.83            | $95.69             | U.S. Treasuries (including strips) |
| STRIPS                   | 2034-11-15      | NA       | 0.0000% | $19000.00          | $13001.55          | U.S. Treasuries (including strips) |
| STRIPS                   | 2025-11-15      | NA       | 0.0000% | $165058.28         | $164847.01         | U.S. Treasuries (including strips) |
| STRIPS                   | 2026-08-15      | NA       | 0.0000% | $31329.03          | $30434.87          | U.S. Treasuries (including strips) |
| STRIPS                   | 2026-11-15      | NA       | 0.0000% | $41993.42          | $40436.85          | U.S. Treasuries (including strips) |
| US TREASURY FRN          | 2027-01-31      | 3.8635%  | 0.0000% | $500.00            | $499.40            | U.S. Treasuries (including strips) |
| STRIPS                   | 2034-05-15      | NA       | 0.0000% | $3000.00           | $2107.03           | U.S. Treasuries (including strips) |
| Federal Farm Credit Bank | 2040-05-21      | 2.1250%  | 0.0000% | $2000.00           | $1455.06           | Agency Mortgage-Backed Securities  |
| STRIP PRINC              | 2026-11-15      | NA       | 0.0000% | $33200.00          | $32052.14          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2050-02-15      | 0.2500%  | 0.0000% | $10100.00          | $7611.11           | U.S. Treasuries (including strips) |
| Federal Farm Credit Bank | 2030-01-18      | 3.5000%  | 0.0000% | $3000.00           | $2994.01           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2026-08-03      | 2.6300%  | 0.0000% | $4000.00           | $3990.19           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2026-04-23      | 2.8400%  | 0.0000% | $2000.00           | $1991.33           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2027-03-22      | 2.5400%  | 0.0000% | $2000.00           | $1973.63           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2026-10-13      | 2.5500%  | 0.0000% | $5000.00           | $4948.96           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2027-08-19      | 0.9000%  | 0.0000% | $3000.00           | $2863.84           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2030-09-09      | 1.3200%  | 0.0000% | $5000.00           | $4464.59           | Agency Mortgage-Backed Securities  |
| STRIPS                   | 2027-02-15      | NA       | 0.0000% | $7000.00           | $6680.09           | U.S. Treasuries (including strips) |
| STRIPS                   | 2027-05-15      | NA       | 0.0000% | $50000.60          | $47283.77          | U.S. Treasuries (including strips) |
| STRIPS                   | 2027-08-15      | NA       | 0.0000% | $108000.00         | $101169.76         | U.S. Treasuries (including strips) |
| STRIPS                   | 2027-11-15      | NA       | 0.0000% | $35897.20          | $33326.53          | U.S. Treasuries (including strips) |
| STRIPS                   | 2028-08-15      | NA       | 0.0000% | $28000.00          | $25292.65          | U.S. Treasuries (including strips) |
| STRIPS                   | 2028-05-15      | NA       | 0.0000% | $16461.81          | $15011.79          | U.S. Treasuries (including strips) |
| STRIPS                   | 2028-11-15      | NA       | 0.0000% | $45.22             | $40.47             | U.S. Treasuries (including strips) |
| STRIPS                   | 2029-08-15      | NA       | 0.0000% | $25021.80          | $21736.49          | U.S. Treasuries (including strips) |
| STRIPS                   | 2029-05-15      | NA       | 0.0000% | $50000.00          | $43864.70          | U.S. Treasuries (including strips) |
| STRIPS                   | 2029-11-15      | NA       | 0.0000% | $25000.00          | $21495.45          | U.S. Treasuries (including strips) |
| STRIPS                   | 2030-02-15      | NA       | 0.0000% | $6.02              | $5.12              | U.S. Treasuries (including strips) |
| STRIPS                   | 2030-08-15      | NA       | 0.0000% | $7000.01           | $5834.35           | U.S. Treasuries (including strips) |
| STRIPS                   | 2039-11-15      | NA       | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-12-31      | 4.2500%  | 0.0000% | $511200.00         | $518790.38         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-01-31      | 4.2500%  | 0.0000% | $3500300.00        | $3540353.93        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2031-01-31      | 4.0000%  | 0.0000% | $100.00            | $102.22            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2034-01-15      | 1.7500%  | 0.0000% | $35000000.00       | $37172222.20       | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-04-30      | 4.8750%  | 0.0000% | $300.00            | $301.46            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-06-15      | 4.6250%  | 0.0000% | $500.00            | $516.43            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-08-31      | 3.7500%  | 0.0000% | $100.00            | $100.62            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $100.38            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-10-15      | 3.8750%  | 0.0000% | $149900.00         | $150912.17         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-10-31      | 4.1250%  | 0.0000% | $49800.00          | $49980.67          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2029-10-15      | 1.6250%  | 0.0000% | $210600.00         | $220404.02         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2034-11-15      | 4.2500%  | 0.0000% | $2600.00           | $2689.67           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-11-15      | 4.1250%  | 0.0000% | $1100.00           | $1132.04           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-12-31      | 4.3750%  | 0.0000% | $20000.00          | $20828.18          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-12-31      | 4.2500%  | 0.0000% | $300.00            | $306.06            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-01-31      | 4.2500%  | 0.0000% | $300.00            | $309.82            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-01-31      | 4.1250%  | 0.0000% | $1000.00           | $1015.40           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2035-01-15      | 2.1250%  | 0.0000% | $239100.00         | $253725.91         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2032-04-30      | 4.0000%  | 0.0000% | $500.00            | $504.20            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2030-04-15      | 1.6250%  | 0.0000% | $7198700.00        | $7415020.03        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-06-15      | 3.8750%  | 0.0000% | $443800.00         | $453410.78         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2032-06-30      | 4.0000%  | 0.0000% | $8900000.00        | $9086282.03        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-07-31      | 3.8750%  | 0.0000% | $99000.00          | $100689.98         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-05-15      | 3.6250%  | 0.0000% | $200.00            | $203.11            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-05-31      | 3.6250%  | 0.0000% | $364000.00         | $369737.98         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-05-31      | 3.7500%  | 0.0000% | $500.00            | $508.90            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2033-07-15      | 1.3750%  | 0.0000% | $3283400.00        | $3455485.71        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-07-31      | 4.1250%  | 0.0000% | $248900.00         | $254830.91         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-08-31      | 4.3750%  | 0.0000% | $82000.00          | $84273.39          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-09-15      | 4.6250%  | 0.0000% | $2700.00           | $2735.52           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-10-31      | 1.6250%  | 0.0000% | $400.00            | $391.78            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-12-31      | 1.7500%  | 0.0000% | $4800.00           | $4722.00           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2030-01-15      | 0.1250%  | 0.0000% | $158500.00         | $190048.20         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-02-28      | 1.1250%  | 0.0000% | $3000.00           | $2908.07           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $95.47             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-09-30      | 0.3750%  | 0.0000% | $200.00            | $188.25            | U.S. Treasuries (including strips) |
| STRIPS                   | 2040-11-15      | NA       | 0.0000% | $14967.82          | $7377.92           | U.S. Treasuries (including strips) |
| STRIPS                   | 2045-05-15      | NA       | 0.0000% | $125.81            | $48.58             | U.S. Treasuries (including strips) |
| STRIPS                   | 2042-11-15      | NA       | 0.0000% | $49557.54          | $21815.33          | U.S. Treasuries (including strips) |
| STRIPS                   | 2049-02-15      | NA       | 0.0000% | $66.01             | $21.23             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-07-31      | 3.8750%  | 0.0000% | $4600.00           | $4664.04           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2035-07-15      | 1.8750%  | 0.0000% | $11657600.00       | $11907631.90       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2030-10-15      | 1.1250%  | 0.0000% | $6472000.00        | $6425502.59        | U.S. Treasuries (including strips) |
| Federal Farm Credit Bank | 2035-06-22      | 1.7900%  | 0.0000% | $5000.00           | $3996.07           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2030-07-08      | 1.0400%  | 0.0000% | $2000.00           | $1774.80           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2030-10-15      | 1.2600%  | 0.0000% | $5000.00           | $4433.30           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2035-10-26      | 1.7300%  | 0.0000% | $3000.00           | $2365.71           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2029-06-14      | 1.5900%  | 0.0000% | $4000.00           | $3735.47           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2027-10-20      | 1.3000%  | 0.0000% | $5000.00           | $4783.17           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2031-01-13      | 2.1000%  | 0.0000% | $5000.00           | $4643.20           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2035-02-23      | 3.2500%  | 0.0000% | $1000.00           | $918.22            | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2037-06-08      | 4.9900%  | 0.0000% | $5000.00           | $5027.04           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2029-05-03      | 3.8750%  | 0.0000% | $4000.00           | $4102.01           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2029-04-09      | 5.0000%  | 0.0000% | $3000.00           | $3019.64           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2025-11-04      | 5.8000%  | 0.0000% | $3000.00           | $3038.18           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2030-10-01      | 3.7500%  | 0.0000% | $800000.00         | $802101.60         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2027-03-16      | 3.6250%  | 0.0000% | $750000.00         | $752406.19         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2028-11-15      | NA       | 0.0000% | $5000.00           | $4468.67           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2027-08-15      | NA       | 0.0000% | $3000.00           | $2808.83           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2029-09-15      | 6.7500%  | 0.0000% | $3000.00           | $3358.13           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2028-07-15      | NA       | 0.0000% | $4000.00           | $3611.81           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2027-12-30      | 1.1100%  | 0.0000% | $4000.00           | $3802.96           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2025-12-23      | 0.7000%  | 0.0000% | $2000.00           | $1996.31           | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2029-05-15      | 6.2500%  | 0.0000% | $1000.00           | $1114.43           | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIPS         | 2025-11-15      | NA       | 0.0000% | $3000.00           | $2995.24           | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIPS         | 2026-05-15      | NA       | 0.0000% | $3000.00           | $2937.15           | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2027-10-08      | 0.7500%  | 0.0000% | $3000.00           | $2841.63           | Agency Mortgage-Backed Securities  |
| US TREASURY N/B          | 2040-02-15      | 4.6250%  | 0.0000% | $300.00            | $309.51            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2040-02-15      | 2.1250%  | 0.0000% | $45000.00          | $68260.16          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2040-05-15      | 4.3750%  | 0.0000% | $600.00            | $608.22            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2040-08-15      | 3.8750%  | 0.0000% | $1000.00           | $944.91            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2041-08-15      | 3.7500%  | 0.0000% | $400.00            | $368.26            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2041-11-15      | 3.1250%  | 0.0000% | $31000.00          | $26436.31          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2042-02-15      | 3.1250%  | 0.0000% | $100.00            | $84.08             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2042-08-15      | 2.7500%  | 0.0000% | $300.00            | $236.75            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2043-02-15      | 0.6250%  | 0.0000% | $335800.00         | $362068.08         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2043-08-15      | 3.6250%  | 0.0000% | $400.00            | $354.49            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2043-11-15      | 3.7500%  | 0.0000% | $5000.00           | $4548.02           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2044-02-15      | 3.6250%  | 0.0000% | $1700.00           | $1499.92           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2044-02-15      | 1.3750%  | 0.0000% | $277700.00         | $332968.87         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2044-08-15      | 3.1250%  | 0.0000% | $6000.00           | $4885.95           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2044-11-15      | 3.0000%  | 0.0000% | $39600.00          | $31819.28          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $72.87             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2045-08-15      | 2.8750%  | 0.0000% | $500.00            | $386.49            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2045-11-15      | 3.0000%  | 0.0000% | $90100.00          | $71648.71          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2046-02-15      | 2.5000%  | 0.0000% | $500.00            | $359.02            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2046-05-15      | 2.5000%  | 0.0000% | $4600.00           | $3320.98           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2046-08-15      | 2.2500%  | 0.0000% | $900.00            | $611.04            | U.S. Treasuries (including strips) |
| Fannie Mae               | 2028-09-01      | 6.0800%  | 0.0000% | $3000.00           | $3220.90           | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2027-08-27      | 0.7000%  | 0.0000% | $1000.00           | $949.76            | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2030-10-21      | 4.0200%  | 0.0000% | $2450000.00        | $2445795.80        | Agency Mortgage-Backed Securities  |
| RESOLUTION FUNDING STRIP | 2026-07-15      | NA       | 0.0000% | $1000.00           | $972.62            | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY    | 2039-09-15      | 5.2500%  | 0.0000% | $2000.00           | $2145.77           | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY    | 2042-12-15      | 3.5000%  | 0.0000% | $5000.00           | $4292.66           | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY    | 2027-02-01      | 2.8750%  | 0.0000% | $2000.00           | $1993.94           | Agency Mortgage-Backed Securities  |
| TENN VAL AUTH CPN STRIP  | 2026-11-01      | NA       | 0.0000% | $1000.00           | $961.47            | Agency Mortgage-Backed Securities  |
| TENN VAL AUTH CPN STRIP  | 2028-12-15      | NA       | 0.0000% | $5000.00           | $4433.46           | Agency Mortgage-Backed Securities  |
| TREASURY BILL            | 2026-05-14      | NA       | 0.0000% | $300.00            | $294.19            | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2025-11-13      | NA       | 0.0000% | $28800.00          | $28769.13          | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-02-12      | NA       | 0.0000% | $109500.00         | $108353.43         | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2025-12-30      | NA       | 0.0000% | $1000.00           | $993.94            | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-03-26      | NA       | 0.0000% | $10200.00          | $10049.39          | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-02-10      | NA       | 0.0000% | $1000.00           | $989.67            | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2026-02-15      | NA       | 0.0000% | $200.00            | $197.85            | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2027-08-15      | NA       | 0.0000% | $400.00            | $375.29            | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2046-11-15      | NA       | 0.0000% | $400.00            | $147.00            | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2053-11-15      | NA       | 0.0000% | $200.00            | $53.54             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-11-15      | 6.5000%  | 0.0000% | $300.00            | $318.20            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2028-04-15      | 3.6250%  | 0.0000% | $939500.00         | $1991580.97        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-02-15      | 5.2500%  | 0.0000% | $4200.00           | $4465.13           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2029-04-15      | 3.8750%  | 0.0000% | $240000.00         | $514567.47         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-05-15      | 6.2500%  | 0.0000% | $20000.00          | $22682.75          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2031-02-15      | 5.3750%  | 0.0000% | $800.00            | $870.43            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2026-01-15      | 2.0000%  | 0.0000% | $256300.00         | $420661.44         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2027-01-15      | 2.3750%  | 0.0000% | $8000000.00        | $13104696.15       | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2037-02-15      | 4.7500%  | 0.0000% | $12900.00          | $13727.62          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2028-01-15      | 1.7500%  | 0.0000% | $14000000.00       | $22006940.93       | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2038-02-15      | 4.3750%  | 0.0000% | $100.00            | $102.32            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2039-02-15      | 3.5000%  | 0.0000% | $4100.00           | $3800.84           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-11-30      | 0.6250%  | 0.0000% | $6100.00           | $5756.38           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-12-31      | 0.3750%  | 0.0000% | $499700.00         | $497574.47         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2031-01-15      | 0.1250%  | 0.0000% | $862900.00         | $1006289.42        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-01-31      | 0.3750%  | 0.0000% | $448500.00         | $445118.53         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-02-29      | 1.1250%  | 0.0000% | $5000.00           | $4736.07           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-06-30      | 0.8750%  | 0.0000% | $100.00            | $98.40             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-07-31      | 1.0000%  | 0.0000% | $300.00            | $280.51            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-09-30      | 1.2500%  | 0.0000% | $500.00            | $468.23            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-11-30      | 1.5000%  | 0.0000% | $100.00            | $94.50             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-05-31      | 2.7500%  | 0.0000% | $200.00            | $196.35            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-05-31      | 2.6250%  | 0.0000% | $1000.00           | $995.47            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-06-30      | 3.2500%  | 0.0000% | $35000.00          | $34903.15          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-06-30      | 3.2500%  | 0.0000% | $300.00            | $301.45            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2032-07-15      | 0.6250%  | 0.0000% | $177700.00         | $187428.75         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-07-31      | 2.6250%  | 0.0000% | $400.00            | $388.33            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2032-08-15      | 2.7500%  | 0.0000% | $6000.00           | $5631.40           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-09-30      | 4.1250%  | 0.0000% | $200.00            | $202.58            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-11-15      | 4.5000%  | 0.0000% | $19000.00          | $19395.67          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-11-30      | 3.8750%  | 0.0000% | $60900.00          | $62222.06          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-01-31      | 3.5000%  | 0.0000% | $300.00            | $300.51            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2033-01-15      | 1.1250%  | 0.0000% | $12727700.00       | $13427478.77       | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-02-15      | 4.0000%  | 0.0000% | $100.00            | $100.84            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-04-15      | 3.7500%  | 0.0000% | $400.00            | $400.47            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2028-04-15      | 1.2500%  | 0.0000% | $1000.00           | $1080.07           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2041-05-15      | 2.2500%  | 0.0000% | $200.00            | $151.26            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2051-08-15      | 2.0000%  | 0.0000% | $200.00            | $119.39            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2041-08-15      | 1.7500%  | 0.0000% | $1600.00           | $1100.39           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2051-11-15      | 1.8750%  | 0.0000% | $600.00            | $348.43            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $71.71             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2052-08-15      | 3.0000%  | 0.0000% | $400.00            | $298.02            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2042-08-15      | 3.3750%  | 0.0000% | $400.00            | $346.23            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2053-02-15      | 1.5000%  | 0.0000% | $278000.00         | $245752.82         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $93.07             | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** STATE STREET MASTER FUNDS

**Date:** 2025-11-07

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer